[drinkislande]

It really depends how you're using the random coin tossing. Are you going through a list of securities then tossing a coin and if it's heads you'll buy it, if it's tails, you'll sell? How will you allocate your capital? If it's heads you'll put commit 10% or your balance and if it's tails, 20%? Will you use coin tosses for your exit parameters as well?

While coin tossing in and of itself is random, the manner in which you use it is not. So at the end of the day, your 'completely random strategy' may not actually be all that random... Just something to think about.