luck

Luck versus skill

The rule

In any short run, a good result can be pure luck and a bad one pure bad luck. The harder it is to lose on purpose, the more luck rules the game.

Where it flips

Pushed too far, this says nothing is ever skill and effort is pointless. Over long samples and repeatable steps, skill does separate from luck. Blaming everything on luck excuses laziness.

Mauboussin has a simple test for how much luck drives an activity: can you lose on purpose? In chess you can, so skill rules. In a coin flip or one spin of roulette you cannot, so luck rules. Short-run trading sits far on the luck side. So a run of winning trades tells you almost nothing about whether the method has real skill. Do not trust a small pile of good results, yours or an influencer's. In a luck-heavy game, results and process split apart, and the process is the only thing you can truly control.

A worked example

Someone posts five winning trades from one lucky month and calls their pattern proven. In such a luck-heavy game, five wins is like a coin landing heads five times. It looks nice but means almost nothing. [illustrative]

How to spot it

  • ·you treat short winning runs as 'not proven yet'
  • ·you judge the process over the result in a small sample
  • ·you apply the 'could I lose on purpose?' test to the activity

Michael Mauboussin · The Success Equation

Our plain-English take on Michael Mauboussin’s idea, in our own words - not the book. The author is not SEBI-registered; nothing here is investment advice.