CPRT: Trading Intelligence: Loss Distribution

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Wed Sep 27 2023

CPRT: Trading Intelligence: Loss Distributions

Holding period impacts the losses of your trades.

CPRT price moves down 1% or more for 21% of trading days (or every 5 days).
CPRT price moves down 2% or more for 6% of trading days (or every 18 days).
CPRT price moves down 3% or more for 2% of trading days (or every 53 days).
CPRT price moves down 5% or more for 1% of trading days (or every 105 days).
CPRT price moves down 10% or more for 1% of trading days (or every 105 days).

CPRT price moves down 1% or more for 30% of trading days (or every 3 days) if holding the trade for 3 days.
CPRT price moves down 2% or more for 16% of trading days (or every 6 days) if holding the trade for 3 days.
CPRT price moves down 3% or more for 7% of trading days (or every 15 days) if holding the trade for 3 days.
CPRT price moves down 5% or more for 3% of trading days (or every 35 days) if holding the trade for 3 days.
CPRT price moves down 10% or more for 3% of trading days (or every 35 days) if holding the trade for 3 days.

CPRT price moves down 1% or more for 32% of trading days (or every 3 days) if holding the trade for 5 days.
CPRT price moves down 2% or more for 19% of trading days (or every 5 days) if holding the trade for 5 days.
CPRT price moves down 3% or more for 10% of trading days (or every 10 days) if holding the trade for 5 days.
CPRT price moves down 5% or more for 6% of trading days (or every 18 days) if holding the trade for 5 days.
CPRT price moves down 10% or more for 5% of trading days (or every 21 days) if holding the trade for 5 days.

CPRT price moves down 1% or more for 38% of trading days (or every 3 days) if holding the trade for 22 days.
CPRT price moves down 2% or more for 33% of trading days (or every 3 days) if holding the trade for 22 days.
CPRT price moves down 3% or more for 30% of trading days (or every 3 days) if holding the trade for 22 days.
CPRT price moves down 5% or more for 24% of trading days (or every 4 days) if holding the trade for 22 days.
CPRT price moves down 10% or more for 19% of trading days (or every 5 days) if holding the trade for 22 days.