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Scaling out

Selling a position in parts as it rises instead of making one decision to exit: part of the result is secured while the remainder keeps participating.

How to read the number

The technique does not improve expected value; it reduces regret, by guaranteeing that no scenario turns out to have been an entirely wrong decision.

When the metric lies

Systematically trimming winners while holding losers tilts a portfolio towards its worst ideas. Every partial sale is also a separate trade with a commission and a tax event.

Also known as: selling in tranches

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