Looking back over my testing results, I noticed that the trades following a 3-trade win streak had a much lower tendency to be winning trades than the trades which didn't meet that condition. I tested this tendency statistically and it does not appear to be due to chance. When I eliminate those trades, my returns go down a bit but the more dramatic result is that my max DD declines by a much greater percentage than my returns decline. Since probabilities do dictate that unless your winning percentage is 100%, you are going to have losing trades (yes, I realize that's a tautology, I'm just setting up context), perhaps there is some statistical property of specific winning percentages 1-99% which dictate the most likely end for a win streak, e.g. with a winning percentage of 55%, your most likely win streak is 2 and therefore when you have a 2-trade win streak, skip the next trade.