马丁策略假设前提是均值回归，但在外汇期货市场上有尾部效应，就是所谓的极端行情。90%几情况下，马丁策略都会盈利，胜率很高。但一遇到极端行情，马丁策略就会死去。
有些跟单者是知道后果的，为什么还要跟这种策略呢。怕输心里，每次都想赢。它就像毒品，会上瘾，胜率太高，每次平仓结算都是盈利，但最后一局，注定就是爆仓。
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