why would anyone want to use a system where the historical make-or-break performance is totally dependant on a single day?
not me!
if a system is make-or-break based on one single day out of thousands than IMO it is not a robust system. turn the situation around and pretend the system is to be used for potential shorting: would you be comfortable going short knowing one fabulous day made up for all the bad days?
i wouldn't.
fundamentally i look at the markets as the very definition of a "sh-t happens" environment. outliers are what make and break careers on a routine basis. but if you want to exclude X amount of damage/damaging days then it only makes sense to also exclude X amount of really good days as well. i don't believe in outliers - the market just "is" - even more fervently i don't believe in only negative-effect outliers.
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