Those of us who do well enough to at least stay in the game have our treasured secrets. They are simple secrets, to be sure, which is part of their robustness. They are also often absurd, which is part of their secret. Now every now and again some neofight trader here will randomly chance upon one of our treasured absurd and absurdly robust secrets and ask "Does this really work?" I have observed over the years that these brilliantly naive questions usually are met with stony silence. My fear is that this makes the noob think he is right, otherwise everyone would heap the customary ET scorn upon him. So I reply as fast as I can upon seeing such a post something like: "When you see this happen it is so striking you think it must be true. But let me assure you that it is a random occurrence and happens so rarely that it is not tradeable. I have proved this to my satisfaction with exhaustive backtesting. But I encourage you to keep looking. The Holy Grail IS out there!"
