Every sheet the team runs on

# My rules file

One page. Paste it into the team setup, where the braces say "my rules file". Every seat reads it. Update it on weekends only, never mid-session.

Last updated: {date}

## 1. What I trade
- Instruments: {e.g. MNQ (micro Nasdaq futures). ES chart for context only.}
- Value per point or pip: {e.g. MNQ = 2 per point per contract. Check your contract's specification.}
- Account: {personal / prop evaluation / prop funded}
- Platform: {broker or prop account the execution agent sends orders to}

## 2. When I trade
- Session window: {e.g. 09:45–11:30 New York time}. No entries outside it.
- Days I don't trade: {e.g. the day of a central bank rate decision, the last trading day of the month, days I slept badly}

## 3. My setup(s)
Paste the SETUP SHEET the Researcher built with you (the setup-sheet prompt, Guide 03). One sheet per setup. Maximum two setups while the system is new.

### Setup sheet: {name}
- Context rules:
 1. {yes/no rule}
 2. {yes/no rule}
- Trigger rule: {yes/no rule}
- Entry: {where, order type}
- Invalidation (stop): {rule}
- Target: {rule}
- Time exit: {rule, or "none"}
- No-trade conditions:
 1. {rule}
 2. {rule}

## 4. Charts I give the team
- Timeframes, higher first: {e.g. 4H, 1H, 15m, 5m}
- What is on them: {e.g. prior day high/low lines, session box, one moving average}
- Time zone on the chart: {e.g. New York}

## 5. Where my facts come from
- Calendar I copy from each morning: {name}, shown in {time zone}
- Exact levels: {e.g. exported bars from my charting platform / read from the data window}

## 6. This week's change
{the one change from the last weekly review, with its date}

## 7. Words I've banned from my own notes
{e.g. "feels", "probably", "should bounce", "revenge"}

# My risk rules sheet

The Risk Manager reads only this sheet and your account state. Every rule is a number or a yes/no. Numbers below are **examples**. Set your own.

Last updated: {date}. Changes are made on weekends only.

## Part A — rules the Risk Manager checks

| # | Rule | My number (example values) |
|---|---|---|
| 1 | Maximum risk per trade | {example: 0.5% of account, or a fixed amount}. This is 1R. |
| 2 | Daily stop (loss) | {example: 2R}. When reached, the team is CLOSED for the day. |
| 3 | Maximum trades per day | {example: 3} |
| 4 | Stop after losses in a row | {example: 2 losing trades in a row closes the team for the day} |
| 5 | Maximum size | {example: 5 micro contracts / 0.5 lots} |
| 6 | Session window | {example: 09:45–11:30 New York time} |
| 7 | News blackout | {example: no entries from 10 minutes before to 10 minutes after any high-impact event on my event sheet; no new trades on rate-decision days}. No event sheet pasted = FAIL. |
| 8 | Bracket rule | Every order has a stop and a target attached at entry. No stop, no trade. |
| 9 | State rule | {example: tilt check — 1 YES = AMBER, risk per trade halved for the session; 2 or more YES, or question 6 alone = TEAM OFF for the session} |
| 10 | Open position rule | {example: one position at a time} |
| 11 | Extra rule (optional, example) | {example: trade cards are written before the session only} |

## Part B — hard limits set in my platform (first line)

The AI is the second line. These settings live in the trading platform or with the broker, where a prompt can't argue with them. Check what your platform offers; names differ.

| Limit | Set in platform? | Value | Date checked |
|---|---|---|---|
| Daily loss limit / auto-flatten | {yes / no / not offered} | {value} | {date} |
| Maximum position size | {yes / no / not offered} | {value} | {date} |
| Default bracket (stop + target) on every order | {yes / no} | {template name} | {date} |
| Trading hours lock (if offered) | {yes / no / not offered} | {hours} | {date} |

If a limit in Part A can be set in your platform, set it there too. If the platform setting and this sheet disagree, the stricter one wins.

## Part C — what never changes
- Orders are placed automatically, only inside your risk rules.
- A BLOCK is not lifted in the same session.
- This sheet is changed on weekends, after the weekly review, never during a session.

# Prop firm rules sheet

Fill this in from your firm's **current** rules page. Write the date you read it. Firms change rules, and the same firm can have different rules for different account types. If a rule is unclear, write "unknown" and ask the firm's support in writing. Until it's answered, the Risk Manager treats it as the strictest reading.

This sheet is a model of your firm's rules for your own planning. It is not an arrangement with the firm.

| Field | Value | Where I found it (page / section) |
|---|---|---|
| Firm and account type | {…} | |
| Date I read the rules | {date} | |
| Account size | {…} | |
| Profit target | {…} | |
| Drawdown type | {end-of-day trailing / intraday trailing / static} | |
| Maximum drawdown | {…} | |
| Does the floor stop trailing? At what level? | {…} | |
| Daily loss limit (if any) and what happens on breach | {fail the account / pause for the day / none} | |
| When the trading day resets | {time and time zone} | |
| Consistency rule (if any) | {…} | |
| Minimum trading days | {…} | |
| Contract cap / scaling plan | {…} | |
| News trading rules | {…} | |
| Overnight / weekend holding | {…} | |
| Rules on automation, copy trading, AI tools | {…} | |
| Anything else that fails the account | {…} | |

## My buffers (tighter than the firm's)
- My daily stop: {e.g. well inside the firm's daily limit}
- My size bands by room left to the floor: {e.g. >50% normal · 25–50% half · <25% minimum or none}
- My stop-for-the-day amount under the consistency rule: {calculated by prop mode each day}

# Trade card

Written before the session by the Trader role. Placed by the execution agent, only if the trigger happens inside the valid window, only after a CLEAR. If any line changes, it's a new card and it gets checked again.

```text
TRADE CARD — {setup name} — {instrument} — {date} — card {A/B}
IF (trigger):    {one sentence from the setup sheet}
Valid between:    {hh:mm}–{hh:mm} {time zone}, blackout windows excluded. Expires after.
Direction:      {long / short}
Entry:        {price} (chart/data) · {order type}
Stop:        {price} (chart/data) · from rule: {invalidation rule}
Target:       {price} (chart/data) · from rule: {target rule}
Time exit:      {rule from the setup sheet, or "none stated"}
Stop distance:    {points / pips}
Size maths:     {budget} ÷ ({stop distance} × {value per point}) = {raw} → rounded down {n} → capped {n}
Risk if stopped:   {money} = {x}R
Reward to target:  {y}R
Order:        bracket (entry + stop + target together)
Cancel if:      1) {…} 2) {…}
Risk check:     {CLEAR / BLOCK} at {hh:mm}
```

## Filled example (illustrative prices, not a recommendation)

```text
TRADE CARD — Opening-range retest — MNQ — example day — card A
IF (trigger):    a 5-minute candle closes back above the opening-range high after trading below it
Valid between:    09:45–11:00 New York. Expires after.
Direction:      long
Entry:        21,452.00 (chart, example) · limit
Stop:        21,432.00 (chart, example) · from rule: below the low of the retest candle
Target:       21,492.00 (chart, example) · from rule: prior day high
Time exit:      none stated
Stop distance:    20 points
Size maths:     200 ÷ (20 × 2) = 5 → rounded down 5 → capped 5
Risk if stopped:   200 = 1R
Reward to target:  2R
Order:        bracket
Cancel if:      1) price trades below 21,432 before entry 2) any pasted headline inside the window
Risk check:     to be run when the trigger prints
```

TRADE CARD — {setup name} — {instrument} — {date} — card {A/B}
IF (trigger):    {one sentence from the setup sheet}
Valid between:    {hh:mm}–{hh:mm} {time zone}, blackout windows excluded. Expires after.
Direction:      {long / short}
Entry:        {price} (chart/data) · {order type}
Stop:        {price} (chart/data) · from rule: {invalidation rule}
Target:       {price} (chart/data) · from rule: {target rule}
Time exit:      {rule from the setup sheet, or "none stated"}
Stop distance:    {points / pips}
Size maths:     {budget} ÷ ({stop distance} × {value per point}) = {raw} → rounded down {n} → capped {n}
Risk if stopped:   {money} = {x}R
Reward to target:  {y}R
Order:        bracket (entry + stop + target together)
Cancel if:      1) {…} 2) {…}
Risk check:     {CLEAR / BLOCK} at {hh:mm}

TRADE CARD — Opening-range retest — MNQ — example day — card A
IF (trigger):    a 5-minute candle closes back above the opening-range high after trading below it
Valid between:    09:45–11:00 New York. Expires after.
Direction:      long
Entry:        21,452.00 (chart, example) · limit
Stop:        21,432.00 (chart, example) · from rule: below the low of the retest candle
Target:       21,492.00 (chart, example) · from rule: prior day high
Time exit:      none stated
Stop distance:    20 points
Size maths:     200 ÷ (20 × 2) = 5 → rounded down 5 → capped 5
Risk if stopped:   200 = 1R
Reward to target:  2R
Order:        bracket
Cancel if:      1) price trades below 21,432 before entry 2) any pasted headline inside the window
Risk check:     to be run when the trigger prints

# Decision memo (trade memo)

Written by the Decider role from the whole packet. One page. Saved with the date in its name, for example `2026-10-06-MNQ-memo.md`, or pasted into your journal's notes column.

```text
DECISION MEMO — {setup name} — {instrument} — {date}

1. Summary:      {one sentence}
2. Rules:       PASS {n} · FAIL {n} · CAN'T TELL {n}
3. Best point for:   {one line} (source: {section})
4. Best point against: {one line} (source: {section}) · ANSWERED / PARTLY / UNANSWERED
5. Risk:        TEAM {OPEN/CLOSED} · budget {money}/{R} · trades left {n} · blackouts {times}
6. Card:        entry {…} · stop {…} · target {…} · size {…} · {y}R to target · valid {hh:mm–hh:mm}
7. Score:       {1–5} — rubric line: "{quote}"
8. Becomes a 1 if:   1) {observable event} 2) {observable event}
9. Decision:      TAKE IF TRIGGERED / PASS / WAIT — reason: ______________  (the execution agent acts on this line)
```

## Scoring rubric (the same lines as the Decider prompt and the team setup)
- **1** — any context rule FAIL, any no-trade condition met, the Risk Manager says CLOSED, or the card is outside the risk budget.
- **2** — rules pass, but two or more context rules are CAN'T TELL, or the Bear has an unanswered point about event risk or location.
- **3** — rules pass, at most one CAN'T TELL, the Bear's best point is partly answered.
- **4** — all context rules PASS, the regime fits the setup, the Bear's points are answered with evidence, the card is inside budget.
- **5** — everything in 4, plus the watch zone sits at a level named in the Analyst brief, and no scheduled event inside the card's valid window.

The score describes the quality of the evidence for this plan, by your rules. It is not a probability and it is not a prediction.

DECISION MEMO — {setup name} — {instrument} — {date}

1. Summary:      {one sentence}
2. Rules:       PASS {n} · FAIL {n} · CAN'T TELL {n}
3. Best point for:   {one line} (source: {section})
4. Best point against: {one line} (source: {section}) · ANSWERED / PARTLY / UNANSWERED
5. Risk:        TEAM {OPEN/CLOSED} · budget {money}/{R} · trades left {n} · blackouts {times}
6. Card:        entry {…} · stop {…} · target {…} · size {…} · {y}R to target · valid {hh:mm–hh:mm}
7. Score:       {1–5} — rubric line: "{quote}"
8. Becomes a 1 if:   1) {observable event} 2) {observable event}
9. Decision:      TAKE IF TRIGGERED / PASS / WAIT — reason: ______________  (the execution agent acts on this line)

# Daily briefing routine — 15 minutes before the session

Start 20 minutes before your session window. The first 5 minutes are your platform and your calendar. The 15 minutes after that are the team.

Times shown as minutes from the start of the team (T+). Example session: MNQ, New York, entries 09:45–11:30.

| T+ | Step | Seat | Chat | You paste | You get |
|---|---|---|---|---|---|
| −5–0 | Platform and calendar | You, News agent | A | Today's calendar rows, copied as text | Limits on, bracket loaded, **event sheet** with blackout windows |
| 0–3 | Briefing | Analyst | A | 3 screenshots (high → low timeframe), the event sheet | Market brief, regime label |
| 3–6 | Setup check | Researcher | A | Current chart | Setup watch: PASS / FAIL / CAN'T TELL, watch zones, trigger sentence |
| 6–9 | Debate | Bull, Bear | B, C (fresh) | The packet: brief + watch + one scenario line | Two cases, each with its best point against itself |
| 9–11 | Risk check | Risk Manager | D (fresh) | Tilt check answers, account state, the event sheet | STATE, TEAM ON/CLOSED, risk budget, trades left, blackouts |
| 11–13 | Trade card | Trader | A | Watch, scenario, budget | 1–2 conditional trade cards |
| optional, +1 | Pre-mortem | Bear | C | The trade card | Three ways it fails, each with a tell to watch |
| 13–15 | Memo | Decider | A | Whole packet | Decision memo, score 1–5, TAKE or PASS verdict |
| 15 | **Auto-execution** | — | — | — | The execution agent acts on line 9 of the memo. Set alerts at the watch zones. |

**In session:** trigger prints → paste the card + account state into chat D (the in-session check) → CLEAR → the execution agent places the card exactly as written. BLOCK → no trade. After any losing trade, rerun the tilt check before anything else. No other AI during the session.

**After the session (5 minutes):** run the debrief on each card in chat A, taken or not. Copy its journal fields into the row. Save the memo.

**Stop rules:** if the Analyst says EVENT DAY inside your window and your rules say no trading on those, or the Researcher says NO SETUP TODAY, or the tilt check or day check says CLOSED, the routine ends there. That's a finished routine, not a failed one.

**Short on time:** use the fast team in one chat. Keep the in-session check in its own chat.

## Optional: schedule a pre-brief

If your tool can run a saved prompt on a schedule, schedule a short **pre-brief** to be ready when you sit down. A scheduled task can't see your chart, so keep it to things it can read: your rules and your checklist. It does not replace the event sheet, which is built from the calendar you paste.

```text
Pre-brief for {instrument}, {date}. Using my rules file and risk sheet only:
1. Remind me of my session window, my daily stop, my max trades and my news rule.
2. Print "This week's change" from my rules file.
3. Print my pre-session checklist: platform limits on, bracket template loaded, calendar rows copied, screenshots ready ({timeframes}).
Do not comment on price or on today's events. You cannot see my chart or my calendar.
```

Check your tool's current help pages for how scheduling works. Features and names change.

## Pre-session checklist
- [ ] Platform daily loss limit is on
- [ ] Bracket template loaded, max size set
- [ ] Calendar rows copied as text, event sheet built
- [ ] Screenshots: high to low timeframe, price and time scales visible, latest bar on the right
- [ ] Chats A, B, C, D open in the team workspace
- [ ] Journal open

Pre-brief for {instrument}, {date}. Using my rules file and risk sheet only:
1. Remind me of my session window, my daily stop, my max trades and my news rule.
2. Print "This week's change" from my rules file.
3. Print my pre-session checklist: platform limits on, bracket template loaded, calendar rows copied, screenshots ready ({timeframes}).
Do not comment on price or on today's events. You cannot see my chart or my calendar.

# Weekly review routine — 30 minutes, once a week

Pick a fixed slot after your last session of the week. Same slot every week.

| Minutes | Step |
|---|---|
| 0–5 | Clean the journal: every row has an ID, setup name, team score, risk verdict, rules_followed and result_r. Fill gaps from your memos and debriefs. |
| 5–8 | Export the week's rows as CSV (or copy the table). |
| 8–15 | Fresh chat, the Weekly Reviewer prompt. Paste the rows and last week's memo. |
| 15–20 | Check two numbers by hand: trades taken, and the count for "the rule I break most". If they don't match, fix the rows and rerun. |
| 20–25 | Decide on **one** change for next week. Write it in your rules file under "This week's change", with the date. If it changes a number in your risk sheet, change the platform setting too. |
| 25–30 | Save the memo with the week in its name. Review one trade where a rule was broken, with the memo next to it. |

## Weekly review memo — template

```text
WEEKLY REVIEW — week of {date}

Counts:        sessions {n} · memos {n} · trades taken {n} · passed {n} · taken without memo/CLEAR {n}
Rule adherence:    followed {n} · broken {n} · broken IDs: {…}
Rule I break most:  {rule} · {n} times · IDs {…} · when: {pattern}
Followed vs broken:  {x}R vs {y}R (descriptive only; sample: {n} trades)
Score check:     4–5 scored: {x}R over {n} · 1–3 scored: {y}R over {n} (descriptive only)
Overrides:      {list with IDs, or "none"}
Last week's change:  done / partly / not done — evidence: {…}
One change next week: {single, checkable action}
Keep doing:      {one thing, with evidence}
Data gaps:      {columns left empty, or "none"}
```

## Once a month: the team review (20 minutes)

After the fourth weekly review, open a fresh chat and run the Monthly team review prompt with the month's rows and the four weekly memos. It goes through your rules one by one: how often each applied, how often it changed a decision, how often you broke it. At most one rule is retired or rewritten and one added or tightened. The daily stop, the per-trade maximum, the bracket rule and Part C of the risk sheet are never up for retirement.

## Rules for the review
- One change per week. Not three.
- The reviewer describes behaviour. It doesn't redesign your strategy. Strategy questions go through the playbook method (Guide 11), with far more trades than one week.
- Fewer than 20 trades: the numbers describe the week. They don't prove anything about your edge.

WEEKLY REVIEW — week of {date}

Counts:        sessions {n} · memos {n} · trades taken {n} · passed {n} · taken without memo/CLEAR {n}
Rule adherence:    followed {n} · broken {n} · broken IDs: {…}
Rule I break most:  {rule} · {n} times · IDs {…} · when: {pattern}
Followed vs broken:  {x}R vs {y}R (descriptive only; sample: {n} trades)
Score check:     4–5 scored: {x}R over {n} · 1–3 scored: {y}R over {n} (descriptive only)
Overrides:      {list with IDs, or "none"}
Last week's change:  done / partly / not done — evidence: {…}
One change next week: {single, checkable action}
Keep doing:      {one thing, with evidence}
Data gaps:      {columns left empty, or "none"}

# Journal columns

Use `journal-columns.csv` as the header row in a spreadsheet, a Notion table, or any tool that can export CSV. Fixed columns are the point: the weekly reviewer can only find patterns in columns that are filled the same way every day. The three example rows are illustrations, not results.

Log every **decision**, not only every trade. A passed card is a row too (`took_trade = N`). Passing on a score-2 plan is a skill and it belongs in the record.

| Column | What goes in it | Allowed values |
|---|---|---|
| trade_id | Unique ID | e.g. 2026-W41-03 |
| date | Session date | YYYY-MM-DD |
| session | Which session | e.g. NY AM, London |
| instrument | What you traded | e.g. MNQ, EURUSD |
| setup_name | Exact name from your setup sheet | one of your setup names |
| card_id | Which trade card | A, B, or none |
| team_score | Decider score | 1–5, or none |
| risk_verdict | Risk Manager's trade check | CLEAR, BLOCK, none |
| took_trade | Was it executed? | Y / N |
| direction | Long or short | long / short |
| entry, stop, target | Prices as placed | numbers |
| size | Contracts or lots | number |
| risk_money | Money at risk if stopped | number |
| risk_r | Risk in R (should be ≤ 1) | number |
| result_r | Result in R | number, filled after close |
| exit_reason | Why it closed | target / stop / time / manual / card cancelled |
| rules_followed | Every rule in rules file and risk sheet followed? | Y / N |
| rule_broken | If N: which rule, in the rule's own words | text |
| state_1to5 | Calm and rested, 1–5, before the session (the tilt check verdict can go in notes) | 1–5 |
| time_in, time_out | Entry and exit times | hh:mm |
| notes | One line. What you saw, what you felt. | text |
| screenshot_link | Chart at exit with entry/stop/target marked | link |

## Three rules for the journal
1. Fill it the same day. A row written next week is a story, not a record.
2. `rules_followed` is binary. "Mostly" is N.
3. Never edit a past row's decision fields. If you learn something later, add it in notes with the date.

# Playbook brief

One page per strategy idea you are researching. Fill every blank in the "Locked before testing" block, date it, and do not change it while the test runs. A changed blank is a new brief with a new date and a fresh count.

A brief is a research document. It is not a setup sheet until it has climbed the evidence ladder on your own market (Guide 11).

```text
PLAYBOOK BRIEF — {name} — version {n} — locked on {date}

IDEA (one line):     {what is claimed}
WHY IT MIGHT WORK:    {the public reasoning, and who is on the other side}
WHY IT MIGHT NOT:     {costs, crowding, regime}
MARKET / SESSION / BARS: {instrument} · {session and time zone} · {timeframe}

LOCKED BEFORE TESTING
Context rules (yes/no):  1) {…} 2) {…} 3) {…}
Trigger (yes/no):     {…}
Entry:          {where, order type}
Stop:           {rule}
Target:          {rule}
Time exit:        {rule}
When not to trade:    1) {…} 2) {…}
Cost per trade assumed:  {commission + spread or slippage, in money and in R}
Sample before I look:   {at least 30 trades}
Periods to cover:     {dates, including a stretch that should not suit the idea}

FALSIFIERS (written before testing)
I drop this brief if:   1) {result and sample} 2) {…} 3) {…}

WHAT THE BEAR ATTACKS:  {the two weakest points}
EVIDENCE LADDER:     rung {1 idea / 2 rules / 3 sample / 4 walk-forward / 5 small size} since {date}
```

## Test log columns

Log every qualifying day, taken or not. The Evidence Checker reads these rows.

```csv
trade_id,date,brief_version,qualified,took_trade,direction,entry,stop,exit,result_r,cost_r,exit_reason,rules_followed,notes
```

## Rules for a brief
1. Blanks are filled before any results are seen. Settings chosen after looking are in-sample, and the count starts again.
2. One version under test at a time.
3. Costs are subtracted on every row.
4. Days that qualified and were not taken are rows too.
5. A brief moves to your rules file as a setup sheet only after rung 4, and it is traded at rung 5 size first.

PLAYBOOK BRIEF — {name} — version {n} — locked on {date}

IDEA (one line):     {what is claimed}
WHY IT MIGHT WORK:    {the public reasoning, and who is on the other side}
WHY IT MIGHT NOT:     {costs, crowding, regime}
MARKET / SESSION / BARS: {instrument} · {session and time zone} · {timeframe}

LOCKED BEFORE TESTING
Context rules (yes/no):  1) {…} 2) {…} 3) {…}
Trigger (yes/no):     {…}
Entry:          {where, order type}
Stop:           {rule}
Target:          {rule}
Time exit:        {rule}
When not to trade:    1) {…} 2) {…}
Cost per trade assumed:  {commission + spread or slippage, in money and in R}
Sample before I look:   {at least 30 trades}
Periods to cover:     {dates, including a stretch that should not suit the idea}

FALSIFIERS (written before testing)
I drop this brief if:   1) {result and sample} 2) {…} 3) {…}

WHAT THE BEAR ATTACKS:  {the two weakest points}
EVIDENCE LADDER:     rung {1 idea / 2 rules / 3 sample / 4 walk-forward / 5 small size} since {date}

trade_id,date,brief_version,qualified,took_trade,direction,entry,stop,exit,result_r,cost_r,exit_reason,rules_followed,notes