I'd have thought that in a typical case the feedback you're seeking is something like "is this trading strategy I'm using a good one?"

Yes, that's a fair example.

my impression is that usually it takes some time before the answer to that question becomes clear, if it ever does

Nope, people who can't figure out the answer to this question fairly quickly go out of business on about the same time scale :-)

How quickly actually depends on the trading strategy. One of the big advantages of high-frequency trading, for example, is that the trader will know there is something wrong with the strategy in a matter of hours. He may fine-tune it for months, but whether it works or not is clear very quickly. On the other end of the spectrum are long-term illiquid investments like private equity. In those cases it can, indeed, take years before you know whether your choices were good ones.

I would say that typically a few weeks to a couple of months of losses (or a few months of neither making nor losing money) is enough to subject a trading strategy to scrutiny.