The Glossary — trading in plain English
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The glossary

Every term the industry uses to sound clever, in plain English. Search it, or filter by topic.

Backtest Testing an edge

Testing a strategy on past data to see how it would have done. Useful — but easy to fool yourself with, because the past is the one thing you can always "predict." See overfitting.

Commission Costs

What your broker charges you per trade. Small on its own, but it's paid on every single trade, win or lose.

Compounding Basics

Earning returns on your past returns. It's slow at first and then surprisingly fast — which is also why anything that interrupts it (like costs) hurts more than it first appears.

Data-mining Testing an edge

Trying so many strategies that one looks brilliant purely by luck. The more you try, the better the luckiest one looks — and the less it actually means.

Drawdown Risk

How far your account has dropped from its highest point. Losses and gains aren't symmetric: a −50% drawdown needs a +100% gain just to get back to where you were.

Edge Basics

A real, repeatable reason your trades make money on average. Without one, trading is just paying costs to gamble.

Expectancy Basics

What a typical trade makes, winners and losers averaged together. Positive expectancy is the whole game — win rate alone doesn't tell you if you're making money.

Friction Costs

Spread, commission and slippage added up — the total cost of trading. It never has a losing day, and what matters is its size compared to what each trade makes.

Kelly criterion Risk

The mathematically "optimal" bet size for fastest long-run growth. Almost nobody uses the full amount — it's far too wild — most trade a fraction of it for a smoother ride.

Leverage Basics

Controlling a bigger position than your cash, using borrowed money. It magnifies gains and losses equally — the fast road to both riches and ruin.

Liquidity Markets

How easily you can buy or sell without moving the price. Thin liquidity means worse fills and more slippage.

Long / Short Basics

Going "long" bets a price will rise; going "short" bets it will fall.

Margin Basics

The deposit your broker holds against a leveraged position. Run too low on it and your positions get closed for you, often at the worst moment.

Mean reversion Markets

The idea that a stretched price tends to snap back toward a middle or "fair" level.

Momentum (trend) Markets

The idea that what's been moving tends to keep moving — for a while. The opposite instinct to mean reversion.

Monte Carlo Testing an edge

Running lots of random "what if" futures to see the whole range of outcomes, instead of trusting one tidy line. Most of POC's simulators do this.

Out-of-sample Testing an edge

Data you never used to build or tune a strategy. A real edge still works on it; a fitted one falls apart. The honest test.

Overfitting (curve-fitting) Testing an edge

Tuning a strategy so tightly to past data that it just memorised the random noise — and then breaks the moment it meets anything new.

Point of Control (POC) Markets

In volume profile, the price where the most trading actually happened — the market's centre of gravity, where value really sits once you strip out the noise. (Yes — the app's named after it.)

Position size Risk

How much you put on a trade. The single biggest thing deciding whether a rough patch is a scratch or a disaster.

Risk of ruin Risk

The chance of losing so much you're effectively out of the game. Bet small enough and it stays near zero — even with a genuine edge.

Risk-to-reward (R) Basics

How much you stand to make versus lose on a trade. "R" is one unit of risk — a "3R winner" makes three times what you put at risk.

Sample size Testing an edge

How many trades or data points you're judging from. Small samples fool people constantly — you need a lot before a result means much.

Sequence of returns Risk

The order your good and bad years arrive in. Once you're paying money in or drawing it out, the order matters — sometimes a great deal.

Sharpe ratio Testing an edge

Return measured against how bumpy the ride was — roughly, reward per unit of stress. Higher is smoother for the same return.

Slippage Costs

Getting filled a little worse than you hoped — the price you wanted slips away, especially in fast markets.

Spread Costs

The gap between the buy price and the sell price. You cross it going in and again coming out — a cost on every round-trip.

Stop-loss Basics

A pre-set exit that caps how much a trade can lose. The seatbelt you fasten before you need it.

Survivorship bias Testing an edge

Only ever seeing the winners. Blown-up accounts and dead funds don't post their results, so trading looks far easier than it really is.

Take-profit Basics

A pre-set exit that locks in a winning trade at a chosen level.

Value area Markets

The band of prices where most of a session's volume traded — roughly where the market agreed on "fair" for the day.

Volatility Risk

How bumpy the ride is. More volatility means a wider spread of outcomes — bigger ups and bigger downs.

Volatility drag Risk

The quiet way bumps eat returns. A +50% followed by a −50% leaves you down 25%, not back to flat. Smoother compounds better.

Win rate Basics

The share of your trades that make money. On its own it means little — a 35% win rate can be very profitable if the winners are big enough.

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Missing a term you'd like explained plainly? That's the kind of thing worth adding. Nothing here is advice — just plain-English definitions.