Thanks. I do a lot of options, and spreads, so my max gain and max loss are limited and tend to be approximately equal. So the best days and worst days are about the same in magnitude. The strategy is to get out opportunistically from the winners, strategically from the losers, and make money as it grinds in your favor either through decay or price bias. My problem is sticking to the risk limitation when I know better... I find that writing this stuff down publicly helps, because it plants that seed in the back of my mind, "how stupid will you look if this one goes south?"