MONEY LEFT ON THE TABLE

Did you cut your winners short?

It is the oldest suspicion in trading and almost nobody ever settles it. OTIS re-runs your exits against what the market actually did next, on five-minute closes, and gives you the answer in your own dollars instead of a feeling.

Free. No card. Read-only access, always.

What is Money Left on Table?

For every trade, OTIS measures the profit and loss difference if you had held fifteen, thirty, forty-five and sixty minutes longer than you did. Positive means holding would have helped, so that is money you left behind. Negative means your exit was well timed and holding would have handed profit back.

It can tell you that you are exiting too early as a habit. It can also tell you the opposite, which matters just as much, because a trader coached to hold longer when their exits were already good is being made worse.

MONEY LEFT ON THE TABLE

What if you had held a little longer?

Every trade you took is re-measured at four fixed horizons past your exit, on five-minute closes. You see what holding would have added or cost per trade, and how often it would have helped at all. You stop wondering whether you cut your winners short. You find out, in dollars, on your own book.

The Money Left on Table card in OTIS. Four horizon tiles, all positive: plus 665 dollars a trade at 15 minutes on 186 trades with 69.4 percent of them helped, plus 727 at 30 minutes, plus 818 at 45 minutes, and plus 1,138 at 60 minutes carrying a SWEET SPOT badge. Beneath them a line reading that at the honest 15-minute horizon holding would have added 665 dollars per trade, 123,668 total, that this trader is exiting too early as a habit, and that although the best-case horizon is 60 minutes the 15-minute figure is the one to coach to.
Exiting early, measured. +$665 a trade at the fifteen-minute horizon, across 186 trades. Watch what the card does next: the best-looking horizon gets the SWEET SPOT badge and is then set aside in the same sentence, because fifteen minutes is the number you can actually coach to. A best case is not a habit you can run.
When the sample is too thin to say, it says nothing. A trade can only be measured where price data reaches past your exit, and on an imported journal that is often a recent slice rather than the book. One book in testing produced a headline built from 32 measured trades out of 3,766, so the card refuses the book-wide claim instead of estimating it. The horizons stay, each carrying its own count.

It is broken out per instrument as well, because micros and minis are sized differently and the same move in points is a different number of dollars.

How the number is kept honest

Three rules the engine applies to itself:

  • The book is judged at the fixed fifteen-minute horizon, never at the best-looking one
  • The best-case horizon is marked and then explicitly set aside, because a best case is not a habit
  • A trade only counts when price data actually reaches past its exit
  • When too few trades can be measured, the book-wide claim is refused rather than estimated
  • Each horizon carries its own trade count, so you can see what it rests on
  • It is broken out per instrument, because micros and minis are sized differently

Why it lands

You stop identifying with the wrong number

Your entries are often doing more work than your exits give them credit for. Net profit and loss hides that completely.

It is a different problem to solve

"The mechanics of getting out are leaking" is a fixable thing. "I need a better setup" usually is not.

It can clear you

If holding longer does not help your book, you find that out too, and you can stop wondering about it for good.

It is priced, not described

A number in dollars on your own book is the thing that moves people. A principle about patience is not.

How it is measured

1

Your exit is located on the chart

Then the five-minute closes after it are read, at four fixed distances.

2

The difference is converted with your contract's own maths

So a micro and a mini do not produce two different stories about one move.

3

The honest horizon carries the verdict

Fifteen minutes is the figure you get coached to, whatever the flattering horizons would have said.

WHAT HAPPENS NEXT

See what is working, and the one thing to fix

Your diagnosis names the leak costing you the most and prices it in your own dollars. If you want a hand closing it, you get thirty days: a daily protocol built from your own leak, two live rooms a week with a clinical psychologist, and a re-grade at the end on the same axes, so you can see whether it moved.

THIRTY DAYS

One leak, worked daily

A protocol built from your own pattern, not a course. One thing to hold each morning, one mark each night, and a re-grade at the end. OTIS Plus is $299, once.

EVERY WEEK

Two rooms, and someone who has heard it before

Monday office hours on your own report, and four Wednesday sessions with Dr. Thébaud. Included, not an add-on.

NO RISK TO YOU

Thirty days money back, for any reason

Not conditional on your grade moving and not conditional on anything else. And the diagnosis itself stays free whatever you decide.

Got questions?

Does this mean I should always hold longer?

No, and the engine refuses to say that. It anchors on the fifteen-minute horizon for exactly this reason: the longest horizon usually flatters the figure, and a best case is not something you can run as a habit.

What if my broker file has no price data attached?

Then those trades cannot be measured, and they are excluded and counted rather than guessed at. If too little of your book can be measured, the card refuses the book-wide claim outright.

Is this hindsight bias with extra steps?

It is hindsight, stated as hindsight. It is not a prediction and it is not advice to hold. It is a measurement of one decision you make on every single trade.

Your broker file already has the answer.

One export. Both scores, all twelve grades, your costliest leak priced in your own dollars.

KEEP READING

The rest of what OTIS reads