How to best let winners run? swingtrading TVIX, VXX, SQQQ

Discussion in 'Trading' started by KCalhoun, Aug 25, 2019.

  1. bone

    bone

    The traders that I've seen make real FU money didn't add to losing positions - but they pressed the living shit out of winners. Added to positions marking up. Cannonballed winners.
     
    #21     Aug 26, 2019
  2. Turveyd

    Turveyd

    Yeah well if you get a break out, then hold for as long as possible, but hoping everything will break out and you'll always make $1000 in 3mins, kills me every time.

    Caught a few, wipes out many losers in a few seconds.
     
    #22     Aug 26, 2019
    trader99 likes this.
  3. comagnum

    comagnum

    Right on! Most retail traders major in minors, taking symmetrical or upside down reward-to-risk that does not produce alpha. I trade for the totis porcis ( the whole hog or fat pitches), which is simply capital preservation & riding winners with asymmetrical reward-to-risk like a complete hog.

    The bewildered herd expands activity & size when spiraling down, do the opposite & you will be on your way. This is why trading psych plays such a big role, we have to learn to walk against our human nature. It takes courage to be a hog & really lean into those winners that have asymmetrical risk-to-reward potential.
     
    Last edited: Aug 26, 2019
    #23     Aug 26, 2019
  4. KCalhoun

    KCalhoun

    brilliant quote, agree re "5-10% of all trades account for 90% of profits"
     
    #24     Aug 26, 2019
  5. trader99

    trader99

    Yep. On Friday I was down in YM then all of my losses were wiped out and gain some in a matter of minutes on a breakout.

    But the problem is that there are LOTS of false breakouts too. So gotta be careful and hold onto the ones that last.
     
    #25     Aug 26, 2019
  6. bone

    bone

    I'm not so sure about that figure. At least it doesn't jive with my experience.
     
    #26     Aug 26, 2019
  7. Overnight

    Overnight

    Yes, that is the weirdest phenomenon I have been finding myself in, in my twisted way of thinking about swings. Instead of letting my winners run and cutting my losses early, I am letting my losers run, and cutting my profits early. WTF. This is exactly where the small winners in a row but then a big loser happens, to wipe out the small winner gains.

    Adding to losers may work to your advantage in a trend in your original direction if you have the time edge (and capital) to see it through.

    But scaling into winners in your original direction can do the same thing as the opposite side. It can turn on you for a loss just as easily.
     
    #27     Aug 26, 2019
    Turveyd likes this.
  8. comagnum

    comagnum

    Just to clarify the 90/10% rule.

    This does not imply 90% of the trades are losers or the traders have a unusually low win rate, in his studies the win rates were not a factor. The 10% are the very large winners that really move the equity curve.

    When done well, the 90% pile is a big scratch out. The less profitable winners pay for the losers, these are trades that hardly move the equity curve up or down.

    Ken Grant analyzed the trades from a large sample of portfolio managers (real professionals, like Steven Cohens traders) and found that for nearly every account, the top 10% of all transactions ranked by profitability accounted for 100% of the P/L for the account. In many cases, the 100% threshold was crossed at 5% or lower.

    The legendary day trader Pit Bull (Marty Schwartz) in Market Wizards, maybe the best day trade of all times, said this:

    "For two hundred days a year, I’d end up with reasonably small losses netted out with similar-sized gains. Lose $5,000 here, make $6,000 there, round after round, twenty, thirty, forty times a day. But I’d win the other fifty trading days by clear-cut unanimous decisions." Marty Schwartz
     
    Last edited: Aug 26, 2019
    #28     Aug 26, 2019
  9. Turveyd

    Turveyd

    Trading plays tricks, your happy to hold a loser as it loses more and more in the HOPE it comes back, but a profit is something you dont want to lose so you kill it early.

    I’ve had to become very mechanical to get around this, still slip then bad day generally happens.
     
    #29     Aug 26, 2019
    trader99 likes this.
  10. KCalhoun

    KCalhoun

    when scaling in i use wide 2nd entries & tighten stop to breakeven

    a practical example:
    - fri i went long 300 tvix at $20/share
    - yesterday i stopped out of 200 shares @ 19.88 for a <.2 loss, under $40 (tiny)
    (today premkt now 6:40am it's $19.2; i'm still long 100shares)
    - i usually only add to winners, so i'll buy 100 if it gets over $22/share, then use $21 b/e stop

    i found scaling out half vs whole positions helps both lock in profits & keep partial position alive in case it keeps running up. for something like tvix w/as high as 4 pt range likely need wider scale-ins & trailing stops tho
     
    #30     Aug 27, 2019