Haha, it doesn&#x27;t work that way, unfortunately. If you have <i>any</i> strategy that&#x27;s statistically different to zero, you have a winning strategy; if it&#x27;s loosing money, you can just trade the opposite strategy yourself!<p>The problem is, that most strategies are zero, on average. You win some, lose some with your trades, but what eats your capital is the trading costs. Then even trading the opposite trade would still diminish your capital.