That could well be an interesting trading system.

    Anyone tried it BTW?

    I haven't, but I did

    Posted by user32 on 30th of Aug 2010 at 12:44 am

    I haven't, but I did do a 1 or 2 year long only intraday silver strategy, and it was so unbelievably and consistently bad that I wrote a note to myself that I need to test the opposite to see if anything might come of it. (And it's not all due to commissions - just bad trade after bad trade). This could be related to the phenomenon you're talking about.

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