The "Ahah" moment , is when the trader realizes he dont have control on the short term , and must accept the randomness of the results. At this moment he starts having discipline and patience to wait for the strongest setups . But most give up before this.
I notice that each cycle starts simply with 'Create New System' followed by crossing one's fingers until the pain gets too great.
Aspiring system builders may consider this process instead:
1. Study basic literature on financial markets and speculation.
2. Study the people who excel in the field (authors like Schwager and Lefevre come to mind).
3. From 1 & 2, develop a core philosophy that informs your approach towards trading.
4. Develop models to test your assumptions and the validity of your approach.
5a. Optimize entry/exit to ensure that your system captures the nature of markets.
5b. Optimize risk exposure and trade size to ensure that your system respects the nature of your stomach.
6. Put the pieces together, figure it all out before you start.