what about a strategy that has a reward/risk ratio of around 0.3 but it only misses one in 20 times; such as rebate trading or arbitraging... the posible loss is much greater than the expected reward per trade, but you expect to get a bunch of small winners to compensate for any small lossers... ??? There´s a reason why they call it picking up pennies and dimes in front of the steam roller...