Some New Understandings of Adding Positions with Floating Profit

The so-called adding positions with floating profit is based on the premise that having a floating profit means the market has proven the direction to be correct.

Is it really so?

Suppose this long position can indeed be profitable in the end.

Between the initial position and the added position, there are three scenarios: rising, falling, and oscillating; the market is still random.

Must we add positions only when there are floating profits, pulling the average price to a less cost-effective position?

Why not add positions during a decline or during oscillation?

How do you know that adding positions with floating profit is necessarily more advantageous than the other two methods of adding positions?

No one knows what the next direction of the market will be; in the end, it remains random.