Who this is for — Anyone who wants to stop blaming the market and start correcting behaviours that, when repeated, destroy statistical edge.
Recurring errors are plan deviations that keep coming back: early entries, stops moved without criteria, overtrading, missing context filter. The point is not self-judgment, but measurement and correction.
In plain terms — A single mistake can happen; when it returns every week it becomes a fixed cost of your trading.
Bronze prerequisite — Before this lesson: trading-journal, discipline, plan-adherence, trade-lesson. See bronze-path.
How to identify them objectively
You need a simple, repeatable taxonomy:
- tag every trade with any error;
- measure frequency and impact in R;
- distinguish technical error from discipline error;
- link the error to the process step where it originates.
This data feeds weekly-review and makes improvement verifiable.
Example — Over five weeks, 14 trades appear as "entry without confirmed trigger" for a total of -6.2R. Intervention: no-trade rule if two minimum confirmations from the playbook are missing.
How to reduce them for real
- Select at most two priority errors per cycle.
- Pair each with a concrete countermeasure.
- Insert the countermeasure in checklist.
- Verify progress in the feedback-loop.
Card
- What it is: behaviour not aligned with the plan that tends to repeat.
- When to use it: in weekly review and daily post-market.
- Typical mistake: fixing symptoms (outcome) without addressing the process cause.
Silver path — Module: Review. Part of silver-path.