Start with no capital, trade futures on five minute charts, make dozens of trades per day, constantly ring the register and rack up 1-2% returns per day, or "take out" $1000 to $2000 per day. No losing days and no overnight positions. That is the fantasy, and this is how it's described: trading in the zone, being in tune with the market, the outside world disappears, you and the market as one. When the fantasy doesn't quite work out as planned, the mantra is always the same: more screen time, more hard work, I'm this close, etc etc. If I just change this one thing, the outcome will be different next time. So this got me wondering. What is it that appeals to so many people about this particular fantasy? Which part is the most appealing? The low risk? The challenge? The screen time? Constant win rate? The near misses? Think about the market as like a slot machine. The slot player constantly loses, in fact it's guaranteed. But the slot player always comes back for more; they love the reinforcement of constantly winning, even very small wins. As long as they can continue to ring the register over and over, they keep coming back for more. They get in the zone. The outside world disappears. The gambler and the slot machine unite as one. Sure they're losing, but every loss is a near miss. Cherry cherry banana. Can't stop now.