i like this strategy, it scales contracts and has both long and short positions. this strategy is difficult to follow if you are scaling less than 100%, because you will miss some of the hedging short trades. this strategy is highly levered so just be prepared for large returns but also large drawdowns. my biggest complaint is scaling back the leverage/number of contracts during drawdowns. when strategy is long 12 equity contracts and gets a 40% drawdown, it should reduce the max number of contracts down to 7 or 8, not stay at 12. otherwise the system will blow up (like other similar systems from this trade leader) with relatively small moves. I would also really like to see this same strategy traded on the new e-mini MICRO contracts at CME group, that are 1/10th the size. That would let smaller accounts in the 25k range follow the strategy with 100% scaling and get the full benefit of the hedging trades Lastly C2 I believe should try and look at net leverage on futures contracts (for example this system sometimes is long YM contracts while simultaneously short ES contracts, so it is good to see gross leverage/margin requirement and net leverage) when reporting leverage over time for a strategy