What is Trade Post-Mortem?
A trade post-mortem is a deliberate replay and write-up of a single trade (or session) to extract durable lessons — covering setup quality, execution timeline, emotional triggers, and alternative actions. It goes deeper than a one-line post-trade note.
When to run a post-mortem
Triggers: daily loss limit hit; auto square-off; unexpected gap; best or worst R of the month; first trade on a new setup tag. Post-mortem includes chart replay, order log timestamps, and honest emotion timeline.
Indian market context
On NSE, post-mortems after expiry pin, circuit halts on stocks, or margin calls reveal whether risk rules failed or strategy failed — different fixes.
Include order timestamps from broker sync and your emotion timeline minute by minute — not a story written after the close. Attach chart screenshots in TradeLyser so the post-mortem survives when memory fades within a week.
Each post-mortem should end with exactly one process change for the next session: tighter size cap, no add-ons, new checklist item, or pause on a tag. Multiple lessons without one implemented rule waste the exercise. Tag completed post-mortems so weekly review can count coverage versus outlier trades.
Worked example outline
| Section | Content |
|---|---|
| Facts | Entry, exit, size, product MIS/NRML |
| Plan vs actual | Stop moved? Size doubled? |
| Emotion timeline | Calm → impatient after −1R |
| Lesson | No add-ons after first loss same session |
Common mistakes
- Post-mortem only losses — wins hide bad process.
- Narrative without timestamps — cannot replay truth.
- No link to mistake-log category.
- Five lessons — none implemented next week.
- Skipping post-mortem on green trades that broke checklist — outcome masked a process failure.
How to validate
- Validate Trade Post-Mortem with a written rule and at least 20 tagged examples.
- Ask whether the reading changed because of process or one outlier trade.
- Compare two independent time windows before adjusting position size.
- Document validation date in weekly review notes.
How to track in TradeLyser
- Mention Trade Post-Mortem in trade comments when it influenced the decision.
- Mirror the term in weekly review questions for consistency.
- Filter trades mentioning the concept during monthly analytics.
- Cross-link to related glossary terms in mentor notes.
Best practices
- Teach Trade Post-Mortem the same way to mentors and peers — shared vocabulary.
- Re-read this page after major rule changes to Trade Post-Mortem usage.
- Prefer one improvement per month over ten simultaneous tweaks.
- Link learn articles when Trade Post-Mortem needs deeper study.
Common pitfalls
- Using Trade Post-Mortem buzzwords without measurable journal tags.
- Copying another trader’s Trade Post-Mortem rule without sample size context.
- Skipping weekly review because the term feels “basic”.
- Letting social media redefine Trade Post-Mortem mid-quarter.
How to use this in TradeLyser
Link TradeLyser trade replay screenshot and tag post-mortem-complete. Review all post-mortems in weekly recap.
Reference guide
| Context | Value | Reading |
|---|---|---|
| Selection | Rule break, ±2R outlier, new setup trial | Post-mortem on every scratch trade — burnout |
| Output | One process change per post-mortem | Blaming market without actionable rule |
Related terms
Daily review is a structured session-end ritual where a trader closes the trading day by logging final notes, grading execution, and comparing outcomes to the morning plan. It captures context while memory is fresh — before the next session overwrites details.
An execution grade is a subjective rating (A/B/C/D or 1–5) assigned to a trade to evaluate the quality of execution relative to the plan: did you enter at the right level, size the position correctly, manage the trade per the rules, and exit at the right time — regardless of the outcome? Good execution on a loser is still an A-grade trade.
A mistake log is a structured record of every identifiable trading error, categorised by type (rule break, overtrading, poor sizing, premature exit, emotional entry, etc.) and maintained alongside the regular journal. Regular review of the mistake log identifies recurring patterns that persist across setup tags and sessions.
A post-trade note is a short written entry — typically 1–5 sentences — added to a trade immediately after it closes. It captures: whether the trade matched the planned setup, how execution felt, any mistakes made, and the primary lesson. Post-trade notes are the qualitative layer that transforms raw trade data into lasting skill improvement.
Trade replay involves reviewing a recorded or reconstructed chart of a trade after the session has ended, stepping through each bar or candle to examine the decision points — entry signal quality, stop placement, trade management, and exit — against the original plan and with the benefit of hindsight.
A weekly review is a dedicated 30–60 minute session at the end of each trading week during which a trader examines their journal entries, calculates key metrics, identifies rule breaks and emotional patterns, and documents lessons and adjustments for the following week.
FAQ
Post-mortem vs post-trade note?
Post-trade note is brief same-day capture; post-mortem is deeper analysis for selected trades — often 15–30 minutes with replay.
Should I post-mortem winning trades?
Yes for large winners — verify process was A-grade, not reckless luck that will reverse later.
How often?
Typically 2–5 post-mortems per week for active intraday traders — not every trade.
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