Extreme Selectivity Trial
Have you ever run a multi-week experiment taking only the absolute clearest setups and nothing else? What did the lower frequency do to both your edge and your patience?
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I’d run a multi-week test focusing only on A+ setups, tracking win rate, average R, drawdown, and rule adherence. Lower trade frequency could improve my edge by eliminating low-quality entries, but it would also test my patience and tempt me to force trades. The key is to judge the results over a meaningful sample, not a handful of wins. My goal is to trade less, trade better, and let the data prove whether selectivity improves my performance.
