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Tuesday, 15 July 2014

T is for Texas Sharpshooter Effect

The Texas Sharpshooter Effect is a doozy, although it's less of a bias and more a sleight of hand trick. Impressed by that fantastic mutual fund history? Amazed by that stock tipping sheet performance? Dumbfounded by that guru's record of predicting market movements? Roll up, roll up and see the Texan Sharpshooter in action ...

Example

The eponymous sharpshooter takes a rifle and blazes away at the side of a barn. They then carefully paint a target around the bullet holes before inviting their friends around to gawp in astonishment at their new found gun-toting expertise. It's clever, but it's an illusion..

Mutual funds and hedge funds do this with something called instant history bias or backfill bias. They create a bunch of new funds which invest more or less randomly in stocks without making this public knowledge. After a few months or even years one of these funds will, by random, have done exceptionally well. All the failures get ditched and the single, sharpshooter, success gets marketed with all of the usual fanfare. And once you start looking for this it's everywhere: every tip sheet, every investing theory, every self-confessed expert.

Causes

We fall for this nearly every time for the same reason we suffer from confirmation bias - we find it very difficult to think of counterexamples when we're presented with positive evidence of some behavior or another. It's one of our brains' short-cuts, we look for good-enough solutions and we don't conduct an exhaustive search of all the possibilities.

Mitigation

This is so common that it should be our default assumption when anyone presents us with some apparently incontrovertible evidence of ... well ... anything to do with investing or markets or anything at all. Life is rarely so simplistic I'm afraid.

Part of our investing checklist should be to demand that anyone offering such solutions identify the shortcomings. If they can't or won't then they're peddling snake-oil. There are no free lunches, although there are often gravy-trains for those who know how to hitch a ride.

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