You should file taxes even if you show losses. Established credit, good payment history, good liquid assets can get you approved for good interest rate no down loans without any income documentation.
Does everyone out there investing, have full time jobs working for someone else? If so, do you find it easier to get approval from banks and/or mortgage brokers to buy and sell properties? I am self employed but do not claim an income, has anyone out there been in this situation and not been approved for a loan, even a non imcome verifaction loan?