James Marsden Hurst 1924—2005

Chapter 5.2 You've Made Money…

Cyclic cut-loss (Hurst)

The non-arbitrary initial stop: the lowest low of the shortest cycle before the VTL break. On Gruen: ~9% risk against a 55% potential, and a solid reason to honour it.

On this page

Who this entry is for — The eyeballed stop is the first step toward letting losses run. Hurst replaces it with a level that descends from the model: if price touches it, the analysis was wrong — and exiting becomes as logical as entering was.

Source: J. M. Hurst, The Profit Magic of Stock Transaction Timing, Prentice-Hall, 1970 — Chapter 5, Use of Logical Cut-Loss Criteria (pp. 86–88, Fig. V-1).


Prerequisites

A purchase made with Chapter 4's methods (the valid trend line): this entry's stop is born from the same drawing.


Why the arbitrary stop fails

In plain words — If you picked the level "by feel", in the back of your mind you know it. And when price touches it, the temptation to "wait just a little longer" wins — that is how losses run.

The usual route — a pre-chosen loss amount, via stop order or good intentions — is "generally unsatisfactory" for a psychological reason: knowing the level is arbitrary, the mind always finds good reasons to overrule it. What is needed is a decision made in advance, so firmly based on cyclic precepts "that minimum temptation will exist to ignore it".


The construction

In plain words — The VTL that made you buy is the upper bound of a channel. Every channel also has a lower bound. The lowest low of that channel, just before the break: that is the stop. If price returns there, the lows you expected never happened.

The valid downtrend line is the straightened upper bound of the channel enclosing the shortest component observable on the daily chart. Sketch the corresponding lower bound (it need not be precise), locate the lowest low of that component just prior to the break, and draw the horizontal line there: stop-loss entered at purchase — or a solemn vow to sell instantly on violation.

The rationale: you only bought when price proved the multiplicity of lows had passed. From then on the stock should never revisit the bottom of the shortest channel. If it does, the channel is still pointing down — "the expected multiplicity of lows has not yet occurred", or something unforeseen has changed. Either way: out, until the situation resolves itself.

HURST 1970 · CH. 5 Logical cut-loss and trailing levels Fig. V-1 redone: the stop is born from the model, and climbs only on confirmed lows CYCLEPEDIA DIAGRAM — EMICICLO TLL 1 TLL 2 TLL 3 INITIAL STOP ≈2× commissions AVERAGE LOSS FACTOR ~10% TRAILING confirmed lows, never eyeballed The reasons to exit are as good as the reasons to enter.
Fig. V-1 redone: the initial stop (TLL 1) and the successive levels, raised only on confirmed lows.
Tap the three highlighted points

The numbers on Gruen

Card — The risk, quantified (Gruen edge-band)

  • Purchase: (VTL break) · Stop: 7⅛ (pre-break low)
  • Price loss: 5% + in-out commissions ~4% → ~9% total — "just about twice commission costs"
  • Against a precalculated +55% potential: "prospects too good to pass up"
  • In practice, the average stop-transaction loss factor is ~10%

The psychological dividend is the real point: the reasons for selling there are as good as the reasons for the purchase. "If you have developed confidence enough to buy on cyclic criteria, you should also have enough confidence to cut losses short on the same criteria."

Warning — The initial stop is the first stage, not the system: as soon as the next low is confirmed, the level climbs — that is Chapter 5's trailing. And the exercise the book leaves the reader: derive the mid-band entry's initial stop yourself (the TLL 3 level of Fig. V-1).


Summary card

Element Rule
Level Lowest low of the shortest cycle, pre-VTL-break
When set At purchase, not after
If hit The analysis was wrong or something changed: out
Typical cost ≈2× commissions; ~10% average factor
Strength Exit reasons = entry reasons