S&P Expectations?

Discussion in 'Index Futures' started by lindq, Mar 26, 2003.

  1. lindq


    I trade stocks, and have been considering S&P futures to fill in some gaps, as my primary stock system leaves me with extra time and capital to put to work.

    I have a few initial questions and would appreciate a little guidance.

    1. What should my expectations be for a decent return in an S&P futures intraday system, in terms of profit/loss ratio, points per trade, etc.? This guidance will give me a benchmark for my own backtesting so I know if I'm on track. Assume in your answer that I know what I'm doing.

    2. Do you know of a source for ES historical data that I can download for backtesting?

    3. Is using SPY for backtesting a reliable proxy for the ES futures?

    Thanks for the help.