Minimum sample sizes: how many trades convince you?

Thirty trades is a story; three hundred is evidence. The minimum sample depends on the win rate and the edge size — but most traders trust far too few trades far too quickly.

Minimum sample sizes: how many trades convince you? — risk-reward diagram
A risk-reward ratio of 1 to 2

What's your threshold?

  • the trade count you require before going live
  • how you account for the strategy's expected win rate
  • the small-sample disaster you've seen
Minimum sample sizes: how many trades convince you? — moving average crossover diagram
A fast moving average crossing a slower one

The expectancy guide explains sample-size thinking.

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