Trading strategy — Market Logic

Steidlmayer (MML ch. 14): building a strategy that neutralises human frailties — weighting trades, visualising scenarios and operating within capacity.

On this page

Who this is for — Readers who know POC, Value Area and initiating/responsive and want the operational «game plan»: how Steidlmayer closes *Markets and Market Logic* (1986, ch. 14) linking market understanding, personal discipline and repeatable rules.

Source: Steidlmayer & Koy, Markets and Market Logic (1986), Section III, ch. 14.


Prerequisites

Market Logic principles, Operational POC and Value Area, Initiating vs responsive.


Why a written strategy

Few operators sustain «predict + stop» without a plan. Steidlmayer defines strategy as the modus operandi chosen before trading, built on real frailties (ch. 13), not an ideal self-image.

Without strategy With solid strategy
Every trade is an emotional experiment Every decision has reason from market understanding
Small samples distort judgment Isolated mistakes do not break the large sample
Always at capacity limit Scale size only after regular profits

Factory metaphor — Start with minimum size like a new production line: flatten the learning curve, then increase volume. Chronic over-capacity creates stress and emotional decisions.


Seven rules for a solid strategy

  1. Every entry/exit has a reason from auction understanding — never random clicks.
  2. Opportunities differ — instrument and size reflect this situation's assessment.
  3. Strategy includes you — current understanding, recent performance, comfort, total financial condition.
  4. You can be wrong on one trade (or a small series) without ruin — position must not create extreme emotional/monetary discomfort.
  5. Understand the tool's principle — in uncertain markets everything works ~50% by chance; real edge only beyond 50-50 and in the right conditions.
  6. Every tool has favourable phases — when regime shifts, setup utility shifts.
  7. Beware small samples — a mistake that luckily wins does not validate the approach: avoid it anyway.

Trade weighting and visualisation

Steidlmayer introduces weighting trades (small / medium / maximum size) based on:

  • scenario clarity (balance vs clear imbalance),
  • alignment with initiating or responsive activity,
  • distance from accepted value (POC / Value Area).

Replace prediction with visualisation: map possible scenarios (return to value, extension, failure) and conditional actions — aligned with playbook and scenario in Cyclepedia.


Risk mythology (three myths)

Myth Operational reality
«Risk is fixed per trade» Risk is a function of understanding + size + mental state
«More leverage = more opportunity» Leverage amplifies value misjudgment errors
«I must recover immediately» Strategy survives losing streaks when size is calibrated