It's been years since I've traded anything but the ES. Saying that, I've opened a small non-margin acct. to trade some ETF's to possibly augment my ES trades. I've read all 24 pages of this thread/forum (?) and it seems the general consensus is that these are not long term plays. Ok... except long term is very relative upon ones idea of what that is. Especially if a 45min trade seems excruciatingly long. Example: My strategy is to hold the position from anywhere from a week to 6 weeks. I don't mind disclosing the fact that I've got a tiny position in SDS. No matter what it does is irrelevant because the results will be minimal. It's more of a test of broker fills, software, toe in the water kinda thing. This is an anticipation of a complete breakdown in the market... if it does. My question being, what are some of the landmines I might be on the lookout for, if this was a trade with decent size? One I found very early is market orders. I got filled .15 cents outside of the market today when the spread was no more than .02 cents. I'm just not used to that. What say you guys?