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Lessons › Trading psychology and process › Holding losers, cutting winners

World 9 · Trading psychology and process · lesson 8 · level 3

Holding losers, cutting winners

Losses hurt more than equal gains feel good, so people often hold losers too long and sell winners too soon.

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In one line

Losing 100 stings more than winning 100 feels good. How does that quietly wreck a trading record?

Explained simply

Losing your favourite pen feels worse than finding a new one feels good. Because losses sting so much, traders often hold a losing trade hoping it comes back, and close a winning trade fast so the good feeling can't slip away. That habit makes wins small and losses big.

The lesson

Research shows that people tend to feel a loss more strongly than a gain of the same size, which is called loss aversion, and a large review of studies put the typical loss-aversion ratio at about 2. In trading it often shows up as holding losers in the hope they come back and closing winners early, a pattern called the disposition effect, which a study of 10,000 brokerage accounts found clearly. Over many trades this shrinks the average win and grows the average loss. Stops, targets and trailing-stop rules decided in advance work against the habit.

A worked example

Illustrative example: ten trades with feeling-led exits. The 5 winners are closed early at +0.5R each and the 5 losers are held until they reach -2R each: 5 x 0.5 - 5 x 2 = -7.5R. With planned exits (stop at 1R, target at 2R), fewer trades might reach the target, say 4 of the 10: 4 x 2 - 6 x 1 = 2R. The average win moved from 0.5R to 2R and the average loss from 2R to 1R, and that mattered far more than the win rate.

The same idea at four levels

  1. Beginner. Losing feels worse than winning the same amount feels good.
  2. Foundation. That feeling makes traders hold losers too long and cut winners too soon.
  3. Intermediate. Set your stop and target before entering, and exit only at the stop, the target or a written trailing-stop rule.
  4. Advanced. Track your average win and average loss in R, because if wins average under 1R while losses average over 1R, the disposition effect is probably at work.
  5. Expert. A large review of studies found losses weigh about twice as much as equal gains, so use rules that remove in-trade choices, such as automatic stops and a trailing stop, instead of relying on willpower.

Mistakes to avoid

Check yourself

What is loss aversion?

Losses feel stronger than equal gains. A loss of 100 hurts more than a gain of 100 pleases.

What is the disposition effect?

Holding losers too long and selling winners too soon. It is loss aversion showing up in trades.

In studies, roughly how much stronger does a loss feel than an equal gain?

About twice. A big review of studies put it at about 2.

Which exit fits a plan?

Exiting at the stop, the target or a written trailing rule. Planned exits beat feelings.

Winners average +0.5R and losers average -2R. What does that suggest?

The disposition effect is probably at work. Small wins and big losses are its fingerprint.

Goal of this lesson: Recognize loss aversion and the habit of holding losing trades while closing winners early.