Why is this so difficult

[Steve Gibbons <sg27@xxxxxxxxxxxxxx>]

Just to see if it could be done I tried to write a mechanical system that 
would make 1 or 2 points in the ES everyday. I almost had it but choppy 
days caused some loosing days.

I was wanting to find out if a mechanical system could be consistently 
profitable, trading off some big winners for consistent profits. By 
consistent I mean making a profit at least every week if not every day. It 
seems that there are so many things that a person can observe, but somewhat 
hard to quantify in terms of writing a system.

Has anyone done this or come close?

Thanks

Steve