The premise. The human brain is a threat-detection, pattern-seeking, socially-conforming machine built for immediate feedback. Markets are probabilistic, non-stationary, and pay out on delayed, noisy feedback. Nearly every documented way traders fail - holding losers, revenge trading, sizing up on streaks, chasing crowds - is a collision between those two systems.
What this measures. Your TQ is computed by the T-MRI Protocol, which scores you on 8 dimensions drawn from behavioural finance and neurofinance research (Kahneman & Tversky's prospect theory; Odean's disposition-effect data; Lo, Repin & Steenbarger's emotional-reactivity findings; Coates & Herbert's hormonal winner-effect studies; Fenton-O'Creevy's emotion-regulation work). Each question is a situation. There are no trick answers - respond with what you would actually do, not what you know you should do.
One attempt per person every 5 days. Your display name and TQ appear on the global leaderboard; your email is used only to enforce the retest interval and is never displayed.
Against all active retail traders, where do you honestly expect your trading psychology to rank? Your answer is compared to your measured score to detect over- or under-confidence - itself a documented performance killer.
| Rank | Name | TQ |
|---|
Your score and psychograph travel with the link. Your email is never included.
The dashed line is the profile the research associates with durable professional performance: muted reactivity, mechanical sizing, process orientation, and fast belief updating.
24 situational-judgment items, 3 per dimension, each option scored 0-3 against the behaviour the research links to durable performance. Option order is shuffled on every run. Dimension score = points earned / points available. The composite weights the empirically most destructive failure modes highest: Loss Processing 16%, Impulse Regulation 16%, Risk Calibration 14%, Probabilistic Cognition 12%, Emotional Reactivity 12%, Process Discipline 12%, Cognitive Flexibility 10%, Social Independence 8%.
The weighted composite (0-100) is mapped linearly onto the TQ scale, 55-145, calibrated so that 100 represents the average active retail trader - a population the literature shows loses money on net. Bands: 130+ Elite Temperament, 115-129 Market-Ready, 100-114 Developing, 85-99 Vulnerable, below 85 High Risk. Any single dimension below 45 is flagged as a critical finding regardless of the composite, because one dominant bias is sufficient to destroy an account.
Kahneman & Tversky (1979), Prospect Theory - losses weigh roughly twice as much as gains; risk-seeking under losses.
Shefrin & Statman (1985); Odean (1998) - the disposition effect: selling winners, riding losers.
Barber & Odean (2000, 2001) - overconfidence and overtrading destroy retail returns.
Lo & Repin (2002); Lo, Repin & Steenbarger (2005) - higher emotional reactivity to P&L predicts significantly worse trading performance; experience attenuates physiological response.
Fenton-O'Creevy et al. (2011) - reappraisal beats suppression; high performers engage with emotions constructively.
Coates & Herbert (2008) - testosterone winner effect on streaks; cortisol-driven risk aversion after losses; learned helplessness at the extreme.
Lo (2004), Adaptive Markets - strategies decay; regimes change; survival requires adaptation.