Margin of Pain

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Every published Margin of Pain file in one place. Newest first.

Jun 27 / LDI

The Hedge That Needed Cash

UK defined benefit pension funds did not collapse because the gilt market moved. They collapsed because the hedge they used to match their liabilities required cash faster than the funds could raise it. That is a different kind of failure, and a more uncomfortable one.

Jun 24 / File

Long-Term Capital Management and the Trade That Was Too Smart to Question

Three Nobel prizes, a Wall Street legend, and a balance sheet that did not survive the week the spreads stopped converging.

Jun 02 / Amaranth

Amaranth and the Trade That Got Too Big

A natural gas calendar spread is one of the cleanest trades in commodities. By September 2006, Amaranth's version of it was a large share of an exchange contract's open interest. That is not a position. That is a financing problem wearing a position's clothes.

Jun 02 / Market Notes

The 5% Treasury Problem Is Back on the Desk

Long Treasury yields are close enough to 5% again to make stocks answer a harder question: what exactly are investors being paid for?

Jun 01 / Phil Goedeker

Phil Goedeker and the Trades You Should Not Be Taking

Phil Goedeker's sharpest lesson is not the parabolic short. It is the review that found the trades that never should have been there.

May 31 / AI

The AI Trade Is Starting to Look Like a Power Trade

Elon Musk's space data center idea sounds extreme. The market point underneath it is simpler: AI chips do not matter if they cannot be powered.

May 30 / Mark Minervini

Mark Minervini and the VCP Setup That Gets Quiet First

Mark Minervini's VCP is often copied as a breakout drawing. The useful version is more specific: leader, base, contraction, pivot, stop.

May 30 / Peter Brandt

Peter Brandt and the Position That Is Not an Opinion

Peter Brandt is known for classical charts. In a FundSeeder interview, the stronger lesson is that a chart is only useful when it defines risk.

May 29 / Larry Hite

Larry Hite and the Bet Small Enough to Lose

Larry Hite's risk lesson is simple and hard to live with: the trade has to be small enough that being wrong does not become the event.

May 29 / Captain Condor

Captain Condor and the Defined-Risk Trap

The reported Captain Condor wipeout was not just an options story. It was a reminder that defined risk can still become account risk when size keeps growing.

May 28 / Tom Basso

Tom Basso and the Trade That Lets You Breathe

Tom Basso's old lesson is not that trading should feel exciting. It is that the system has to be boring enough to survive the next 10,000 trades.

May 28 / Jack Schwager

Jack Schwager and the Winning Trade That Teaches Nothing

Jack Schwager's FundSeeder interview turns into a simple journal rule: do not grade the trade by the money first.

May 28 / Ed Seykota

Ed Seykota and the Trade That Does Not Care If You Are Right

Ed Seykota made trend following sound simple, then spent years pointing at the part traders avoid: the feeling that makes them break the rule.

May 27 / Larry Williams

Larry Williams Is Still Buying The Breaks

Larry Williams' latest StockCharts appearance is openly bullish: no bear market, stocks higher, buy breaks. The trade is in the pullback, not the applause.

May 27 / Turtle Traders

The Turtle Rule Was Not The Breakout

The famous Turtle entry gets all the attention. The trade only worked because size, volatility, exits, and boredom were part of the rulebook.

May 26 / stop loss

The Stop Has To Be Where The Trade Is Wrong

A useful stop is not the nearest painless number. It is the place where the trade has stopped being the trade.

May 26 / Linda Raschke

Linda Raschke and the Trade Small Enough to Repeat

Linda Raschke's best lesson is not a setup. It is the desk work of keeping losses small enough that the next trade is still available.

May 26 / Archegos

Archegos and the Position No One Could See

Archegos did not need a famous fund, a public portfolio, or a complicated story. It needed banks looking at their own slice while the same trade grew everywhere else.

May 26 / XIV

XIV and the Product That Shorted Panic

XIV did not fail because volatility rose. It failed because the product was built to give inverse daily exposure to a market that can jump faster than holders can react.

May 26 / Knight Capital

Knight Capital and the Trade Nobody Put On

Knight Capital did not lose $460 million because a trader made a bad call. The position came from code, stale controls, and a system that stayed connected too long.

May 25 / Paul Tudor Jones

Paul Tudor Jones and the Moment Risk Becomes Tradeable

Paul Tudor Jones is still a trader first. His new interview is a reminder that a warning is not a trade.

May 25 / market blowups

Nick Leeson, Account 88888, and the Trade Barings Could Not See

Nick Leeson did not just make a bad bet on Japan. Barings let a losing book become an accounting fiction until the fiction needed more cash than the bank could survive.

May 25 / trader profiles

Larry Williams and the Problem With a Record Year

Larry Williams is famous for turning a small futures account into a contest legend. The more useful story is what that record does not teach.

May 24 / trader profiles

Stanley Druckenmiller and the Art of Waiting

A source-led dossier on Stanley Druckenmiller, patience, position sizing, asymmetric trades, and why his method is easy to admire but dangerous to copy.