I saw your review of TMG, in which you asked a question: "I have not been able to place the last several shorts. I’m with Scottrade but they say they can’t get it outside either. Anybody has a broker with deeper reserves?"
I wondered if you considered using Proshares for the shorts, i.e. going long PSQ whenever TMG would go short QQQQ? Wouldn’t that solve the problem?
All brokers are better than Scott. I am shorting IWM using Ameritrade and have never had a problem with a fill yet. IWM has less volume than QQQQ.