Trading in volatile financial markets is associated with a high failure rate, with research finding its roots in psychological factors rather than technical knowledge. This review article, with a systematic analysis of the literature in the fields of behavioral finance and neurofinance, shows that the psychological stress caused by market fluctuations, by activating physiological stress responses, leads to disruption of cognitive processes and the emergence of systematic biases. This phenomenon creates a gap known as the “knowledge-action gap” in which traders, despite mastering strategies, are unable to implement them because they are under emotional pressure. In this regard, coaching, as a structured and participatory process, is proposed as a potential solution to fill this gap. Coaching helps traders manage their reactions and adhere to their analytical principles through mechanisms such as increasing emotional awareness, developing practical self-regulation skills, and creating accountability. This research suggests that coaching can be an effective tool for promoting the sustainability of traders’ performance, although empirical evaluation of its effectiveness requires further field research.