Profitable ETF Trading Strategies: Start with the basics

A friend of mine, frustrated at the pace of his progress, asked how he could gain and maintain momentum on his personal journey towards trading mastery.

Here are my thoughts:

I would start with the daily tasks of trading and get the procedural parts down.

At the same time, I would suggest weekly evaluations of trades and moving averages of SQN rather than streaks of daily profitability.  Based on the frequency of trading, there aren’t enough trades in a day to be statistically significant in order to say that there was something wrong with the way you are trading.

Let’s say you had 4 days in a row where the market had bounced off Williams%R oversold levels and was flowing upwards.

Suppose, then,  on the 5th day, the set ups that were working well, now are marginal, and u finish the day down -.5R, with “R” defined as your unit of risk in dollars per trade.

If you are too strict on the daily rulesets , you’d be thinking you did something wrong and need to change dramatically, whereas you are just within the normal performance measures for that style

Having said that, I will say that was a good idea for me to have daily profit goals to go hand in hand with the procedural goals.

My daily objectives are two-fold and are related: trade professionally AND make money.

Evolving from those two objectives, came my idea for the bullets and feeding the dog first everyday.  Those 2 techniques actually support both objectives.

They are a disciplined set of rules for money management and they also increase the probability of meeting my daily goal of feeding the bulldog.

I would recommend that you have a daily log sheet of trades taken, and why,  and grade them along with a daily R net, and a daily $ net.

You really want to be net positive for a week and a month as a goal, rather than every single day, because a week and month you now have enough trades, probably, in order to examine performance statistically and systematically.

These are ideas that come from statistical process control, where a fundamental principle is that you must have enough data points from a standard system to judge whether or not it is in control.

Until you have enough data points and a controlled system, you cannot reasonably make changes, because you have not established a baseline in order to proceed with analysis for insight into cause and effect.

So, the 12 tasks of trading, the debriefings, the trade logs , the reviews of performance, all are designed to standardize your approach in order to allow meaningful performance management.

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