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Trading does not create problems; it quantifies them. By transforming psychological uncertainties into decisions with explicit risk, the market starts to price in failures of discipline, excessive leverage, and incorrect regime readings. Data shows that most relevant drawdowns do not occur due to directional error, but due to poor position management, especially in high volatility environments and asymmetric liquidity. The feedback is immediate: increased realized volatility, expansion of spreads, and deterioration of expectancy quickly expose those who trade without a process. In this context, the chart is not the trigger of pain, but the mirror. Trading does not amplify emotion by chance; it operates in a system where return is a direct function of risk control, adaptation to the regime, and statistical survival over time.
