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Friday, March 31, 2017

A Trading Question I Often Ponder

Can you be too stupid to trade and the answer is obviously yes. If you are defeated by how your toaster works then trading is not for you, nor is anything else probably. However, my observation over the decades has been that despite what the industry would have you believe trading is not that hard. The cognitive skills one needs are quite limited, in fact the smarter you are the harder trading seems to be as there is a constant desire to tinker or set off on a quest for the Holy Grail. LB often says that you need to be smart enough to write a trading plan and dumb enough to follow it religiously and this seems about right.



What does inevitably defeat people is their own psychology and inability to either adapt or let go of their most deeply held beliefs about trading and themselves. As an example I was in the background when LB had a conversation with a trader recently and this particular individual was so wedded to things they had heard on internet chat forums that they simply couldn’t let them go despite them being wrong.  A major point of contention was their belief that you had to get the majority of your trades right or you just couldn’t make money. This is clearly incorrect and can be shown to be show quite quickly. The table below looks at the percentage of winning trades needed to be profitable based upon the average R multiple of each trade.


As you might expect the larger your average R the larger the effective buffer you have to insulate you from being incorrect and since being incorrect is the default state for traders this is a handy thing to know. This is of course a simulation and the real world is a little bit dirtier than this so I went back and looked one of my short term systems for the past four years. Surprisingly, for a short term system it trades quite infrequently. The results presented below are from the S&P/ASX200 which is one of the instruments in the portfolio I trade with this approach.

If you were simply judging this system on the number of trades it got right then you would consider it to be a bit of a disappointment but each year it has been profitable. This profitability is based upon catching one or two big moves during the year and simply hanging on. This is what saved the system in 2015 when it made no money for the bulk of the year. This highlights the dichotomy that appears in trading – there are traders who trade for entertainment and part of this is having your ego massaged by thinking you are correct. And then there are those of us who trade simply for money. If I am to be charitable it is quite natural for people to think that you need to get the majority of trades correct in order to win since we are geared to accept reward as being commensurate with being right.

All of the above is predicated on two things – they are average returns over time and it is this notion of the deep time needed in trading that causes people difficulty. You have to allow the system time to build momentum and for you to get used to its ebbs and flows. As I seem to repeat endlessly trading is not a lottery you don’t suddenly wake up one day and make $20 million. You grind away over time.

Author: Chris Tate

Article reproduced with kind permission of Tradinggame.com.au

Below are some useful quotes from trading experts:

‘”Insisting on perfect safety is for people who don’t have the balls to live in the real world.’ (Mary Shafer -NASA Dryden Flight Research Center, Edwards, CA SR-71 Flying Qualities Lead Engineer)… I stumbled across this quote and thought it was the most perfect description of what is required for trading. If you don’t have the nerve to accept that trading is an imperfect, dirty and chaotic endeavor then it is not for you.” – Chris Tate

“There are plenty of traders who make their money when a market is not going anywhere. Option sellers who straddle and strangle love markets that are going nowhere at all...” – Andy Jordan

“Risk is the most relevant aspect of trading! Risk is the only thing you can control. You cannot control your profits.” – Topsteptrader

“Self-mastery makes trading mastery and wealth mastery easy.” – Van Tharp


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