I'm curious to hear some opinions on what a significant sample size of net positive trades is needed to determine competency in trading. 500? 1,000+? Or do you feel it's less about sample size and more about years trading?
I suppose this is pretty trading style dependent. Obviously 1,000 swing trades encompasses much more time than 1,000 day trades. For the sake of argument, let's assume a daytrader who makes somewhere around 20-30 trades/week.
I suppose this is pretty trading style dependent. Obviously 1,000 swing trades encompasses much more time than 1,000 day trades. For the sake of argument, let's assume a daytrader who makes somewhere around 20-30 trades/week.