Quota mechanics on the fat-tail branch: the ceiling, the floor, and the weekly count.

The bidirectional rule

Participation is neither ignored nor abused — and both halves are enforced.

The doctrine is stated as a pair because the failures are a pair. Overuse is the loud failure: TNP trade count rising after a losing stretch, marginal setups argued into the branch, variance added exactly when the account can least afford it. Underuse is the quiet one: an operator who finds the branch uncomfortable simply stops selecting it, clean trend days pass into Trend Partial or Normal, and the 11.25% of blended expectancy the branch is supposed to contribute never materializes. The blend still assumes it. The Weekly Scorecard tracks TNP count against quota specifically so neither drift can hide in an otherwise healthy week.

The weekly rhythm

Quota is a weekly instrument, and the cadence is what makes it work.

Counting on a weekly cycle is a deliberate choice about the timescale at which behavioral drift becomes visible. Daily counts are too noisy — a two-TNP day means nothing. Monthly counts are too slow — a month of variance addiction has already done its damage by the time the rollup lands. The week is short enough that a drift pattern is still correctable and long enough that ordinary setup availability averages out. Compliance is read alongside gate state and branch EV rather than in isolation, because a low count during a Buffer week is compliance working, not an operator avoiding the branch.

The question nobody asks

Did Trend No-Partial justify its variance this week?

The Weekly Scorecard poses this explicitly, and it is a genuinely unusual question for a retail trading process to ask. Most operators evaluate a high-variance strategy component on whether it made money, which conflates two different things: whether the branch produced positive R, and whether the R it produced was worth the equity-curve volatility it introduced. A TNP week that netted +0.4R while swinging the account through a 6% intra-week drawdown did not justify its variance, even though it was profitable. Asking the question in that form is what keeps the branch honest over a horizon longer than the current quarter.

• Positive R alone is not justification — the variance is a real cost and gets priced as one.
• The comparison is against what the same risk deployed through Normal or Trend Partial would have produced.
• One week never settles it; the read is a running one, which is why attribution is continuous.

Quota is not permission

Having room left in the count authorizes nothing.

The most common misreading of quota is treating remaining capacity as an entitlement — the operator is two trades under the weekly number, so a marginal setup gets promoted to fill it. Quota is a ceiling and a floor on participation, not a source of authority. Every individual TNP trade must still clear the full evidence stack and the gate independently, and an unused quota slot at week's end is a completely acceptable outcome when the setups didn't qualify. The branch's floor exists to catch a pattern of avoidance across weeks, not to be satisfied inside any single one.

The timing signature

When the trades cluster matters as much as how many there were.

A weekly count in compliance can still conceal the failure quota was built to catch, because the count says nothing about placement. Three TNP trades spread across a week of clean expansion is the branch working. The same three compressed into the two sessions following the week's largest loss is variance addiction that happens to fit inside the ceiling. This is why compliance is read alongside the journal's timing data rather than as a standalone number — clustering after losses is the specific behavioral signature the system watches for, and it is legible in sequence long before it is legible in totals.