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Scaling out

Closing part of a position at targets while letting the rest run, trading expectancy for a smoother equity curve.

Selling half at +1R and moving the stop to breakeven is the most popular exit in retail trading, and its effects are widely misunderstood.

It genuinely raises win-rate and lowers variance: more trades end green, and the underwater-curve is shallower. It also usually lowers total expectancy, because trend-following returns are driven by a handful of outsized winners and scaling out caps exactly those. If your +6R trade was half-sold at +1R, it was really a +3.5R trade.

Whether that trade is worth it depends on the system and the person. Mean-reversion strategies, whose winners rarely extend, lose little by scaling out. Breakout and trend systems lose a lot. Test it: run the r-distribution both ways on the same trades and compare expectancy against max-drawdown rather than assuming smoother is better.

Related: scaling-in, take-profit, expectancy

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.