Hi, This must have been discussed somewhere and if there is a recent thread please direct me. Or we can start again here. Don Bright said somewhere that he trades mostly equities. I have been focussing more on futures but have had slightly more success with equities (lost less) . I hold both for short times - average 3-5 minutes. The uptick rule on equities causes me to miss some short oportunities which is why I have gone more for futures. Tax is not an issue as I am not American. Really it comes down to which is one more likely to be consistently profitable at?