As far as succesfully trading futures for a living, I agree it is difficult and frustrating. Especially when scalping for 5 ticks here and there. But if you learn to trade them well you can trade anything and also use reversals in the indexs to make trades on other instruments to cushion the loss if doesnt work out. All instruments have their own personality, and will take time to learn. Most people blow out or give up on daytrading futures before they make it. If you have a statistical edge and stick to your plan you can be profitable trading them, but that is easier said then done for most, including myself. To comment on no futures traders posting P/L on ET... lets be honest, ET isnt the source for the greatest traders in the world. Most people start out in equites and migrate to other instruments later on. So it seems fit that there would be a higher% of traders posting stocktrading P/L on ET.
I think it would work in a general sense but you cannot rely on the dow data in the first few minutes of the trading day because usually the YM is at a certain level and then the dow "catches up to the YM" in the first few minutes, so during this period of time they are out of sync and so should be excluded from your system...what do u think ?