Larry - OK, try this algorithm. Buy 100 QQQ (and cover 100 short)when the closing price is greater than the 30 day moving average for 2 consecutive days. Sell 100 QQQ and go short 100 when the closing price is less than the 30 day moving average for 2 consecutive days. Assume you can buy/sell at the closing price after hours. This technique works well during periods of strong moves like the last 3 years. Flat periods will produce negative trades. Thanks, Cy Esp