I am having a hard time understanding something and I was hoping someone could help me out a little. I trade a strategy on the Russell 2000 mini. (ER2). I have been trading it real time for almost a year. The strategy adds contracts as equity grows. I am sure many of you have done this with the Russell, but I have to be realistic about how many contracts can be traded without unrealistic slippage. My strategy only takes one trade a day. It is not in and out of the market. Here is my question. How can I determine how many contracts the Russell can trade at today's volume levels without a ton of slippage at the market. I know this is not an exact science, but I really not sure how to guage this. Guess I was hoping some of you heavy hitters who are actually trading very large size could PM me or something. I have capped my strategy at 100 contacts traded and I am not sure if that is realistic. Any help is greatly appreciated.