Curious what your criteria is for crappy trading days. The following has worked well for me: 1. Stay out 11:30-2:00pm ET 2. 15min volume must> its 200MA 3. Swing volatility: Use the following variables: A=(Max high 15 bars) -(min low 15bars) on 1min time frame B=60MA of A C=500MA of A Trade only when A>B>C This will definitely miss some moves but will keep out of the crazy bipolar stop-n-start days. Always some tradeoff. Note this would have reaped profits on a good day like 1/8, whereas a fairly crappy day like last Fri 1/11 would have been omitted. It also indicates when a crappy day turns into a good day. Your ideas?