How to calculate success rate of our trading strategy?

Discussion in 'Trading' started by rajesheck, Jun 2, 2023.

  1. Dear traders

    This is a humble yet solid starting point for calculating our strategy. I am using simple straight forward statistical analysis that requires just common sense to understand.

    Almost every trader agrees that "trading with the trend" is the best strategy. So let us analyse the succes rate of it statistically.

    Statistically speaking there is 33.33% (100/3) chances for a trend either to continue OR reverse OR move sideways. (100/3 because there are three possibilities)

    So at first look the strategy of "trade with the trend" has 33.33% success rate.

    At a second look, assuming the trend continues, there is 50% chance that stop loss hits before the trend picks up. That means the success rate of the strategy reduces to

    33.33/2 = 16.67%

    How to increase the success rate?
    There are a few ways to increase the success rate.

    1. Identifying the trend early.
    (It can increase profits and needs no indicators or patterns)

    2. Waiting for the early support (or resistance)
    (It can reduce the frequency of stop loss hits)

    3. Avoiding extreme market conditions

    With these fine-tuning probably the success rate may be increased to a decent 70% or even to 90%

    I call this as Early-Trend-Support approach. For exit strategy I would suggest early identification of trend reversal or side ways movement.

    My best suggestion is to trade options on major Index for better results. Early trend identification and early support are the key. Here the success rates drastically increases compared to other stocks and other techniques. Nothing can beat this time tested wisdom of traders across the world.

    Please feel free to put your thoughts about it.

    Thank you.
     
    Last edited: Jun 2, 2023
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  2. maxinger

    maxinger

    Talk about trading futures.

    This is probably a more likely failure rate scenario :

    nice looking trend continuation - 6%
    nice looking trend reversal - 4%

    chaotic trend continuation - 28%
    chaotic trend reversal - 22%
    trendless - 40%
    ________________________
    total - 100%
    _______________________


    Ended up there are very few successful traders.
    Ended up that only 10% can make it.

    I am on the lookout for
    nice looking trend continuation & reversal.

    How I improve my success rate?
    - trade easy-to-trade futures
    - use Intermarket correlations
    - adjust the trading quantity accordingly
    (high confidence - use huge quantity, low confidence - use low quantity)
    ...


    But there are some members who enjoy trading
    chaotic market.
    They claim to be able to earn $$$ from all sorts of markets /
    market conditions.
     
    Last edited: Jun 2, 2023
    murray t turtle likes this.
  3. My best suggestion is to trade options on major Index for better results. Early trend identification and early support are the key. Here the success rates drastically increases compared to other stocks and other techniques.
     
  4. TheDawn

    TheDawn

    How to calculate success rate of our trading strategy?

    - Number of profitable trades / Total number of trades undertaken? Am I reading this question correctly???
     
    murray t turtle likes this.
  5. MrMuppet

    MrMuppet

    100% no. Arbitrage is the best strategy...but you have to be able to find it :D
     
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  6. rb7

    rb7

    Do you have statistics to support that claim, or is it just an hypothesis?
     
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  7. SunTrader

    SunTrader

    Now all you need is a 3-sided coin to just keep flipping to determine whether to stay in trade after you've done the easy part o_O identifying a trend early on while at the same effin time also avoiding extreme market conditions.

    Success rate alone <> probabilities.
     
    rb7 likes this.
  8. newwurldmn

    newwurldmn

    when I trade, I prefer to trade the most liquid and efficiently priced instruments.
     
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  9. MarkBrown

    MarkBrown

  10. %%
    I'll watch for that pattern, sometimes charts can very misleading.
    Don Bright Daytrading warned of\ most every shipwreck\ is with a chart @/bottom of sea.
    LOL so true. :D:D
    WITH a 50-77 year line chart of SPY[or S+P500];
    looks like 2000-2002 bear is about 10x worse than 1973-74.
    WHY ??Its the scale of the chart + the red numbers prove it . I hate to admit that because i like charts:caution::caution: Only about 1% difference in those 2 bear markets ; unless one was dumb enough to go all in ''early'':D:D
     
    Last edited: Jun 2, 2023
    #10     Jun 2, 2023