[torero]

Hi Cog, I checked out the S&P 600 but it's too new and it may need some time for decent volume to get in gear, at least 6 months to get an idea about volume, slippage, etc. If it's the same as you say, I'll be watching. EMD in the mean is not so bad. Do you have any insight comparison between EMD and ER2? I've done some strategy testing on both and they produce very similar results. For now, I think I may stick with EMD.