I kept taking the same USDJPY “pullback after impulse” scalp because it felt familiar. Expectancy looked soft but not broken — until I forced setup tags and filtered by tag for a full month of London and Tokyo samples.
The tag told an ugly story: the variant I took into thin Tokyo hours was noise after costs; the same structure after a clean London impulse still paid. Without the tag, I was averaging a dead slice with a live one and calling the blend “my USDJPY edge.” That is how zombie setups survive.
Desk change that followed:
- Every entry gets one setup tag, one session tag, one cost note in R.
- Weekly review is by tag, not by pair headline P&L.
- Any tag under a minimum sample with negative expectancy after costs gets benched, not “tweaked forever.”
Which journal tag has killed a setup you were emotionally attached to?
