It is Saturday, a day in which my mind still ponders the machinations of the previous week, while my body is far away. Every so often and especially after bad weeks, against the advice of all good trading books, I wonder about the "conspiracy theory". It is neither new nor original, and every intelligent trader on this board is familiar with it. I think of how easy it would be for the big boys (BB's) to have real-time access to most of the big daytrading firm's accounts (either covertly or cooperatively). A computer model built by their top quants, which is updated with current trade information and has inbuilt likely trader entry and exit points, would present several short term price scenarios resulting in optimal gains. The BB's would then execute these jiggles by crossing shares to each other, their only expense, ignoring normal day-to-day trading risk, being the miniscule SEC/NASD fees per share. They know our trading rules, they know our trades - all the fine minds out there please tell me that I'm not wasting my time in this gruelling endeavour known as daytrading.