• jfsrev Profile Picture

    Jeff Sun, CFTe @jfsrev

    a year ago

    Hey, here's the 'help' you've been seeking in trading—you already have it, but why do you not want to do it? That's what separates a successful trader from an unsuccessful one. What if your trading journal could provide you with valuable insights by directly displaying consistent, and quantifiable statistics and patterns after you further dissect the data and perform a simple big data crunch? Consider the following perspectives, or approach it from the opposite angle; i) You may have been significantly MORE profitable if you closed your trades based on a moving average aligned with your overall average holding period for winning trades, rather than the static moving average you currently 'believe' works best. ii) You may already have a substantial edge with a WAY higher win rate and profit factor by focusing on stocks with market caps below $10 billion, rather than those above $10 billion, due to the nature of your entry and holding strategies. Your performance has been constantly eroded by either of it. iii) You may have a substantial edge in trading slower moving mega cap due to the nature of your execution/exit and longer average holding period for winning trades than most swing traders. Don't fight the entry into fast moving stocks just because it works for SOME people. Some is not all. You may be a pro in your own niche which you didn't even know. iii) You may have a CLEAR advantage in trading liquid ETFs over stocks, and your stock trades have been dragging down your profit factor and equity curve over time. This is no small matter—if you're trading a range of products, it's crucial to analyze their individual MoM profit factors, win rates, average holding periods, and more. They're not all equal, and you might discover an edge. iv) You may come to realization that the majority of your winning trades with above average profit factor started from executing during high relative volume day. v) You could eliminate more than 70% of your losing equity trades by incorporating high relative volume as a criterion in your trading system. This is a huge edge discovery. If you don't believe me, you reverse engineer all your trading statistics without this '70% of trades' and do a performance comparison. vi) You could reduce 50% of your losing trades by avoiding executions before a pre-market economic data release scheduled for the following day. Do you not remember that few eventful market open that u suffered 3-4 series of gap down losses beyond your stop because you were trigger happy the day before? Discipline in this aspect could SHARPEN your trading performance. vii) You could achieve a 30% higher average profit factor by scaling out 50% of your unrealized losses before they hit their eventual stop loss. viii) You could minimize losing streaks by capping your daily consecutive executions to eg. 50% of your current maximum trade execution per day of the most recent quarter. With perspective and angle your approach on improving your quarterly trading like the above, wouldn't you feel enlightened and eager to make adjustments and be able to approach your next trades with greater confidence and emotional control? The statistics in your journal aren't just about your strategy's edge—they reflect your behavioral approach to each trading day. You can't replicate another great trader's strategy and expect the same results, but with small tweaks and adjustments, you might even outperform them. You already possess the tools needed to find the "holy grail" you've been seeking—it's just a matter of doing the work you've been hesitant to undertake.

    jfsrev Profile Picture

    Jeff Sun, CFTe @jfsrev

    a year ago

    Hey, here's the 'help' you've been seeking in trading—you already have it, but why do you not want to do it? That's what separates a successful trader from an unsuccessful one. What if your trading journal could provide you with valuable insights by directly displaying consistent, and quantifiable statistics and patterns after you further dissect the data and perform a simple big data crunch? Consider the following perspectives, or approach it from the opposite angle; i) You may have been significantly MORE profitable if you closed your trades based on a moving average aligned with your overall average holding period for winning trades, rather than the static moving average you currently 'believe' works best. ii) You may already have a substantial edge with a WAY higher win rate and profit factor by focusing on stocks with market caps below $10 billion, rather than those above $10 billion, due to the nature of your entry and holding strategies. Your performance has been constantly eroded by either of it. iii) You may have a substantial edge in trading slower moving mega cap due to the nature of your execution/exit and longer average holding period for winning trades than most swing traders. Don't fight the entry into fast moving stocks just because it works for SOME people. Some is not all. You may be a pro in your own niche which you didn't even know. iii) You may have a CLEAR advantage in trading liquid ETFs over stocks, and your stock trades have been dragging down your profit factor and equity curve over time. This is no small matter—if you're trading a range of products, it's crucial to analyze their individual MoM profit factors, win rates, average holding periods, and more. They're not all equal, and you might discover an edge. iv) You may come to realization that the majority of your winning trades with above average profit factor started from executing during high relative volume day. v) You could eliminate more than 70% of your losing equity trades by incorporating high relative volume as a criterion in your trading system. This is a huge edge discovery. If you don't believe me, you reverse engineer all your trading statistics without this '70% of trades' and do a performance comparison. vi) You could reduce 50% of your losing trades by avoiding executions before a pre-market economic data release scheduled for the following day. Do you not remember that few eventful market open that u suffered 3-4 series of gap down losses beyond your stop because you were trigger happy the day before? Discipline in this aspect could SHARPEN your trading performance. vii) You could achieve a 30% higher average profit factor by scaling out 50% of your unrealized losses before they hit their eventual stop loss. viii) You could minimize losing streaks by capping your daily consecutive executions to eg. 50% of your current maximum trade execution per day of the most recent quarter. With perspective and angle your approach on improving your quarterly trading like the above, wouldn't you feel enlightened and eager to make adjustments and be able to approach your next trades with greater confidence and emotional control? The statistics in your journal aren't just about your strategy's edge—they reflect your behavioral approach to each trading day. You can't replicate another great trader's strategy and expect the same results, but with small tweaks and adjustments, you might even outperform them. You already possess the tools needed to find the "holy grail" you've been seeking—it's just a matter of doing the work you've been hesitant to undertake.

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  • jfsrev Profile Picture

    Jeff Sun, CFTe @jfsrev

    a year ago

    This is absolutely the only way trading doesn't turn into a slot machine.

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  • KayKlingson Profile Picture

    Kyna Kosling @KayKlingson

    a year ago

    @jfsrevg “you already have it, but why do you not want to do it?” So many examples in life where people behave in that way… Powerful question, Jeff, and many great suggestions in this tweet. Thanks for sharing 😊

    0 1 9 7K 3
  • Son_JoshuaFong Profile Picture

    Joshua Fong. CFA. @Son_JoshuaFong

    a month ago

    Man, seriously thanks for making the time and effort to write these. I know it takes a lot. That is why successful traders always harp on creating your own model books. What are the trades that keep working FOR YOU, and which ones keep failing even though they worked beautifully for others. Nuances, personality, so many variables that are unique to each person.

    1 1 7 3K 0
  • DCMoshe Profile Picture

    strategic1 @DCMoshe

    7 months ago

    @jfsrevg Excellent post as usual Jeff.

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  • NcSpaceInvesti1 Profile Picture

    Nigel Chong @NcSpaceInvesti1

    a year ago

    @jfsrevg Great post Jeff Thank you for sharing this 🙏🏻🙏🏻🙏🏻🙏🏻

    0 0 1 221 0
  • HelpfulQuestion Profile Picture

    HelpfulQuestions @HelpfulQuestion

    a year ago

    @jfsrevg Wow! Thanks Jeff! It’s really helpful when you give some examples like the 70% criteria above. It helps to cement the theory into the types of breadcrumbs you say to look out for. Keep it up!

    0 0 1 273 0
  • NelsonInvesting Profile Picture

    Nelson Mundell @NelsonInvesting

    a year ago

    @jfsrevg Thanks Jeff, as always, laying down the hard truths. What's the average length you're in a trade, out of interest?

    1 0 1 13K 0
  • garychanhk825 Profile Picture

    GC @garychanhk825

    a year ago

    @jfsrevg timely reminder

    1 0 1 291 0
  • vaggelis_plytas Profile Picture

    VaggO @vaggelis_plytas

    a year ago

    @jfsrevg great post, really signifying how important styding yourself is

    0 0 1 4K 0
  • dean_vdh Profile Picture

    Dean van den Heever @dean_vdh

    a year ago

    @jfsrevg @rattibha pdf

    1 0 0 169 0
  • ContraTheorist Profile Picture

    Gopi @ContraTheorist

    a year ago

    @jfsrevg @summarizest summarize this

    0 0 0 287 0
  • stochsmitrader Profile Picture

    stochsmitrader @stochsmitrader

    a year ago

    @jfsrevg great tips. do you use a specific software to gather all those stats?

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