R
Ryder System, Inc.
stock NYSE

Nice, that's a big change. With a 51% win rate and 1.5R minimum, you're at roughly +0.27R per trade on average instead of break-even or worse
One thing to watch with 3-4 point stops on MES: slippage matters more. One tick (0.25 pt) of slippage on a 3-point stop is already \~8% of your risk, so it's worth tracking your R after fees and slippage, not just on the chart.
Good luck with it!

Same problem here for a long time. What I realized: I wasn't taking profit early because of the setup, I was doing it because an open winner felt like money I could still lose, and closing it gave me relief. I was trading for the feeling, not the plan.
Two things that helped:
1. Take a partial at 1R and move the stop to breakeven on the rest. The pressure drops a lot once the trade can't turn into a loss, and it's much easier to let the runner go to target.
2. Track it. For a few weeks, write down where you exited and where your original target was, and what that gap cost you in R. Seeing "left 1.8R on the table" ten times in a row did more for me than any advice.
Also, congrats on the stop-loss part. That's the harder one to fix, most people never do.

My R words are working overtime

R/valueinvesting on suicide watch tomorrow

Ber R Fuk

I think the interesting part of DCTH is that you’re no longer betting purely on a clinical trial outcome. HEPZATO is already generating meaningful revenue, and the growth has been pretty substantial. 2025 revenue was about $85M, up from $37M in 2024, and Q2 2026 revenue was another $29M. The company also had 31 active treatment centers by the end of Q2.
For me, though, the bear case is less about whether the technology works and more about how big and repeatable the commercial opportunity actually is. Getting hospitals and physicians to adopt a relatively specialized procedure is one thing; scaling that adoption nationally and internationally is another. Reimbursement, treatment-center expansion, physician familiarity and execution could all slow the growth.
I’d also watch the economics as they scale. The gross margin is very high, but R&D and SG&A are still substantial, so I’d want to see revenue growth continue translating into durable free cash flow rather than simply more spending to chase additional indications. The company was profitable in 2025 and had $95.9M in cash and investments with no debt at the end of Q2 2026, which gives them more breathing room than a typical small-cap biotech.
The other thing I’d be careful about is treating the potential expansion into other liver cancers as already established economics. Those indications could be significant if the clinical data and regulatory path work out, but that part of the thesis still carries considerably more uncertainty.
So I think the key question is probably..... how large can HEPZATO become within its currently approved market before you even give the pipeline any value? That would be the first thing I’d try to quantify.

For those who use S&R and Footprint and Doms

so if your expectancy per trade is like .2% per trade, this is Expectancy=(Win Rate× Reward in R) − (Loss Rate×Risk per loss)
so if for every trade you take and on avg you come out at .2% every trade (so 50/50 win rate but you profit .4% on wins and lose .2% on losses, each trade on average pays out .2%, since 50 wins times .4% minus the 50 losses of .2% each, you will be up .2% each trade). this hypothetical .2% is all you need.
Do you make 1 trade per week, well $1000 account will take a year with to make $1000 on that $1000 (without compounding) and almost $2700 compounded.
one trade per day in say 250 days (one year busines/trading year) is $5000 profit not compounded and $141,000 compounded

A third flagged per month sounds about right, honestly. That mix is strategy decay plus estimation error — your backtest expectancy was always an estimate with wide error bars, and live is just the first real sample.
What made this manageable for me: pre-defining the divergence threshold BEFORE going live. Something like "if live expectancy over the last N trades drops below X, the strategy stands down automatically." Decided in advance, in R terms, with the sample size written down. Without that, every divergence becomes a judgment call made at the worst possible emotional moment.
Also worth separating two kinds of divergence: fill/slippage gaps (your paper fills were fantasy — fixable with better cost modeling) vs genuine edge decay (the market stopped paying for your pattern — fatal). Paper trading with realistic fills is the bridge between the two. If it can't survive paper, the backtest was never real.

Oh, have you seen a snippet about meta claiming data centers are experimental? These people are hemmorhaging cash to the point where they want to claim R&D tax write-offs.... Can I claim a complete tax write off for all investments for my children too? Seems only fair. They are experimental and ill do my best to raise them...

D. R. S.

R u ok Bwahahahahahah

The percentage by itself tells almost nothing. Someone making 8 percent a month while risking 5 percent per trade is playing a very different game from someone making 3 percent while risking half a percent. I would want max drawdown, average R, longest losing streak and size changes after losses before comparing anyone here. Moon would be background context for market conditions at most. The account stats are what show if the return came from an edge or from taking a huge bite every trade. Reading the replies kind of proves your point because the risk numbers are all over the place.

Morning everyone!
Economic report(s) scheduled for the day is(are) | at^[i](https://fidelityfiplus.econoday.com/byweek): MBA Mortgage Applications | 7am, ADP Employment Report | 8:15; GDP, International Trade in Goods (Advance), Personal Income and Outlays, Corporate Profits, Retail Inventories (Advance), Wholesale Inventories (Advance) | 8:30; Chicago PMI | 9:45, EIA Petroleum Status Report | 10:30, Survey of Business Uncertainty | 11; Fed speakers are | at: Barkin | 1:30pm, Cook | 3:25, Goolsbee | 5:10, Kashkari | 6. Media platforms are discussing: AI Industry self regulation pledge, Layoff expectations, Memory boom continues, Data-center plan accepted with 5-month pause, Bonds down while Stocks remain resilient, US Dollar rose as Euro fell, Tariffs back in court, Job hunting advice, Seniors leaving the workforce. Almost every discussion also looped back to inflation concerns or investment costs, and there was a single particularly poignant article comparing analysts evaluation of AI buildout and sales growth expectations compared to the rest of the economy which emphasized that the math simply does not work. Premarket futures were flat to down slightly this morning, as caution plays ahead of Inflation data and GDP growth numbers; VIX futures were also down slightly.
MVIS ended the last trading session at 1.46, on lower volume traded compared to the average over the past month. Stock price action saw the Short related volumes by percentage of the total _reported_ volumes come in slightly above the average of the last 30 days. The question of development costs are on the minds of many investors, as the company continues to spend and hire as it seeks to push its acquired products lines to customers. The narrative has been extremely strong, and repeated enough times that anyone that is going to buy into it should likely have done so already, which will need to show up with new contract arrangements of some kind relatively soon. Without **new** deals announced, and not simply ones continuation of acquired asset contracts, the stock will not be moving upward. Many may see this as a dire forecast, but it is currently where things sit. To get to strong growth and positives, we need to see contracts containing significant volumes, sales projections, **and** names to support the narrative. Then we will need to see it show up on the balance sheet, then finally that will need to occur for several quarters in a row. At that point, trust and interest will be appropriate and reasonable, presently the only thing the stock has going for it is wishful hope.
## Daily Data
***
|H: 1.52 — L: 1.40 — C: 1.46 ^[i](https://chartexchange.com/symbol/nasdaq-mvis/historical/) |[Calendar](https://fidelityfiplus.econoday.com/byweek.asp)|
|:- |:-|
|**Pivots ↗︎ : 1.52, 1.57, 1.63** ^([i](https://www.investopedia.com/terms/p/pivotpoint.asp)) |**Pivots ↘︎ : 1.40, 1.34, 1.29**|
|Total Options Vol: 428 ^([i](https://researchtools.fidelity.com/ftgw/mloptions/goto/underlyingStatistics?cusip=&symbol=MVIS&Search=Search)) |Avg 90d Options: 744|
|Calls: 323 ~ 37% at Market ⊟ |Puts: 105 ~ 56% at Market ⊟|
|Open Exchanges: 486k ~ 47% ^[i](https://chartexchange.com/symbol/nasdaq-mvis/exchange-volume/) |Off Exchanges: 550k ~ 53% ^[i](https://chartexchange.com/symbol/nasdaq-mvis/exchange-volume/)|
|IBKR: 35k Rate: 13.37%^[i](https://chartexchange.com/symbol/nasdaq-mvis/borrow-fee/) |Fidelity: 0k Rate: 8.00%
|**R Vol: 57% of Avg Vol: 1,802k** ^([i](https://www.investopedia.com/terms/a/averagedailytradingvolume.asp)) |**Short Vol: 413k of 615k ~ 67%** ^[i](https://chartexchange.com/symbol/nasdaq-mvis/short-volume/?tblshortvolix=0)|

^(Follow links for sources. Bold text represents key points or larger data, Italics are slightly unusual or lower than normal.)

Today would be a gud day for some P.R.

Nonsense, they use ai for a whole range of exercises, such as creating new copy molecules for R&D

My targets are not based on technicals.
It's based on R multiples.
So, if it reaches 228, i will exit partial

Steht i.d.R. im Verkaufsprospekt oder anderen Dokumenten. Kann einen Begriff wie Zahltag o.ä. haben

Die Begrünungen dafür sind komplex und vielschichtig, aber mal aus DINKs Sicht und was der Staat eben nicht macht um das Land attraktiver zu machen:
Die meisten AN haben kein Full time Home Office und müssen sehr regelmäßig oder Vollzeit zur Arbeitsstätte fahren. Außerhalb der Stadt bedeutet das also 2 Autos notwendig, gerade hier langt der Staat finanziell gerne zu (Deutschland außen vor gelassen, in fast jedem europäischen Land ist Auto fahren teurer als in DE). In der Stadt und Zufahrten ist fast immer Stau. AN vom Land haben also entweder schlechte öffentliche Anbindung oder sehr lange Stau und Pendelzeiten. Statt also ÖVPN seit Jahrzehnten ordentlich auszubauen oder P+R an Stadtgrenzen zu installieren mit super Anbindung, macht der Staat das was er am besten kann: wenig bis nichts.
Man könnte das Land für AN sehr wohl strukturell für AN attraktiver machen, macht man aber einfach nicht. Am Land wohnen kostet eben vor allem Zeit, und und das ist wertvollste Währung. Davon haben nicht-Arbeitende und HO AN eben wesentlich mehr als andere.

Deshalb auch in Anführungszeichen. Wenn du durch diesen Lifestyle mehr arbeiten kannst und wiederum mehr Kohle hast, dann kannste das wieder dem Haus gutschreiben.
Das bekommst du aber niemals in einer Studie sinnvoll erfasst. Bis dahin haben wir nur, dass Kaufen i.d.R. schlechter als mieten ist.