"Scaling out" is inferior behavior

Discussion in 'Strategy Building' started by Buy1Sell2, Oct 18, 2006.

Do you scale out of positions?

  1. I always scale out

    113 vote(s)
    14.1%
  2. I scale out most of the time

    228 vote(s)
    28.5%
  3. Most of the time, I do not scale out

    189 vote(s)
    23.6%
  4. I never scale out

    270 vote(s)
    33.8%
  1. tiddlywinks

    tiddlywinks

    Taking this truth to the extreme, a trader should not only enter and exit with full position, but full position should be maximum size a.k.a."all-in"... then out performance against other strategies AND maximum profit for the strategy being traded could be attained.

    11 year running discussion, pretty damn funny. o_O:D
     
    #1651     Aug 24, 2017
  2. lovethetrade

    lovethetrade Guest

    That's a poor example to be referencing, he doesnt know what the hell he's talking about.

    Scaling in and out is a different level altogether, focus on getting 1+1 = 2 right first before moving to algebra.
     
    #1652     Aug 24, 2017
  3. Buy1Sell2

    Buy1Sell2

    50 % winning percentage 4 ES Contracts 20 trades 2 pt target 2 pt loss

    1st example without scaling out

    10 winners 2X(4 Contracts) = $80 pts ($4000)
    10 losers 2X(4Contracts) = $80 pts (-$4000)
    Net profit 0 before commissions


    2nd example with scaling out half at 1 pt
    5 winners 2X(4 Contracts) =40 pts ($2000)
    5 winners 1X(4 Contracts) =20 pts($1000)
    10 losers 2X(4 Contracts) = -80 pts (-$4000)
    Net loss before commissions=-$1000
     
    #1653     Aug 24, 2017
  4. Buy1Sell2

    Buy1Sell2

    Scaling is clearly inferior.
     
    #1654     Aug 24, 2017
  5. JSSPMK

    JSSPMK

    But there are more than 2 possible strategies and outcomes.
     
    #1655     Aug 24, 2017
  6. Buy1Sell2

    Buy1Sell2

    Certainly. But the math will still show that scaling is inferior no matter what the strategy is. All in all out will outperform scaling over the long haul on every strategy.
     
    #1656     Aug 24, 2017
  7. JSSPMK

    JSSPMK

    Not if win rate is very low, as your losses will eat up all eventual profit, whereas scaling out will be in profit as win rate will be much higher due to banking part of position early on.
     
    #1657     Aug 24, 2017
  8. Buy1Sell2

    Buy1Sell2

    NO--Win rate would be just as high for the all in out trader exiting at the point that the scale got out.
     
    #1658     Aug 24, 2017
  9. JSSPMK

    JSSPMK

    You're not understanding. All in trader can't do what scale out trader can. Two different strategies at times.
     
    #1659     Aug 24, 2017
  10. Buy1Sell2

    Buy1Sell2

    Of course he can.
     
    #1660     Aug 24, 2017