Republished: Feb 23 to Mar 1 Closes +1.21R After the Cancelled-Trade Fix

Seven trades, four winners, three losses, +1.21R net on a TP1 baseline. That is the corrected scorecard for Feb 23 to Mar 1, 2026, replacing the version we published two months ago at nine trades, five winners, four losses, +0.80R net. One of those nine rows was a paused-mid-trade NAS100 entry from Feb 26 the broker never filled to completion and the admin trading dashboard never counted. The cancelled-trade exclusion fix in the data layer dropped it. The corrected week is +1.21R, not +0.80R; per-instrument splits redistribute accordingly. Through Mar 2, 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. Equity traveled from $100,000 up to $101,196.35 on Tuesday's NAS100 winner, settled at $98,580.44 by Thursday, peaked at $104,417.08 on Friday's US30 primary fade, and closed at $102,417.08 after Friday's US500 stop. Four of the seven trades became standalone studies: Tuesday's NAS100 pullback long (+0.60R credited), Tuesday's NAS100 buy-the-dip (+0.69R credited), Friday's US500 intraday fade (+1.19R credited), and Friday's US30 primary fade (+1.73R credited). Drawdown context: the regenerated weekly drawdown report. Longer-window: the corrected February monthly recap and prior week's recap.

Act 1: Tuesday's NAS100 pair, one US30 stop in the middle

Tuesday Feb 24 produced three trades. A NAS100 pullback long at 15:01 UTC ran to TP3 for +0.60R credited. Thirty-two minutes later a US30 mean-revert short stopped at minus 1R as the index held resistance. Sixty-eight minutes after that, a second NAS100 long, a buy-the-dip into reclaimed VWAP/EMAs at 16:41 UTC, ran to TP3 for +0.69R credited. Both NAS100 entries became standalone studies. Equity closed Tuesday at $100,580.44, week +0.29R cumulative.

Act 2: Thursday's US30 stop, the week dips below water

Wed Feb 25 produced no qualifying setups. Thu Feb 26 produced one trade: a US30 buy-the-dip long at 16:11 UTC that stopped at minus 1R as the support shelf failed inside the next hour. Equity pulled to $98,580.44, leaving the week at minus 0.71R cumulative heading into Friday.

Act 3: Friday's three-trade burst, the week settles +1.21R

Fri Feb 27 produced three trades inside twenty-six minutes. A US500 intraday fade short at 16:13 UTC ran to TP3 for +1.19R credited. A US30 primary fade short at 16:33 UTC ran to TP3 for +1.73R credited, the largest winner of the week. Six minutes after that, a US500 pullback long at 16:39 UTC stopped at minus 1R. Equity peaked at $104,417.08 between the second and third trades, then settled at $102,417.08, leaving the week +1.21R cumulative.

Pattern of the week

Inside the corrected ledger, the structural pattern was the fade into resistance against a confirmed intraday counter-trend, applied across both US500 and US30 inside a twenty-minute window. Both Friday fade shorts fit the same template: a level scored as defended by Trend, macro tone risk-tolerant, cross-asset cleared, structural rejection at the level inside the first 5-minute bar after entry. Both ran the full ladder to TP3.

Why the same pattern paid twice on the same session

Cross-Asset had cleared US500 and US30 as decoupled on the 5-minute timeframe before the second entry, so Risk did not apply a correlation discount. The structural premises were independent at the bar level even though the macro tape was shared. Correlation is a measurement, not an assumption.

Decision highlights

The Tuesday NAS100 pair is the cleanest cross-asset judgment of the week. Both setups cleared confluence independently, and the Risk Agent sized the second NAS100 entry at the same threshold as the first because the gate logic does not read consecutive-instrument-win as an exclusion. A discretionary trader emerging from a TP3 winner ninety-eight minutes earlier would have hesitated. The system did not.

The Friday two-fade burst on US500 and US30 is the cleanest example of the system trading correlated index structure without compounding risk. Twenty minutes apart, both fade shorts cleared confluence, both ran the full ladder, both became case studies. Cross-Asset cleared the index pair as decoupled on the 5-minute timeframe before the second entry, so Risk did not apply correlation discount.

The Friday US500 long at 16:39 UTC is the week's hardest decision to read in retrospect. Six minutes after the US30 primary fade had peaked equity at $104,417.08, the system fired a pullback long that stopped inside the same session. The setup read was clean at trigger; the regime softened intraday. The system does not consult the recent trade record to size or decline a new entry.

Loss worth learning from

What the system saw that was right

All three losing entries cleared the published confluence threshold at trigger. Tuesday's US30 mean-revert short, Thursday's US30 buy-the-dip long, Friday's US500 pullback long. Every input was positive at the moment of trigger.

What the system got wrong

Nothing in the entries themselves. All three losses share a regime-shift sensitivity the exit logic does not address: macro repriced inside the trade lifecycle and the stop was the only exit. The system does not re-evaluate in-position trades dynamically. Known cost of the architecture, not a tuning signal.

What the original publication got wrong

The cancelled-trade bug. One paused-mid-trade NAS100 row from Feb 26 was treated as a completed broker fill the dashboard never counted. The data-layer fix drops it. The companion weekly drawdown report regenerated against the same correction.

From the desk

Through Mar 2, 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 this week is that we got the original wrong, and not by much. Seven trades, not nine. +1.21R net, not +0.80R. The underlying broker data was always seven trades and +1.21R; the recap that surfaced them counted a paused NAS100 row the dashboard never had. The cancelled-trade exclusion fix in the data layer drops the row. We republish into the same canonical slot at weekly-recap-2026-02-23; slug, URL, and publish date are unchanged.

The architecture point holds either way. Cross-Asset did not throttle the index pair between the Friday US500 fade and the US30 primary fade because the structural premises were independent at the bar level. Risk did not size down on the Friday US500 long six minutes after the US30 fade printed because the gate logic does not read consecutive-instrument-win as an exclusion. The cost of that discipline this week was one minus 1R late-session stop after the equity high, not a string of correlated losses.

What we're tuning

There is no entry-side tuning signal in the three losses. All three cleared threshold; +1.21R net sits inside the rolling-record interquartile range. Nothing here is a parameter change.

The tuning that did happen was upstream. The cancelled-trade exclusion in the data layer is now patched, and a regression test blocks paused-mid-trade rows from reaching the recap aggregator. The Friday two-fade burst is a feature of the cross-asset architecture, not a tunable parameter.