accelerate

The important question isn’t “How long was the trade?” It’s “How much value was created relative to the risk taken?”

Many institutional firms, market makers, and high-frequency firms routinely hold positions for only milliseconds to seconds.

If a trader consistently:

• earns meaningful net P&L,

• maintains tight risk,

• has high execution quality,

• and isn’t exploiting a technical error or prohibited latency advantage,

• then the holding period by itself says very little about the quality of the trading.

  *Those metrics evaluate whether the trader is producing repeatable profits while accepting genuine market risk, rather than simply measuring seconds in a trade.

Ironically, a trader who holds a position for months while making random decisions could be considered more “acceptable” under a simple time rule than someone who consistently captures institutional order flow in seconds with superior execution.

From a performance standpoint, that distinction isn’t inherently justified.