James Marsden Hurst 1924—2005

Chapter 1.2 Maximize Your Profits

Compounding and trading interval

According to Hurst, the dominant profit factor is compounding on short trades: the more often you reinvest, the more capital growth explodes.

On this page

Who this entry is for — You have seen why timing matters; here Hurst explains how profit multiplies: by reinvesting every gain and shortening the trades.

Source: J. M. Hurst, The Profit Magic of Stock Transaction Timing, Prentice-Hall, 1970 — Chapter 1, How the Trading Interval Affects Profits and Adding Magic By Compounding (pp. 23–26).


Prerequisites

Read Hurst operating philosophy first (the goal of trading and return per unit of time): the Alloys Unlimited figures — 2, 4 and 10 trades over the same 70 weeks — are there.


What compounding is

In plain words — Every time you close a profitable trade, you put the whole capital (old + gain) into the next one. Like compound interest on a bank account, but at every trade.

Compounding means reinvesting the profit of each trade into the next. Hurst calls it "far and away the most important factor" of the whole profit-maximization picture — more important, on its own, than skill in picking stocks.

The delicate point of the compound interest law is that the overwhelming contributor to capital growth is not the percentage gained but how often the compounding takes place. Translated into the craft: how short the trades are — and therefore how accurate the timing is that lets you shorten them without getting hurt.

Example — Start with $10,000 and gain 10% on the first trade → you have $11,000. On the second trade the 10% is worth $1,100, not $1,000. After ten trades at +10% you are not up 100%: you are up 159% ($25,937).


The book's numbers

In plain words — Same percentage per trade (+10%); what changes is how many times a year you complete a round. The final capital is another planet.

Starting from $10,000 with an average profit of 10% per trade, Hurst lines up three frequencies:

Frequency Compoundings/year Year-end capital (book) Yearly yield
1 trade a month 12 $31,380 313%
2 trades a month 24 $109,150 1,091%
1 trade a week 52 $1,410,000 14,100%

Same percentage per transaction, radically different outcome on frequency alone. Hence the third tenet, verbatim: profit optimization requires short-term trading.

HURST 1970 · CH. 1 Frequency beats percentage $10,000 start, +10% per trade · true compound law, log scale CYCLEPEDIA DIAGRAM — EMICICLO $10k $100k $1M 0 mo 3 mo 6 mo 9 mo 12 mo 1 trade a month 2 a month $1.42M 12 COMPOUNDINGS $31,384 24 COMPOUNDINGS $98,497 52 COMPOUNDINGS $1,420,429 The engine is not the percentage: it is how often you reinvest it.
The compound law computed for real, on a log scale: on this scale every compounding curve is a straight line, and the slope depends only on frequency.
Tap the info point on the curve

Checking the arithmetic (editor's note) — Redoing the sums with the exact compound law: 12 compoundings at 10% give $31,384 (the book says $31,380 ✓); 52 give $1,420,429 (the book rounds to $1,410,000 ✓); but 24 compoundings give $98,497, not the printed $109,150 — that value would correspond to ~25 periods. A 1970 arithmetic slip that changes nothing of substance: order of magnitude and message stand.


Trading interval and accuracy

In plain words — Compounding only works if you can complete many good trades. Shorter trades = more occasions, but they demand precise timing (~90% in Hurst's model).

Compounding alone is not enough: it compresses time only if the timing holds. Hurst ties the two quantities together explicitly:

  • a shorter trading interval → more compounding events in the same year;
  • timing accuracy → the ability to shorten trades without errors devouring the edge.

Appendix III quantifies the link on 300 stocks: the yield-versus-interval curve is a hyperbola with its "knee" between 10 and 20 weeks — and below ten weeks the potential yield takes off.

Warning — Shortening trades "at random" only adds commissions and errors. Hurst does not say "trade more often at any cost": he says that if timing is accurate enough, the short interval multiplies the compounding. The order of the factors does not invert.


Capital always invested

In plain words — Capital sitting in cash compounds nothing. The moment you exit a trade, the next issue must already be analysed and ready.

The last condition is that capital must not sleep: between closing one trade and opening the next, the minimum possible time should pass. That takes fast selection and fast analysis — a short list of issues already studied, ready to go — and it is the job Chapters 7–8 develop (see Four pillars of the system).

That all this is not just blackboard arithmetic is suggested by the book's own front matter: the real trading experiment described in Chapter 8 reports an average 8.9% net per transaction, every 9.7 days. The book adds that, sustained, that pace would compound $10,000 to $1,000,000 "in 15 months" — the exact sum says ~17: the order of magnitude holds, the front-page enthusiasm a little less. The experiment's details, limits included, are in The 1968 trading experiment.


Summary card

Concept In one line
Compounding Reinvest every profit into the next trade
Frequency Same % per trade, more rounds per year → enormously higher final capital
Third tenet Profit optimization requires short-term trading
Accuracy ~90% timing to shorten without self-destructing
Full capital No months in cash: fast selection and analysis