매매 시스템은 어떻게 만들어야 하나요? 🤔

You shouldn't be taking “you don't need to understand your strategy” literally.
What you don't need to know is ***why the market*** behaves the way it does,
why momentum exists, why RSI works sometimes, why volatility clusters, or why breakouts explode.

But if you trade a breakout strategy, you **absolutely must know**:

* when it tends to work
* when it tends to fail
* what kind of drawdowns are normal
* what environments will destroy it
* how long it can underperform before it pays off

Otherwise you won’t adapt, you’ll panic, override it, or turn it off right before it works.

You don’t need to understand the market’s deepest “why”,
but you **do need to understand your systems behavior across regimes**.
Without that, profitability is just luck that eventually runs out.

You definitely need to understand why your strategy works. Otherwise how do you adapt to changes?

The only reason any strategy works is because of psychology, your own or the market participants. All indicators have strong psychological components, and self fulfilling prophecies, associated with them.

You don’t need to know why markets allow your edge. You need to know what conditions it works in. Different thing.

RSI mean reversion? You don’t need theory. You need to know it prints in ranges and dies in trends. When it stops working, your drawdowns tell you. Then you sit out or add a regime filter.

How people actually build systems: find a pattern, write rules a kid could follow, backtest until you trust it or kill it, trade small until live matches backtest, scale or move on.
Nobody fully “understands” their edge. Even quant funds debate why their stuff works. The key is knowing when it works.

If the market regime changes, you either create a new strategy for those times or you do nothing and wait for the regime to switch back.