Hi everyone. I have some sad thoughts about "strategy" as a concept.

To my mind, the main problem is the uniform distribution of all "patterns" and "properties" of the tickets.

You can choose any statistical characteristics or any patterns for your strategy, and finally it will left you with bunch of tickets. But your chance of winning will be proportional to the number of tickets, which have such statistical characteristics or which match your patterns.

In other words, probability depends on the size of your package. If you have 3% on "backtest" - you have ~3% of tickets in the package. If you got 50% on "backtest", then your package contains ~50% of all tickets.

I can't find a way to deal with this proportional dependency. Is it just math, and we can do nothing with it? Did anyone find a way to avoid this "proportions" and to get backtest results higher, than package size?