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Assume someone says, "When individual investors enter the market, I know it's time to get out." The speaker is making a serious statement -- yet he is an "individual investor" himself.

What do you call this type of statement? It sounds like hypocrisy or irony, but neither term is on target.

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    Self-ownage is in vogue among the youth, I believe. – Uticensis Mar 10 '11 at 22:47
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Perhaps the term you are looking for is contradictory statement. Note that Cerberus makes a useful comment below.

You might also consider paradoxical statement.

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    Or more specifically self-contradictory, because there is not only contradiction but also implicit self-reference. – Cerberus Mar 10 '11 at 20:37
  • To fix the statement: "When other individual investors enter the market..." The error is much like saying you are taller than everyone in the room. – MrHen Mar 17 '11 at 18:17
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Another possibility, if you don't like the connotations of "contradictory", would be to call it a self-negating statement, along the lines of Groucho Marx's "I refuse to join any club that's willing to accept me as a member."

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Does the speaker consider himself an individual that is an agent for a company, not an individual-invertor. That is not a individual that is investing, but an individual that invests (over peoples money).

Therefore: Ambiguous, thought provoking ...

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Although I think paradoxical (given above) is the best answer, perhaps recursive or self-referential would also apply.

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