You're ignoring my very specific point. I can replicate your results exactly by simply buying at A, selling at B, buying again at C, and selling at D. There is absolutely no benefit to your method, no way that I don't end up at exactly the same point as you responding at the exact same time to the exact same triggers that you do. Except I don't lose money on the slippage and spreads from the unnecessary extra transactions. There's no point to get across when what is proposed is pointless! Mit der Dummheit kämpfen Götter selbst vergebens.
Dude, these are the people that will inherit the earth, be nice to them. On a serious note, I could think of several edge cases when you want to have a box or an equivalent across two accounts. The two classic examples are voluntary corporate actions such as tenders(i.e. you are thinking that you can make an optimal decision but statistically expect some participants not to) and tax arbitrage between account types or jurisdictions (e.g. you are long something in your IRA and short a similar exposure in a taxable account).
Gotta be careful, Revenue Ruling 2008-5 can bite you in the ass with that last one. Anyway, I thought it was the meek that inherit the earth. Then the assertive will just take it back again? Wrong book isn't it?
Ideologues tend to overlook possibilities outside their defined polemics. Someone could take a swing long on a Monday and their trade plan trails below the prior LOD. They get stopped out after the third day for a gain. In another account, they are day trading the same market. Within those three days there are a number of signals both long and short resulting in day trading profits. Each trade is an independent event. In your example of buying at B and selling at C and buying at D makes the assumption that the entries fit the parameters of plan entries and not having the benefit of the rear view mirror...may or not work.
Those damn math ideologues, insisting that addition work the same way every time! Operating with the polemic against those who insist that somehow 1-1 does not equal 0 but can provide no concrete example of when that would be true. (that word polemic doesn't mean exactly what you think it means, btw). No rear view mirror here. Two people reacting in exactly the same way to exactly the same signals will end up in exactly the same place whether they hold identical offsetting positions or simply go long and short, regardless of if they're conducting "independent trades", which again sounds like a poor way of covering for the inability to walk and chew gum at the same time if it's anything. As I demonstrated amply in this thread with actual examples which quite tellingly you've remained silent on. Again, its put up or shut up time for an actual example with actual entries and exits.
Here is a simpler scenario...my last shot at reaching you. The swing is entered and the PA is a grinder but results in higher highs and lows until the stop out after 3 days. The intraday trades are cleaner and entries safer on the Counter Trend action resulting in three days of nothing but shorts. At the end of three days, day trades result in 12 gainers to 8 losers for net gains on exclusively shorts. How do taking the shorts negate or neutralize the swing long? They don't, they have nothing to do with the swing long...they are independent trades.