I thought this would be an interesting discussion. I have been day trading ES, NQ, and YM being flat at 4:00 PM EST leaving no open positions. There are a whole list of reasons why traders do it this way. Way lower margin requirements, no overnight crazy news to effect your positions, etc.... I am starting to wonder if holding for longer periods makes sense. This would be more of a short term trend following approach, holding contracts for anywhere from 1 - 6 days, and the occasional hold for 18 days. Who has experience with this? What are your thoughts?