Key takeaways
- Every strategy has losing runs. Judging one after five or ten trades is judging noise.
- Use expectancy, the average result per trade in R, measured over at least 50 trades, to decide whether a strategy works for you.
- Pick one market, one session and one written setup, and cut your information diet to what serves that.
- Only change a strategy for a reason your data shows, not because a new video looked convincing.
Why strategy hopping happens
Every strategy has losing runs. When you hit one, a new method on YouTube looks better, because it's being shown at its best. You switch, hit that method's normal losing run, and switch again. After a year you've tried a dozen approaches and tested none of them properly.
A few trades tell you almost nothing
Imagine a strategy that wins 45% of the time. Even if it's profitable over hundreds of trades, losing five or six in a row is completely normal along the way. If you judge it after ten trades you're judging luck. As a rough rule, you need at least 50 trades taken to the same rules, and ideally 100, before the results start to mean much.
Judge it with expectancy
Expectancy is the average result per trade, measured in R, where 1R is the amount you risk:
Expectancy = (win rate × average win) − (loss rate × average loss)
Example: a 45% win rate, an average win of 2R and an average loss of 1R gives (0.45 × 2) − (0.55 × 1) = 0.35R per trade. A positive number over a decent sample is the signal to keep going. A win rate on its own tells you very little; a 70% win rate with small wins and big losses can still lose money.
A plan to stop hopping
- One market, one session, one setup. Write the rules down so a stranger could follow them.
- Fixed risk per trade so every result is comparable in R.
- Log every trade, including whether you followed the rules exactly.
- Commit to a sample: 50 trades before any change.
- Cut the information diet. Unfollow anything that isn't about your market and your method. Keep a short list of sources and a weekly economic calendar.
- Change one thing at a time, and only when your data points to it.
When it is right to change
When your journal shows the rules were followed and the expectancy is still negative over a proper sample, or when the market's behaviour has clearly changed. Not because a video made something else look easy.
This is why GRIT is taught as one curriculum in order, with a test at the end of each stage: it replaces the rabbit hole with a sequence. See how GRIT works.
Sound like you?
Ten tabs of YouTube, three strategies this month, and no idea which one is right. Talk it through with me on a free 60-minute call.
Quick answers
How many trades do I need to test a trading strategy?
At least 50 trades taken to the same rules, and ideally 100 or more. Fewer than that and normal losing or winning runs can make a strategy look much better or worse than it is.
What is a good expectancy in trading?
Any expectancy that stays positive over a decent sample, after costs, means the rules have an edge as you trade them. The size that's realistic depends on the market and style, so compare against your own data rather than other people's claims.
Should I combine several trading strategies?
Not while you're learning. Combining methods makes it impossible to tell which part is working. Master one setup first, then add another only once you have data on the first.
Education only. This guide is general education, not financial advice or a recommendation to trade. Trading carries a high risk of losing money and most retail traders lose money. Examples are illustrations, not trade ideas.