diff --git a/scripts/research/trackD_timing.py b/scripts/research/trackD_timing.py
index e39feba..4b67568 100644
--- a/scripts/research/trackD_timing.py
+++ b/scripts/research/trackD_timing.py
@@ -77,7 +77,9 @@ def run_asset(df, bars_per_day, target_vol=TARGET_VOL, leverage=LEVERAGE,
     direction = sig_tsmom_blend(c, horizons=(h1, h3, h6))
     tgt = build_target(direction, vol, target_vol, leverage, long_only)
     equity, net = equity_from_target(tgt, r, fee_side)
-    return dict(net=net, ts=df["datetime"], equity=equity, bpy=bpy)
+    # discrete position SIGN for trade counting (entry = sign change to a new non-zero state)
+    sign = np.sign(tgt)
+    return dict(net=net, ts=df["datetime"], equity=equity, bpy=bpy, sign=sign, target=tgt)
 
 
 def portfolio_series(sleeves):
@@ -118,6 +120,20 @@ def per_year(idx, equity):
     return out
 
 
+def trades_per_year(sleeves):
+    """Count entries per year, summed across both sleeves. An 'entry' = the position SIGN
+    changing to a new non-zero value (flat->long, flat->short, or a direction flip)."""
+    counts: dict[int, int] = {}
+    for a in ASSETS:
+        sign = sleeves[a]["sign"]
+        ts = pd.to_datetime(sleeves[a]["ts"].values)
+        for i in range(1, len(sign)):
+            s, prev = sign[i], sign[i - 1]
+            if s != 0 and s != prev:        # entry: from flat or opposite into a non-zero state
+                counts[ts[i].year] = counts.get(ts[i].year, 0) + 1
+    return counts
+
+
 ALL_YEARS = list(range(2018, 2027))
 
 
@@ -139,14 +155,18 @@ def main():
             ov = overall_metrics(idx, combo, equity, sleeves["BTC"]["bpy"])
             py = per_year(idx, equity)
 
+            tpy = trades_per_year(sleeves)
+            total_trades = sum(tpy.values())
             print(f"\n  ── TF {tf_key:<3s} │ ret {ov['total']*100:>+8.0f}%  CAGR {ov['cagr']*100:>+6.1f}%  "
                   f"Sharpe {ov['sharpe']:>4.2f}  maxDD {ov['max_dd']*100:>4.1f}%  "
-                  f"€/day(2k) {ov['daily_2k']:>+6.2f}")
-            # per-year PnL row
+                  f"€/day(2k) {ov['daily_2k']:>+6.2f}  trades {total_trades}")
+            # per-year PnL / DD / trades rows
             print(f"     {'PnL %':<8s}" + "".join(
                 ("    .  " if y not in py else f"{py[y][0]*100:>+7.0f}") for y in ALL_YEARS))
             print(f"     {'maxDD %':<8s}" + "".join(
                 ("    .  " if y not in py else f"{py[y][1]*100:>7.1f}") for y in ALL_YEARS))
+            print(f"     {'trades':<8s}" + "".join(
+                ("    .  " if y not in py else f"{tpy.get(y,0):>7d}") for y in ALL_YEARS))
         # year header for reference
         print("\n     " + "year    ".ljust(8) + "".join(f"{y:>7d}" for y in ALL_YEARS))