Apr 20-26, 2026: One EURUSD TP3 Winner, Two Stops, Window Closes -0.33R
Three filled trades, one winner, two losses, -0.33R net at the TP1 baseline. The Apr 23 EURUSD short ran clean to TP3. The other two stopped at -1R inside the f
Restated: Gold (XAUUSD) was part of SkyAnalyst's coverage from inception (Jan 12, 2026) through May 2026. We've since narrowed coverage to six instruments — EURUSD, GBPUSD, USDJPY, US30, NAS100, US500 — and these numbers are restated for the current lineup. The original publish date is preserved; cumulative figures have been recomputed.
Before the trade, meet the system.
SkyAnalyst is not one AI trader. It is four specialist agents — each with its own data pipeline, each maintaining state between evaluations, and each required to agree before a position is sized. They don’t chat in prose. They write structured messages to a shared state object that each reads on every evaluation cycle.
Three filled trades, one winner, two losses, -0.33R net on the TP1 baseline. That is the scorecard for Apr 20-26, 2026. Cumulative equity climbed from $100,000 to $103,333.33 on Thursday afternoon's EURUSD winner, slipped to $101,333.33 fifty-three minutes later on a NAS100 stop, and closed Friday at $99,333.33 after a US500 stop on the cash open. The single winner ran the full TP1, TP2, TP3 ladder and is the trade that kept a thin week from reading worse than it does. Through Apr 27, 2026, the system has banked +8.43R YTD across 75 trades from Jan 12 inception. The simulated $100,000 account at 2 percent risk per trade sits at $116,863.90 on the static line and $116,421.50 on the compounded line. The single winner was a EURUSD short Thursday afternoon. Under our recap baseline we book it as +1.67R from entry to TP1. The broker fill at TP3 ran +4.17R. The full anatomy lives in the case study at the Apr 23 EURUSD short writeup. The two losses are walked in detail in the companion drawdown report. Last week's recap sits at the Apr 13 recap; March's monthly recap covers the longer window.
Act 1: Mon-Wed produced no fills
Mon Apr 20 through Wed Apr 22 were zero-fill sessions. Conditional orders were posted across the active instrument set. Price did not interact with any trigger level inside the active window. The first half of the week was a clean abstain, three sessions in a row.
Act 2: Thursday produced the winner, then the first loss
Thu Apr 23 opened the entry column. EURUSD Short at 14:58 UTC on a resistance-rejection setup graded B cleared confluence. The Macro Agent gated bearish-EUR on a firming DXY. Cross-Asset confirmed with US yields bid into the cash open. The trade ran entry through TP1 to TP2 and out at TP3. TP1-baseline credit: +1.67R. Equity printed $103,333.33 at the peak.
Fifty-three minutes later, NAS100 Long at 15:51 UTC on a conditional pullback to a VWAP/structure zone graded C+ cleared. The index rolled through the zone instead of holding it. Stop at -1R inside the hour. Thursday closed +0.67R cumulative with equity at $101,333.33.
Act 3: Friday gave back the cushion
Fri Apr 24 produced one filled entry, a loss. US500 Short at 14:05 UTC on a VWAP rejection setup graded C+ stopped at -1R as the index reclaimed VWAP through the New York cash open. The Risk Agent did not widen the confluence floor or pause the engine; the C+ threshold the morning's setup had used remained the threshold. Equity closed Friday at $99,333.33. Window net: -0.33R.
Every trade the system took.
| Date | Time | Instrument | Dir | Model | Setup | Grade | R | $ Sim | Result | Details |
|---|---|---|---|---|---|---|---|---|---|---|
| Apr 23 | 14:58 UTC | EURUSD | Short | Claude Opus 4.6 | Conditional Short EURUSD at Resistance Rejection | B | +1.67R(TP1) | +$3,333(TP1) | TP3 hit · ★ Trade of the week | Read case → |
| Apr 23 | 15:51 UTC | NAS100 | Long | Claude Opus 4.6 | Conditional Pullback Long at VWAP/Structure Zone | C+ | -1.0R(SL) | -$2,000(SL) | Stop hit | Read case → |
| Apr 24 | 14:05 UTC | US500 | Short | Claude Opus 4.6 | VWAP Rejection / Opening Range Breakdown Short | C+ | -1.0R(SL) | -$2,000(SL) | Stop hit | Read case → |
Dollar figures are simulated on a $100,000 account at 2% risk per trade. Actual subscriber P&L varies with account size. Past performance is not a guarantee of future results.
Pattern of the week
The week's pattern was one clean directional read on EURUSD, then two lower-confluence setups that did not survive the cash open. The single B-grade entry won and ran the full ladder. The two C+ entries each stopped at -1R inside the first hour after fill.
Inside the three filled trades, the EURUSD short was the only setup that scored above the C+ floor band. The two losses clustered at the floor of the actionable range, where a roughly 40 percent failure rate is the design assumption. Two C+ entries inside two consecutive sessions hitting the failure rate is not anomalous, it is the math the floor is built to absorb.
How one TP3 winner carried the recap
The Apr 23 EURUSD short combined a B grade with a regime read the cash open confirmed. Under TP1 baseline it credits +1.67R. The broker fill at TP3 ran +4.17R. Subscribers running scale-out at TP1, TP2, and TP3 booked closer to the broker figure. The recap baseline holds the projection at TP1 across every winner so the period comparisons stay consistent across windows.
Decision highlights
The Thursday EURUSD short at 14:58 UTC at a B grade is the single highest-quality entry of the window. Macro gated bearish-EUR on a firming DXY, Cross-Asset confirmed with bid US yields, the structure read held, the trade ran the full ladder. TP1-baseline credit +1.67R, the case study documents the full +4.17R run.
The decision not to recalibrate the C+ floor in response to two consecutive C+ stops is the discipline beat of the week. A three-trade window is too small a sample to move the floor in either direction. The Risk Agent held threshold through Thursday's stop and through Friday's stop without widening or pausing.
The decision to publish a window with a single decisive trade carrying the prose, instead of waiting for a fuller week, sits behind the timing of this article. Three filled trades, 33.3 percent win rate, -0.33R is the honest count for the window, and we would rather publish it on the calendar than hold a thin week back.
Claude vs GPT: who led the week.
SkyAnalyst runs multiple foundation models in parallel across its four-agent system. When two models trade the same instrument in the same week, the results are directly comparable. This is that comparison.
- EURUSD+1.7R · 1 trade
- NAS100-1.0R · 1 trade
- US500-1.0R · 1 trade
Same signals, same risk framework, different foundation model.
Six instruments, six stories.
EURUSD took one trade for 100 percent win rate and +1.67R net. The Apr 23 short at 14:58 UTC ran from resistance rejection to TP3. The TP1-baseline credit is +1.67R; the broker fill ran +4.17R.
All EURUSD this week →US30 was inactive. No setup cleared the confluence floor in this window.
All US30 this week →NAS100 took one trade for 0 percent win rate and -1R net. The Apr 23 conditional pullback long at 15:51 UTC stopped as the VWAP/structure zone gave way through the cash open.
All NAS100 this week →USDJPY was inactive. No trigger level interacted with price during the active window.
All USDJPY this week →US500 took one trade for 0 percent win rate and -1R net. The Apr 24 VWAP rejection short at 14:05 UTC stopped as the index reclaimed VWAP through the New York open.
All US500 this week →Win of the week: EURUSD Short · +1.67R
Loss worth learning from
What the system saw that was right
Both losses cleared the published confluence threshold at trigger. The NAS100 long had a clean VWAP/structure zone read with macro risk-tolerant and cross-asset neutral. The US500 short was a textbook VWAP rejection with bond bid into the cash open. Neither was structurally indefensible at trigger time.
What the system got wrong
Both were C+ grade entries at the floor of the actionable confluence range. A C+ trade has, by design, a roughly 40 percent failure rate. Two C+ entries clustered across two sessions, the failure rate landed where the design says it should, and both resolved at the stop. The entries were not the error. The cash open repriced the local tape inside the trade lifecycle and the stop was the only exit on each.
On a $100k account at 2.0% risk per trade.
Each trade risks +$2,000 (1R). The system's actual scale-out behavior may differ, see disclaimer.
| Scenario | R-multiple | Profit on $100k |
|---|---|---|
| Window netActual | -0.33R | −$660 |
All six agents combined.
From the desk
Through Apr 27, 2026, the cumulative ledger reads +8.43R YTD across 75 trades from Jan 12 inception. The same $100,000 account at 2 percent risk per trade sits at $116,863.90 on the static line and $116,421.50 on the compounded line. The spread between the two lines is the cost (or benefit) of compounding through a positive-expectancy edge as winners cluster around losses.
The honest reading: three fills, one TP3 winner, two SL hits, -0.33R net. A 33.3 percent week that closes a third of an R below flat is the kind the system was designed to absorb on the way to the rolling-window math. The single B-grade entry ran clean. The two C+ entries clustered at the floor of the range and the failure rate landed where the design says it should.
The architecture point is the discipline visible across the week. The Risk Agent did not widen the floor after Thursday's stop, did not pause the engine into Friday, and did not adjust sizing on the back of two consecutive C+ misses. Three trades is the wrong sample to react to. We hold the rule.
The TP1-baseline reading of -0.33R undercounts the EURUSD short's broker fill at TP3. Subscribers running scale-out at TP1, TP2, and TP3 booked closer to +4.17R on that single trade. The recap holds the baseline across windows so comparisons stay clean. From the SkyAnalyst Team.
What we're tuning
The two losses do not surface a single tunable artifact. Both were C+ entries at the floor of the actionable range. The design accepts a roughly 40 percent failure rate at that grade in exchange for the volume of opportunities the floor produces. Removing the C+ band would lower expected value over the rolling 100-trade window and would have skipped real winners in prior weeks. A three-trade window is too small to recalibrate the floor in either direction.
The operational item out of this window is not a tune but a discipline check. The Risk Agent held threshold through both stops without widening or pausing. The companion drawdown report walks the same two losses on the loss side.
At a Glance
Week at a glance
Why does the recap read -0.33R when the broker fill on the winner was +4.17R?
Recap R-multiples use a TP1-baseline projection on every winner so period comparisons stay consistent across windows. The Apr 23 EURUSD short ran the full ladder, so the baseline reads +1.67R while the case study documents the full +4.17R TP3 run. The two losses both stopped at -1R. Net at the baseline is -0.33R; subscribers running scale-out at TP1, TP2, and TP3 booked closer to the case-study figure on the single winner.
How did the EURUSD short read +1.67R in the recap and +4.17R in the case study?
The recap holds every winner at the TP1-baseline R distance so windows compare on a single rule. The case study uses the full broker fill, which on the Apr 23 EURUSD short ran TP1 to TP2 to TP3. The +1.67R figure is the baseline credit, the +4.17R figure is the broker reality. The two numbers are not in conflict, they are different views of the same trade.
Why did only Claude Opus 4.6 trade this week?
Single-model windows occur when one family's confluence math clears threshold and the other does not on the same setups. Three trades is too small a sample to read model dispersion under any methodology. The longer-window head-to-head lives in March's monthly recap, which carries enough decisive trades to surface a meaningful split.
What is the system tuning in response to the two losses?
Nothing instrument-specific. Both were C+ entries at the floor of the actionable confluence range, where the design accepts a roughly 40 percent failure rate. A three-trade window is too small to recalibrate the floor in either direction. The Risk Agent held threshold through both stops without widening or pausing, which is the rule for thin windows.
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We project the recap totals using a TP1 exit on every winning trade. This is the simplest baseline for comparing across periods. Traders running their own scale-out, trail, or TP2/TP3 hold strategies will see different totals. Dollar figures are simulated on a $100,000 account at 2% risk per trade. Actual subscriber P&L varies with account size and execution. Past performance is not a guarantee of future results.
From the SkyAnalyst Journal
EURUSD Short on May 15: Six Waits, One Enter, a Clean TP1 Fill
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Three stops, one regime: the week the tape refused to confirm
Three losses, 2.25R given back against a year that still reads +20.43R. The honest portfolio view: what every stop taught us, and what the drawdown curve says about a week that drew down 2.4 percent and recovered.
May 11-17, 2026: Seven-Three Week, +5.96R Net Across a Model Upgrade
Ten canonical trades, seven winners, three losers, +5.96R net at the TP1 baseline. Tuesday and Wednesday ran on Claude Opus 4.6, Friday switched to Opus 4.7, and GBPUSD came online as a new instrument and won both its trades.