Maybe because I am not a day trader and because I trade stocks I have a different perspective. I'm not clear why someone should care what the market offers on a daily basis. What they can take from that will depend in part on their time frame. Someone trading 5 minute bars may be missing opportunities that someone trading 1 minute bars may have, and they in turn are missing out out on opportunities the HFT's have. And that's just one market. There are thousands of instruments that can be traded. For all practical purposes the opportunities to profit in the markets might as well be infinite, as are the opportunities to lose. Let's say for example that I am day trading and I typically take 10% of what the market offers on my timeframe. Maybe if I make a change I could take 20% of what the market offers on my timeframe, but in doing so perhaps I am adding lower quality trades and increasing my risk. This strategy may be more profitable but have lower risk adjusted returns than the original. Depending on how you measure your results, taking more of what the market offers is not necessarily an improvement.