"Superior returns from superior risk management" - Laurent Bernut
Risk management for superior trading returns - Laurent Bernut explains why position sizing beats entry selection, and how drawdown tolerance determines long-term survival. ► Full article: https://bettersystemtrader.com/177-su... In this episode: • Why the entry is largely irrelevant - and what actually determines long-term trading outcomes • The three ways investors react to drawdowns: magnitude, frequency, and duration • How Richard Dennis and the trend followers of the 1980s ran 35% win rates and still made billions • The anti-Martingale approach: pull back when losing, size up when winning 0:00 Introduction 1:02 Guest background: Laurent Bernut on Fidelity, hedge funds, and Alpha Secure Capital 4:57 The floor-and-ceiling method for reading market direction 6:21 Why unrealistic return expectations destroy accounts 9:20 Position sizing as the primary edge - not signals 10:00 Gain expectancy: the mathematical formula behind every trading edge 13:30 How investors react to drawdowns - the three pressure points 14:17 Building for superior returns: the boat analogy 18:21 Dynamic position sizing - the tolerance threshold framework Related episodes: • "Superior returns from superior risk management" - Laurent Bernut (Part 1): • "Superior returns from superior risk manag... • 011: Ralph Vince on position sizing, optimal f, diversification and risk: • 011: Ralph Vince talks position sizing, op... • How to detect when a strategy is failing - Kevin Davey: • How to detect when a strategy is failing -... Risk management for superior trading returns comes down to surviving drawdowns that ordinary traders can't weather. Laurent Bernut spent years at Fidelity and multiple hedge funds developing a framework built around drawdown tolerance, anti-Martingale position sizing, and a transgenerational standard - a system that keeps running even when you're not there to manage it. His live simulation of dynamic position sizing on a Nikkei equity curve shows exactly how it works in practice. --- ► Better System Trader: https://bettersystemtrader.com ► Follow on X: / bettersystrader #RiskManagement #SystemTrading #AlgoTrading Disclaimer: Trading in the financial markets involves a substantial risk of loss. All content produced by Better System Trader is for informational or educational purposes only and does not constitute trading or investment advice. ---

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