In general, we treat feelings as though they are objective realities, and then try to choose the ones we want. As long as we continue to believe there are objective joy and misery buckets out there to choose from, we'll continue to chase our own imagination.
Once we've given a feeling a name, it's already a subjective conclusion. I don't mean that the label causes a feeling to be bad, I mean that the label reflects our subjective judgment of a bodily sensation that is neither good nor bad. This subjective conclusion isn't some kind of actual reality ,it is the result of your thinking process. It's imagination.
So given that, one might imagine that simply choosing the correct thoughts should lead to the preferred feeling, and this does in fact work to an extent, which is what the whole positive thinking movement is about. That process fails in the long term for the same reason that it succeeds in the short term; the thoughts, and therefore feelings, are imagination and have no foundation in reality.
Since thoughts have no foundation in truth, they require a reference in order to make them seem true, and this reference is also imagination. Nobody knows what 'good' means without defining what 'bad' means. It's a mutually defined meta-reality and this is what we mean when we talk about duality or relative experience.
What we call joy is experienced when all the conditions align with our personal definition of joy. Until then, there's no such thing as joy. We can also talk about that joy as the absence of the opposing conditions that we call sorrow. In this way, joy and sorrow are inextricably linked. Not only is feeling not objectively good/bad, it's not even objectively a particular feeling. All feelings are subjective.
Still, one might imagine that they can potentially organize the conditions such that they always align with our personal preferences and experience joy for a long time, but feeling is not a static condition but rather an experienced movement. This is actually why everything is impermanent, because this movement is change, and so there is no static state that pleases.
One might then imagine that he can simply move continually between all these 'good' states, thereby experiencing all good and no bad while maintaining the movement. A bold plan, but as one hops from one happy rock to another in the bliss pond, one begins to lose the actual experience of what 'good' means because one is no longer experiencing the 'bad' reference that defines those good states.
As the enthusiasm for happy rock hoping slows, and it happens rather quickly, the pendulum begins to swing in the opposite direction because the movement of experiencing must continue. Put another way, those happy rocks don't feel so happy anymore, and this IS the movement toward unhappiness. This movement toward unhappiness is literally defined by the now well defined and viscerally experienced movement toward happy.
So all strategies ultimately fail, and this failure is called freedom. It's called Peace. It makes no sense whatsoever, and this is what what is meant by 'The Peace that passes all understanding'. This Peace is not defined by conditions as dualistic feelings are, and it is ultimately accomplished by failing to accomplish anything.
Though it may not seem like it, experience is wide open and infinitely malleable, literally defined through imagination and the belief in that imagination. Altering your conscious thoughts is a relatively simple matter. Not believing what you clearly DO believe is quite a bit more complicated.
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