Has anyone seen ES overnight margin increase during fast moving market events like May 2010, Aug 2015, Brexit, etc? If so, by how much did margin increase? Did your broker close your positions, or did you have time to wire money? I'm particularly interested in IB, TradeStation, TOS policies. Thank you!
Yes, fair enough with VIX under 20. My question is on a long term horizon. What can happen to margin requirements when the VIX goes above 20?
As long as your not levered up you will be ok. A good conservative rule for ES is 1 contract for every 10k in cash.
Funny, I know CTAs that trade up to 4 per $100k but when traders trade for their own account some use 25% of Span which is around 4 per $5k.