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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
629
Traders
254
431 joined
Above breakeven
42%
of 629
Mean R
-0.04R
Median R
-0.11R
Profit factor
0.89

How far calls got

The question almost no published track record answers.

Reached TP1
18%
Reached TP2
3%
Reached TP3
0%
Stopped out
35%
Best call
+2.32R
Worst call
-1.55R

Breakdowns

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

By market

 nAbove BEMean RMedian R
crypto42441%-0.07R-0.26R
forex17545%+0.00R-0.04R
metal3043%+0.07R-0.14R

By timeframe

 nAbove BEMean RMedian R
1h20748%+0.07R-0.02R
4h15240%-0.07R-0.63R
15m13745%-0.00R-0.04R
1d13234%-0.25R-1.00R
5m10%-0.08R-0.08R

By stated conviction

 nAbove BEMean RMedian R
medium27144%+0.04R-0.08R
high17945%-0.05R-0.08R
low17939%-0.16R-0.30R

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
20
Market data had gaps
Ambiguous
0%
Stop and target in one bar

668 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. 29% 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. 629 graded calls from 254 traders can support an interesting description of one month. It cannot support a predictive claim, and none is made.