就让咱们抛开所有的选股，思辨，逻辑bla bla的环节。好，已经决定买了，直接单刀直入进入交易阶段。小土同学，你可以举两个例子，不需要你实际的买卖，just give me two examples in your mind, one is losing trade, one is winning trade. Let's say we long( assuming two stock have the same volatility or same beta as you have always mentioned)
holding period entry exit (loss for losing trade and profit for winning trade)
losing trade
winning trade
and assume you have 80% of winning rate right? so just throw me some numbers. Again i am not meaning to question you. you may just recall any two of your similar trades and fill in the banks above, assuming that you have proper excel records for all your trades?
for me i may fill in as:
10 seconds, 0.251 0.251 for losing trade (loss on trading fee).
10 seconds, 0.251 0.252 for winning trade.
or another time frame:
3 days, 25 24.5 for losing trade.
3 days, 25 27.2 for winning trade.
or another time frame:
15 days, 50 47 for losing trade
15 days, 50 63 for winning trade
i will not illustrate further for other longer time frame, and assuming there is no position sizing involved. This is just for discussion. So what is in your mind?
