Over-Filtering → Tiny Sample → Confidence → Upsize → Regime Shift → Drawdown → Tilt

Add filters to ‘remove losers’ → sample size collapses → win-rate looks amazing → you upsize → market regime shifts → edge disappears → drawdown accelerates → you keep adjusting filters → you end up with no process.

Intervention points:

• Cut size at the first sign the chain is forming.
• Pause when you start “fixing” the last loss with a new trade.
• Stop trading when execution quality degrades.

Prefer robust rules over perfect stats.

If a filter improves results but halves your sample, treat it as a warning.

Upsize only after live performance survives multiple regimes.

• Stop the sequence: one loss is information, two losses is a warning, three losses is a system failure. Have a hard cut.
• Reduce degrees of freedom: fewer pairs, fewer timeframes, fewer discretionary choices.
• Re-enter only after reset: calm state, checklist passed, size reduced.

Question: does the rule make the strategy clearer, or does it just hide losing trades?

Field checklist

• Stress-test the tails. The worst days define survival.
• Use variable spreads and slippage in testing.
• Prefer robust plateaus over optimized peaks.
• Look at drawdown shape, not only profit.
• If a tiny parameter change breaks the model, the model is fragile.