Trading Checklist: Pre-Trade to Post-Trade Checks

A trading checklist is a list of yes/no checks run on every trade, from planning the entry to reviewing the exit: scheduled events and session, position size and stop, futures positioning and insider or Congress filings, then a journal entry. The version below links each data check to a free AlphaScala tool and states how old that data is.

The trading checklists published by IG and Tradezella (both read Oct 22, 2026) send the trader to the economic calendar and the news. Neither mentions COT positioning or insider and Congress filings, and neither says how old an input may be. In AlphaScala's 2026 data, an insider's purchase of company stock reached SEC EDGAR a median 2 days after the trade, while a House member's trade reached the House Clerk a median 25 days after it. On the day it is filed, each one sits at the top of its feed as the newest record.

Trading on margin or with leverage, including forex and CFDs, can produce losses larger than your initial deposit, and no checklist removes that risk. This page is education, not personalised advice.

Trading checklist from pre-trade to post-trade

Copy the lists into a trading journal or a notes app. Each line is a yes/no question, and a "no" means the trade waits until it becomes a "yes" or the idea is dropped.

Before the order

• No scheduled event inside the holding period, or the size allows for it. Check the economic calendar on the AlphaScala homepage (a TradingView events widget shown in your local time) and the source calendar for anything central-bank related, such as the Federal Reserve's FOMC meeting schedule.
• The session you planned for is open. The forex market hours clock shows which of Sydney, Tokyo, London and New York are open and where they overlap. It reads each city's own time zone, so daylight-saving changes need no manual offset.
• Stop set from the chart first, size calculated from the stop. The position size calculator turns the money you are prepared to lose and the stop distance into units and lots.
• Margin and overlap with open positions checked. The margin calculator gives the margin required at your broker's leverage; the correlation matrix shows whether a new pair repeats a position you already hold.
• Entry, target, stop and reward-to-risk written down in prices. If the ratio needs explaining, the risk/reward walkthrough covers the arithmetic.
• Futures positioning read (currencies, metals, energy, index futures, Treasuries, crypto futures). The COT reports hub covers 21 markets, each with its own page, such as the euro COT report: large-speculator net position, weekly change, share of open interest and a 3-year COT index. Write down the report's Tuesday as-of date.
• Insider buying checked (US stocks). Is the company on the insider cluster-buy screen? AlphaScala counts a cluster when three or more insiders each buy at least $25,000 of stock on the open market within 30 days, after dropping same-day, same-price purchases by three or more insiders, which AlphaScala's rule treats as employee or director purchase plans.
• Congress trades checked (US stocks). Filter the Congress trades feed by ticker. Read the trade date, not the filing date, and note that amounts are disclosed as ranges such as $1,001–$15,000.
• As-of date of every data panel logged. Each AlphaScala data page prints one. The next section shows why the date matters more than the label "latest".

While the position is open

• The stop stays where it was set, or moves only in the direction that reduces risk.
• No adding to a position that is showing a loss, unless the written plan says so in advance.
• The calendar is re-checked each day the trade is held. A new event inside the holding period gets a written decision: hold or cut.
• New data is noted when it lands: a COT report, usually each Friday at 3:30 p.m. Eastern, for the prior Tuesday's positions, and new Form 4s within two business days of an insider's trade.
• Before Friday's close, decide whether the position is held over the weekend, when the forex market is shut.
• Exit only for a reason the plan names: stop, target, time limit or a broken thesis.

After the exit

• Entry, exit, size, fees and result logged, with the result also stated in R (multiples of the initial risk).
• Each checklist line marked followed or skipped, scored separately from the profit or loss.
• The as-of date of every data check compared with the trade date: was any input stale when you used it?
• One rule to change or confirm, written down before the next trade.

Copy-paste version

## Pre-trade
- [ ] No scheduled event inside the holding period (or size allows for it)
- [ ] Planned session is open
- [ ] Stop set from the chart; size calculated from the stop
- [ ] Margin and overlap with open positions checked
- [ ] Entry, target, stop and reward-to-risk written in prices
- [ ] COT positioning read (futures, forex). Report as of: ____
- [ ] Insider cluster check (US stocks). Form 4 data as of: ____
- [ ] Congress trades check (US stocks). Newest trade date: ____
- [ ] As-of date of every data panel logged

## In-trade
- [ ] Stop unchanged, or moved only to reduce risk
- [ ] No adding to a losing position outside the plan
- [ ] Calendar re-checked today; new events have a written decision
- [ ] New COT report / Form 4 filings noted
- [ ] Weekend hold decided before Friday's close
- [ ] Exit reason matches the plan

## Post-trade
- [ ] Result logged in money and in R
- [ ] Each line marked followed or skipped
- [ ] Data as-of dates compared with trade date
- [ ] One rule to change or confirm

How old the data behind each checklist item is

Every dataset runs on two clocks. The feed clock is how recently new records arrived; AlphaScala marks a dataset stale once it goes a fixed number of days without new records, and its pages stop calling it current. The information clock is how old the trade or position inside a record already was when it was published, and that is set by the filing rule.

The two clocks can disagree. On Oct 22, 2026 the House feed held filings up to Oct 20, two days old, yet the median trade on a 2026 House filing was 25 days old by the time it was filed, and 430 of 3,295 trades (13.1%) were filed more than 45 days after the trade date, the STOCK Act's outer limit. A fresh feed of old trades is still old information. The late filings tracker lists those trades by member.

Form 4 sits at the other end. Of 1,721 purchases coded P (bought on an exchange or from another person, in the SEC's wording) filed in 2026 and held in AlphaScala's database, the median purchase reached EDGAR 2 calendar days after the trade, and 91.8% arrived within two business days. Purchases are a small slice of Form 4 traffic: code P accounted for 1,779 of 61,152 transaction rows filed between Jan 1 and Oct 21, 2026 (2.9%), against 22,381 sales (code S). Sales, grants (code A), option exercises (M) and shares withheld to pay tax or an exercise price (F) together made up 90.6% of rows. The cluster screen counts open-market purchases only.

13F is the slowest input.

Funds in AlphaScala's table filed a median 45 days after quarter end, the legal deadline, so on Oct 22, 2026 the newest holdings describe portfolios as they stood on Jun 30, 2026, 114 days earlier. Day 45 after the Sep 30 quarter end is Saturday, Nov 14, so the SEC's deadline table lists Monday, Nov 16, 2026 for Q3; until those filings land, the holdings on screen keep ageing, to 139 days on the deadline.

Method: AlphaScala's own tables, queried Oct 22, 2026. Form 4 lag is filing date minus transaction date for non-derivative code P rows, amendments excluded; business days skip weekends but not federal holidays, so 91.8% is a floor. House lag is the PTR's filing date in the House Clerk's index minus the trade date (not the notification date printed beside each trade). 13F lag covers original 13F-HR filings by the funds AlphaScala tracks, for quarters ending Jun 30, 2025 to Jun 30, 2026. Coverage is AlphaScala's database, not all of EDGAR; dataset sources and cadences are on the methodology page.

Two checklists run on Oct 22, 2026: EUR/USD and DKS

Both examples are hypothetical trades used to show what each check returns. Neither is a view on the market.

A EUR/USD sell

• Events. The FOMC meets on Oct 27–28, 2026, per the Federal Reserve calendar, so a trade held into next week spans the meeting.
• Positioning. The euro COT report for positions on Tuesday, Oct 13 showed large speculators net short 137,573 contracts after adding 38,241 in the week, their largest net short since January 2016, with a 3-year COT index of 0. A sell sits on the same side as that position. The checklist records the fact; it is not a forecast.
• Overlap. The same CFTC release put British pound and Australian dollar large speculators at a 3-year COT index of 0 as well, so anyone already short GBP/USD or AUD/USD should check the correlation matrix before adding EUR/USD.
• Size. With the calculator's default inputs, a $10,000 balance, 1% risk ($100) and a 30-pip stop, it returned 33,333 euros, or 0.33 standard lots, at $3.33 per pip. The arithmetic: $100 ÷ (0.0001 × 30) = 33,333 units. On a US-dollar account a EUR/USD pip is worth a fixed $0.0001 per unit, so this result does not move with the exchange rate; for a pair such as USD/JPY it does.
• Data age. The COT input was 9 days old. The next report, for Oct 20 positions, was scheduled for Friday, Oct 23 at 3:30 p.m. Eastern, per the CFTC release schedule.

A DKS (Dick's Sporting Goods) purchase

Only the insider data describes the last month. The Congress lines are almost a year old, and the fund positions were reported as of a date before any of the insider purchases. All four sit on the DKS stock page, each with its own date, which is the habit the last pre-trade line asks for.

The Congress check usually comes back empty, and that is worth recording too. Of the 11 companies on the cluster-buy screen on Oct 22, 2026, nine had no House trades on PTRs filed in the previous 12 months. The other two, DKS and Dycom Industries (DY), had four lines between them, each in the $1,001–$15,000 band.

The DY line shows how far the information clock can run. Rep. Julia Letlow (R-LA) bought Dycom stock on Sep 22, 2025, and the trade appeared on a PTR she signed on Jan 13, 2026, 113 days later, alongside trades dated back to October 2024.

FAQ

What should a trading checklist include?

Four groups of checks: event risk and session before entry, position size from a predefined stop, a positioning or filings check that fits the market, and a post-trade journal entry. Each data check should record the as-of date of the data, because in AlphaScala's 2026 data publication lags ran from a median 2 days after the trade for insider purchases to 45 days after the quarter end for hedge-fund 13F reports.

Is a trading checklist the same as a trading plan?

No. A trading plan sets the standing rules: which markets, which setups, how much to risk per trade and when to stop for the day. The checklist is the per-trade test that those rules were followed, run on every position from the pre-trade checks to the post-trade review.

How long after a trade are insider and Congress trades made public?

Company insiders must file Form 4 within two business days of a trade, per the SEC. Members of Congress must file a periodic transaction report within 30 days of being notified of a trade and no later than 45 days after it. In AlphaScala's data, insider purchases (code P) filed in 2026 had a median lag of 2 days, while trades on House PTRs filed in 2026 had a median lag of 25 days, and 13.1% exceeded 45 days.

How often is COT data updated?

The CFTC generally publishes the Commitments of Traders report each Friday at 3:30 p.m. Eastern, based on positions at the close of the prior Tuesday, and holidays can move the date. A report is 3 days old when it comes out and up to 10 days old right before the next one; the report for Oct 20, 2026 positions was scheduled for Friday, Oct 23.