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 ?
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...
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
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.
TF has best range and tick value, vs spread/comish. As i've said before " best bang for buck" among popular eminis.