Im not looking to start slow but I thank you for your input. I have pledges of substantial capital from a few major institutions that know of my trading so its just a matter of getting what they have pledged more so than just getting started.
Don Bright has offered to back a system if you can prove its good, maybe give him a call... http://www.elitetrader.com/vb/showthread.php?s=&postid=464533#post464533
If I had such a system, I would just trade my own fund, not to bother with OTM. Also, the law of deminishing returns with the increase of pool size will surely kick in...