I dont see how you can separate YM and ES. One is never going to stray far from the other nor is one going anywhere without the cooperation of the other. I trade both using whichever one is displaying relative weakness/strength for the day. Of course if youre trading 50 cars at a time you probably want to go with ES.
Well, I didn't. I separated ER2 from the other two (YM and ES).
We have been testing a strategy on YM and ES, and they give pretty much the same results. One day YM is better slightly, the other day ES is the more profitable.
My original post was not directed at you in particular so I went back and read your posts. The relative moves you posted are interesting but you have to take other things into consideration. It is my own feeling that ES is the least risky of the futures to trade so I would be inclined to trade more contracts than I would with another instrument I consider riskier so I guess what it boils down to is: 6 of one, half dozen of another.