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Why are futures always profitable when simulating stock trading?
Hello, the difference between simulated stock trading and futures trading is that there is no psychological pressure, so the probability of profit is greater.

The simulation operation has a large amount of funds and a large space for covering positions, cutting meat and correcting errors, which is an incomparable advantage of the real operation. ?

Judging from the probability that the simulated operation wins over the real operation, the trader's mentality is very important.

Many of our wrong operations stem from lack of self-confidence and determination. Your original correct decision will often be stopped by external interference. ? The amount of funds is also an important factor in the dominance of analog disks. One of the reasons why institutional funds can outperform retail investors is that they have sufficient funds and can make up positions at any time to sell high and suck low.

In a casino, the bigger the bet, the bigger the win, because the more opportunities to operate, the greater the probability of turning over the book, which is the category of probability statistics. ? Stop loss is an element of securities investment, but it is rarely used by retail investors because it is real money. However, the simulation operation does not have this concern, which makes the implementation of investment correction more difficult for real operation.