I can't for the life of my figure out what you're trying to say here. Firstly, I agree, a 10 lot isn't a big deal at all, and that's why this will work. It's a small number of contracts intended to attract no attention and have no effect on the market. You say the 'big bad consortiums' are looking out for a 10 lot order. Why? So that they can buy my sell or sell to my buy and turn the market around on me? Like you said, a 10 lot order is nothing, doesn't make much sense that they would be on the look out for it to slam me. Now, what I think you might be suggesting is that a 10 lot order is a somewhat obvious order from someone trying to grab a few ticks scalping the market and may not get filled by the players who provide the liquidity. Not the first person to suggest that, if that's what you're suggesting. However, I've been all over talking with people about this and this thread is the only place I've been told they won't fill my orders. I mean, for someone to buy, there has to be someone to sell. Lets say I want to buy some contracts. For that to happen, someone else has to think its a good price to sell at. For my orders not to be filled someone (the seller) will have to think its ok to sell to other but not to me, which undermines their decision to sell because from their prespective as someone desiring to sell, a sale is good at the price irregardless of the buyer. Therefore, my measily little 10 lot should not attract attention, should not deter sellers (or buyers) just because it's a 10 lot. People trade based on their own objectives not the preceived objectives of the trades counterpart. oh, and FYI, I started trading this strategy this week... I made 1800 yesterday, up 3300 on the week...