I hear ya, They have a study about just being long the S&P and how your account would have been affected if you were just flat 5 days. Of course most days it doesn't matter if you were in or out. But if you missed one of the big days there goes your return for the whole year.Quote from bs2167:
If I made 1/252 of my annual profits each day, then I probably would just shut it down to save the headache. However, that's not the nature of my pnl stream...it grinds, grinds, and then will have a handful of days a year where 5 - 10% of my annual take is generated. I don't want to risk missing those days...and if I can figure out a backup solution, there seems no reason to.