text_combined: eol wti historical trade simulation profitable trading strategy please ignor previous mail regarding issue contains typos greg john found reducing volume per trade increasing daily number trades keeping total volume per day constant profitable partially trending market lose less money following market closely example suppose market move 30 35 per trade volume 10 000 bbl half bid offer spread 1 simplicity take 5 trades short positions total mtm day 5 4 3 2 1 10 000 150 000 total trading volume 50 000 bbl short per trade volume 50 000 bbl take one trade total mtm 5 50 000 250 000 thus net difference two trading strategies 10 000 particular day therefore seems reducing per trade volume increasing number trades profitable market maker rerun scenario stinson sent dec 27 used per trade volume 30 000 bbl reduce number trade 10 000 increasing number trades factor 3 almost cases saw increased profitability see colume marked change dollar amount change millions please let stinson know thoughts regards zimin lu x 36388 compared