ICPT: Trading Intelligence: Loss Distribution

^ ICPT: Intraday Hourly Prediction Similar Waves GapOpen Research Timing Gains Losses Strategies Practice

Wed Sep 27 2023

ICPT: Trading Intelligence: Loss Distributions

Holding period impacts the losses of your trades.

ICPT price moves down 1% or more for 37% of trading days (or every 3 days).
ICPT price moves down 2% or more for 25% of trading days (or every 4 days).
ICPT price moves down 3% or more for 15% of trading days (or every 7 days).
ICPT price moves down 5% or more for 4% of trading days (or every 26 days).
ICPT price moves down 10% or more for 2% of trading days (or every 51 days).

ICPT price moves down 1% or more for 44% of trading days (or every 2 days) if holding the trade for 3 days.
ICPT price moves down 2% or more for 32% of trading days (or every 3 days) if holding the trade for 3 days.
ICPT price moves down 3% or more for 26% of trading days (or every 4 days) if holding the trade for 3 days.
ICPT price moves down 5% or more for 14% of trading days (or every 7 days) if holding the trade for 3 days.
ICPT price moves down 10% or more for 5% of trading days (or every 20 days) if holding the trade for 3 days.

ICPT price moves down 1% or more for 45% of trading days (or every 2 days) if holding the trade for 5 days.
ICPT price moves down 2% or more for 39% of trading days (or every 3 days) if holding the trade for 5 days.
ICPT price moves down 3% or more for 34% of trading days (or every 3 days) if holding the trade for 5 days.
ICPT price moves down 5% or more for 26% of trading days (or every 4 days) if holding the trade for 5 days.
ICPT price moves down 10% or more for 10% of trading days (or every 10 days) if holding the trade for 5 days.

ICPT price moves down 1% or more for 58% of trading days (or every 2 days) if holding the trade for 22 days.
ICPT price moves down 2% or more for 54% of trading days (or every 2 days) if holding the trade for 22 days.
ICPT price moves down 3% or more for 52% of trading days (or every 2 days) if holding the trade for 22 days.
ICPT price moves down 5% or more for 47% of trading days (or every 2 days) if holding the trade for 22 days.
ICPT price moves down 10% or more for 26% of trading days (or every 4 days) if holding the trade for 22 days.