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Saved by two nice late shorts.....quite a range-bound day....which sucks.

If anyone is able to develop a profitable system based on neural network technology, assuming you are going after gaming the Emini market, the next hurdle is getting it profitable in light of the huge CME exchange fees. Currently, I am paying $1.30 per contract. This is a criminal level. For...

I posted these articles on the ES journal forum and they received very little comment. The first article is an update of the second. The latter being an aged, extremely scholastic study with a lot of detailed statistics. It badly needs to be updated as the data used is over 12 years old....and a...

Nice call.

Boyd - What was that.....6 posts in-a-row....you drinking again ?

As I had commented, the second study was old....and in need of update. However, the first article handled the 2008 time period and it showed a significant drawdown. Check out the chart in the first article.

Guys - I've just annotated and commented on both articles. I converted the first one to PDF format from the web page. The second one was "wow"... a complex research article that was sadly out-of-date. Since that article much has happened : lower commissions, automated trading, algo trading. Draw...

How did you handle weekends ? Did you skip the Friday 4:15 pm close entry ? My thinking tells me we should have 20 trades every month or 40 trades for a 2 month period of time.

Yes, I'm working on it. Something is wrong in your stats: # of Trades Per Day should be 1.00, not 0.24. You gotta handle the weekends properly....or should we ignore the Friday 4:15 pm buy ? Maybe the Sunday buy order should be at 6:00 pm instead ? Note: you are only showing 16 days of...

Well then, this is a no-brainer, right ? Buy ES/NQ at 4:15 pm, Sell at 9:30 am next day. No other logic......no matter bear market or bull market ? I think his stated stats are due to the "bull bias" syndrome....and I'll bet the drawdowns on this super-simple strategy are phenomenal....which...

Would be interesting to see if the author's study conclusion also applies to the EMini futures.....ES and NQ specifically.

Made some mistakes today, but not a lot since there were not a lot of trades....LOL. Less trading, less mistakes....but usually less profits / losses.

Got whipsawed a bit in the afternoon....then NQ pulled a knee-drop move right before the 4:15 pm close...and I got out of my short at the bottom...no way that move was going to last.

Small range day but there were some nice swings. I showed multiple overbot/oversold areas on the 5 minute chart.

That's a weakness in that report. The positions history reflects the commish, but it can be estimated to be $2 per contract.

Today was just a perfect microcosm of my "big problem"....which is "short bias". And of course I missed the big move up in ES and NQ at 3:15 pm today. I should have done much better. This should have been a $2000 day....despite the short range.

Results for 7/9

Dude - summertime and a holiday as well. What did you expect ?