Trade number 11 is not the same decision as trade number 2

[Amanhasnoname]

Pull a month of fills from a session and tag each one by its position in the day: first three trades, middle, and everything after trade ten. For a lot of scalpers the pattern is ugly. The early trades follow the setup rules almost to the letter. The late ones drift: entries a pip or two early, targets trimmed, stops widened because the spread looks fatter than it is.

Nothing mystical about it. Every entry means checking structure, spread, news, risk and then committing under time pressure. Do that dozens of times and the checking gets shorter while the clicking stays fast. The plan has not changed, the person executing it is running on fumes.

A simple test: export trades with a column for sequence number and a column for whether all entry criteria were met on a strict re-read. Compare compliance rate for trades 1-5 against trades 9 and above. If the gap is visible, the fix is structural, not willpower. Cap the session at a number of trades just before the drop-off, or force a ten-minute break away from the screen at the halfway mark.

Expectancy per trade also matters here. If late trades are net negative, the extra volume is just paying spread to practise sloppiness.

Where does the compliance drop-off start in your own log, and did capping trades actually fix it?