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Carl:
I would agree with you about you trading style. Using the cash stocks is probably the best way to go, unless you had a bearish bias. Then the lack of an uptick rule might be useful.
I must confess that I have a problem with the SSFs being so small and with the commission pricing structural differences between SSFs and cash stocks. In fact, I have asked one of the exchanges to consider going to a round lot of 10 contracts. What this means is that if you trade 1 contract or 10, you are charged as one transaction, similar to the cash equities. I think this would increase the desirability of SSFs for traders like yourselves, as the economics would be greater for both you and your broker.
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