Blog · Oct 27, 2026

Weekly trading review: a 30-minute template for futures traders

Once a week, give it 30 minutes: tie each day to your statement, read five numbers, cost each mistake, grade last week's change, and write one rule you can mark yes or no.

That's the whole routine. It's built for futures, where the session day, round-turn fees and the broker statement decide what a week actually was. It's built to end in a decision, not a feeling about the week.

Below you'll find the timed agenda, two filled-in example weeks (one red but disciplined, one green but off plan), what not to change after a single week, and a copyable template. It works the same for live, sim and prop accounts, one account at a time.

The 30-minute agenda

Six blocks, in a fixed order. The order matters: you don't look at results until the numbers are right, and you don't pick a new rule until you've graded the old one.

0–5 min: tie the week

Why. Every number later in the review is built on the week's trades. If one day is off by a missing fee or a fill filed on the wrong day, every metric inherits the error, and you'll draw conclusions from a week that didn't happen.

What to look at. Three things, for each trading day:

• Session day. For CME equity index futures, the session for a trade date opens at 5:00 p.m. Chicago time the evening before. A Sunday-evening trade belongs to Monday, and a Tuesday 6:00 p.m. trade belongs to Wednesday. File each trade on the CME session day, the same date your statement uses.
• Fees. Every trade should carry its round-turn fees for every contract, including partial fills and the extra contracts on a scaled entry.
• Statement match. Then tie each day to your statement: the journal's net for the day should equal the statement's net for that trade date, to the cent.

Good answer: "All four trading days tie. Wednesday had no trades." Bad answer: "Close enough." A gap of a few dollars is usually a missing fee or a trade on the wrong day, and it's cheaper to find it now than to explain a strange number later. Fix it, write down what caused it, then move on.

5–10 min: five numbers

Why. Five numbers are enough to describe a week. More numbers make the review longer without making the decision better. For how each number is calculated, see the metrics guide; here they're only read.

What to look at:

1. Net after fees, in dollars.
2. Net in R, net divided by the dollar risk you plan per trade.
3. Trade count. Compare it with a normal week. A big jump is often a sign of overtrading.
4. Rule adherence, trades that followed the plan divided by all trades.
5. Largest losing day vs your daily loss limit, in dollars.

Good answer: five figures written down, each with one plain sentence, such as "Largest losing day −$80, inside the $125 limit." Bad answer: starting with the best trade, or skipping a number because it looks bad. If one of the five surprises you, that's what the next block is for.

Notice what isn't here: win rate, profit factor and expectancy by setup. One week rarely has enough trades for them to mean much. They belong in the monthly review.

10–18 min: cost each mistake

Why. Process problems show up as tags, and tags only become a priority once they have a dollar figure. "I revenge traded" is a feeling. "Revenge entries cost $120.20 this week" is a priority. To see which state came before each mistake, keep a trading psychology journal.

What to look at:

• Net by mistake tag. For each tag (revenge entry, traded after the daily stop, size above max, stop moved away, averaging down, chase, or your own), add up the net of the tagged trades. A trade with two tags appears under both, so the tag totals can add up to more than the off-plan net. Use the off-plan net, counting each trade once, for the overall figure.
• The worst two trades in R. Was each one a normal stop-out near −1R, or something worse? A loss well beyond −1R usually means slippage, a stop moved away from price, or size above plan.
• Any rule break that won. Find it and write it down. It's the trade most likely to teach you the wrong lesson.

Good answer: "Off-plan: 3 trades, −$80.40. Revenge entries −$120.20 across 2 trades. Worst trade −1.95R, a revenge entry with no stop." Bad answer: "A few mistakes, nothing major." If you can't put a number on it, you can't tell next week whether it got better.

18–22 min: grade last week's change

Why. A rule you never check isn't a rule. Grading closes the loop. It also stops you from piling a new rule on top of one you didn't follow.

What to look at: last week's single rule, exactly as you wrote it. Mark it yes or no: did you follow it every time it applied? Then add one line on whether it was tested at all. A rule about the daily limit is untested in a week where the limit was never hit.

Good answer: "Yes, followed on every session." Or "No: broken once, Tuesday, after the second loss." Bad answer: "Mostly." Partial credit hides the one time that mattered. If the answer is no, the default is to keep the same rule for another week, not to write a new one.

22–28 min: write one checkable rule

Why. One rule can be followed and graded. Five rules become a wish list. The rule should come straight from the most expensive mistake in block three, or stay the same as last week's if it was broken or untested.

What to look at: the costliest tag, and the moment the mistake started. Write the rule as an action at a specific trigger, something you can mark yes or no next Friday.

Good answer: "After the daily limit is hit, close the platform." Or "If I want to move the stop away from price, I exit instead." Bad answer: "Be more patient," "Respect my risk," "Trade better setups." None of these can be marked yes or no.

28–30 min: five-line summary and next week's limits

Why. The summary is what you'll read next Friday, and before each session. Limits written ahead of time are easier to keep than limits decided in the middle of a bad day.

What to look at: write five lines: the week tied or not, the five numbers, the costliest mistake, the grade on last week's rule, and next week's rule. Then write next week's limits: daily loss limit, max contracts and, if you use one, a cooldown after a loss. Change a limit only for a reason you can write down, not because of one week's result.

Good answer: five lines that someone else could read and understand. Bad answer: a page of thoughts with no rule at the end.

Filled-in example week 1: a red week traded mostly on plan

All figures in both example weeks are illustrative. Setup: MES, 2 contracts per trade unless noted, a fixed R of $50, fees of $1.30 per contract per round turn ($2.60 for 2 contracts, $5.20 for 4), and a daily loss limit of $125. MES moves $1.25 per tick per contract, so 2 contracts move $2.50 per tick.

0–5, tie the week. Tuesday's journal first showed −$145.30 against the statement's −$147.90, a $2.60 gap. One trade had filled in two partials, and the export left the commission blank on it. $2.60 is exactly one 2-contract round turn at $1.30 per contract. With the fee added, Tuesday ties. Monday, Thursday and Friday tie as imported. Only now do the numbers get read.

5–10, five numbers:

Fees were $39.00: 13 trades at $2.60 plus one 4-contract trade at $5.20. They outweighed the week's gross of +$15.00. On plan, the week was +$56.40 (+1.13R). Off plan, −$80.40 (−1.61R). Together: +$56.40 − $80.40 = −$24.00.

10–18, cost each mistake. Revenge entries: 2 trades, −$120.20. Traded after the daily stop: 1 trade, −$22.60. After the first revenge entry, Tuesday stood at −$125.30, past the limit, and the second revenge entry came after that. It carries both tags. Size above max: 1 trade, +$39.80. The two worst trades in R were −1.95R (the first revenge entry, entered without a written stop) and −1.05R (a normal stop-out on Friday: 20 ticks on 2 contracts is $50.00 gross, plus $2.60 fees).

The rule break that won is Friday's 4-contract trade. It made +$39.80, but on the same 20-tick stop it risked $100, twice the planned R. It's the most dangerous trade of the week, because it rewarded breaking a size limit.

Reading. On-plan trades were positive, and the revenge entries turned the week red. Fees took more than the gross. Fourteen trades decide nothing about any setup, so nothing about the setups changes.

18–22, grade last week's change. Last week's rule (illustrative) was "No entries in the first five minutes after the 8:30 a.m. Chicago open." Yes: followed on all four trading days.

22–28, one rule. "After the daily limit is hit, close the platform." The second revenge entry would have been impossible. Next Friday it gets a yes or a no.

28–30, summary. "Tied after one missing fee on Tuesday. −$24.00, −0.48R, 14 trades, 78.6% on plan, Tuesday past the limit by $22.90. Costliest: revenge entries, −$120.20. Last rule: yes. Next rule: close the platform at the daily limit. Limits unchanged: $125 a day, 2 contracts."

Filled-in example week 2: a green week with off-plan wins

Same illustrative setup, the following week: MES, 2 contracts unless noted, $50 R, $1.30 per contract per round turn, $125 daily limit.

Tie the week. All five days tie as imported.

Five numbers. Net +$111.10 (gross +$147.50, fees $36.40: 12 trades at $2.60 plus one 4-contract trade at $5.20). Net in R +2.22R. 13 trades. Adherence 10 of 13 = 76.9%. Largest losing day Monday, −$5.20, well inside the $125 limit.

Cost each mistake. Stop moved away: +$52.40. Chase: +$77.40. Averaging down: +$39.80. That trade ended at 4 contracts, so it is also size above max; it's one trade with two tags. Off plan: 3 trades, +$169.60 (+3.39R). On plan: 10 trades, −$58.50 (−1.17R). The worst two trades in R were both −1.05R on-plan stop-outs (Monday and Tuesday, with a third on Thursday). Those are normal losses at the planned size.

Reading. The green week rests entirely on three trades that broke the plan. Without them, the week was −$58.50. Every rule break won, which is the worst outcome for next week's discipline: it teaches you that the rules are optional. The on-plan result is ten trades and says nothing about the setups either way.

Grade last week's change. "After the daily limit is hit, close the platform." Yes, but untested: no day came close to the limit. Keep it, and note it as untested.

One rule. The costliest habit isn't the one that lost money. It's the one that risked the most. The moved stop and the average-down both put more than 1R at risk on one idea. New rule: "If I want to move the stop away from price, I exit instead." It's yes or no, and it covers the moment the trouble started.

Summary. "All days tied. +$111.10, +2.22R, 13 trades, 76.9% on plan, worst day −$5.20. On plan −$58.50; off plan +$169.60 from three rule breaks. Last rule: yes, untested. Next rule: exit instead of moving the stop away. Limits unchanged."

Put the two weeks side by side. Each had three off-plan trades. In the red week they cost $80.40; in the green week they made $169.60. The green week is the one that should worry you more, and a review that only read net P&L would conclude the opposite.

What not to do weekly

Don't make setup decisions on one week. A week usually has 10 to 20 trades across several setups. A common rule of thumb is about 30 trades per setup before you size up, size down or drop it, and even that can mislead you. Setup decisions belong in the monthly review.

Don't rewrite the playbook. A bad week tempts you to rebuild everything: new setups, new times, new indicators. Rewriting the plan after a week means you never collect enough trades on any version to know whether it works. Change one process rule. Leave the setups alone.

Don't read P&L before the tie-out. Once you've seen a number, it's hard to stop reasoning from it, even after you find it was wrong. Tie first, then read.

Don't change size because of the result. Size up after a green week or down after a red one, and the next week's results are no longer comparable with this week's. Change size on a written plan, not a feeling.

Don't pile up rules. If last week's rule wasn't followed, adding another one doesn't help. Keep the same rule until it's a yes.

Daily vs weekly vs monthly

The three reviews answer different questions, so they shouldn't overlap.

The daily recap comes from your journal entries. If you're not sure what to write in each entry, start there, because a weekly review can only be as good as the entries it reads. The monthly routine is where the metrics guide's setup-level numbers come in: expectancy, profit factor and drawdown per setup, each with its trade count.

In short, the weekly review fixes process. The monthly review judges setups.

Live, sim and prop: one review per account

Run one review per account. Mixing them produces numbers that describe no account you actually trade.

Live. The broker statement is the referee. A live week isn't reviewed until every day ties.

Sim. Review sim weeks the same way, fees included. Sim fills are usually cleaner than live ones, so a sim week tends to look better than the same trading would live. Don't add sim results to a live week.

Prop accounts: distance to the floor and the daily limit

On an evaluation or funded account, add two numbers to block two and to the end-of-week summary: how many dollars stand between the account and its trailing drawdown floor, and how close the worst day came to the daily loss limit. Write next week's limits from those two numbers, not from the profit target. Check your firm's current rules, read how trailing drawdown works for the mechanics, and keep separate books for eval and funded accounts.

Where a journal like Tiedbook fits

Everything above works in a notebook or spreadsheet. The slow parts are blocks one and three: getting the week's fills in with fees, filing them on the right day, matching each day to the statement, and costing each mistake.

Tiedbook handles those parts. It imports exports from platforms such as Tradovate, NinjaTrader, Rithmic and TopstepX, plus other CSV files through a column mapper (beta). It files each trade on the CME session day, rolling at 5:00 p.m. Chicago. The Reconcile screen puts journal net beside the imported statement, day by day. The mistake rules flag revenge entries, trades after your daily stop, size above your max, stops moved away from price and averaging down. The reports show results in dollars, R or ticks, with R based on the one dollar risk you set in Settings. The Edges view stays grey for any bucket under 30 trades.

Copyable weekly review template

Copy these lines into your journal or the notes tab of your futures trading journal template, and fill them in every week.

Week of, and account:
Tie-out: days tied / days traded; gaps found and fixed:
Net after fees ($):
Net in R:
Trades (vs a normal week):
Rule adherence (on-plan trades / all trades, %):
Largest losing day vs daily limit ($):
Off-plan trades: count, net ($ and R):
Net by mistake tag (tag: count, $):
Worst two trades in R, and why:
Rule break that won (if any):
Last week's rule, graded yes / no, tested or untested:
Next week's one rule (yes or no checkable):
Next week's limits: daily loss, max contracts, cooldown:
Five-line summary:

Frequently asked questions

How do you do a weekly trading review?

Set aside 30 minutes after the week's last session. First tie each trading day to your broker statement, with fees and session days correct. Then read five numbers, cost each mistake tag in dollars, grade last week's rule yes or no, and write one new rule you can check. End with a five-line summary and next week's limits.

What should a weekly trading review include?

A tie-out of each day against the statement. Five numbers: net after fees, net in R, trade count, rule adherence, and the largest losing day against your daily limit. The net cost of each mistake tag, the worst two trades in R, and any rule break that won. A yes-or-no grade on last week's rule, and one new checkable rule.

How long should a weekly trading review take?

About 30 minutes. That's long enough to tie the week and cost the mistakes, and short enough that you'll still do it after a bad week. If it regularly runs much longer, you're probably analysing setups, which belongs in a monthly review with more trades behind it.

Should I review on Friday after the close or at the weekend?

Either works, as long as Friday's statement has arrived and you finish before the next week starts. For CME equity index futures, the new week's first session opens Sunday at 5:00 p.m. Chicago time, and Sunday-evening trades belong to Monday's session. Review before then, so next week's rule and limits are written before you trade.

What if I had a red week on plan, or a green week off plan?

A red week traded on plan is a normal part of trading; the loss came from the setups and the market, and one week can't judge those. Keep the rules. A green week made by off-plan trades is the more serious problem, because it rewards breaking the plan. Cost those trades, and make the next rule about the habit behind them.

Should I change my strategy after a bad week?

No. One week rarely has enough trades to judge a setup; a common rule of thumb is about 30 trades per setup, and even that can mislead. After a bad week, fix process only: one rule about the costliest mistake. Judge setups in the monthly review, when their trade counts are larger.

How do I review a no-trade or one-trade week?

Run the same agenda, shorter. Tie whatever traded, then ask whether the low count was planned, like a skip around major data, or happened because you hesitated. Grade last week's rule, noting if it went untested. With one trade or none, the review is about process and preparation, not results.

What should I write so the review leads to action?

One rule, written as an action at a trigger, that you can mark yes or no next Friday. For example: "After the daily limit is hit, close the platform." Avoid goals like "be more disciplined." Then write next week's limits in dollars and contracts, and read the rule before each session.

Trading futures involves substantial risk of loss and isn't suitable for everyone. The examples in this article are illustrations, not trade recommendations.

Related

• For the full process behind journaling a futures trade, read how to journal futures trades.
• Check whether a setup's numbers add up with the expectancy calculator, once it has enough trades.
• Set next week's max contracts from your stop with the position size calculator.