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What traders actually predicted in September 2026

Every figure below comes from calls published on TradeLiveX and graded under our published methodology. This describes the traders who post here — a self-selected group — during one month. It is not a description of the market and not a forecast.

Graded calls
307
Traders
134
428 joined
Above breakeven
43%
of 307
Mean R
+0.01R
Median R
-0.11R
Profit factor
1.03

How far calls got

The question almost no published track record answers.

Reached TP1
22%
Reached TP2
3%
Reached TP3
0%
Stopped out
33%
Best call
+2.16R
Worst call
-1.41R

Breakdowns

Each with its own sample size, so a thin slice is visible as one.

By market

 nAbove BEMean RMedian R
crypto22443%-0.00R-0.27R
forex7142%+0.01R-0.05R
metal1250%+0.33R+0.12R

By timeframe

 nAbove BEMean RMedian R
1h12548%+0.09R-0.04R
4h7446%+0.10R-0.51R
15m6445%+0.07R-0.04R
1d4323%-0.44R-1.00R
5m10%-0.08R-0.08R

By stated conviction

 nAbove BEMean RMedian R
medium15743%+0.03R-0.11R
high7650%+0.05R+0.00R
low7438%-0.07R-0.19R

The conviction table is published whichever way it points. If high-conviction calls did not outperform this month, that is a finding about this community worth reporting.

What the headline figures leave out

Reported separately rather than quietly dropped.

Never entered
0
Named entry never traded
Cancelled
0
Before entry only
Held for review
12
Market data had gaps
Ambiguous
0%
Stop and target in one bar

371 calls were posted during September 2026. Unentered and cancelled calls carry no R and are excluded from every average above; calls held for review were not graded at all, because the candle series covering them had gaps inside an open session. 34% of graded calls had at least one fill taken at a candle open because price gapped through a level.

Methodology and limitations

  • Window. Calls that resolved between 2026-09-01 and 2026-10-01 UTC. A call posted in a previous month appears here if it resolved in this one.
  • Exclusions. Calls marked invalid after moderation, calls that never entered, calls cancelled before entry, and calls held for review.
  • Modelled fills. No slippage, no spread on the exit, no financing, no position sizing. A live account trading identical calls would do slightly worse.
  • R is not a return. It is a ratio to each trader's own defined risk, and those risks are not comparable in currency terms.
  • Self-selection. Contributors chose to publish here. Nothing in this report generalises to traders who did not.
  • Sample size. 307 graded calls from 134 traders can support an interesting description of one month. It cannot support a predictive claim, and none is made.