Been trading profitably for the last few months, after putting in more than 5 years. The main thing I have noticed is that its all about finding the edge, and the edge is found by applying sound reasoning and logic, in the same way as is done to solve a very interesting but a very tough puzzle. Testing has no part to play in it. Once you find the edge, or find your path through the puzzle, its almost always a proof in itself. Its only when you don't have a clear edge, that you start testing with loads and loads of data, and I guess not much comes out of it..!!