I've noticed there seems to be some sort of a new fad going around these days. More and more, I'm hearing about these scalping systems that risk 2.5 points or so, to make 1. I think one of the reasons this new fad is so popular is due to the low value of the ES. The logic is, well, you're only risking $125.00. Think of it using a 10 lot on the ES ($1298.00 including commish) If you lose 3 trades in a row (which is very common) you're down $3894.00 right off the bat. And since you're only making $452.00 (including commish) on your winners, you're going to need to win on your next 8 trades just to get back to BE (actually you'll still be down $278.00) And, of course, the argument in favor is usually "It's proved itself in backtesting" or "I know a guy who does"