Why does the regime tag matter more than the win rate?

Because reversion's losses concentrate in trending regimes rather than spreading evenly across all trades. A regime tag set honestly at entry lets you separate "valid trade, adverse outcome" from "invalid regime, deserved outcome" — mixing the two hides the real edge.

How do I know if my gold reversion edge is decaying?

Track average R by extension bucket, hit rate by regime tag, and rolling median MAE on a trailing 20 to 30 trade window rather than in aggregate. A decaying 2.5+ ATR bucket or a rising MAE on winners typically shows up weeks before the overall win rate moves.

What is MAE and why does it matter for a tight-stop setup?

Maximum adverse excursion is how far a trade moved against you before resolving. On a tight-stop setup like reversion, a rising MAE on winning trades usually means entries are getting earlier relative to actual exhaustion, and it moves before the win rate does.

Should I log a screenshot for every gold reversion trade?

Yes, taken at entry with the anchor, extension distance, confirmation candle and stop marked. It is the only reliable way to audit whether the checklist was actually followed at the time, rather than remembered favourably after the outcome is known.

Journaling the Gold Mean Reversion Setup

Q: What extra fields should I add to my gold trade journal for mean reversion?

Extension in dollars and ATR multiples, the anchor used (VWAP, 20-EMA or daily mid-point), a regime tag set at entry, confirmation type, and maximum adverse excursion (MAE). These are the fields not captured automatically by broker sync that actually explain wins and losses.

Journal every gold reversion trade with extension in dollars and ATR multiples, the anchor used, a regime tag, and MAE, then review edge decay by extension bucket and regime rather than in aggregate. A setup with a healthy overall win rate can already be broken in its 2.5+ ATR bucket or its borderline-trending regime tag.

Journaling the gold mean reversion setup requires fields beyond what broker sync captures automatically: extension from the anchor in both dollars and ATR multiples, which anchor was used, a regime tag set honestly at entry, confirmation type, and maximum adverse excursion.

Edge decay on this setup is measured across three cuts of the trailing 20 to 30 trades rather than in aggregate — average R by extension bucket, hit rate by regime tag, and the trend in rolling median MAE on winning trades — because reversion losses concentrate in specific buckets and regimes rather than spreading evenly.

The practical workflow is to sync MetaTrader 5 for automatic session and R data, log extension, anchor, regime and a marked screenshot at the moment of entry before the outcome is known, and rebuild the three decay tables weekly so a deteriorating bucket is caught while halving size is still cheap.