Of course when a strategy starts working and when it stops working is randomly distributed in time. However, since even the higher moments of the distribution are stocastic, using a probabilistic model is hardly a path to trading success (more paramteres to get wrong.)
%% Sure could work out that way; but a good UPtrend /buy/ high works well., Works Very Well\surely ''not all the time'' unless you find an uptrend all the time\LOL. BUY high can work well in inverse ETfs\maybe not so much \because of all the spikes \ sharp rallies.................................................................................... So i buy inverse ETFs on pullbacks + a few/ buy high. ''EXCACT optimum'' as mr Soyunpe noted is not known , that would be a prediction.
Every bit of data mining that ive done - when you train the model with the past year of data - points to a reflexive rally off any dip. Shocker! I bet that will change if it hasnt already
my short answer... no it is not easy to beat the market. Many very skilled and experienced traders have tried. But that does not mean we do not try. I have had times when I beat the snot out of the market returns, but have failed to do so for an extended period.