I've been trying all night. A good starting place and good thought exercise is to start with a few of your favorite popular indicators and reverse the signals. You'll find you still do about the same. Take something like stochastics that is supposed to tell you when the market is "overbought" or "oversold" and you're supposed to buy or sell there. If you reverse them (for example, sell when the indicator says it's oversold), you'll find that you end up making money during big trends, and losing money otherwise, which is basically the opposite of what happens when you follow that indicator's normal signals. Neither is profitable, though. Try to design a consistently losing system.