**Why I do not win inspite of winning?**
It is easy to find a system with +ve expectancy. When I started out with the ORB in 2008, I had determined that the system had a win % of 25%, and reward:risk ratio of 4:1 (inclusive of costs). So, a positive expectancy.

Now, the numbers may be right or wrong - but let's check if the system will work.

If I have Rs. 1,00,000 and I risk Rs. 1000 (1%) per trade. Win % in 25%, so i hope to win 1 out of every 4 trades.

So, after 20 trades (about 1 month):

I win 5 trade = + Rs. 20000 (+4000 per trade)

I lose 15 trades = - Rs. 15000 (-1000 per trade)

Net = + Rs. 5000 or 5% per month

If I risk Rs.2000 per trade, I will net 10% per month

If I risk Rs.5000 per trade, I will net 25% per month

If I risk Rs.10000 per trade, I will net 50% per month

If I risk Rs.25000 per trade, I will net 125% per month

etc, etc...

And if I risk 100% per trade, then?

This is the way I always trade, and this is why I always need to stop after sometime. This probably the most important thing that I need to take care of.

So what is the problem with this logic? What is missing? What is the optimum risk for this system? If i take the optimum risk, will it be worth trading this system at all?

Hint:

http://www.sbrforum.com/betting-tools/streak-calculator/