Evidence Trading
The psychology of trading · Chapter 8 of 9

Losing streaks are not a signal

Foundation3 min read · part of The psychology of trading

Every method with losses produces runs of them, and the runs are longer than intuition suggests. A method that wins half its trades will, over a few hundred trades, almost certainly produce a run of seven or eight losses somewhere. Nothing has gone wrong when that happens. It is a property of sequences, not a message from the market.

The problem is that a streak arrives with a story attached. By the fifth loss the mind has already produced an explanation — the market changed, the edge is gone, something is different now. That explanation feels like analysis and is usually pattern-matching on noise. It is also unfalsifiable in the moment, because the only thing that would settle it is more trades, which is exactly what you no longer want to take.

This is where most working methods die. Not in a drawdown that breaks the account, but in a drawdown that breaks the trader's belief, after which the method is replaced with another one, which then meets its own first streak.

Two things help, both decided in advance. First, know roughly what a normal streak looks like for your method — if your win rate is around 50%, runs of six are ordinary, and knowing that in advance removes most of the story. Second, define beforehand what would actually count as evidence that the method has stopped working: a number of trades, a drawdown depth, a change you can name. Anything decided during a streak is decided by the person the rule exists to protect you from.

And keep the sample honest. Twenty trades tells you almost nothing about a method either way, in either direction.

What to take away

  • Long losing runs are an ordinary property of any method with losses.
  • A streak arrives with an explanation attached, and the explanation is usually noise.
  • Most working methods are abandoned during a normal streak, not a fatal one.
  • Define in advance what would count as evidence the method is broken.

This chapter, measured against your own trades

In the app the same chapter ends in your figures rather than an example: how often you did the thing it describes, over your last ninety days. You pick one change to make, and Evidence checks afterwards whether it actually changed — from your journal, arithmetic, no opinion involved. Questions you get wrong come back a week later and again a month after that.

Open the free plan →

Check that it stuck

Answers shown — in the app these are asked before you see them, and the ones you get wrong come back after a week.

Your method wins about half its trades and you have just lost six in a row. What does that tell you?
Almost nothing — runs like that are ordinary — Runs of six at a 50% win rate are entirely ordinary over a few hundred trades. Treating one as information is how working methods get discarded.
Why is "the market has changed" so persuasive during a streak?
It feels like analysis, is unfalsifiable in the moment, and settling it requires more trades you no longer want to take — The explanation cannot be tested without doing the one thing the streak has made you unwilling to do. That is what makes it feel like insight rather than avoidance.
When should you decide what counts as evidence your method has stopped working?
Before you start trading it — Any threshold set during a streak is set by the state the threshold exists to protect against. Deciding in advance is the whole mechanism.