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Recency bias

Overweighting recent outcomes when judging a strategy or the market, so a short streak feels like a permanent change.

After three wins, a setup feels infallible and size creeps up. After three losses, it feels broken and gets abandoned right before it works. Both reactions ignore the sample-size needed to judge anything.

A fixed evaluation window (every 30 or 50 trades) and fixed sizing rules keep recent results from driving decisions.

Example: a strategy with a real 45% win rate loses five in a row, which happens about 5% of the time by chance. The trader quits it and switches to something untested.

Related: sample-size, gamblers-fallacy, overconfidence, trading-plan

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