As the title reads, oh yes, it's true, but they still lose.

They are busy chasing a better strategy that can only exist in their imaginations, thereby losing focus, and then style drifting.
They miss most important thing, a best strategy is best only if it brings profit for a trader.
I meant, a best trading strategy is sort of very personalized trading strategy that works well for a specific trader. Other traders can use other trading strategies that work fine and bring profit to their trading portfolios, but their best trading strategies can be most terrible strategies for you as you can not use theirs well like they did.
Traders must learn, practice and try many trading strategies before they can find their own best trading strategies. Remember that how risky trading is, many traders lost most of trading capital or got bankruptcies even before they can find best strategies.
Let's say, if you feel risky, don't trade and do an easier thing, investment and holding.