Detecting Market Trends by Ignoring It, Some Days

The last k days of trading together tell the financial market trends. It may be incon- ceivable if we are told to ignore the 3rd, 6th, and 8th day, a priori. We introduce a novel approach to show exactly that — it pays to ignore some fixed days among the recent k days, fixed a priori, in order to minimize risk and maximize profit simultaneously. The theory developed here has direct implications to our common senses on how we should look at the financial market trends.