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What is your average stop loss?

Original question: What is your average stop loss? At what point are you willing to move it up?

Average stop loss on a total equity basis is currently 1.17% (based on >1600 trades from 2015 until today). This includes the actual losses but also the initial risk of the trades which turned out to be wins. On a individual stock level it makes no sense to calculate that number because the stop loss on stock basis can range from 1 to 15%. Recall that I use the bottom up position sizing technique described here in great detail. The stop is always placed with respect to the logical support levels of the chart at hand. If price is too far extended beyond such a level I have to skip it, unless there is a reasonable price target which would validate the trade.

Once a trade was up 3 times the initial risk I will move the stop up to around 2.6 times the risk. This is a portfolio driven rule to secure my desired risk multiple in any given trade. Other than that I never move my stops.

Related Q&Q: Do you believe in moving stops to breakeven or do you let the trade play out unless there’s a ‘’red flag’’?

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