Crude Oil, NQ, S&P and DOW. I followed a 30 day technique of studying the charts without trading to compile a categorized list of price movements. I've already posted one of my strategies, I'll just add that Oil works as an excellent indicator to determine what the rest might do.
From the MICROS, I actually like the MNQ the best although I agree it has some "retarded moves...." because it has wide range and allows me to take some heat and follow my signals without getting an upset stomach.... I like using range bar charts, like the one below with the color buy and sell zone along with signals I have above avg. confidence in:
I like MNQ, MGC, and MCL. I like them because if I lose money on instrument, the other instrument may give me a win to make up for the lost while another setup on the losing trade instrument may take awhile. I only have about 30 minutes to 2 hours to trade, so the more bars and instruments I can look at once to make some money or recover a loss really quick the better. I get about 10-20 trades a day. The more the better. Better fun too.
Of the 3 (ES, NQ, RTY) I prefer the Russell because, similarly to YM which used to be a fav, it trades in "10's" rather than "25's" as ES and NQ. So there are a lot more entry/exit points to finetune to. Also IMO technically RTY is more reliable. But on days when it ain't happening I go with ES/NQ.