which is more profitable to trade: ES NQ YM ?

Discussion in 'Index Futures' started by Wallace, May 28, 2013.

  1. 3 Buys all on the same day and time and closed today with these profits
    ES $171.88
    NQ $91.88
    YM $771.88

    I'm Very surprised the YM was SO profitable, always thought it was the ES that was
    the Big profit maker because of the volume traded

    is the YM always so profitable or is it just the current rally that's creating the larger profit ?
  2. The number of samples in your study (1) is probably insufficient for drawing any conclusions.
  3. Pekelo


    A quick way to increase sample size, by increasing the time frame. YTD performance assuming you went long at the beginning of the year:

    ES up 220 pts >> 11K profits

    NQ up 280 pts >> 5.6K profits

    YM up 2340 pts >> 11.7K profits

    Generally (up to this year) the ES outperformed YM by 10-15% but as this quick comparison shows, YM has been a better performer (by 5-6%) this year...
  4. "probably" ... gently said! ... lol.

  5. I did this calc
    ES 3/6/09 L 734 ~ ~ 5/17/13 H 1687 = 953 x $50 per point = $47,650
    YM 3/6/09 L 6952 ~ 5/17/13 H 15,542 = 8,590 x$5 per point = $42.950
    probably a one-off, just a surprise as said to see so much more profit in the YM trade
  6. DTB2


    I also found YM more profitable in short term trades and switched from ES.

    Rarely did I find short term runs more profitable in ES.
  7. What about the good old TF ?
  8. TF has best range and tick value, vs spread/comish. As i've said before " best bang for buck" among popular eminis.
  9. bh_prop


    Agree about TF, far and away, not even close. ES has to be the worst, tick size needs to be smaller
    #10     Jun 6, 2013