[ceejayoz]

> How on earth do I compile a Form 8453 showing all of those thousands of trades?

By planning to do so from the beginning. "I forgot to keep records" isn't going to be something the IRS really cares to hear.

[jniedrauer]

Yes, hindsight is 20/20. In my case, I doubt they'll care, given the small amount and the fact that there were no taxable profits. But I have to imagine that I'm not the only one who did this.