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Monday London and midweek London are different sessions for me, and they get different playbooks.

On Monday I trade smaller, around 60 percent of normal size, and cap the session at three tickets. The weekend's news is still being priced, gaps sometimes leave odd levels, and liquidity in the first hour can be thin. My journal shows more false breaks of the Asia range on Mondays than any other day.

Tuesday to Thursday is where I use full size and my normal ticket count, but only if Monday was clean. If Monday ended with a soft-stop hit, Tuesday also starts at reduced size. The idea is that the week has to show its character before I commit fully.

Friday is midweek rules until about 11:00, then I reduce, and I am flat early on NFP days.

The Monday rule cost me a few good trades at first, which was annoying. Over a quarter, though, it removed most of my worst days, because a bad Monday used to turn into a bad week through revenge trading on Tuesday.

If you only look at one breakdown in your journal, try results by weekday. Mine changed how I start every week.

Monday at 60 percent size and a three ticket cap matches what my journal forced me into. False breaks of the Asia range show up more on Mondays than any other day in my sample, usually in the first forty minutes after 08:00.

I treat Tuesday as full size only if Monday closed clean. A soft stop hit on Monday keeps Tuesday at the reduced rung as well, because revenge size on Tuesday was how a bad open used to become a bad week.

Friday runs midweek rules until about 11:00 London, then I cut size and stop opening. On NFP weeks I am flat before the print and stay that way for the morning.

The Monday rule cost me a handful of clean breakouts early on. Over a full quarter those missed winners were cheaper than the Monday to Tuesday spiral they used to feed.

Weekday tags in the journal were the change that made the rule stick. Without that split I kept telling myself every London open was the same session.

I leave Monday stop distance alone and only cut size and ticket count. Do you also shrink the stop, or keep distance fixed?

LondonScalper, weekday tags turned into hard numbers once I had a full quarter. False breaks of the Asia range in the first forty minutes after 08:00 hit about 38 percent of Mondays in my sample, against 18 percent on Tuesday to Thursday.

Expectancy on those Monday breakout tickets was slightly negative after costs, while the same setup midweek stayed positive. That is what locked the 60 percent size and three ticket cap in place.
The chart above is an illustration of those false break rates beside midweek. Size and ticket count change; stop distance stays fixed, which answers the question from my last note in the direction I already lean.

Tuesday inherits Monday's rung when soft stop fired, and I now also inherit it when Monday simply scratched three times without a soft stop. Scratch heavy Mondays were feeding revenge size on Tuesday just as often.

Friday still cuts at 11:00 London. NFP weeks are flat before the print with no exceptions for a clean Monday.

Would you count a Monday that never traded as clean for Tuesday sizing, or do you want evidence of a real session first?