Yes i am about to run it on futures but on my old catch the falling knife ones. You can optimise it based on the MAE,MFE values. Actually i had a couple of CDFs aswell in the mix . I starting to like CDFs for autotrading. The reason is contract sizes are totally sizeable and you can afford to run many diffrent type of strategies before you reach a standard futures size contract and on diffrent time frames which give you diversification low drawdown and nice profits even just trading the same instrument. The cost is not much higher trading CDFs then with futures if you get the VIP accounts.