| Course | MT483 Investments |
|---|---|
| Unit | Unit 9 |
| Paper type | Trade journal |
| Length | About 1,060 words, 6 pages double-spaced |
| Format | APA 7 student paper |
| School | Purdue University Global |
| Program | BS in Business Administration |
| Updated | October 2026 |
Free sample paper for MT483 Unit 9
Reasons Written Before the Order: An MT483 Unit 9 Trade Journal of Eight Simulated Trades
[Student Name]
Purdue University Global
MT483: Investments
Unit 9 Trade Journal
[Instructor Name]
[Date]
The simulated trades, companies, prices and benchmark returns are composite; the studies cited are real.
How the Journal Works
Every entry uses one template. Before the order, the journal records the date, the instrument, the position size, the thesis, the planned exit and the evidence that would prove the thesis wrong, and the simulation platform time-stamps the entry. After the exit, it records the result, the return of an S&P 500 index fund over exactly the same dates on the same dollar amount, and a review. The review places each trade in one of four boxes: reasoning sound and trade profitable, reasoning sound and trade unprofitable, reasoning flawed and trade profitable, or reasoning flawed and trade unprofitable. The simulation ran for ten weeks with a $50,000 practice balance. The benchmark is fixed in advance because a gain made while the whole market rises shows little about the trade itself (Bodie et al., 2024).
The Eight Entries
Trade 1, week 1, $6,000 in a semiconductor equipment maker. Thesis: a large chip plant announcement would bring orders within the quarter. Disproving evidence: no order guidance at the next earnings call. Result: a gain of $678 against $96 for the benchmark. Review: the stock rose because the whole sector rallied on an interest rate cut, and the earnings call gave no order guidance at all, so the thesis was disproved even though the trade made money. Box: flawed and profitable.
Trade 2, week 2, $7,000 in a trucking company. Thesis: freight volumes had bottomed, and the company's cost cuts would show in margins. Disproving evidence: a third straight monthly fall in freight tonnage. Result: a loss of $637 against a $42 gain for the benchmark. Review: tonnage rose as expected, but a rival's bankruptcy filing triggered an industry-wide sell-off that the thesis did not address. Box: sound and unprofitable.
Trade 3, week 3, $4,000 in a regional bank. Thesis: deposit outflows had stopped, and the share price still reflected last spring's fears. Disproving evidence: a deposit decline in the quarterly filing. Result: a gain of $212 against $88. Review: deposits were stable, and the price recovered for the stated reason. Box: sound and profitable.
Trade 4, week 4, $9,000 in a household products maker. Thesis: price increases were sticking without volume losses. Disproving evidence: volume down more than 3 percent. Result: a gain of $405 against $171. Review: volume held, and margins improved as predicted. Box: sound and profitable.
A profit proves the trade made money; only the pre-trade entry can show whether the reasoning earned it.
Trade 5, week 5, $5,000 in a streaming company. Thesis: subscriber growth would accelerate after a price cut. Disproving evidence: slower subscriber growth. Result: a loss of $186 against a $65 gain. Review: the thesis ignored that the price cut would lower revenue per subscriber, which the market weighed more heavily than the growth. Box: flawed and unprofitable.
Trade 6, week 6, $8,000 in an airline. Thesis: fuel prices would keep falling. Disproving evidence: oil up 10 percent. Result: a gain of $144 against $232. Review: oil rose 6 percent and the stock rose anyway with the market, trailing the benchmark; the gain owed nothing to the thesis. Box: flawed and profitable.
Trade 7, week 7, $5,500 in a medical device company. Thesis: a product recall had been priced as worse than its likely cost. Disproving evidence: an expansion of the recall. Result: a gain of $391 against a $28 loss for the benchmark. Review: the recall stayed contained, and the price recovered. Box: sound and profitable.
Trade 8, week 8, $6,500 in a restaurant chain. Thesis: new menu items would lift same-store sales. Disproving evidence: flat same-store sales. Result: a loss of $48 against a $38 gain. Review: the thesis rested on one positive review rather than any sales data. Box: flawed and unprofitable.
Counting the Boxes
Three trades were sound and profitable (3, 4 and 7), one was sound and unprofitable (2), two were flawed and profitable (1 and 6), and two were flawed and unprofitable (5 and 8). Summed, the eight trades earned $959, while the benchmark would have earned $704 on the same amounts over the same dates. Within that $255 margin, the three sound and profitable trades beat the benchmark by $777 between them and Trade 1 by $582, while the other four trailed it by $1,104.
The flawed and profitable trades are the most dangerous box. Trade 1 produced the journal's largest gain from a thesis that was plainly wrong, and without the pre-trade entry I would have remembered it as my best call. Rewarded habits repeat, and a habit of buying on announcements without checking whether they lead to orders will fail when the sector does not happen to rally.
Position Sizing
Sizes ranged from $4,000 to $9,000 with no stated rule. Reviewing them shows that size followed confidence, and confidence did not follow evidence: the largest positions, $9,000 and $8,000, went to one sound thesis and one flawed one, while the smallest, $4,000, went to the regional bank, one of the best-reasoned trades. In the brokerage records Barber and Odean (2000) studied, the most active fifth of households kept the least after costs, and Odean (1999) showed that shares people bought then lagged the shares they had just sold. Both results point to confidence outrunning information, which is what my sizing shows on a small scale.
What Eight Trades Can and Cannot Show
Eight trades over ten weeks cannot separate skill from luck. A $255 margin over the benchmark could easily reverse in the next ten weeks, and two of the five profitable trades owed nothing to their reasoning. What the journal can show is the quality of the process, and the changes I am making are to the process, not the picks. First, every thesis must name a specific, observable piece of evidence, as trades 2, 3, 4 and 7 did, rather than a hope. Second, position size will follow a written rule: a standard $5,000 position, raised only when the disproving evidence is checkable within the holding period. Third, the review will be completed for every trade before the next order is placed.
References
Barber, B. M., & Odean, T. (2000). Trading is hazardous to your wealth: The common stock investment performance of individual investors. The Journal of Finance, 55(2), 773-806. https://doi.org/10.1111/0022-1082.00226
Bodie, Z., Kane, A., & Marcus, A. J. (2024). Investments (13th ed.). McGraw Hill.
Odean, T. (1999). Do investors trade too much? The American Economic Review, 89(5), 1279-1298. https://doi.org/10.1257/aer.89.5.1279
MT483 Unit 9 instructions, in plain terms
Unit 9 in MT483 often has students keep a journal of simulated trades and review each one against the reasoning written beforehand. Fill in the pre-trade fields before placing the order: instrument, size, thesis, planned exit and the observable evidence that would prove the idea wrong. After the exit, record the result next to a benchmark's return over the same dates on the same amount. Review each trade on two questions, whether the reasoning held and whether it made money, and keep those separate. Summarize the pattern across trades, including how position sizes were chosen. Acknowledge how little a few weeks of trades can prove. End with changes to your process rather than a list of stocks you now favor. Cite research on individual trading where it explains what you found.
How the MT 483 Unit 9 example is put together
A short section explains the template, the time-stamped entries and the reason the benchmark is fixed before each trade. The eight entries follow in order, each with its dollar size, thesis, disproving evidence, result, benchmark and box, and a highlighted line separates making money from reasoning well. Trade 1's $678 gain is classed as flawed because the chip orders never appeared, and Trade 2's $637 loss as sound because tonnage recovered before a rival's bankruptcy hit the sector. The counting section tallies three, one, two and two trades in the boxes and breaks the $255 margin into its parts. Position sizing is reviewed against Barber and Odean's household data and Odean's 1999 trading study. Three process rules close the journal.
Reading the MT483 Unit 9 grading rubric
Most credit depends on entries written before the outcome was known, because reasons that match every result too neatly suggest hindsight. Each trade needs a benchmark for the identical holding period; without one, a gain during a rising market proves nothing, and instructors notice the omission. Reviews that grade by profit alone miss the unit's central distinction, so marks go to separating decision quality from outcome. A thesis without disproving evidence cannot be tested and tends to lose points. Sizing deserves its own review. The summary is weighed for restraint: claiming skill from a handful of trades costs credit, while naming specific process changes earns it. Outside research should be cited accurately in APA form, with authors, year and what the study found.
MT483 Unit 9 help from the desk
Journals written after the simulation ends are the weakest version, and they usually read that way. Another common gap is reporting returns without any comparison, or using a benchmark chosen after the fact. Students frequently praise every winner and blame every loser on bad luck, which skips the four way review the assignment expects. Position sizes that swing widely with no written reason suggest confidence rather than analysis setting risk. Some summaries end with a watch list of favorite stocks, which earns nothing. Before submitting, confirm that every entry has a disproving condition written before its order, that every result has a matching benchmark figure, and that at least one profitable trade has been honestly reviewed for flawed reasoning.
Get an MT483 Unit 9 example written to your instructions
Pre-trade reasoning has to come from the trader, so share the notes you logged during the Unit 9 simulation, alongside the rubric. A first custom MT483 sample then lays out the complete journal around them free of charge, benchmarks matched to each holding period and every review graded on two axes, in 24-48h. The paper above is an original model document written by our desk, not a submitted student paper and not an official Purdue University Global document.
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MT483 Unit 9 questions, answered
Does a losing simulation mean a weak journal?
No. A journal is judged on its entries, and a term of losses recorded honestly can show more judgment than a lucky run. Credit goes to reasoning written down before each order, results set against a fair comparison and a review that admits errors. Losses often supply the most useful process changes, which the summary should name specifically.
Which benchmark should each trade use?
One that matches what the trade was trying to beat, over the same dates. A broad index fund suits most stock trades; a sector fund suits a sector bet; a bond index suits a bond trade. State the benchmark in the pre-trade entry, so it cannot be chosen afterward to flatter the result.
How long should each journal entry be?
Short enough to complete before placing the order, usually a paragraph for the thesis and a line each for size, exit and disconfirming evidence. The review can run longer. Consistency matters more than length: the same fields in every entry make patterns visible across the term.
Where can I find a free MT483 Unit 9 sample paper?
This page carries the full MT483 Unit 9 journal of eight composite simulated trades, each reviewed against its pre-trade reasoning and an index fund over the same dates.
Why is the largest gain treated as a warning in the MT483 Unit 9 sample?
The stock rose with the whole sector after a rate cut while the predicted orders never came, so the profit rewarded reasoning that was wrong.