How many trades would you need before a journal review's effect on your behavior is measurable?

Reviewing a journal feels productive, but the feeling is not evidence. A useful test is to pick one specific, repeatable behavior you noted as a mistake, such as entering before a confirmation candle or ignoring a planned exit, and count how often it occurs in the periods before and after your review. That gives you a before-and-after comparison rather than a memory of improvement. The harder part is sample size. If you take perhaps 20 to 30 trades a month, a behavior that occurs in 15 percent of trades will show up only a handful of times in any given month, and random variation can easily look like progress or regression. It is worth deciding in advance how many post-review trades you need before you judge the change, and writing that number down. It also helps to ask what the base rate of that mistake was before you started reviewing at all. If it was already falling on its own, the review may get credit for a trend that was already there. How many trades do you think a review would need to cover before you would trust the result, and how would you rule out drift in your market conditions over that window?