Lately I am thinking of building a core position with a hedge for instant shorting the DOW and longing the S&P using 80% of fund and leave 20% in cash to trade the market.   This way as long as the S&P performs relatively better than the DOW whether the market move up or down, my account value will increase in value, while I can use my trade profit from my cash trade to add to my core position.   Just an idea that pop out of my head.  any suggestions is welcome.  I would love to hear your trading strategy if you would like to share.