Day trading

Definition. Opening and closing positions within the same trading session, so no exposure is carried overnight.

Day trading is opening and closing positions within the same session, so nothing is held overnight. Holding times run from minutes to hours.

Ending each day flat removes overnight gap risk and swap costs, and it makes results legible one day at a time. Activity clusters where volatility is: session opens and the overlap of major sessions. The style sits between scalping (faster, more trades) and swing trading (slower, wider stops).

Its practical requirements are a repeatable session routine, a per-day risk budget, and the discipline to stop when either the budget or the setups are exhausted. Because everything resolves daily, the style is also easy to journal and audit, and many day traders cap trades per session to keep decision quality high.

In a prop-firm challenge

Day trading maps naturally onto how evaluations are scored. The rules reset daily, so a per-day risk budget sits directly under the daily loss limit; each active day advances the minimum trading days requirement; and spreading profit across sessions avoids trouble where a consistency rule caps the share any one day may contribute — see consistency rules explained. The style's main challenge-specific hazard is overtrading inside the session when the day starts red and the urge to finish green takes over.

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