I hear you there. I suspect it depends a little on what people find "easier"/"more suitable"? I don't think anyone can seriously question the proposition that TA-based "signals" get more reliable as the time-frame rises (though of course their frequency also dimishes: it depends to what extent one wants a trade-off between win-rates and trading frequency: my own perspective tends to be that it's better to take an average of 10 ticks four times a day than an average of 20 ticks once a day, or something like that, anyway). Nor me ... I'm slightly surprised to hear the instrument selection, there: I would have thought she might prefer NQ to ES, for a 3-tick chart ... but obviously not (shows what I know about it!).
Her dad is 81, he was pro trader when he was young, an expert witness in commodities trading, and is a genius quant. He's pretty much married to that time frame and that instrument. Who am I to criticize? That's what they like so that's what they do. If I were to go down to those levels, I'd trade the most liquid options I could find and trade them deep in the money. That way, if I had a brain fart or the market had a black swan event as it does from time to time, all I'd lose is the value of the contract, not my house.
Probably ... only an "example figure" to try to explain the concept that what matters is expectancy and overall results, rather than just win-rate. People get hung up on win-rate and reliability, but that's only half the story, you know?