I would like to clarify that in proposing this I am fishing for a very specific kind of benefit. There already exist economic benefits for holding on to players. Merchandise revenues go up if you're not swapping players out regularly, and when you sell players you get almost full value for them.
However, what I'm hoping for is a visible bonus that has an effect, even a small one, on the outcome of league games.
I don't think day traders need to be further penalized; they already have to work through a lot of effort. I would just like a small bonus for continuity: and this is one that makes sense in real life.