I found a nice system based on the Russel Index RUT. Based on a 2 point grid a nice profit would have been made the last 10 days. Please see attached graphics for details. I compared the INDU, SPX, NDX and RUT. But RUT is clearly the best INDEX for profit. To execute the strategy an instrument like the ER2 future or IWM options are necessary. Who has made experiences on RUT strategies to share with all?