Predicting the future of non-linear events such as the financial markets is not only unrealistic, it's unnecessary. Let's assume for a moment, hypothetically, that the markets are completely random. There would still be random sequences of long down and up movements within such a large data set. So, in theory, if one where to devise a system that cuts losses and lets winners run, one could profitably trade a totally random market. So if your goal in trading is to make money, then why predict? Consider that it may be those predictors among us who, through the exploitation of their cognitive biases, allow for trading with a positive expectation. In order to make money as a trader over an extended period you need, at least, a positive expectation or you must be extraordinarily lucky, or some combination. If you think you can predict future prices, please explain why? If not, then where does your edge come from?