Your're not gaining much support here. I think that had you been a little more specific in describing your fill problems with CMC, you might have received a more sympathetic response. To the best of my recollection, nobody requested details of the trading methodology that you employ. We are, after all, talking about historical trades. Were they day, swing or position trades? That would be a start.
You say that "if it moves-it's tradeable". Only partly correct because market liquidity is, also, a major part of the equation. If you're trading for £100 per point, you are not going to get filled at best price. SBs have to go into the market and hedge their risk liability viz a viz your bet with them. For example, £100 per pt is the equivalent of 40 mini Dow contracts. Even with a broker, you'll be lucky to get all 40 contracts absorbed at the same price.
BUT, If you read my review of CMC, in the brokerage assessment section, this will give you an inkling that I can relate to your experience. Insofar as them messing your account around, I can't comment. However, when it comes to price manipulation I can. It happened with a group that I was working with. We soon discovered that they were ripping us off from the prices transmitted by an independent real time data feed.
Do you have an independent RT data feed, so that you can verify the true price of the instrument which you are trading? If so, you can create a log or, take several screen shots which might be useful in building a case against them. The FSA should certainly be made aware of any proveable malpractice on CMCs part.
Anyone trading a large account, on the financial markets, with a SB, is going to make far less money than if they were trading through a brokerage house anyway. The big selling point for SBs is that profits are not subject to CG tax. This is a myth because there are ways to offset CG tax without using SBs. Until I retired at the end of last year, I helped many clients save £0000s on CGT.
