In the course of documenting my ES trades, I collect a number of data points that don't seem to have any relationship to the outcome of a given trade, but I collect them because I initially thought they might and now I want to stay consistent. My issue is that as I am bringing that same strategy to other futures contracts, I'm finding that a data point which didn't relate to ES outcomes appears to relate to Euro outcomes. Also, in Crude, something which is a significant parameter in ES, to the point where I filter a trade if the value is at a certain level, doesn't seem to matter at all to Crude trade outcomes. While I'm hesitant to change my model or ignore some of the things I've learned from the ES, I'm also cognizant of the fact that different assets will behave differently and I shouldn't assume that what matters or doesn't matter for the ES will matter or not matter for other contracts. For anyone using the same basic strategy across assets, especially futures, have you run into this and do you just operate under the assumption that each asset/contract will have its idiosyncrasies and just go with it?