Like I said before, if you go long QQQ's, NQ's, COMPX futs, SMH, BBH today and sell them all next week for gains, I wouldn't really count them as 5 "consecutive" winning trades. You may have caught some nice moves in a bunch of small-caps, but I'm sure many of the holding periods overlap. Compare your 15% gains/trade to how much these little names have rocketed up this past year, and it all doesn't come out as impressive as you think.
Read Fooled By Randomness by Taleb, I think you might get something out of it.
Read Fooled By Randomness by Taleb, I think you might get something out of it.