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Loss aversion

The tendency to feel losses roughly twice as strongly as equivalent gains, which pushes traders to hold losers and cut winners.

Loss aversion explains why moving a stop-loss further away feels reasonable and why taking a small profit feels safe. Both behaviors destroy expectancy: the losers grow and the winners shrink. See disposition-effect.

Thinking in r-multiples and pre-committing exits with bracket-orders reduces its influence.

Example: a trader has a 55% win rate but an average win of 0.7R and an average loss of 1.6R because she moves stops. Expectancy is 0.385 - 0.72 = -0.34R per trade.

Related: disposition-effect, stop-loss, sunk-cost-fallacy, r-multiple

See it drawn

Original diagrams for the ideas on this page. Illustrative, not real market data.

The spread of outcomes behind an expectancyA histogram of forty trades: a tall block of small losses on the left, a low spread of larger wins on the right, and a line marking the average outcome.NUMBER OF TRADES051024 LOSSES, AVG −$20016 WINS, AVG +$600EXPECTANCY +$120−$400−$200$0+$200+$400+$600+$800PROFIT OR LOSS PER TRADEexpectancy = (40% × $600) − (60% × $200) = +$120 per trade
Expectancy: the average trade. Forty trades sorted by outcome: 24 small losses and 16 larger wins. Weighting each side by how often it happens gives the average result per trade, marked here by the dashed line at +$120.

Educational only, not advice. Spotted an error? Post in Site Feedback.