February 2026 Monthly Recap (Republished): 21 Trades, 61.9 Percent, +4.41R Net

February 2026 was the first full calendar month of the published record. The system took twenty-one trades across three active instruments, closed at +4.41R net on the TP1 baseline, and produced a 61.9 percent win rate. Thirteen winners, eight losers. The simulated $100,000 account at 2 percent risk per trade closed February at $108,814.78. Through Mar 1, 2026, the system has banked +7.43R YTD across 24 trades from Jan 12 inception. The simulated $100,000 account at 2 percent risk per trade sits at $114,860 on a static basis. This is a corrected republish. The original article reported 24 trades, 15 winners, 9 losers, and +6.64R net. Three of those rows were paused-mid-trade entries that the broker did not fill to completion, and that the admin trading dashboard never counted toward MTD. The cancelled-trade exclusion fix in the data layer dropped all three rows from the recap ledger. The corrected window facts match the dashboard tally, the canonical source. We are republishing into the same canonical slot at monthly-recap-2026-02; slug, URL, and publish date are unchanged. Methodology note up front: every R-multiple is computed on a TP1 exit for every winner. That is the conservative baseline. Six of February's thirteen winners ran past TP1 to TP3 in the live broker fills. The +4.41R is the floor of the credited projection, not the realized ceiling.

Act 1: Feb 4-13, the opening swing and the first cluster of variance

The month opened on Feb 4 with a US30 long that stopped at minus 1R, the only trade of the opening week. Feb 9 to Feb 10 produced three trades: a US30 pullback long that paid +1.31R on TP2, a US30 pullback long that stopped, and a US30 pullback to VWAP/61.8 long that paid +2.30R on TP1, the largest single TP1 print of the month. Cumulative MTD reached +1.61R into the weekend.

Feb 13 produced the densest single session of the month: five trades inside forty-two minutes. A US30 short paid +0.57R on TP1, a NAS100 short stopped, a US500 short paid +0.74R on TP1, a US30 short stopped, a US500 long paid +0.55R on TP2. The session closed three winners and two losers, leaving the week at +1.47R cumulative. The equity curve hit its first checkpoint at $102,930.91.

Act 2: Feb 17-20, the cleanup week

The third week opened steady. Feb 17 produced two TP1 winners inside the same minute: a NAS100 long for +0.62R and a US30 long for +0.43R. Cumulative climbed to +2.52R. Feb 19 brought a NAS100 short that stopped and a US30 SHORT VWAP/EMA fade that ran the full ladder to TP3 for +1.08R credited, the first TP3 print of the month. The Feb 19 trade became a standalone case study.

Feb 20 added a US30 short pullback to supply that ran to TP3 for +0.61R credited. Cumulative reached +3.20R into the weekend. Both Feb 19 and Feb 20 entries became case studies, demonstrating the system's pullback-to-supply logic working through a session with intraday counter-flow. The simulated account closed the week at $106,397.70.

Act 3: Feb 24-27, the closing bumper

The closing week is the densest TP3 cluster of the month. Feb 24 produced three trades: a NAS100 pullback long to TP3 for +0.60R credited, a US30 mean-revert short that stopped, a NAS100 buy-the-dip into reclaimed VWAP/EMAs to TP3 for +0.69R credited. Both NAS100 trades became case studies. Cumulative climbed to +3.49R.

Feb 26 stopped a US30 buy-the-dip long, dragging the week to +2.49R. Then Feb 27 closed the month with three trades inside twenty-six minutes. A US500 intraday fade short ran to TP3 for +1.19R credited. Twenty minutes later, a US30 primary fade short ran to TP3 for +1.73R credited, the largest credited single winner of the month. Six minutes after that, a US500 pullback long stopped at minus 1R. Cumulative closed February at +4.41R, equity at $108,814.78.

Pattern of the week

The pattern that defined February was the fade into resistance against a confirmed intraday counter-trend, applied across US30 and US500 in the closing week. The Feb 19 US30 VWAP/EMA fade, the Feb 20 US30 pullback to supply, the Feb 27 US500 intraday fade, and the Feb 27 US30 primary fade all fit this template. Four of the six TP3 winners of the month came from this single setup family.

Why the same pattern paid into a constructive tape

The setup library treats a fade into resistance as a counter-trend entry only after macro and cross-asset have cleared the direction. The Macro Agent gated risk-tolerant through Feb 19 to Feb 27, which sounds like the wrong regime for a fade. It is not. The fade reads the structural rejection at a level the Trend Agent has scored as defended, not the macro tone. When macro stays risk-tolerant and a level is being defended on volume, the fade pays because the counter-flow is contained. That is the architecture working in plain sight.

Decision highlights

The Feb 13 sequence is the cleanest example in February of the system trading dense without compounding. Inside forty-two minutes it fired five entries across US30, NAS100, and US500 in both directions. Three winners and two losers, net +0.86R for the session. Cross-Asset cleared the index pair as decoupled on the 5-minute timeframe before each entry, so the Risk Agent did not apply correlation discounts. A discretionary trader would have throttled after the second loss. The system did not.

The Feb 24 NAS100 pair is the cleanest example of the system holding posture through a single-instrument retest. The 15:01 long ran to TP3 for +0.60R credited. The 15:33 US30 mean-revert short stopped at minus 1R between them. The 16:41 NAS100 buy-the-dip long fired into the same instrument that had just produced a winner ninety-eight minutes earlier, sized at the same threshold, and ran to TP3 for +0.69R credited. The Risk Agent did not size down on the second NAS100 long because the gate logic does not read consecutive-instrument-win as an exclusion either.

The Feb 27 closing trio is the densest TP3-and-stop cluster of the month. The 16:13 US500 intraday fade short ran to TP3 for +1.19R credited. The 16:33 US30 primary fade short ran to TP3 for +1.73R credited. The 16:39 US500 pullback long stopped at minus 1R. Three correlated index entries inside twenty-six minutes, two TP3 winners and one stop. Cross-Asset flagged the correlation and let all three through because the structural premises were independent at the bar level.

Loss worth learning from

The cleanest loss the month produced was Feb 26's US30 buy-the-dip long at 16:11 UTC. Inside a week that had just printed two TP3 winners on Feb 24 and was holding +3.49R cumulative, the system fired a US30 long on a buy-the-dip read into a tested support shelf. It stopped at minus 1R inside the next hour.

What the system saw that was right

A risk-tolerant macro regime, a US30 trending higher on the rolling sample, and a structural support shelf that had defended on the prior session. The Trend Agent's confluence cleared threshold. The Macro Agent's gate had not flipped. Cross-Asset confirmed correlations were inside tolerance.

What the system got wrong

The buy-the-dip read assumed the support shelf would defend a second time. It did not. Volume on the test was below the 60-period average and no rejection candle printed inside the first three 5-minute bars. The volume-scoring of resting orders below the shelf was thin, and the model under-weighted the absence of confirmation. The stop was the only exit path.

What we would do the same

The entry rule is the entry rule. The system does not consult the recent trade record to size or decline a new entry. If the inputs cleared threshold, the entry was correct under the same logic that took the Feb 24 NAS100 TP3 winners and the Feb 27 US30 primary fade. Streak-aware filters would lower realized expectancy across calendar windows, not raise it. The minus 1R drag on Feb 26 was the cost of holding posture; the +4.41R month was the payoff. Both came from the same playbook.

From the desk

Through Mar 1, 2026, the cumulative ledger reads +7.43R YTD across 24 trades from Jan 12 inception. The same $100,000 account at 2 percent risk per trade sits at $114,860 on the static line and $115,393 on the compounded line — the spread is the cost (or benefit) of compounding through a positive-expectancy edge as winners cluster around losses.

The honest reading of February is that the system delivered a clean first month: 61.9 percent on twenty-one trades, +4.41R net, equity closing at $108,814.78 on the simulated account. Six of the thirteen winners ran past TP1 to TP3 in the live broker fills. The credited recap underweights those runners by design.

The republish is the more important note. The original article reported 24 trades and +6.64R, and three paused-mid-trade rows were inflating both numbers. The admin trading dashboard never counted those rows toward MTD because they did not represent completed broker positions. The cancelled-trade exclusion fix in the data layer brought the recap ledger into alignment with the dashboard, the canonical source. The corrected month is +4.41R, the published month is now +4.41R, and the dashboard, the recap, and the equity curve all report the same total.

What carries into March is the same playbook. The system does not tune based on the calendar month; it tunes based on the rolling 100-trade window. February gave us a clean look at the architecture working through a constructive tape with TP3 cluster discipline at the close. March's monthly recap gave us the look at the same architecture surviving variance both directions inside one window. Both readings are data. Neither is a verdict.

Weekly views: Feb 2-8, Feb 9-15, Feb 16-22, Feb 23 to Mar 1. Adjacent monthlies: January 2026 monthly recap, March 2026 monthly recap.

What we're tuning

February did not produce a tuning signal. A 61.9 percent win rate at +4.41R net across twenty-one trades is comfortably inside the rolling-100 distribution for similar setup mixes, and the per-instrument concentration on US30 (twelve of twenty-one entries) is the natural shape of a month dominated by index-fade structure. Tuning on a 21-trade sample would be over-fitting noise.

What we are tracking forward into March: whether NAS100 stabilizes after February's flat finish, whether US500's 75 percent hit rate compresses toward the long-run mean, and whether the TP1-versus-TP3 spread on the runners stays as wide as six TP3 winners suggest. None are immediate tuning items. They are the variables that, if they shift, will eventually surface as a signal worth acting on.