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Four closed trades is not a sample size that tells you anything about edge — three wins against one loss is either the start of something or pure noise, and you won't know which until you're past twenty or thirty trades minimum. What I can say concretely: your one loss, the index short at ₹-390, was smaller than any of your three wins, and your average win of roughly ₹737 (826, 663 and 722 on three large-cap banks) sits at about 1.9 times your average loss of ₹390. That ratio, if it held up over a real sample, would be a genuinely favorable payoff structure. Your sizing was also consistent — 10 units on every ticket regardless of price, which tells me you're not doubling down after the loss or letting a winner tempt you into oversizing the next one. That discipline is worth keeping exactly as is. Where I'd pump the brakes is on the validated strategies sitting behind these trades. Your hourly setup on a large-cap bank scored 19.9 out of 100 with a profit factor of 0.68 — meaning it loses money over its test window — and your hourly idea on a large-cap energy stock has now been re-validated eight separate times, every single run failing all gates, profit factors between 0 and 0.84, drawdowns as deep as 72.6%. Re-running the same failing hourly setup repeatedly without changing the logic isn't testing, it's hoping. The habit to build: retire or meaningfully rework a strategy after two failed validations rather than rerunning it, and let your live trade count grow before you trust the win-loss ratio you're seeing now.

Grounded in 8 simulated trades and 10 strategy validations.

Anonymised sample of a real Orion coaching report (2026-08-24) with stock names masked. Your own coaching is grounded in your own trades and strategy validations.