So you are saying you have two positions with equal dollar values (lets say $10,000) and unlimited reward.... So each position is $10k max risk and unlimited max reward.... A = $10k risk/infinite reward B = $10k risk/infinite reward
What a strange question.... It totally depends on how long you want to hold these. At date xx/xx/xxxx, stock A may have an edge in terms of its performance. At date yy/yy/yyyy, that edge may be on the stock B.
I thought that was implicitly clear in the original phraseology. I agree that it was arguably ambiguous, but at any rate, it's clear now..
Assume stock A has a lognormal bias that is in retrace while Stock B has a skewed kryptonic return but is in a wave 4 breakout. Does that clarify things....
Really? What's next? Is the original poster going to say that stock A just formed a triple dragonkick dojo-based breakout pattern? People are bored....