From Niederhoffer's wiki entry: "Niederhoffer Investments returned 35% a year from inception through 1996, when MAR ranked it the No. 1 hedge fund manager in the world. In 1997, Victor published a New York Times bestselling book, The Education of a Speculator. In statistical terms, I figure I have traded about 2 million contracts, with an average profit of $70 per contract (after slippage of perhaps $20). This average is approximately 700 standard deviations away from randomness." So, my question is why would anyone expect to make more than $70 per contract per trade (after slippage), if by doing so, with scale, you could be on par with the world's #1 hedge fund manager? Not that VN reached that level only by trading futures, but this is what he says he made in futures trading specifically. I'm working on something that shows a profit of over $100 per contract per trade, before slippage in both 6E and CL, with over 500 trades per year combined and I'm wondering to myself what is the point of trying to make the average trade profit larger when doing so only increases the probability that I am over-optimizing and, given what VN says, trying to make more than that is unnecessary, not to mention highly unlikely, in the long run?