Starz. I have thought upon it further overnight and have concluded that your system is untestable because it has too many rules. So I recommend that you trade it live, but with one contract only, and a tighter stop. If you MUST have that wide stop, scale in just after it fails to be hit, essentially pyramiding in on floor rotations which typically shake out less experienced traders than yourself. And as to your experience on this thread, remember your aphorisms: "Ne reveille pas un chat qui dort." The full light of day draws better postings. Mike.