The game is the experience. This is what gets bought.
An illustrative report showing how a single Market Mayhem session becomes auditable evidence of judgment under uncertainty — decision quality, execution, risk discipline, temperament, and conduct, scored separately from luck.
Participant
#0427 (anonymized)
Cohort
DeskReady Pilot · Group 3
Module
Execution & Risk · Level 1
Session
10 scenarios · 27 min
Sample / illustrative data. Not a real participant. Market Mayhem is education & simulation, not investment advice and not a prediction of real-world trading performance. Scores are training indicators and skill diagnostics only.
01 · Executive summary
Disciplined when calm — exposed under stress
This participant showed strong patience in low-volatility regimes and good opening-trade selection, but repeatedly increased size after losses, converting two manageable setbacks into avoidable drawdown risk. Process was sound when markets were quiet and broke down precisely when liquidity thinned. Encouragingly, behavior improved on replay — the gap is trainable, not dispositional.
71/ 100
DeskReady Index · Developing
Promising temperament, undisciplined sizing
Above-cohort on judgment and learning velocity; below threshold on risk discipline. One focused remediation cycle projected to move the index into the "Desk-ready" band (≥80).
02 · Score breakdown
Five dimensions, scored independently of P&L
A trader who profits by breaking limits in a lucky regime scores below one who loses modestly while preserving capital and following process. P&L is an outcome; decision quality is the product.
Decision Quality74
62nd percentile · cohort
Trade / no-trade choices generally matched scenario evidence; thesis stayed consistent except under late-session pressure.
Execution Quality68
54th percentile · cohort
Sound order-type selection in normal conditions; over-used market orders into thin liquidity, paying avoidable slippage.
Risk Discipline58
38th percentile · cohort
Primary gap. Position size grew after losses; approached a drawdown-limit breach without escalating.
Temperament64
47th percentile · cohort
Good wait-comfort in quiet regimes; loss-chasing and a revenge-trade signature appeared after the first drawdown.
Learning Velocity81
73rd percentile · cohort
Error rate fell and scenario recognition sped up on the second pass — a strong, low-cost remediation signal.
Conduct86
— · pass
Handled a restricted-information prompt correctly; one documentation lapse on a best-execution decision (see §06).
Team Score: not assessed — solo module. Available in DeskReady: Team (analyst / PM / trader / risk).
03 · Scenario performance
8 of 10 above competency threshold (≥ 65)
Two failures, both stress-state scenarios where liquidity and correlation assumptions break down — the exact conditions that separate calm-market competence from desk readiness.
#
Scenario
Family
Lesson
Score
Result
01
Opening Drift
Patience
Don't trade noise
88
Pass
02
Momentum Trap
Panic / momentum
Don't chase every jump
76
Pass
03
Quiet Session
Time decay / boredom
Doing nothing can be wise
71
Pass
04
The Fade
Mean reversion
Urgency reveals desperation
80
Pass
05
Oversized Entry
Position sizing
Size changes the game
61
Marginal
06
Overnight Gap
Stop discipline
Stops are not magic
69
Pass
07
Liquidity Shock
Liquidity
Liquidity is conditional
44
Fail
08
Correlation Break
Correlation shock
Diversification can vanish
47
Fail
09
Headline Risk
News / conduct
Rules protect the player
79
Pass
10
The Close
Composure
Waiting is an active decision
83
Pass
04 · Execution analysis
Right tool, wrong regime
"Market orders were used appropriately in 62% of urgent conditions, but over-used in low-liquidity states — where the same order revealed urgency and paid the spread to a thinning book."
62%
Urgent-condition order fit
−2.1%
Avg. slippage, thin book
0.79
Urgency Index (cohort 0.61)
05 · Risk analysis
Inside the limit — but for the wrong reason
"Maximum drawdown stayed within the −20% limit, but the participant approached a breach (−18.6%) after doubling size following a loss in Liquidity Shock. The constraint held by luck, not by process."
0 hard breaches · 2 soft-limit warnings · de-risk escalation available but not used.
−18.6%
Peak drawdown (limit −20%)
2.0×
Size increase, post-loss
0 / 2
Hard / soft breaches
06 · Behavioral profile
The pattern under pressure
Primary bias
Loss-chasing
Size and frequency rose after losses rather than after high-conviction setups — the strongest single driver of this participant's drawdown risk.
Secondary bias
Premature profit-taking
Winners were cut early in calm regimes, capping upside and subtly reinforcing the urge to "make it back" elsewhere.
Conduct log
"Escalated a restricted-information prompt correctly and declined to trade on it — but failed to document the rationale in the best-execution scenario."
Conduct decisions are captured as a timestamped, exportable log for compliance review (audit-ready).
07 · Recommended remediation path
A trainable gap, sequenced
1
Repeat — Liquidity Shock, Level 2. Re-run the failed scenario with dynamic spreads and partial fills to internalize that size which is safe in calm markets becomes toxic in stress.
2
Complete — Stop Discipline module. Drill stop placement against gap risk and liquidity holes; target removing the post-loss size increase entirely.
3
Review — Position-sizing framework. Tie size to conviction and remaining risk budget, not to recent P&L. Re-assess in 14 days.
Projected outcome: with this cycle, the model estimates Risk Discipline → high-60s and DeskReady Index → ~80 (Desk-ready band). Re-test recommended before live-capital allocation.