Weekly Performance Digest

Overview

Weekly Performance Digest aggregates the trades you closed during a week into a single performance report. It reads CLOSED theses tracked by trader-memory-core (state/theses/th_*.yaml), computes headline metrics (win rate, expectancy, profit factor, R-multiple, MAE/MFE), breaks results down across several pattern dimensions (source skill, exit reason, thesis type, sector, mechanism tag, screening grade), and surfaces the week's biggest winners, losers, and lessons. Output is a JSON record plus a human-readable Markdown report. Pure calculation — no API key required.

When to Use

• At the end of a trading week to review aggregate realized performance
• To measure win rate and expectancy across all closed positions
• To see which source skills, exit reasons, sectors, or mechanisms drove wins vs losses
• To feed a month-end review (combine four weekly digests) or a postmortem
• For a quick "what worked / what didn't" snapshot grounded in real closed trades