I scalped NQ futures for three years. Every losing streak, I did the same thing: blamed the strategy, found a new one, started over. Every switch felt like progress. It wasn't.

Here's the trap: a normal losing streak and a broken system look identical if you're going on gut feeling. You need a number.

The fix I eventually landed on has three phases, and skipping any of them is why most traders never get consistent:

Phase 1 — Backtest. Before you risk a dollar, know your strategy's edge across a real sample size. Most people quit backtesting after 20-30 trades. That's not enough to separate a bad stretch from a broken edge — you need enough trades that the variance stops dominating the average.

Phase 2 — Forward test. Paper or micro-size the strategy live. This is where execution reality (slippage, hesitation, fat-fingering) shows up — backtests can't catch it.

Phase 3 — Execute live. Only now do you size up. And if you're on a funded/prop account, sizing isn't just about your edge — it's about staying inside daily and max drawdown limits regardless of what your strategy "deserves."

If you've ever abandoned a strategy after one bad week only to repeat the exact cycle with the next one — you skipped a phase. That's the whole problem, and it's fixable.