Reading contribution by holding window

A single realized total hides whether profits came from positions held forty minutes or forty days. For risk conversations — and sometimes for how advisers discuss activity — holding-window attribution is more honest than a blended number.

Simple buckets that work

Many desks use three buckets: under 24 hours, 1–30 days, and beyond 30 days. The exact boundaries are less important than applying them uniformly across venues.

Lot identity still comes first

You cannot attribute by window if acquisition lots were destroyed by mislabeled transfers. Fix continuity, then label windows.

What we deliver

In a Tax-Lot Performance Review, attribution tables can include venue and holding-window cuts when the client asks for them at intake. We avoid inventing “alpha” narratives; the tables show contribution, not a marketing story about skill.