For about 3 and a half years now I've been trying to trade futures with no real idea of what I'm doing. Something changed over the last few months, and I want to capture the next part of my adventure for posterity. I've never traded with a well defined edge, so my results have been fairly random. My trading is gross profitable but not net profitable. I want all of this to change. I coded up a simple system based on a specific price movement I first started noticing a few years ago. The system is so simple that I know I'm on the right track. There none of the "this indicator bounces off that level, this average is above that but below the other and the close is above here, then you buy." It aims to capture a real, repeatable, and understandable movement that takes place with some regularity in the US stock index products. There are a few nasty characteristics of the system in its current form that would keep me from funding it with my food stamps and relying on it to keep me fed, but it's a good starting point. Based on back testing results, I will be starting out undercapitalized, so I'll need some luck to get this thing bootstrapped on the first try. I can back it with other accounts if need be, so I'm just going to go for it and see what happens. The system is a day trading trend follower that trades no more than once per day and in practice no more than a couple of times a week. It takes so many marginal trades that I need really wide stops to keep it profitable. When I'm just starting out and trading it aggressively, it won't be surprising to see it lose 10 or 15% of the account on a single trade. So be it. That's it for the intro. I plan to go live with it Monday, September 10th. I will be trading a single YM contract and will post results at the end of the day.