Some of the best traders I'm working with are not only reviewing their 2009 returns, but breaking those down by the strategy/setup/market traded. That way, they learn what has been working for them and what hasn't. From The Daily Trading Coach:
"In your trading business, diversification provides you with multiple profit centers. You can make money from intraday stock index trades and longer-term moves in the bond market, for example. If you divide your capital among different ideas and strategies, you smooth out your equity curve, much as the presence of many departments keeps traffic flowing to the department store. When any one or two strategies fail to produce good returns, others contribute to the bottom line.
But how do you know your trading business is truly diversified? Just because you are trading different setups or markets doesn't mean that you necessarily possess a diversified portfolio. The only way you can ensure true diversification is by tracking the correlations among the returns of your different strategies." (p. 244).
Interestingly, people see this more clearly with their retirement portfolios (and with professional portfolio managers) than they do with their trading. Even the daytrader can trade multiple patterns and track returns across setups. That tracking provides useful information about performance--and also provides us with important insights into recent market conditions.
Much of performance boils down to allocating resources toward strengths and away from weaknesses. You can't do that if you don't know where your strengths lie.