I don't understand why this is not believable. If someone has a conscious and believes in fairness, why shouldn't they feel bad about exploiting a market to profit without creating value? That's being a bit of a leech, which some people are fine with, and others are not.
The OP said he would have felt fine had his returns been limited to 10%. I hope you realize your characterization of returns ("profit without creating value") can be applied whether his program yielded 10% returns or 400%. The moral dilemma for someone who has a conscious that you describe would be choosing to invest in the first place (is investing on the stock market creating value?) or choosing an investment strategy (is this certain strategy creating value?).
Next time you want to covertly brag in a thread about regret, at least make the moral dilemma believable.