Revan, have you looked into implementing this on contracts other than ES? If I were going to try and be a retail-ish market maker I would be looking for; 1) large tick size to overcome a retail fee structure 2) A slower, low variance style of price action 3) If I get into a bad position I can hit size behind me, or have a variety of hedges to lay off in. The BUB and BOB spreads come to mind as a good place to be at 31.25 a tick. Pull up a chart and see what you think, just food for thought...