Most traders are familiar with the concept of trend following. If you're looking for a system in the SP or emini market, here's something to start with. NOTE: This is based on the character of the sp market. It has no EDGE, so it could fall apart at anytime. Overall rules: 1). Risk 2% of portfolio per-trade. 2). Only initiate trades when the 14 period ADX is less than 25. 3). Use 30 min. bars. Entry Rules: 1). Buy at the highest high for the past 15 bars. 2). Sell at the lowest low for the past 15 bars. Exit Rules: 1). Exit long trades at the lowest low for the past 5 bars. 2). Exit short trades at the highest high for the past 5 bars. It's made money every year since 1990 and has had a max. peak-valley drawdown of 19% in 1996. So far this year it's up about 70k on a single contract basis. Here's the 11 year results from 1990 - 2000 using continuous intraday data. The starting portfolio size was 150k and risk per-trade was limited to 2%. I don't have 2001 and 2002 folded into the continuous contracts, so I had to test them separately. Both years were profitable.