Weekly review is where journals pay off. Without it, logging is archive — not improvement. Most traders replay charts for hours but never answer: Did I follow my rules? Which setup paid? What one change would help next week?
Block 30 minutes the same day each week — Sunday evening or Friday after the close — and run the same checklist every time. Consistency beats intensity. This guide is a minute-by-minute script you can reuse.
Before you start: gather the numbers
Open your journal overview filtered to the past 7 days (or your defined trading week). You need total R, trade count, win rate, expectancy, and tag breakdown. If any trades are unlogged, log them now — review on incomplete data creates false narratives.
Minutes 0–5: Scoreboard
- Total R for the week
- Number of trades (watch overtrading vs your plan)
- Win rate and expectancy
- Largest winner and largest loser in R
- Rule-break count (trades tagged or noted as off-plan)
Write one sentence: “This week was ___ because ___.” Stick to facts — e.g. “+3.2R because breakouts followed through; −1.5R from two revenge trades after Tuesday.” No story beyond that.
Minutes 5–15: Setup audit
Filter by tag. Rank setups by average R and trade count. Ask which tag contributed most to total R and which dragged. If a tag shows −0.3R over 25 trades, that is real signal. If it shows −1R over 3 trades, label it insufficient data.
Compare planned RR vs realized R for your top tag. A pattern of early exits (planned +2R, realized +0.4R) is an execution issue, not a setup issue — fix exits before abandoning the pattern.
Minutes 15–22: Rule breaks
List trades where you moved stops, doubled size, chased price, or took unplanned entries. Sum the R cost of rule breaks vs planned trades. Many traders discover most weekly damage comes from a handful of discipline failures, not the core setup.
Note the trigger: boredom, prior loss, FOMO on a move you missed, or size confidence after a win. Triggers repeat — naming them is the first step to a pre-commit rule for next week.
Minutes 22–28: Diary patterns
Open calendar or diary view. Note sessions with clustered losses, late-day tilt, or exceptional focus. Link mood to process, not outcome — a winning week with rule breaks is still a process failure. A losing week with perfect rule adherence may be variance, not a broken system.
Look for time-of-day patterns: do you lose R after 2pm? On Mondays? After news? Diary view makes session clustering visible faster than scrolling a flat trade list.
Minutes 28–30: One commitment
Monthly layer (once a month)
Roll four weekly reviews into a monthly note: expectancy trend, setup roster changes, and whether size should stay flat, reduce, or scale. Compare best week R vs worst week R — if the gap is mostly rule breaks, fix process before adding capital.
Monthly review is also when you deep-dive 2–3 individual trades: best, worst, and most representative. Weekly review stays at the aggregate level; monthly adds selective replay.
When to skip weekly review
Only skip if you took zero trades and zero rule-break impulses worth noting. Otherwise run the scoreboard even on a −4R week — especially on a −4R week. The sessions that hurt most contain the triggers you need to name for next week’s one fix.
Print or pin the minute-by-minute checklist above your desk until the routine is automatic. Structure beats motivation when you are tired after a red session.
How Traderizz helps
Traderizz gives you the scoreboard and diary in one place: overview shows weekly R, expectancy, and win rate; tag filters rank setups by average R; the trader diary calendar highlights session clusters without exporting to Excel.
Use Jarvis during review to ask “What was my expectancy this week?” or “Which tag had the most trades?” — faster than manual pivot tables. Keep the 30-minute timer; let the app fetch numbers so you spend time on the one fix that matters.
Save your one weekly commitment in a note or journal description so you see it Monday pre-market. Review without a next action is entertainment; review with one fix is compounding process.