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Futures Trading Journal: The Key to Enhancing Your Trading Performance

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Futures trading journal
A trading journal will bring structure and discipline to your performance, shortening your learning curve and increasing profitability.
Table of Contents

    Key Takeaways

    • Futures trading journal uses: A valuable tool for improving decision-making, risk management, and overall trading performance.
    • Benefits: Enhanced decision-making, pattern recognition, self accountability and refinement of risk management strategies.
    • Structuring a notebook journal: Record essential elements of each trade, the trading environment at the time and your psychological state of mind, use a table format, and review regularly.
    • Digital trading journal platforms: Futures trading journal software offers advanced data analytics capabilities, automatic trade importing, and customizable templates but can be less effective to learn lessons from in terms of accountability.
    • Consistent analysis and improvement: Regularly review and analyze your trades to identify patterns, build the discipline of record keeping, assess performance, and adjust trading strategies as needed.

    Introduction

    A futures trading journal is a valuable tool that can help traders improve their decision-making, risk management, and overall performance in the market and ultimately their profitability. By systematically recording and analyzing their trades, traders can gain valuable insights into their trading habits, identify patterns, and make informed adjustments to their strategies.

    In this article, we will discuss the benefits of maintaining a futures trading journal, how to structure your own in a notebook, and some of the available digital offerings out there that can help streamline the process. We will also reference research-backed evidence supporting the use of trading journals so you don’t have to just take our word for it.

    From my own personal experience that began on a professional trading floor in London over twenty years ago and training traders on many others since, the accountability a journal demands is key in helping traders succeed. It makes you ‘own up’ as to why you entered a trade, or justify why you failed to exit it at the right time. The level of discipline and analysis it enforces is often brushed aside by more casual traders to their detriment.

    There is a lot to be said for writing journal entries manually rather than glancing at an automatically generated digital report, as it is human nature not to want to dwell on an often painful review process after things go wrong and with automated reports you can tick it off as being logged, without much due care and attention. By manually keeping a journal you will find it actually shortens your learning curve and path to profitability by exposing you to the best lessons to be learnt for future performance improvement.

    Remember, the money lost on a losing trade is the price of the lesson to be learned, so get the most out that lesson seeing as you already paid for it up front.

    The Benefits of Keeping a Futures Trading Journal

    Improved Decision-Making and Pattern Recognition

    Keeping any type of trading journal can often seem like a chore, yet it enables traders to analyze their past decisions, identify recurring patterns, and learn from their successes and failures. By consistently recording and reviewing their trades, traders can develop a deeper understanding of their trading behavior and uncover potential areas for improvement while keeping trades controlled and disciplined. This self-analysis can lead to more informed decision-making and ultimately enhance performance. Even if you are running an automated strategy understanding why trades were entered and exited, or what interfered with your coded logic to arrive at an unintended outcome will only help you improve your code and system.

    For example, look at your journal for repeating patterns to see:

    • The amount of time you hold onto poor trades for.
    • If you have three strong reasons to enter the trade, and if they are validated afterwards.
    • Whether you are averaging into losing trades.
    • If there is a particular market in which you keep dropping money.
    • Are you over-trading on losing days?
    • If there is a time of day that never seems to benefit you when day trading.
    • What common patterns emerge for your good, profitable trades?
    • Whether you are losing money around contract roll-over (expiry).
    • If you are are you getting caught by economic figures being released you were not aware of, or headlines you or your system are slow to react to.

    Enhanced Risk Management

    A well-maintained trading journal can help traders refine their risk management strategies. By tracking the outcomes of different risk management techniques, traders can identify which approaches work best for their individual trading style and make necessary adjustments. This isn’t just about where to place stops, it incorporates managing your own ego and avoiding periods that are likely to lose you money. Over time a journal can be invaluable to look back on, for example what was said a the prior ECB or OPEC conference and how did your market react.

    As General Norman Schwarzkopf said, ‘Shined shoes saves lives‘ and by taking the same disciplined approach as a trader, by logging your trades and observations, it will feed into your trading when markets are volatile and erratic, while others are losing their heads – journal entries save money.

    Structuring Your Futures Trading Journal in a Notebook

    Essential Elements to Include

    Let’s begin by thinking about the different things we ought to be including. The first thing most people think about when structuring a template in their notebook is just to put in things like time, date, entry, exit and profit or loss result but it’s crucial to include specific details about why each trade was undertaken. Essential elements to record include in your futures trading journal would be:

    • Entry and exit prices
    • Time in and time out timestamps
    • Position size and leverage (number of futures contracts relative to account size)
    • Risk-reward ratio
    • Planned stop-loss and take-profit levels, did this change after the trade was placed?
    • Trade rationale and strategy (you ought to have 3 compelling reasons to be getting in)
    • Market conditions and news events
    • Emotional state and psychological factors at the time
    • Market sentiment e.g. drifting in a small range on low volume or highly volatile on large volume
    • Trade outcome and lessons learned

    Organizing and Reviewing Your Journal

    Organizing your trading journal in a logical and easy-to-follow format is vital for effective analysis and review. Consider using a table or spreadsheet format to clearly display the essential elements of each trading day as well as each trade.

    When you look back at your journal entries in the future, of a day the market crashed, shock news hit the market or economic data was out of line, will it help you handle that better next time? For example CPI inflation used to be of huge importance in moving most futures markets but after the financial crisis of 2007-2008 it became largely irrelevant as interest rates languished around zero. Only later after the COVID pandemic did it start regaining prominence causing interest rates to move again and thrash the markets.

    If you were tracking market reactions each month in your journal or look back to prior years to see which markets were truly flung around by an above consensus reading, you already have a prepared edge over many. Futures trading is a zero sum game, somebody has to lose money to you for you to make money and you need to make a lot consistently to cover the associated costs. Take every edge you can find, there are many badly programmed mean-reverting algos that can be taken advantage of in these sorts of scenarios.

    Other important things to consider for you trading journal template:

    • Overnight news and foreign market reactions so far
    • Market spreads (perhaps the yield curve in bond futures has steepened since the day before)
    • Any large currency moves from the prior day and what may have caused them
    • Any central bank comments and their effects
    • Any big earnings reports that have or may influence the equity indices
    • Economic releases due to be released, rank them in order of importance
    • Meetings of central bankers, speeches or decisions by bodies such as OPEC

    Regularly review your journal to identify patterns, assess your performance, and make adjustments to your trading strategies as needed.

    Digital Trading Journal Offerings

    Advantages of Digital Trading Journals

    Digital trading journals offer several advantages over traditional notebook journals, including:

    • Enhanced data analysis capabilities
    • Automatic trade importing and synchronization
    • Customizable templates and report generation
    • Access to online resources and community support

    The disadvantage are they tend to be hands off and perhaps less valuable for holding yourself accountable for each trade.

    Popular Digital Trading Journal Platforms

    Some popular digital trading journal platforms include:

    • Edgewonk
    • Tradervue
    • TradingDiary Pro
    • TradeBench
    • Trademetria

    Consider trying out different platforms and choosing the one that best fits your needs, preferences and price point.

    Conclusion

    A futures trading journal is an essential tool for traders looking to improve their decision-making, risk management, and overall performance in the market. By maintaining a well-structured journal, traders can gain valuable insights into their habits and make informed adjustments to their strategies. While traditional notebook or Excel journals offer a free, simple and straightforward approach, often with a deeper focus on analysing your own actions, online, digital trading journal platforms provide advanced statistical features and capabilities that can further streamline the process. Regardless of the method chosen, the key to success lies in consistently recording and analyzing your trades, the events surrounding them and how you react and apply the lessons learned to enhance your trading performance.

    By investing time and effort into maintaining a futures trading journal, you can unlock valuable insights, uncover hidden patterns, and develop a more disciplined approach to trading. So, are you ready to start your trading journal journey and take your futures trading performance to the next level?

    Research References that endorse use of trading journals:

    Steenbarger, B. N. (2002). The Psychology of Trading: Tools and Techniques for Minding the Markets. John Wiley & Sons.

    Elder, A. (1993). Trading for a Living: Psychology, Trading Tactics, Money Management. John Wiley & Sons.

    Douglas, M. (1990). The Disciplined Trader: Developing Winning Attitudes. New York Institute of Finance.

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