Hi, I was wondering if someone could please check out the stats for the following strategy. Tests are on the last 1 month of 1 min data on 600 shares allowing for transaction costs of $24 roundtrip. No slippage is taken account of. Could someone please comment on how much slippage I could potentially get on lot of 600 shares? First is the SPX500 index. The NDX is enclosed in the next email. Regards, Splat