HOW RISK LAB WORKS

Hyperliquid, Binance Futures, Bybit, MEXC, KCEX, Blofin, Bitunix, Lighter, GMX, Variational, Breakout, Crypto Fund Trader, NinjaTrader, Tradovate, FTMO/MetaTrader and TradingView (paper trading and Replay) exports all parse automatically. Fill-level exports are rebuilt into positions, partial closes are merged, hedge-mode long and short books are separated, and each format's timestamp dialect is handled — verified format by format against real candles.

→ THE DATA · entry & exit prices, exact open/close times, direction, size, fees and net pnl — normalized into one canonical record, in R.

Any other CSV — a backtest sheet, an unusual exchange — goes through the mapper: it reads your file, suggests which column is which, and you confirm before anything saves. A mapped column is a promise: a row with an unreadable cell is rejected and itemized with its reason, downloadable as its own CSV. PnL is only ever derived from prices when the file carries no pnl column at all — and the preview says so, next to the net $ total, before you commit.

→ THE DATA · a full import preview with the net total, plus an audit file of every rejected row and why.

Paste your wallet address once. Your trade history is public per-address data, so the sync is read-only by nature: closed positions come straight off the chain, entry and exit prices included. A linked wallet checks itself for new fills every time you open the journal, and synced pnl is net of fees — so a wallet sync and a CSV export of the same trades always agree, and never double-import each other.

→ THE DATA · chain-verified fills, chartable in the Heat & Run analyzer immediately.

The hand-log form takes entry / stop / exit / size and derives risk, R and direction automatically; hold time computes from the entry and exit times you type. An optional fees field nets out of the auto-calculated pnl, and a ± button flips profit to loss (phone keypads have no minus key). The setup field is a dropdown of your existing playbooks — tags always come from one list, never retyped from memory.

→ THE DATA · R multiple, risk basis and hold time on every hand-logged trade.

Run separate journals as tabs — each with its own trades, starting balance, R unit and dollar mode. Mark one as paper and every trade in it classifies as practice, kept separate from live results everywhere, retroactively. Playbooks and analysis are shared across journals: everything speaks R, so a $500 account and a $50,000 account compare fairly on the same setup.

→ THE DATA · per-journal equity curves and settings; cross-journal cohorts in every analysis tool.

Re-importing a file normally skips trades you already have. Tick one checkbox instead and those trades' prices, times and heat update from the file while your playbook tags, linked plans, notes and review marks stay exactly as they were.

→ THE DATA · a corrected record with zero lost annotation work.

The export button downloads the current view — the whole journal, or exactly the filtered set — in Risk Lab's own CSV format: openable in any spreadsheet and re-importable here with duplicates skipped. It carries your notes, tags, fees, R multiples and the computed heat & run.

→ THE DATA · dates, times, prices, risk, pnl, setup, tags, notes, fees, funding, R, heat and run — all of it, yours.

Each playbook card shows the setup's live record: win rate, average R, expectancy, profit factor, system quality, a suggested risk fraction derived from your real win rate and payoff, and the probability the edge is real rather than luck. Confidence lines are honest — a small sample is flagged 'not enough data yet' instead of dressed up.

→ THE DATA · win rate, expectancy, profit factor, SQN, P(edge is real) and a suggested risk % — per setup, live.

Every playbook carries its own risk % per trade — Pre-Flight auto-fills it when you pick the playbook. Change it and a new risk era starts from that day: earlier trades keep their era, and era chips let you compare results per sizing policy instead of silently mixing them.

→ THE DATA · per-era expectancy and win rate — 'was the 1.5% version actually better than the 2% version?' answered.

Tag trades within a playbook — 'momentum' vs 'fading' — and the card grows a chip row: pick a chip and every number on the card recuts to just that variant. Set tags ahead of time on the Pre-Flight plan and they land on the executed trade automatically when it links.

→ THE DATA · expectancy per variant, with per-tag trade counts — the cost of each variation, isolated.

One click gives every trade a style. Winners sort by hold time; losses sort by stop distance rather than time, because a fast stop-out on a wide stop is still a swing. Trades without enough signal stay unstyled rather than guessed, every style is editable, and 'undo last sort' reverts everything.

→ THE DATA · a stats card per style — expectancy, win rate, total — across your whole journal.

Each card counts its live, paper and backtest trades separately — click a class in the header to toggle it out and the whole card recomputes without it. The header also reads the setup's real frequency ('≈2.3/wk') from first to last trade in the current selection.

→ THE DATA · per-source stats plus trade frequency — how often the setup actually shows up.

When a setup has planned trades with price paths, the card opens with two bands on the same real candles: what you actually did, and what your filed plans would have returned run mechanically. The line between them prices your discretion — 'earns +0.42R/trade' or 'costs −0.30R/trade'. Small samples say so.

→ THE DATA · your discretion priced in R per trade, per playbook.

Inside every card, the optimizer replays your actual trades under different stop distances, hard targets and partial take-profit schemes and shows what each variant would have returned. The winning rule saves as a Pre-Flight model in one click — so the verdict pre-fills your next plan instead of living in your memory.

→ THE DATA · the R outcome of every exit variant on your own sample, ranked.

Share a playcard snapshot with a code, or copy a public setup from the Floor. Everyone trading a shared setup feeds an anonymous pool — trade counts and R only, never names or dollars. A member needs 8+ live trades to qualify, the pool unlocks at 3+ qualified members, and paper or backtest results sit in their own 'community lab' line, never counted as evidence. If every pooled trade came from wallet-synced journals, the card wears an on-chain badge.

→ THE DATA · pooled trades, aggregate R per trade, win rate, and how many members are net positive — per setup.

After every import, Risk Lab fetches the real candles for each trade and computes its excursions in the background. Coverage is broad: crypto pairs, the common prop-firm CFD symbols (US100, US500, USOIL, gold, silver, EURUSD, GBPUSD…) and major US stocks. The few instruments with no usable price source are skipped and say so — never faked.

→ THE DATA · a candle-verified price path behind every trade in your journal.

Heat is the deepest point the trade went against you; run is the highest point in your favor — both measured in R against your actual risk. A +1R winner that sat at −0.9R first is a completely different trade from one that never went red, and now your journal knows the difference.

→ THE DATA · max heat, max run and where your exit landed between them, on every trade.

Every closed trade is watched for up to 30 days after the exit, starting at one-minute resolution and coarsening only as a surviving run pulls away — so tight scalp stops are judged fairly. The watch stops the moment price comes back through your original stop level, because at that point 'should I have held?' is answered.

→ THE DATA · the post-exit run in R — the raw material for every exit-bias verdict on the platform.

X-RAY overlays the journal's equity curve with each trade's story: red wicks dropping below the curve for max heat, green wicks above for the best unrealized run, win/loss dots, a max-drawdown callout, streak rails along the floor — and a dotted POTENTIAL curve showing where equity would sit if every exit had caught its best run. An unreachable ideal, drawn for exit tuning, never as a target.

→ THE DATA · heat, run and after-exit movement readable on hover, at every point of your curve.

Under the curve: LEFT ON THE TABLE (total best-run profit beyond what you took), GIVEBACK ON WINNERS (how much of a winner's peak was gone by the close), ROUND TRIPS (trades up 1R+ that still closed red — the most expensive exits to study), AVG HEAT winners vs losers (losers usually announce themselves early), and your longest streaks.

→ THE DATA · your total unclaimed R, average giveback %, and the round-trip list — the exact cost of your exits.

The stats bar leads with a transparent composite of the selected window: EDGE (expectancy), CONSISTENCY (mean ÷ std of your R series), DRAWDOWN (total R ÷ max drawdown) and SAMPLE (√ of trade count). Hover it and the full formula appears with your own inputs filled in — unlike the black-box scores other platforms market. Under 20 trades it flags itself PROVISIONAL. It summarizes the record; it predicts nothing.

→ THE DATA · one honest number for the record's current state — and exactly how it was computed.

Lab Score, trades, win rate, expectancy, profit factor, total pnl and max drawdown — with 30D / 90D / YTD / ALL chips that recut every number at once. When your imports carry fees, a costs line reads GROSS − FEES ± FUNDING = NET and what % of gross the fees ate. The calendar tab shows every day green or red on a monthly grid with week totals.

→ THE DATA · windowed stats, the true cost of fees, and your daily rhythm on a grid.

Type your levels and the planner sizes the position from your account balance, risk % and stop distance — balance and risk pre-fill from your journal settings, and picking a playbook auto-fills that playbook's risk %. Prices pasted with thousands separators or decimal commas parse fine.

→ THE DATA · position size, dollar risk and planned R:R before you're in the trade.

Split the target into up to ten levels, each with a % of the position, typed in price or in R. The planned R:R becomes the weighted blend of the ladder — and that blend is what plan-vs-execution judges against, so scaling out as planned reads as 'plan delivered', never as a cut winner.

→ THE DATA · a blended planned R:R that partial exits are honestly measured against.

Ladder the entry across up to 12 limit legs — or skip the typing and define a zone: three sliders set how many orders rest in it, how size skews toward the near or deep end (up to 4×), and how wide it runs, with a live preview writing the ladder as you drag. The plan's official entry becomes the weighted average, and everything downstream measures off it.

→ THE DATA · per-leg prices, sizes and the average entry your R is computed from.

Save any filled-in plan's shape — entry ladder, scale-out targets, break-even level — as a named model stored in R terms rather than prices. Next trade, one tap fills the whole form from just your entry and stop. Three flavors cover swing shapes, fixed-distance scalps and %-of-price scalps.

→ THE DATA · a reusable, testable definition of how you enter — the same object the Sandbox can replay.

Tap the feeling chips that are true right now — calm, hesitant, fomo, revenge… — and slide a 1–5 conviction. Two seconds, optional, and because it's logged before the trade it can't be rewritten by the outcome. Key Insights and the Bias Lab cross-tab these chips against your results.

→ THE DATA · which feelings predict your losers, which bias each emotion feeds, and whether your conviction carries information.

Filing with unchecked rules isn't blocked — the button turns red, warns once, and files with each skipped rule stamped ✗ on the printout. That's deliberate data capture: over time, the record prices exactly what ignoring your own checklist costs you in R.

→ THE DATA · plans grouped by cleared vs rules-skipped — your discipline, priced.

When the executed trade lands in your journal, the plan links to it automatically: same symbol and direction, trade after the filing, entry price closest to plan — a fill at the planned price can link up to 60 days out, and partial closes match to their planned levels. Every link is undoable, and manual linking is always there.

→ THE DATA · planned vs taken R:R, entry slippage judged per order type, and 'stop moved?' — on every planned trade.

Give a plan a shelf life (rest of today / 24h / 3 days / 1 week). An unlinked plan past its window reads EXPIRED — NO TRADE, and the journal header counts those as patience held. Entering after expiry gets flagged. Skipped setups are decisions too — now they're in the sample.

→ THE DATA · a real denominator: setups seen vs setups taken.

Right after filing, the plan renders as a single image — your chart, levels, planned R:R, risk %, the playbook's criteria and the checklist state — ready to copy or download for Discord or a second opinion. Balance, dollar risk, position size and mind chips are deliberately left off; only risk as a % is shown.

→ THE DATA · a shareable record of the idea, with your private numbers kept private.

At any point in a plan's life — mid-trade included — tap FEEL (nervous, fomo, tilted…), DECISION (moved the stop, unplanned partial, closed it, added…) or NOTE, pick a WHY from reason chips, and stamp where the trade stood in R. Private by default, deletable, and never judged one moment at a time — the record builds toward pattern-level readings.

→ THE DATA · a timestamped stream of what you felt, what you did, why, and at what R.

A live tape chart with your levels drawn, ENTER / partial / CLOSE buttons priced from the tape, and a fill log that folds desk fills and live-session fills into one position — 'in 40% · banked +0.5R · now +1.2R' is always the whole truth. Every exit carries the R that specific fill banked, and any moment with a price has a printout toggle showing the real candles around that exact moment.

→ THE DATA · per-fill banked R and a complete position ledger for the plan.

If price ran through your planned entry since filing, opening the arc generates the position — filled at your level, backdated to the exact candle that touched it, then settled against your stop and targets from the candle record. Everything auto-generated is labeled 'from the tape' with one-click removal if you never actually took it; any manual fill takes the book over.

→ THE DATA · an honest fill record even for the plans you walked away from.

Once a real entry is logged, the plan's own stop and targets replay from your first fill over real candles, beside what your logged fills actually made — with the difference. Under every individual exit, a quiet line prices the same question per fill: 'held per plan from here: +0.51R'. One replay is a data point, not a verdict — patterns need a sample.

→ THE DATA · what discretion cost or earned vs the plan, per trade and per exit.

A play is a named, reusable execution condition — 'TL break entry', 'internal high rejection' — with a picture and a write-up. Arm one before a fill or decision and it rides that one action into the record. The ledger prices every play over time: banked R per use, average, positive share with an honest confidence bound, a per-playbook split — and for exit plays a second number, 'vs the plan': what your exit made minus what riding the plan from that moment would have. Frozen only once the plan resolves; never guessed mid-ride.

→ THE DATA · what each named move actually adds or removes, in R, and in which playbook.

The fill log is a blueprint of what you did — so when imported journal trades correlate with it by price and time, the arc proposes them with its reasons. One tap files a trade under the plan; nothing links without your confirmation. One plan traded with discretion becomes a complete record of every trade taken under it.

→ THE DATA · a combined R total for everything a single plan produced.

Across every arc: each feeling and decision with its count, the median R it typically happens at, how often an exit follows a feeling within 30 minutes, and the reasons that ride along. Descriptive by design — pattern candidates flag at n≥5, small samples say 'keep logging', and no single moment is ever judged.

→ THE DATA · your emotional and decision patterns, with medians and denominators.

Calling a plan off files a deliberate 'not trading this' with reasons — a skipped plan is a decision on the record. Afterwards, write one editable aftermath and add hindsight refinements ('next time I would…') with images. And when you're away from the desk, the mobile console keeps every open plan updatable in a few thumb taps.

→ THE DATA · closure on every plan — taken, skipped or abandoned — in one searchable library.

The default view is a full interactive chart of the trade's real candles — drag to pan, scroll to zoom, timeframe chips from 1m to 1D, and panning left keeps loading older history as far back as the price source goes. Your entry, exit, heat, run and the open→close window are drawn on the price axis.

→ THE DATA · the trade in its full market context, not a thumbnail.

A linked plan draws itself on the chart — entry, stop, each partial take-profit, the planned break-even move. The legend chip row hides or shows any line and the chart re-scales to what's visible, so even a ten-level scale-out stays readable.

→ THE DATA · the plan and the price action on the same axes.

Every planned level gets a hit mark — 'TP1 50% @ +2.00R ✓ · TP2 @ +4.00R ✗ · B/E ✓' — judged by the same trigger engine the simulators use, plus a resolution verdict: ran the full plan, runner protected at break-even, planned loss, stopped beyond −1R, or closed at ±xR.

→ THE DATA · a per-level, per-trade verdict on whether the plan's structure was sound.

A trade with no linked plan takes a full reconstruction: levels, scale-outs, break-even, playbook tag, the state-of-mind chips for entry / during / after, and before/after chart images. It links instantly — marked RECONSTRUCTED, so hindsight plans stay honestly separate from real pre-trade plans in every analysis.

→ THE DATA · plan-vs-execution coverage over your back catalog, with hindsight disclosed.

An opt-in third view replays an entry model — the plan's own ladder or any saved shape — against the trade's actual tape: a heatmap weight bar shows where size rested (solid = filled, hollow = never traded) with big readouts like '65% FILLED' and the model's R against your actual R. The model lab builds new shapes on sliders with the replay updating live as you drag.

→ THE DATA · fill %, scale-out %, and model R vs actual R — per trade.

The browser under the chart lists every trade with realized R, heat, run and a per-row reviewed checkmark. Every other page deep-links here — journal rows, insight findings, playbook lists — so 'look at that trade' is always one click.

→ THE DATA · review coverage you can see: which trades you've actually studied, and which are still waiting.

Every automated finding carries its evidence grade: SIGNAL (20+ trades behind it), LEAD (10–19), NOTE (fewer). The engine only claims what your sample supports — a weak signal says it's weak, and thin data says 'keep logging' instead of inventing a story.

→ THE DATA · a graded list of what's actually real in your record right now.

Sizing consistency and drift, untagged big winners, exit efficiency per playbook, weekday leaks, revenge-trading windows after losses, planned-vs-unplanned performance, and discretion-vs-plan. Each finding names its numbers and links to the trades behind it.

→ THE DATA · your specific leaks, quantified in R, with the sample attached.

When you log feelings on plans, cards appear like 'trades entered feeling fomo are your worst' — the chip you tapped before the trade predicting the outcome. It also reads which feeling each exit bias wears, and whether your 1–5 conviction slider is calibrated, flat, or inverted.

→ THE DATA · expectancy per feeling, bias per feeling, and a conviction calibration verdict.

Round-tripping (giving back open profit), stops too tight (stopped out, then it went your way), and profit taken early (you left, it kept running) — each measured from the after-exit watch, not from vibes. Tabs judge each playbook separately (scalps and swings deserve different judges), and a feeling row filters the biases to trades where you logged, say, 'anxious'.

→ THE DATA · your dominant exit bias per playbook, in R, with the sample list one click away.

Winning scalps that went on to run 3R+ after you closed get called out specifically — the sign a scalp setup may have a swing sibling worth its own playbook tag and its own rules.

→ THE DATA · candidate setups discovered in your own exits.

Insights needs the excursion record to judge exits, so the page checks for missing heat & run when it loads and computes it in the background. Blank after-exit columns fill in as you watch — no maintenance chore.

→ THE DATA · verdicts that stay current on their own.

Stack filters: journals, playbooks (one or several), long/short, symbol, source (live / paper / backtest in any mix), style (scalp / day / swing) and risk era. Every chip shows its trade count before you click, and a lit chip always means 'narrowed'.

→ THE DATA · any question shaped as a cohort — 'my breakouts, longs only, live, scalp version'.

For any cohort: the probability your edge is real rather than luck, the range your true expectancy sits in, and how many trades you need before the numbers mean anything. Small samples say so, honestly — that's the point of the tool.

→ THE DATA · P(edge), a true-expectancy confidence range, and a required-sample estimate.

One table splits your cohort by every dimension simultaneously — sides, symbols, styles, eras, sources — with significance levels marking which differences are real given your sample sizes and which are noise.

→ THE DATA · the slices that actually carry your edge, separated from the ones that just look like it.

A dedicated read on stop distance: which placements get tagged and reversed, which hold. Paired with the heat data, it turns 'my stops feel tight' into a distribution you can act on.

→ THE DATA · stop survival by distance, on your own trades.

How often partial take-profits beat riding to the full target, and where — with a trade-by-trade replay table and links that draw the winning rule on each trade's real chart. Each cohort gets its own partials-vs-full verdict with the sample-size caveat printed on it.

→ THE DATA · a per-cohort verdict on the oldest exit argument there is.

Your actual exits pitted against mechanically obeying each filed plan — target or stop, nothing else. A per-trade verdict on whether your in-trade judgment adds or costs R, with reconstructed (hindsight) plans disclosed separately.

→ THE DATA · the R value of your discretion, cohort by cohort.

The cohort bucketed by which major session open the trade was entered around — Tokyo, London, New York, all DST-aware — with an adjustable ± minutes window. Trades without timestamps sit out and say so.

→ THE DATA · n, win rate, expectancy, profit factor and P(edge) per session open, plus the off-open bucket.

Set a rule — a stop % from entry, a hard TP in R, a partial ladder up to 5 rungs, a break-even move, a risk % — and every replayable trade re-runs on its own real candles. Honest by construction: when a TP and a stop share one candle, the stop wins. Rule sets save as presets.

→ THE DATA · before/after stats for the whole sample, plus a Monte Carlo re-run under the new rules.

Trades with a price path and a linked plan get a three-way table on the same price action: what you actually did, what your filed plan would have done run mechanically, and what the rule you're testing would have done. Click any row and the rule levels draw on that trade's real chart.

→ THE DATA · expectancy, total R, win rate and profit factor — for all three hands.

Pick an entry model and every replayable trade re-runs as if that model's staggered ladder, scale-out zone and break-even move had been resting from the entry signal. Trades that never fill count as 0R — sitting out is part of the strategy, and it's counted.

→ THE DATA · average fill %, scale-out %, no-fill rate, outcome mix, and the full stats line vs your actual sample.

Every entry leg's offset, resting weight, fill rate across the sample, total R contributed and average R per fill. A deep tranche with fat weight and a 2% fill rate is dead weight — and now it's visible.

→ THE DATA · R contribution per ladder leg, with RARE flags on the ones that never trade.

One button re-runs the model's ladder across a grid of weight skews (near-heavy ↔ deep-heavy) and zone widths on the same paths — exits never move, so the comparison is clean. Top variants rank by expectancy with the Δ against your saved shape, and any winner saves back to the model shelf in one click. A winner on under 30 trades is flagged as a hint, not a rule.

→ THE DATA · the entry-shape adjustment your own history argues for.

Monte Carlo equity paths from any source: numbers you type, your real journal, one playbook — or all journals combined, with each setup compounding at its own playbook risk %. Raw, unsmoothed paths: median, best, worst and the whole grey cloud between.

→ THE DATA · the realistic distribution of where your current edge goes — not a promise, a range.

The worst-case drawdown band, the odds of a losing month or quarter, and what any risk % does to both. When the 5-loss streak arrives for real, you've already watched it happen a hundred times in simulation — it reads as variance, not a broken system, and you keep executing.

→ THE DATA · expected drawdown depth and losing-period odds at your actual sizing.

The simulator is completely free on any account — as is the full journal. The Sandbox is its members-only pro sibling: the same question, answered by replaying your real fills under new rules instead of simulating from summary stats.

→ THE DATA · a risk-of-ruin education that costs nothing.

Everything on the Floor happens under an anonymous name that links only to your public playbooks. Members see your rules, checklist, charts and live R-normalized stats — never dollars, balances, trade lists, journals or identity. Flip a playbook back to private and its page goes dark immediately.

→ THE DATA · a public track record with your privacy structurally intact.

Unlike a snapshot share, the Floor page is live: edits and new trades appear as they happen. It shows the author's expectancy, win rate with its honest 95% confidence range, profit factor, system quality, max drawdown and R distribution — live sample only, with paper and backtests listed separately and never counted in the headline.

→ THE DATA · the author's real, current record — updating in front of everyone.

Every filed plan on the playbook replays as a strict bracket against what the author actually did. A positive score means their in-trade decisions add expectancy over mechanical obedience; plans filed after the close are flagged as hindsight.

→ THE DATA · execution skill separated from setup quality — publicly.

As members copy and trade a public setup, it builds an anonymous pooled record: R results from every hand, live trades only. Qualification takes 8+ live trades per member, the display unlocks at 3+ qualified members, and an on-chain badge appears when every pooled trade came from wallet-synced journals. The honest caveat is printed right on the card: journals are self-reported — pooled stats are evidence, never advice.

→ THE DATA · traders, pooled trades, aggregate R per trade and the net-positive count — per setup.

Copy a playbook and the original author's credit travels with it — it can't be removed, by design, and copies keep the setup's name. When several members run public versions of the same setup, each page lists the others: one click compares how different hands trade the same idea.

→ THE DATA · provenance on every setup, and side-by-side versions of the same idea.

Members rate every public playbook on clarity and detail (editable forever, so improving the write-up shows), question threads live on every card with an answered filter, and every helpful answer earns a permanent mark on the answerer's profile.

→ THE DATA · a browsing signal for readers and a lifetime reputation for the people who teach well.

Members write modules — sectioned write-ups with screenshots — on how they actually trade a setup, tagged by topic and cross-linked to playbooks. Full-text search across every title, body and tag means you can read everything ever written on, say, invalidation. One member's approach, never a prescription.

→ THE DATA · an accumulating, searchable body of member-written execution knowledge.

Filing a plan on a public playbook posts the whole printout with a provenance box that resolves live: the playbook's name, win rate and live trade count, one click from the post. Skipped and expired plans stay on record too — patience is part of the sample.

→ THE DATA · every public plan carries its playbook's live record beside it.

Change a filed plan's levels and a REVISED entry appends publicly with a delta line — 'STOP 64200 → 63800 · TP2 ADDED' — plus your optional why-note, and the printout deck keeps every revision flippable in order. Deleting a plan doesn't erase it: the chain stays visible as CANCELLED with your explanation.

→ THE DATA · a tamper-evident history of what was called, when, and how it changed.

Any public plan opens in your own Pre-Flight pre-filled — symbol, direction, entry, stop, the whole target ladder. Nothing files automatically: a banner credits the source, you adjust, run your own checklist, and file it as your own plan against your own record.

→ THE DATA · other members' planning as a starting point, your execution as the test.

Follow members and the bell lights for their filings, revisions, live sessions and modules. Notification settings toggle each type — and per-trader overrides beat the toggles: 'everything from @vex, only live sessions from everyone else' is two clicks.

→ THE DATA · a signal-to-noise dial for the whole community layer.

Every member has a public activity timeline — posts, filed plans, sessions, modules, all linked to the real thing. Their ROOM is a follower-only chat around their work; DMs are private member-to-member threads with images, block and report controls, and a who-can-message-me setting.

→ THE DATA · a full picture of any member's public work before you follow them.

Go live on a public playbook, anchor a filed plan, and narrate. The desk underneath files every entry, partial and close as a permanent timestamped event — the stop is required before entering, because it's the risk unit every R readout derives from. Resting stops and targets fire from the tape automatically while the console is open, and when both print in one candle, the stop wins.

→ THE DATA · a server-stamped fill log nobody can backdate.

Every watcher's pane carries a real interactive chart of the streamed asset with the author's plan levels drawn on it. Once anything fills, PLAN ENTRY and the actual IN average show as separate lines — the gap between intent and execution is always visible, live.

→ THE DATA · planned vs actual, drawn on the same tape in real time.

Plan-anchored sessions grow a moment row under the desk — tap a feeling or decision and it stamps at the R the tape shows right now ('log @ +1.2R'). Moments stay private on the plan's arc; the watcher stream never sees one unless you publish it deliberately.

→ THE DATA · clean mid-trade psychology data with zero typing.

Pin up to six live streams side by side, dock them into the right-edge rail as mini-panes that follow you to every page, or hit theater mode for one stream full-screen (built for phones). Plan-anchored streams open as the plan's whole public arc, not just a transcript.

→ THE DATA · execution education arranged around your own workflow.

Watchers open a paper desk under any live tape and trade the same market with their own direction, entry, stop and TP ladder. Exits settle automatically from the candles — deterministically, even if you close the tab mid-trade. Finished trades file into a dedicated $10k paper journal and your own copy of the playbook, with heat & run computed like any trade. Paper stays its own pool, forever.

→ THE DATA · deliberate practice that builds a real, separated sample on your own card.

Ending a session files the whole stream to the playbook page as a replay, and a traded or called-off plan's arc becomes a one-card replay of the entire story — filing, revisions, what was said live, every fill, the aftermath. The archive is filterable by #tags.

→ THE DATA · a permanent library of how setups were actually executed, not just described.