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Gary Smith is one such trader. He developed a strategy for day trading stock index futures, and traded this strategy very successfully for years. Interestingly, he was never able to come up with a purely mechanical system that could outperform is real trading results.
So, let's cover the necessary components of a successful futures trading program. First, the program must have a long term edge that gives it an advantage over most other participants in the futures markets.
Trend following strategies such as those employed by such notable traders as Bill Dunn, Campbell & Company, Winton Capital, Milburn and Ridgefield, etc., are examples of strategies that have a long term edge.