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Large capital base vs. small capital base returns


The numbers are hypothetical but i am trying to get a "feel" for the odds and capital.

1. What is realistic capital base for the ASX? 1 million? 2 million?

2. The point is if a trading system is scalable to a certain amount of capital then the trading system can be used for income if there is sufficient return, however the income will stop growing and in the long run you will start earning less. This has to be compared to just sticking your capital into an index tracker fund.
 

Oddson, here is an investment plan where you can use both short term and long term trading to create wealth and income and is very similar to what my wife and i have been doing:

100,000 AUD in a stock trading account trading ASX Stocks, long only momentum system (20%Flipper).

25,000 AUD in a futures trading account to trade indices and FX intraday to generate cash flow.

100+k Superannuation Account: 20% Flipper Russell 3000

You must leave the stock accounts alone so they can compound, otherwise index fund or not, you'll never realize the CAGR.

CanOz
 

The capital size limit depends not only on the liquidity of the instrument, but also how thin your margin is. A scalpe who takes 2-5 points per trade on the SPI can do that easily for 5 contracts but the same strategy falls apart with 25 contracts. Whereas a position swing trader taking 40-50 points can probably swing 100 contracts and still make the strategy work, albeit slightly less profitably due to slippage.

I do pairs trading and a lot of my trading are on ASX200. While the margin is quite thin on pairs trading, I do often hit the bid/ask when there's volume available. With most of the larger stocks there are usually ~$2-300k at each price level. I trade a lot of REIT and they can have >$1m at each price level. Given that my position is usually 10-15% of my account size, and I can break the trades up through the day, I think this strategy can work up to an account size of at least $10m. If I start with $250k today and make 25% return each year, I can at best compound the account at may be 15% after tax and living expenses. So the $10m limit is good for ~33 years of compounding. Hopefully I'd be retired before then.

The other thing to consider is that many other professions have a ceiling somewhere in terms of income, unless you are the top of the top. Trading is no different. And by being a top of the top trader, you would have a scalable strategy or a strategy that works with your large account size. Otherwise you are just a competent professional trader, and your reward is capped by what you can and cannot do with all that money.
 

Not even amention of trade costs. Consider trader 1 : $10K capital, position size is 5% = $500 per trade. IB cost to buy/sell of $12 is 2.4%, CS of $40 is 8%. Got to beat that to breakeven.
Trader 2 = $500K, position size is only 1% = $5K per trade. IB is 0.2% and CS is 0.8%.

A small capital base makes it more challenging on this point. And this is discussed in many threads. Not impossible, just increases the size of the obstacle you have to hurdle.
 

doesnt this calc leave out the returns that would be made on the 125k banked each year, which should be compounding up as well, unless he keeps the 125k under his mattress. that would make a huge difference to the end result
 
doesnt this calc leave out the returns that would be made on the 125k banked each year, which should be compounding up as well, unless he keeps the 125k under his mattress. that would make a huge difference to the end result

Good point! My mistake. Following the feedback i have received i will do few more scenarios for little Johnny. I find this interesting.
 

Where do you draw the line?

Assuming no limitations on instruments and leverage, you would probably have to be trading billions before there is any real limitation on your ROI. Whether you would actually want to risk a lot of money (say $1m) in such ways as to be able to get let's say 1000% ROI in a year is another matter.

IMO the sensible approach is to have the majority of your money (maybe 90%) in safe instruments like shares with minimal leverage - stready gains of a few hundred RIO per year; and a small portion of your money (maybe 10%) in highly speculative and highly leveraged instruments - unlimited potential gain, small potential loss. But that's just me.
 

Perfect....Sounds easy.:dimbulb:
 
Ok so very soon I shall have at least 10k to play with...

I have made approx 50 -100 paper trades gaining 3% every 3 weeks... i have been correct 85% of the time so That
s an increase of 44.2% pa (less some for brokerage)

In reality i reduce the figure to give myself a conservative estimate.

Maybe Im not being realistic i dont know... oh and the psychological factor does not effect me... i don't care about money
 

What's the %gain if you have to brokerage? Can $10k support all the positions that you paper traded?
 

if i use a conservative return of 30%pa it would bring it down to28%

Ohh My!
 
if i use a conservative return of 30%pa it would bring it down to28%

Probably should check your maths... if you've made 50-100 paper trades (say 75), at $15 commission per trade times 2 for buy and sell, you've paid $2,250 in commission.

That's 22.5% of your account in commission alone.

Your trading has to be doing pretty well to make 30% on top of that...
 
ok lol

so im obviously not being conservative enough

whats a realistic return for an above average novice chartist would you say?
 
ok lol

so im obviously not being conservative enough

whats a realistic return for an above average novice chartist would you say?

Long term avg would realistically be 0 or lower. No trolling.
 
ok lol

so im obviously not being conservative enough

whats a realistic return for an above average novice chartist would you say?

I thought you were calculating your annual return based on your 50-100 paper trades... then taking into account you only have $10k, the commission and the number of positions you can hold etc...
 
Sorry you've misunderstood, i didn't explain myself properly.

the 75+ paper trades are so i acn learn how to chart and see what my sucess rate is... i chose a large number of stocks so i had a larger data set.

OK so lets take 10k to trade with 2% increase over a 3week period. 80% succsess rate. 10 (x2) brokerage. stop loss at -2%.

52weeks divided by 3weeks = 17.3 weeks. 17.3weeks multiplied by $20 brokerage = $346.66

$10000 x .02 = $200 (1st 3week period) + 204 + 208 + 212 + 216.5 + 216.8 + 221.15 + 225 + 230 + 234.6 + 239.3
+ 244 + 249 + 254 (14week series = 80% success rate

Total gain = $12946 - 346.66 (brokerage) - approx $589 at 20% fail rate = 12010.34

17% increase from 10k

My 3week fake trades thus far are closer to 4% so the above example is a modest estimate
 
why i didn't put that series in sigma notation i'll never know haha

Keep in mind also that i intend to supplement the trading money with regular weekly sums, prolly a couple of hundred + my late father has left me an unknown sum in his will: 25 - 50 k im guessing
 

So your total account is 10K, and you're putting this entire capital on each trade? Is that correct?
 
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