The case for ultra-selectivity

I think those that swing trade intra-day can be highly selective. I can understand ruling out HFT and MM but why rule out the day trade?


Quote from Ghost of Cutten:

That's why I described a certain type of trading in the initial post, I assumed it would be obvious I wasn't talking about market-making, HFT, daytrading and other approaches where you just grind out an edge.
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Quote from Ghost of Cutten:

CAGR to max DD is after all the main measure of trading performance.
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GoC what would say are the CAGR/maxDD ratios for an average, good, great, exceptional trader?

Thanks.
 
more money was lost anticipating a bear market than was ever lost enduring one

ultra selectivity is great as long as you are making money in cash

so the real question is

ultra selectivity vs a negative return

as for me

I'll take the negative return at this point
 
Quote from CPTrader:

GoC what would say are the CAGR/maxDD ratios for an average, good, great, exceptional trader?

Thanks.
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1 is good, 2 is great, 4+ is exceptional. Average is probably negative.
 
I'm a little shocked that it hasn't come up yet, but the case for ultra-selectivity is as follows, more or less:

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