Sounds like a winner to me. I am curious about your system, or systems prof traders use, which you seem to have. Please feel free to ignore my questions if you don't feel confortable answering them. Is this a system you bought somewhere or you put together yourself ? Do you have to change parameters in the system on any basis, i.e. month to month or year to year, based on changes in volatility, interest rates etc ? I have heard systems that work one year might not work the next. From your comments it seems yours would work under any market condition. Is this correct ? If a system has proven successful over a long period of time why would there be limitations as to position size ? Thanks and excuse my curiosity. Cheers.