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You're misunderstanding both natural selection and the 2nd law. That phenotypes can get more or less complex with equal probability has nothing whatever to do with the 2nd law. I believe you're conflating specific polymorphisms (which are invisible to the environment) with phenotypic variation (what natural selection actually selects for). Of course the probability that a specific mutation will occur "backward" is vanishingly low, but that's not what "evolution" is. Understanding evolution as ceaselessly progressing is not just incorrect but scientifically dangerous, as it implies that there's a directionality to the process. There isn't. There are stochastic changes that from time to time become beneficial to survival.