My client base can be diverse - scalpers, options spreaders, prop interest rate traders, etc. I have an obligation to NOT take clients down a path that gets them blown up - it's bad for business and future referrals. Now, every person is different in terms of their existing skill sets and risk tolerance and emotional temperament. I have found that the best strategy that delivers the highest rate of positive outcomes and a rate of about 98 % happy clients happens to be swing trading spreads - pairs, butterflies, condors; all highly correlated inter and intra market combinations. I think that your observation with respect to intraday spread slippage is spot on. In my personal opinion, the best "single leg" correlator strategy is "lead-lag" and that requires automation in my opinion as a stand-alone strategy. So, for your purposes, I would recommend that you swing trade spread combinations that you like and that you have confidence in and that in terms of risk you choose combinations and sizing that you can let work in the marketplace without undue anxiety. Start very small and modest in terms of risk parameters. If you are going to spread trade, you do not allow legs to "run wild" or scalp one leg against the other. You get into then out of the position as a combination - if I am legging manually I personally try to split the middle of the bid/ask in terms of multiple leg slippage, and that's the way I teach my clients to execute manually. IMHO, if you are going "single leg", just scalp and call yourself a scalper and be done with it - messing around with various legs will just lead to all kinds of massive execution slippage and angst. This is just my 2 cents, but you did ask.