agreed. jspaulding got it right although I can see nashequilibrium's skepticism as the US futures market is incredibly crowded (read: competitive, no free cookies).
There is an air of either incredibility or sheer jealousy in these comments. Nevertheless, I just wanted to tell the OP that he did a great job. Thanks for sharing. I work in the finance industry as a quantitative software developer, and it certainly is not an easy job for one person to do. In fact, I tried (independent of my professional work) doing this myself, and I ended up losing a lot of money. If people are trying to do this, please please be careful. Big companies, like ones I have worked at, have technical and human resources that are vastly more powerful.