Longtime lurker starting up a journal. Mainly trade in the futures markets, sometimes in futs/etf's combinations. I trade in index futs and volatility futs - as a hedge mainly. Not really going to divulge much in regards to strategy, really it's to post p/l and hopefully make a run with a small account. I don't want to post in the main trader p/l thread because most of the time I'll be carrying unrealized positions.
In general terms, I'm currently short the market/long volatility and underwater on a small $15k account. In some ways I can still gain in a positive market, but that would depend on minor intricacies of the index's and the vola futures term structure. We'll see. I'll post an unrealized p/l pic tomorrow.