Buy and Hold statistically superior to Trading


The math is simple. Buy and hold strategies are statistically superior to trading strategies as proven by the laws of probabilities. This is how I view it but am open to debate and aspects I am missing. Keep in mind I am intentionally keeping this simple and ignoring lots of nuance. Also, I only invest in index funds that will never go bankrupt, so keep that in mind. Regardless of the ETF vs individual stock argument, I think this math is sound and important to consider.

If you are a day trader, every decision you make has only a 25% chance of success. Some may misinterpret the grid below and say chance of success is 50/50, but that isn’t correct since your probability is limited to one decision and one outcome at a time. Overall chance of success is 50%, but each decision you make only has a 25% chance. It’s kind of like the Monty Hall problem.

Day Traders
Market up Market down
Buy 1/4 * 1/4
Sell 1/4 1/4*
* successful outcome

Compare this to a buy and hold strategy where your decisions always have a 50/50 chance of success. You never sell, therefore you never open yourself up to the sell probabilities.

         Market up    Market down   

Buy 1/2 * 1/2
* successful outcome

A delta of 25% between the decisions made by trading vs buying and holding is significant.


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