Last Updated: 2026-05-03 Owner: Strategy-Dev Summary: Session review template for analyzing trades, execution quality, risk behavior, and next-day adjustments.

QuantMatrix Daily Trade Review Template¶

This template is for reviewing each trading day in a consistent, decision-useful way.

Its purpose is to: - summarize the day clearly - capture what happened operationally - evaluate strategy performance - analyze winners and losers - identify execution and risk issues - convert observations into concrete next actions

Use this after every paper or live trading session.

1. Session Summary¶

Review Date:
Trading Mode: Live / Paper / Backtest
Session Start Time:
Session End Time:
Operator:
Engineer On Call:
Strategies Enabled:
Brokers Used:
Market Data Broker:
Execution Broker:

Headline Metrics¶

Total Trades:
Winning Trades:
Losing Trades:
Win Rate:
Gross P&L:
Net P&L:
Realized P&L:
Unrealized P&L at Close:
Max Intraday Drawdown:
Largest Winner:
Largest Loser:
Average Winner:
Average Loser:
Profit Factor:

2. System Health Summary¶

Overall Status¶

System Health: Healthy / Degraded / Failed
Execution Broker Health:
Market Data Health:
Risk Manager Health:
Scanner Health:
Strategy Allocator Health:
Trade Analytics Health:

Operational Notes¶

Any startup issues?
Any broker disconnects?
Any stale data or timing drift?
Any UI or dashboard issues?
Any reconciliation issues?

3. Market Context¶

Describe the trading day environment: - Market regime: Trend / Range / Risk-on / Risk-off / Choppy / Event-driven - Major market events: - Sector strength/weakness: - Volatility conditions: - Liquidity conditions: - Special factors affecting momentum setups:

4. Trade Blotter Summary¶

By Strategy¶

For each strategy: - Strategy Name: - Trades Taken: - Winners: - Losers: - Net P&L: - Average Hold Time: - Best Setup Type: - Worst Setup Type: - Notes:

By Symbol¶

For top symbols traded: - Symbol: - Number of Trades: - Net P&L: - Best Trade: - Worst Trade: - Notes:

By Time of Day¶

Opening window performance:
Mid-morning performance:
Midday performance:
Late-session performance:

5. Best Trades Review¶

For the top winning trades, capture:

Trade¶

Trade ID:
Symbol:
Strategy:
Entry Time:
Exit Time:
Position Size:
P&L:

Why It Worked¶

Entry setup quality:
Momentum conditions:
Volume/relative volume:
Indicator alignment:
Exit quality:
Execution quality:

Repeatable Lessons¶

What conditions should we look for again?
What made this trade clean or high quality?

6. Worst Trades Review¶

For the largest losing trades, capture:

Trade¶

Trade ID:
Symbol:
Strategy:
Entry Time:
Exit Time:
Position Size:
P&L:

Why It Failed¶

Was the entry low quality?
Was timing poor?
Was the market regime unfavorable?
Was the exit late?
Was slippage significant?
Was there a discipline or risk issue?

Preventable?¶

Yes / No / Partially

Improvement Idea¶

What should be changed to avoid similar losses?

7. Execution Quality Review¶

Order Quality¶

Any rejected orders?
Any duplicate order concerns?
Any partial fill issues?
Any delayed order acknowledgments?
Any slippage outliers?

Execution Notes¶

Did market orders hurt performance?
Did limit orders miss good entries?
Any broker routing issues?
Any symbol-specific liquidity problems?

8. Risk Review¶

Risk Controls¶

Max daily loss respected?
Max position size respected?
Max trades per day respected?
Blocked symbols respected?
Any manual overrides?

Risk Incidents¶

Risk violations triggered:
Unexpected exposure events:
Any emergency halt activity:
Any near-miss situations:

9. Strategy Behavior Review¶

Strategy Allocation¶

Did watchlist rotation behave correctly?
Did stale candidates rotate as expected?
Did any strategy get stuck?
Did polling/health indicators reflect reality?

Entry Quality¶

Were entries too early?
Were entries too late?
Did multiple weak setups slip through?
Did good setups get skipped?

Exit Quality¶

Were winners cut too early?
Were losers held too long?
Did exits follow defined logic?
Were manual exits justified?

10. Trade Analytics Review¶

Pattern Insights¶

What setup patterns performed best today?
What setup patterns performed worst today?
Which indicator combinations helped?
Which indicator combinations failed?
Any time-of-day weakness?
Any symbol/sector concentration issue?

Recommendations Generated¶

Recommendation 1:
Recommendation 2:
Recommendation 3:

Recommendation Quality¶

Were the recommendations useful?
Were they supported by enough sample size?
Do any need human review before action?

11. Incidents and Exceptions¶

Log anything unusual: - Incident ID: - Severity: - Summary: - Impact on trading: - Action taken: - Resolved: Yes / No - Follow-up required:

12. Reconciliation Review¶

Orders reconciled with broker: Yes / No
Positions reconciled with broker: Yes / No
P&L reconciled with broker/account summary: Yes / No
Trade analytics captured for all closed trades: Yes / No
Any unexplained mismatch:

13. Human Notes¶

Operator Notes¶

What felt smooth?
What felt risky?
What was hard to monitor?

Engineer Notes¶

Any system weaknesses noticed?
Any missing logs, alerts, or metrics?
Any reliability or state concerns?

Strategy Owner Notes¶

Any strategy changes recommended?
Any setups to disable or tighten?
Any sizing changes recommended?

14. Action Items for Next Session¶

Must Fix Before Next Session¶

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Should Improve Soon¶

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Strategy Tuning Ideas¶

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Analytics Follow-Up¶

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15. Go-Forward Decision¶

Next Session Status: Proceed / Proceed with Restrictions / Do Not Proceed
Restrictions if any:
Strategies disabled:
Symbols blocked:
Reduced capital mode needed: Yes / No
Extra monitoring needed: Yes / No

16. Signoff¶

Reviewed By:
Review Completed At:
Follow-up Owner:

17. Suggested Attachments¶

Attach when available: - order history export - positions snapshot - account summary snapshot - top trade screenshots - incident reports - analytics recommendation report