Revenge trading, measured

Revenge trading is re-entering the market quickly after a loss with outsized size — chasing the loss back. It's one of the most common and most measurable behavioral leaks in retail trading histories.

What it looks like in fill data

  • A losing exit, then within a day or two a new entry at well above your typical position size. One occurrence is noise; a repeated pattern with negative P&L on those oversized entries is the signature.
  • Behavioral-finance research has documented loss-chasing in retail trading for decades (e.g. Barber & Odean's work on overtrading).

Process rules traders use

  • A cooldown: no new position for a fixed window after any loss.
  • Size normalization: the next trade after a loss must be at or below median size — never above.
  • These are process constraints a trader adopts for themselves, not trade signals.

Measure yours

  • The coach detects the pattern in your own history and prices it: the realized P&L of oversized post-loss entries, in dollars, past tense. Upload a CSV — or just paste a screenshot of your trades.

See what your own habits cost you

Upload a CSV or statement — or just paste a screenshot of your trades. A dollar-quantified discipline audit, free, no signup needed to try it.

Run your audit

Last reviewed 2026-06-10. Broker interfaces change — if a step looks different, the broker's own help center has the latest path.