this is no conspiracy theory, it's better, faster and technologically superior trading implemented by some high frequency trading hedge funds.
come on now, trading 100 lots the value of 1 tick should not be substantial to the value of trading capital. I am sure $1250 is around 0.1-0.2% of your trading capital. EDIT: I believe I misundestood you
Alexander- you need to conduct some cntr party analysis before you start chiming in like you know whats going on in ES . . . esp. with the hedgies depending on what you quantify as "high frequency" . . . the only hedgie that is playing close to a figurative "market making" role is a fund (ironically, based in Chicago) that comes thru Barclays Capital if you know/ think otherwise, would love to hear your input
fair enough, I'm not saying I know who is doing what, I'm just try to infer what people with superior access to technology could do and benefit from other people's negative edge and possibly influence it. There must be arbitrage relationships one can exploit with the ES, especially when combining that with the SP and cash trading. Not sure anybody does it though. It's difficult to know what hedge funds are precisely doing with the ES. I would be surprised if funds like Rentech, De Shaw, BGI or Ikos didn't get involved, but how? Maybe you can shed some light on who the big players are in the ES?
How long have you been trading for? 100% up in the last 5mts would suggest 1 point per day for 100 days? Are you trading 1 point a day, daytrading or swinging?