becuase ROE only means something if you can do it over and over again on a larger and larger scale. So if you can only scalp with a set amount and the rest is sitting in Tbills, then the true roe is what the whole wad is making combined, so your point is well taken. the scalping part comes to 1% a day minimum and 6% is not unusual, and 10% is very good for me. And a day often means 8:30 start 10:30 end. Any where from 4 to 24 r/ts per contract per day. Average time in mkt per trade about 1 minute. That's the good part The bad part, tbill rates are not too high, so you spend a lot of time thinking up crazy systems.