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No real property, no "real" job, no W2. The only real worry I have is my broker noticing all the trade IPs are not from the state I told them I live in. I could route them through the tax free state, but keeping that gear up and running is a bit of a pain.

Suppose that a very successful futures trader moved to a state to establish residency to avoid state income taxes. He gets an apartment, obtains a drivers license, opens up a new bank account then a new brokerage account. After six months, he moves back to his high income tax state. He keeps...