【9 o'clock Day Trading｜FX's answer reached after 10 years of verification】Why do some people who use the same method win while others do not?

Good morning. I am An-chan.

These days I miss the sun, and while crops and trees store nutrients through photosynthesis, humans do not, and yet many people seem to fall ill.

For now, as long as you exercise and sweat, you are taking care of your health, which I think is a good sign.

Now, please proceed.

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In FX, there are times when the results differ greatly even though you are using the same method.

You are using the same indicator and looking at the same chart.

Yet, some people make a profit while others incur a loss.

Why does this happen?

Over ten years of testing, I have come to focus not only on the method itself but also on the "judgment" of the traders who actually execute trades.

And I noticed a problem.

Even when using the same method, if the entry and take-profit levels vary depending on the person’s judgment, the results will not be the same.

This is a major reason I began to chase reproducibility.

Different judgments on the same chart

For example, suppose there is an uptrend.

Person A thinks, "It will go higher," and buys.

Person B thinks, "It has risen enough," and passes.

Person C thinks, "Let it pull back a bit, then buy," and waits.

All three are looking at the same chart.

However, their judgments are completely different.

Even if all three used the same rule of "buy in an uptrend," the entry points differ, as do the distance to stop-loss and the amount of upside potential.

In other words, the idea of "buy in an uptrend" alone cannot reproduce the same trading results.

Entry identical, but results vary

So, if you could make the entry points identical, would the reproducibility be completed?

I do not think so.

For example, suppose two people bought at the same price.

Later, the price rose and there was unrealized profit.

Person A decides to close, thinking, "There is enough profit."

Person B believes, "It will go higher," and continues to hold.

But then the price reverses after that.

Person A secured profits, while Person B lost profits and may incur a loss.

Entries were the same, but the results diverged.

Why is that?

Because they determined their take-profit level according to their own feelings.

Even if you only objectify the entry, if there is a lot of discretion left at the exit, results will vary.

I too confronted the same issue with take-profit

As I continued testing, I repeatedly faced the take-profit issue.

Even when you set an ultimate profit target, there are times when the price does not reach it.

The price reverses midway, eroding the unrealized gains.

At that point,

you may be tempted to think, "Should I take profits early this time?"

Such discretionary judgments tend to creep in.

However, if that judgment changes each time, the upside you can capture with the same method will vary.

So I decided to establish another exit that objectively locks in profits even when the target is not reached, while maintaining the conventional final goal.

Terminate the trade at the first of the two conditions to occur.

This, I adopted from the research to balance protecting profits and reducing judgment variance.

Of course, no exit can guarantee every profit.

Still, compared to deciding each time by gut feeling, you can clarify your criteria for decisions.

Reproducibility does not mean always winning

This is something I want you to understand clearly.

A reproducible method does not guarantee a win every time.

If market conditions change, you can lose even with the same entry criteria.

What matters is not predicting win or loss in advance, but being able to judge by the same standard when the same conditions occur.

Are the reasons for entry clear?

Is there consistency in the decision to cut losses?

Are there defined criteria for locking in profits?

If these are vague, it becomes hard to distinguish whether outcomes are due to the method or to discretionary judgment at the moment.

Conversely, if the judgment criteria are clear, you can examine what happened in the past under the same conditions even after a loss.

And you can reflect the findings of those examinations in your next decisions.

What I have pursued for ten years

I have spent ten years formulating hypotheses and repeating validations.

I learned that simply increasing win rate is not enough.

Even the best approach becomes hard to reproduce if the decision-making during actual trading changes every time.

Thus, I focused not only on how to judge the market but also on how to repeat that judgment consistently.

Seeking favorable moments and creating a method that can reproduce the same judgment are two distinct issues.

What I sought was the latter.

And in the process of pursuing reproducibility, I ended up reconsidering how to read charts themselves.

End

Well then, everyone, take care.