The case for ultra-selectivity

I think those that swing trade intra-day can be highly selective. I can understand ruling out HFT and MM but why rule out the day trade?

 

GoC what would say are the CAGR/maxDD ratios for an average, good, great, exceptional trader?

Thanks.

 

more money was lost anticipating a bear market than was ever lost enduring one

ultra selectivity is great as long as you are making money in cash

so the real question is

ultra selectivity vs a negative return

as for me

I'll take the negative return at this point

 

1 is good, 2 is great, 4+ is exceptional. Average is probably negative.

 

I'm a little shocked that it hasn't come up yet, but the case for ultra-selectivity is as follows, more or less: