Honestly it sounds like a lot of extra effort to move that much volume for such little reward. Your other strategy will probably suffer at least a little. My first advice would be to see if any other reputable firms would give you the rate you want without all this extra trouble...it can't hurt to ask. Then if you must do this volume strategy maybe you could use some sort of pairs strategy with QQQ and SPY. Use the standard deviations of the spread range and put on large positions on each side. You could rack up huge volume and be hedged against systematic risk at the same time. Being profitable would take some work...but this was the best idea I could think of.