"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. Yeah, that speaks to your conviction. I trade early and aggressively or my edge decays.
     
    #1711     Feb 18, 2023
  2. virtusa

    virtusa

    There is no optimal scenario that works for each trader. All depends on the characteristics of your trading plan. Each trader has a different trading plan, which leads to different difficulties, different risks, and different results.

    So you should build the optimal scenario for yourself by analyzing the statistics from your trading plan.

    I did a test on roughly 1,000 intraday trades.
    These were the conclusions:
    • I need to place a stop at 0.125% of the notional value. So today that means a 5 point stop in the ES. Years ago it was only 2 points ES as the index was much lower.
    • If I place a smaller stop, I lose profits as profitable trades get stopped out before they really start to go. So turning a profitable trade in a losing one. Very damaging for your performance as you lose a profit and catch a loss.
    • If I place a wider stop, I don’t make any additional profits and I lose more in each losing trade as the stop is wider. So my profits stay the same and the losses grow.
    • I always go in full as the open loss on the entry signal, that I need to make better entries, is too small to improve my entry price. So scaling in means losing money as the average entry price gets worse. On top of that the risk increases as the average entry price is worse, so the loss gets bigger too.
    • I always get out full, as I have the same problem as when getting in a trade. Scaling out will cost me money in the long term.
    The past 2 years I was focusing on taking intermediate profits, and getting in again after a retracement. With the actual volatility it is a profitable strategy. At extreme levels I close my trade and reopen it after a retracement. If I miss the entry signal in the retracement, I can always still jump in at the price I got out before. So no risk of losing a futur big move. It will cost me just an extra commission in worst case.
    I also reinvest the profits from the intermediate exit, so the size grows in general, which means extra profits from the retracement AND extra profits from the grown size. Took me hundreds of hours to find out how to do that in a profitable way.
     
    #1712     Feb 18, 2023
    comagnum and Buy1Sell2 like this.
  3. tyrion

    tyrion

    To scale out is like to trade 2 (logical) accounts at the same time - each with a different take profit level. If you do this for some time already, you can just calculate and compare how each account alone and the “ensemble” account perform.
     
    #1713     Feb 26, 2023
    jimmy_ddd and bone like this.
  4. bone

    bone

    Very well stated :thumbsup:

     
    #1714     Feb 26, 2023
  5. Buy1Sell2

    Buy1Sell2

    Excellent analysis and posting.
     
    #1715     Feb 28, 2023
  6. Buy1Sell2

    Buy1Sell2

    Four ES Contracts 50% win ratio versus Four ES Contracts 50% win ratio scaling out at half target.

    9 pt target 3 pt initial stop loss

    1st example with 20 trades
    10 winners for 9 X (4 conracts) = 360 pts ($18000)
    10 loser for 3 X (4 contracts) = 120 pts (-$6000)
    Net profit $12000


    2nd example with 20 trades
    10 winners for 9 X(2 Contracts)=180 pts ($9000)
    10 winners for 4.5 X(2 Contracts)=90 pts ($4500)
    10 Losers for 3 X(4 Contracta) =120 pts (-$6000)
    Net profit $7500

    Money can be made scaling out, but it is inferior bevior.
     
    #1716     Feb 28, 2023
    birdman likes this.
  7. deaddog

    deaddog

    Throw in a couple winners that run hard.
    80/20 rule; I make 80% of my profit on 20% of my trades.
     
    #1717     Feb 28, 2023
    taowave, Buy1Sell2 and Tradess0610 like this.
  8. tomkat22

    tomkat22

    I cant recall seeing Kullamagi do anything other than scale out of his winning trades. It even says as much on his instructional web page. Of course he only trades stocks,not futures.
     
    #1718     Apr 10, 2023
  9. The platform he uses to chart (TC2000) has "SIM" on it in every video he posts. He addresses this on his website and says that he uses a different platform to trade and uses the one with SIM to chart, but I have caught him "moving stops to secure profit" on the TC2000 Demo account. I asked myself why he would be moving his stop to secure profit if it's just a demo account? I wish I could still find that vid. Not about to go through 20 hours of his material looking for it again. I think he slipped up is what I'm saying.

    All of these people seem to have excuses for things other people call them out on. Why do none of these people post tax returns? It's easier to say you're profitable than to prove it. Why these people troll the public I will never know. He's not selling anything so why else would he do it if not to troll?
     
    #1719     Apr 11, 2023
  10. Overnight

    Overnight

    To attract views and likes to his channel. Youtube really starts to pay off as you get more and more views on your monetized content.
     
    #1720     Apr 11, 2023