Decision Frameworks¶
Difficulty intermediate
Overview¶
Decision frameworks provide structured approaches to trading decisions, reducing emotional interference and improving consistency.
The OODA Loop¶
Observe → Orient → Decide → Act
Observe: Gather market data, news, signals
Orient: Analyze context, compare to models
Decide: Choose action based on analysis
Act: Execute the trade
Expected Value Framework¶
For each trade:
EV = P(win) × Avg_Win - P(loss) × Avg_Loss
If EV > 0 → Take the trade
If EV < 0 → Skip the trade
where:
P(win)probability of a winning outcome ·P(loss) = 1 − P(win)·Avg_Winaverage dollar gain on winners ·Avg_Lossaverage dollar loss on losers (positive number). does: the trade-level expectancy calculation. The single decision rule that should sit above every entry — if EV isn't clearly positive net of costs, the trade is gambling, not investing.
Regret Minimization¶
For each decision, consider:
1. Best case if I take it
2. Worst case if I take it
3. Best case if I skip it
4. Worst case if I skip it
Choose the action that minimizes maximum regret
Handling Uncertainty¶
Scenario Planning¶
For each trade, define 3 scenarios:
1. Base case (most likely): 60% probability
2. Bull case: 20% probability
3. Bear case: 20% probability
Weighted expected outcome = Σ(probability × outcome)
where: probabilities must sum to 1 across all scenarios ·
outcomedollar P&L (or return) under each scenario · summation runs over all defined cases. does: forces explicit articulation of bull/base/bear before clicking. The act of writing down both probabilities and outcomes is what reveals trades with attractive base cases but unacceptable bear tails.
Confidence Levels¶
High Confidence (80%+): Full position size
Medium Confidence (60-80%): Half position size
Low Confidence (40-60%): Quarter position size
Below 40%: No trade
Common Decision Errors¶
| Error | Description | Fix |
|---|---|---|
| Analysis paralysis | Too much data, no decision | Set decision deadline |
| Confirmation bias | Only see supporting evidence | Seek disconfirming data |
| Sunk cost | Holding because of past investment | Evaluate current situation |
| Recency bias | Overweight latest information | Review full history |
| Overconfidence | Too sure of outcome | Use probability ranges |
Practical Guidelines¶
- Have a Framework — Don't decide ad-hoc
- Be Consistent — Use the same process every time
- Document Decisions — Write down reasoning before acting
- Review Outcomes — Compare decisions to results
- Refine Over Time — Improve your framework based on data
- Trust the Process — Even good decisions can have bad outcomes
Next Steps¶
- Journaling — Recording decisions
- Cognitive Biases — Understanding decision traps
- Performance Review — Evaluating decision quality