Trading Rules — extracted from v1 BOS workbook
Source: v1 Monthly Obligations Sheet (
1L_rxCSOncM6WtqCYaEbooNdxiXbfOi_Sfm7k0IAAsBo), in-sheet rule block. Pulled out per session 32 audit decision 3 (2026-05-12) — financial sheet is for financial truth; trading discipline lives here in the repo.Authored by: Sam (Zalmy Treitel), late 2025.
Extracted by: desktop Claude Code session 33 · 2026-05-12 · ~02:00 AM EDT.
The 7 rules (verbatim from v1 workbook)
- Daily: Only take trades when regime + sector + intraday > threshold.
- Build the behavior risk index (simple version).
- Add ATR-hybrid stops.
- Add sector correlation checks.
- Start 1–2 pilot projects this week.
- Preserve MIS v8 wishlist for future development.
- Treat trading as system calibration for 60 days.
Session 33 read
The 7 rules mix two scopes:
| # | Type | Status today |
|---|---|---|
| 1 | Pure trading discipline | ✅ Live — encoded in MIS FSE acceptance test (regime + sector alignment gates trade actions) |
| 2 | Project — build behavior risk index | Parked. See docs/MIS_FSE_ARCHITECTURE.md |
| 3 | Pure trading discipline | ✅ Live — ATR-hybrid stops are part of Quick Trade Calc bracket-order schema |
| 4 | Pure trading discipline | ✅ Live — sector correlation surfaced in MIS Power Hour |
| 5 | Project — pilot projects | Stale. Was a Q4 2025 note; doesn't apply now. |
| 6 | Project — preserve MIS v8 wishlist | Stale. v11 long supersedes v8. |
| 7 | Discipline frame | ✅ Active — drives "no Monday-morning quarterbacking" memory + FSE Anti-80% rule |
The 3 rules that are still load-bearing
These are the ones to keep alive in the v3 system:
- Regime + sector + intraday gate — every trade decision must clear all three thresholds. No exceptions on "feel" days.
- ATR-hybrid stops — every position has a stop sized to the ticker's ATR, not a flat dollar/percent. Bracket orders enforce.
- Sector correlation check — before adding to any position, check sector exposure isn't already over-concentrated.
Plus the discipline frame:
- Treat trading as system calibration — the system is the asset, individual trade outcomes are signal not score.
Cross-references
- MIS architecture:
docs/MIS_FSE_ARCHITECTURE.md - Quick Trade Calc (the bracket-order planner):
.claude/.../memory/project_mis_quick_trade_calc.md - Pre-trade warning rule:
.claude/.../memory/feedback_no_monday_morning_qb.md - Investment philosophy (each-dollar-working-hardest):
.claude/.../memory/user_sam_investment_philosophy.md - Trading exposure rule (does NOT rise when business uncertainty rises):
.claude/.../memory/feedback_done_means_survives_tuesday.md
What this file does NOT contain
- Position sizing math (lives in Quick Trade Calc tab, MIS sheet)
- Entry/exit rules per ticker (per-trade, not policy)
- Tax-loss harvesting heuristics (separate doc, future)
- Portfolio rebalancing cadence (lives in MIS Sunday Week-Ahead)
If a rule belongs in MIS sheet logic, it belongs there. If it belongs in code, it belongs in MIS-v1-script/. This file is for HUMAN-READABLE discipline frame only.