They can't do that, it kills about 98% of the methods I've seen listed on ET, plus it's way too much work and accountability.
During early morning, Singapore time and before European open, the volume is super light, and ES and CL are much correlated.
You are assuming that we are all here to satisfy you. Imagine for a moment that ET is simply a place where people exchange ideas in order to open minds to different ways of viewing the same thing. With an open mind we can move on individually to greater achievements. regards f9
I tried it on a contract of YM and ES just for the hell of it. Made my money for the day. Nice making money while I sleep. Won't be taking this trade again until I do some more back testing. I just bought a contract of YM and ES last night to get it on my radar and immediately sold when I awoke this morning. Interesting thoughts. F9 - I agree that we are here to exchange ideas. No one is here to satisfy me. I was just making a point that if there are those that are serious about this I would think they would offer more to solidify their arguments. I do appreciate the conversation about this as it something new for me to backtest and look into.
Try not to let to many in on this, it will loose it's luster. Make them do the work. Everyone has been brain washed into being flat and never holding overnight.