based on my TASC article: http://technical.traders.com/archive/archivelogin.asp?file=\V37\C07\879CALH.pdf&src=SC I think there's a lot of potential in this strategy, once refined. I'd really appreciate your advice on how to optimize it for daytrading: ETF pairs like TNA/TZA UCO/SCO are inversely related. Mirror images. If I buy both TNA & TZA at the same time in the morning and sell both at the same time later in the day, profit from whichever moved up will offset losses from the one that moved down. So we're at guaranteed breakeven. How would you scale or use trailing stops to daytrade to turn a profit? Lessons learned: I've tried using buy stop orders .50 cents above opening price to try and just enter whichever trends up, but many times they whipsaw, so that doesn't work on choppy days Same issue with trailing stops, unless it's a strong trending day Need to solve for all types of days, eg V-shaped midday reversals, eod squeeze, choppy rangebound etc. What I like about the strategy is we're starting at breakeven, to minimize risk. Now how to manage stops and scaling to get it generating profits most of the time?