Yes, I remember you saying that you started with $50k and it was giving you heart palpitations.
The turtle trading web site that I mentioned seem to suggest that it can be done with a smaller capital base.
I agree that it may have difficulties being used just on equities (particularly in Australia) where slippage may become a concern. Getting decent leverage in equities here would be a problem as the system will not work with our warrants or options as the tt trend following is not going to work with the time decay of these products. I believe that there are available in the US extremely long dated options that can be used as the time decay would be miniscule.
Did you look at currency trading rather than futures? There is good leverage available with currency trading and currencies do seem to trend very well.
