Have exactly the same experience as you. Had a period in my college days where I had a neural network running that could successfully trade on patterns of peri

Have exactly the same experience as you. Had a period in my college days where I had a neural network running that could successfully trade on patterns of periodicity of non-chaotic windows of the asset. But as soon as the system would go back to being chaotic, and there was no way to identify WHEN the system was chaotic and when it wasn't, the trades would go to shit and I would lose all gains. I was up about 400-450% at an end of a successful cycle, which was 2-4 months, and then it could be a year of decline with gains being eaten up by the option issuers. Now I only do long-term funds/stocks and have: a) much less anxiety about losses b) more money.