The market cannot give what the market does not have. Let us call such things, "the impossible things in trading". It would then be absurd for a trader to seek the impossible, yet I believe the average trader seeks such impossible things. A possible example of impossible things, which may be shocking: one cannot achieve more than (1.8*trading rage) of one's trading time frame (in the sense of mean/expected value). There is another implication of knowing the impossible such as what I stated above, which I would come back to later (if this thread develops well). Let us hear from the expert readers now. What do you think/know are some impossible things in the market and in trading? Also state whether or not the average trader is aware of the impossible things you mention. PS: The OP reserves to the rights to terms he coins such as "The impossible things in trading".