Expected value (EV) is the average outcome of a trade if you took it thousands of times - each result weighted by its probability. The formula is simple: (win probability x average win) minus (loss probability x average loss). A trade is worth taking only if its EV is positive. This one idea reorganizes how you see every decision.

Why win rate alone lies

A strategy that wins 70% of the time sounds great - until you learn the losers are three times the size of the winners, making its EV negative. Meanwhile a strategy that wins only 40% of the time can be highly profitable if the winners dwarf the losers. Win rate is half the equation; the size of wins versus losses is the other half. Profit factor captures the same truth.

Thinking in probabilities

Amateurs judge a trade by its outcome - a winner was "good," a loser was "bad." Professionals judge by the decision: was it a positive-EV bet given what was knowable? A good decision can lose; a bad one can win. Over a large sample, only the EV of your decisions matters. Any single result is noise.

A losing trade can be a great decision. A winning trade can be a terrible one. EV is how you tell them apart.

Why it underpins systematic trading

A machine that scores setups, sizes by conviction, and manages exits mechanically is really just a positive-EV engine executed without emotion. It takes the good bets repeatedly and refuses to let a lucky win or an unlucky loss cloud the process. That is the whole game: find positive expected value, size it so ruin is impossible, and repeat without flinching.