When I enter a trade, I know the price at which I set my stop and the price at which I can first move that stop. I was thinking that in order to never take the maximum loss on a trade, I would run the numbers to see if entering at the price at which I could first move my stop, rather than the price dictated by the strategy logic, would end up with better results. But, in fact, just the opposite occurred and the numbers, even with the trades which took the maximum loss removed, since I would have never entered them, were worse. So, I started to wonder if the implication of this is that my entry prices are, in fact, not random, but tuned into something that is essential to the markets themselves. Since my entire strategy is basically premised on that hypothesis, it would be nice if there were some way to "prove" it and this seems to do so.