SEIGYO
Rules template guide

Trading rules for day traders who need guardrails, not more noise

A practical rule set for day traders covering max loss, max trades, cooldowns, cutoffs, and what to measure once the session is over.

Who this guide is for

Discretionary day traders trading fast intraday sessions.

Core problem

Day trading compresses feedback loops. Good rules need to be short, visible, and hard to reinterpret under stress.

Why it happens

Why traders fall into it

The pattern is easier to interrupt when the trigger is named clearly.

  • Fast sessions leave no room for vague limits that depend on mood or memory.
  • A trader can go from focused to emotionally compromised in a few minutes.
  • Without enforced cutoffs, even one rough hour can bleed into the full day.
What it costs

How the damage usually shows up

The cost is not just one bad trade; it is the follow-on behavior that changes the whole session.

  • Small violations compound quickly because there are more decision points per session.
  • A solid morning can still turn into a red day if you keep trading after the edge is gone.
  • The more intraday decisions you make, the more important it is to limit low-quality ones.
Rules

Rules to set first

These are the first guardrails to make visible before the next session starts.

  • Max daily loss
  • Max trades per day
  • Cooldown after loss
  • Max consecutive losses
  • No trading after a chosen time
Measure

What to measure in your own data

The goal is to find the repeatable signal, not write a longer journal entry.

  • Trade count by session and by hour.
  • P&L before and after your usual cutoff time.
  • Average result of trades taken after your second loss of the day.
How to enforce it with SEIGYO

Turn the guide into a workflow

SEIGYO connects the rule, the session, and the review so the same mistake is harder to repeat.

Turns your day-trading rules into live warnings and block-level overlays.
Shows next-trade triggers so you know what you are about to violate before you do it.
Builds session summaries around broker-tracked sessions instead of vague daily notes.