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Matt Bowen
02-10-2008, 11:04 AM
Today is going to be a lot of fun because we are going to play a trading game !

Hi Everybody,

The subject of this e-mail was: "Why is expectancy Important for trading?" Expectancy is important because it lets the trader know that over the long term that the trader can expect to make profits if the risk level is low.

What is low risk?

Well, for that answer I'm going repeat something Ed Seykota once said at a Van Tharp seminar... here is what Ed said:

You can Risk 1 percent of your capital, you can risk 5 percent, or you can risk 10 percent, but you better realize that the more you risk, the more volatile the results are going to be.
-Ed Seykota

In many cases, most Hedge Funds will limit trading losses to LESS than 1% of capital. If you are an individual trader, then 3% is the maximum you can risk. Why only 3%? Because, the more you risk, the more volatile the results will be AND the drawdowns will be impact you psychologically. If you ever traded a system using 3% position size then you know exactly what I'm talking about...it's like being on a rollercoaster that has some pretty wicked movements, both up and down.

Another reason is that once you start running over 8% position sizing (depending on the system) you start running the risk of margin calls after a series of losses. If you don't know what a margin call is, you don't want to know... it's more like GAME OVER because you have just run the risk of ruin.

I recommend new traders start off risking 1% in their position size until they are comfortable with the risk. Once they have used this for 100 trades and still want to step up their trading, they can then move to 2%. It's all about being comfortable.

It's one thing to be in a 23% drawdown and completely a different matter to be in a 46% drawdown. What people don't realize is that a 46% drawdown takes about 97% return (just to get back to break even).

Take for example a casino. Do you know that every game in the casino has a negative expectancy? Now you know why most people lose. So, how and why do some consistently go back because they can win?

Good Question? But there are three (3) games that you can turn the odds in your favor and do have a positive expectancy if play using certain strategies and they are Blackjack, Baccarat and Poker.

Even if you play basic strategy in Blackjack you still don't have an edge in the game and this is where money management makes all the difference. It makes a difference in whether you walk away a winner or loser... I'll leave this for another e-mail some time.

Sounds pretty obvious, but when it comes to money people act very strange when it comes to risk and the reason they act strange or do strange things is because of two things:

1. The REALLY do not know what is going to happen.
2. They REALLY don't understand risk management.

No one will ever know what's going to happen on a series of trades and traders will always continue to spin their wheels and build better mouse traps to find out. However, once you get off that insanity wagon you will come to realize that you don't need to know what's going to happen on any given trade or series of trades (I'm going to prove this to you in a minute with a simple marble game).

First, I want you to go get some marbles (trust me, this is not a joke). I want you to go to a hobby/craft store or one of those games and toy stores. You can even go to say Target, Wal-Mart or Costco and probably find same simple marbles, you might even have and old board game that has different colored marbles. The point is to go get some marbles And make sure you have 3 different colors.

Hear me out here, when you see how this game works, you are going to be nothing short of blown away.

Why?

Because I'm going to show you how you can NEVER lose again at trading. Yeah, that a BOLD statement and I'm going to back it up, but first you need to go get your marbles (literally).

Trust me on this, the level of your knowledge and ability in the trading business is directly tied to the amount of effort you put into to your trading, so if you just sit on your @$$ and do nothing, you will get nothing. So, let's do this I want to help you learn and earn your success in trading.

See, I save the good stuff for the bottom of my e-mails, so that those people who have ADD (attention deficit disorder) as they need to slow down and take the time to GET the material rather than skimming through it.

Ok, for this game you will need 3 different sets of marbles here is the list you need:

I need you to get:

7 Black Marbles
1 White Marble
2 Yellow Marbles

As you will see below in the chart, this is the breakdown of the R-Multiple distribution once we start playing the game. Yes, I'm going to play the game as well and I expect you to the same... you will learn something very valuable.

http://www.mtptrader.com/MarbleGame.gif

Below is a link to the game rules. I have outlined all of the rules in (Yellow highlighter) for you. So, open up this article and print it out.

http://www.mtptrader.com/Marbles.pdf

Next, your mission is to go to a store and buy some marbles or find the marbles in your house (Your spouse will probably think you lost your marbles, but that’s ok, when you see how powerful this lesson is you are going to be a bullet-proof trader and nothing will stop you from earning profits as a professional trader.

Once you have the marbles, next go find a bag (that you cannot see through) and place the marbles in the bag. You are now ready to begin the game. Remember, click on the link above and read instructions in the yellow highlighted area.

Seriously, play this game. When you see the results I guarantee you that you will not only learn something, but you will be able to profit from it. Who knows, you might just turn into a professional trader. All I ask is that you give me 10% of your profits, ha ha … no just kidding. If this does help you and you enjoyed the exercise/game, please let me know... I always appreciate responses, good or bad.

I’ll be back tomorrow with my results and we will have more than we started with J

All the best,

Matt Bowen

P.S. I plan on using 1% position size when I run 30 trades for the game. So, you might want to do the same and we can compare results tomorrow.

P.P.S. Don't forget to print out the report and GO GET YOUR MARBLES.

P.P.P.S If you want to see my results from the game click on the link picture below. Notice, I didn't start off winning (Most good systems don't start off making money right away... Despite all the BS you have been told), the point of this exercise is to show you that money management CONTROLS the game of trading. In fact, 85% of trading is Money Management.

stylist
02-10-2008, 12:09 PM
The secret to trading is not money management its the difficulty to find a game plann with positive expectancy thats why 95% lose their money and allmost all the automatic trading systems dont work in the long run
Nothing will help you not money management or psychology if your system has a negative expectancy

Matt Bowen
02-10-2008, 12:21 PM
stylist,

I agree with your statement:

Nothing will help you not money management or psychology if your system has a negative expectancy

However, Building a system with a positive expectancy is not difficult. MTPredictor has proven this Time and Time again. Usually, the problem lies in the exit strategy or the trader who does not let his trades run on the winning trades and this will kill ANY system.

It sounds like you have bought a lot a "junk systems" and I can relate to that as I did the same thing early in my trading days... we all did, it's the only way to find out what's real and what's BS.

Most traders do not follow the system, so even if they had a system with a positive expectancy, they would not be profitable. My point in having them run this exercise is to see that once they have a positive expectancy system, they can see the impact it has on the results.

If you need help finding a positive expectancy system... then call me, I'll be glad to point you in the right direction.

Matt

Matt Bowen
02-10-2008, 05:22 PM
How would you like a tool that can teach you profitable trading in less than 30 minutes ?

Hi Everybody,

I want to share something with you, but first we had some great responses to the e-mail I sent out yesterday. In fact, here are a couple of responses from the e-mail:

=========================
Okay Matt,
I didn't use marbles but identically-sized little slips of paper with the various R values written on them, and I picked them from a bag where I couldn't see them, and tossed them around between each pick.
Size of trading account: $100,000
All trades were taken risking 1R or $1,000.
My results were as follows:
No. of winning trades: 4 (15.3%)
No. of losing trades: 26 (84.7%)
Longest losing streak: 14
Longest winning streak: 2
# of trades that lost 1R: 23
# of trades that lost 5R: 3
# of trades that won 10R: 4
Total R value of all losing trades: -38R
Total R value of all winning trades: +40R
Gross profit (before commissions): 2R; i.e., $2,000
Largest drawdown: -5R
Pretty eye opening to see how I could win only 15% of these sample trades, but yet be $2,000 ahead!
Gerry Schwartz
=========================

Hi Matt

Yes I love the Marble Game and have played Van Tharp’s computer module many times in the past - but I think I am going to buy some Marbles and a Bag and use that as a 'Party Piece' whenever I get people telling me how silly I am day trading and telling me that I can't make money and will go broke (interestingly I haven't so far after about 8 years of doing this - must be luck en!!)

Best wishes for the remainder of the weekend

Chris (E) U.K.
==========================

I think Chris' idea is great... because all too often I’m talking with people and they can’t fathom how easy the concept is. You can literally teach someone profitable trading in less than 30 minutes with this exercise...it’s brilliant.

And one of our Canadian Customers: Richard Boisvert, Built us a Marble Game in Excel, so now you don’t even need to get the marbles...you can just run the excel sheet!

This is a Great Tool Richard and Thank you very Much! I even put together a short video this morning so you can see how to use the Marble Game in Excel.

==================================================
Keep this in Mind while you are watching the video
==================================================
This game has an expectancy of .80 and a win percentage of only 20% of trades. As I talk about in the video: trading is a GIVE and TAKE experience. The GIVE part of the system is that you are getting a high expectancy, the TAKE part of the system is that it only wins on 20% of the trades.
==================================================

Watch The video first: http://www.mtptrader.com/videos/Marbles.html


Then download the Excel file here: http://www.mtptrader.com/ExcelMarbleGame.xls

(This file does not have any viruses or SPAM ware, I have run it on my own computers)


If you missed yesterday’s article on how the Marble Game works you can download a copy here: http://www.mtptrader.com/Marbles.pdf

Ok, moving on...

As I told you yesterday, I would show you my results from trading the Marble Game and here they are:

http://www.mtptrader.com/30Trades.gif

Notice that I started off in the worst possible way (with a -5 R-Multiple loss) and that I finished much stronger. A system that has a positive expectancy will do this over time, the key is you must keep taking the trades. Not all runs of 30 trades will be profitable, so you must keep going... that’s how you get out of a drawdown and go on to make sizable gains.

If you are new to this list and you not sure about the terminology then I highly recommend you read the book: “Trade your way to Financial Freedom” . This is one of the best books on trading. Even if you HATE reading like I do (I'm dyslexic so it's a major effort for me to read)... I have read this book several times, so if I can do it...you can do it! I highly recommend you read this book before you embark on ANY trading program. It will not only save you a lot of money, but a huge amount of time that can be wasted on trading ideas that do not work.

Click on this link: http://www.iitm.com/Trade-Your-Way-to-Financial-Freedom.htm

Have fun and enjoy the tools,

Matt

tonis
03-13-2008, 04:22 AM
Matt,

How do you calculate expectancy? Is it = summation of R results divided by number of trades? I have recently bought Van Tharp's bible (only last week) but haven't reached the appropriate chapter yet.

I am a little worried because if it is indeed calculated as I thought, mine is -0.09. Negative (sigh!).

Cheers!

tonis
03-13-2008, 06:39 AM
Matt,

It's only now, when reading old posts, that I have found the answer to my question.

http://www.mtptrader.com/ExpectancyMSA.pdf

Thanks and sorry for the trouble caused!