Market Behavior Reports

These reports are designed to show your trading performance broken out by what was occurring in the overall market that day. The reports use the selected market ETF (e.g. SPY) as a general proxy for the market as a whole. This help page will refer to SPY, but everything here is applicable regardless of which market proxy you choose.

All reports in this group are interactive, meaning you can click on bars in a report to drill down further into the data. Depending on your subscription level, and the particular report you are viewing, not all stats may be available.

Charts may be displayed in either aggregate or average report mode; aggregate will display total P&L, while average will display average per-trade P&L.

Important Only closed trades are reflected in this report group.

Trade Distribution by SPY Movement

Displays the number of trades matching the current filter, grouped by the total movement of the SPY ETF on the entry date of the trade. For the purposes of this report, "movement" refers to the difference between the current day's close and the prior day's close.

Performance by SPY Movement

Displays the aggregate or average P&L for trades matching the current filter, grouped by the total movement of the SPY ETF on the entry date of the trade. For the purposes of this report, "movement" refers to the difference between the current day's close and the prior day's close.

Trade Distribution by SPY Opening Gap

Displays the number of trades matching the current filter, grouped by the gap at market open of the SPY ETF on the entry date of the trade.

Performance by SPY Opening Gap

Displays the aggregate or average P&L for trades matching the current filter, grouped by the gap at market open of the SPY ETF on the entry date of the trade.

Trade Distribution by SPY Day Type

Displays the number of trades matching the current filter, grouped by the "day type" of the SPY ETF on the entry date of the trade. The day types are defined as follows:

  • Inside range day - all trading was within yesterday’s price range
  • Trend Up day - closes above yesterday’s high, opens in bottom 15% of day’s range, and closes in top 15% of day’s range
  • Trend Down day - opposite of trend up day
  • Outside range day - trades at least partially outside yesterday’s range, but was not a trend day

Performance by SPY Day Type

Displays the aggregate or average P&L for trades matching the current filter, grouped by the "day type" of the SPY ETF on the entry date of the trade. See above for definitions of the various day types.

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