What kind of statistical significance would one need to think that he MIGHT have some sort of an edge'? I'm someone whose been trying to trade for about 4 years and has been consistently losing. Almost everyday. Can't buy a winning day. Sometimes i'll find what I think might be an 'edge' through lots of backtesting, but when live trading, it tends to break even at best. (on sim and real money) In fact, in all my time trying to do this, i've never had a 'spell' of LIVE trading (either SIM or real money) that's made me think ''Hmmmm....I wonder if i'm onto something here! This is my 2nd week of making money, adn i've made almost every day!''. Until very recently that is. I seem to make money most days at the moment. long and short. Although i'm super pessimistic (realistic?) by nature about this sort of thing so i'm not getting carried away. At all!! Could always just be luck, I guess If you are daytrading the futures, and maybe you typically take around 6 trades per day (stops of maybe 2 points and targets maybe slightly bigger, although all dependent on various technicals) what sort of results should give you confidence? How many trades/day trading would you need for a good sample size?