ES Journal Archive (2006 - 2008)
- Thread starter Buy1Sell2
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Shorting 1325.25
Moving stop up to 1316.
Whatyaknowboutdattdaytheory ?
dem t-day boyzzz... i never consider day of the week in my analysis, but its definitely interesting how often it works out
Not holding over the weekend. Exiting at market here. Over 10:1 R/R on that trade... damn what a day
Not 100% but who is to complain with 80 - 85 % ?
Quote from tommymoose:
dem t-day boyzzz... i never consider day of the week in my analysis, but its definitely interesting how often it works out
Not holding over the weekend. Exiting at market here. Over 10:1 R/R on that trade... damn what a day
Congats on that sweet trade tommy
Those t day boys have been know to end a career or two.
Thanks for the reply, callmate.
I did a back test on just close-open for Tue and Thu 2007 till now
Looks like there is no particular bias. I think what you said like gap down, down spike, and 10:30 plays a more important role.
T day, ES close-open, accumulation
20070104 4.5 4.5
20070109 -1.8 2.7
20070111 7 9.7
20070116 -0.8 8.9
20070118 -7.3 1.6
20070123 5.3 6.9
20070125 -15 -8.1
20070130 4.3 -3.8
20070201 4.5 0.7
20070206 -1.5 -0.8
20070208 0.8 -1.55431E-15
20070213 7.5 7.5
20070215 1.5 9
20070220 5.3 14.3
20070222 -2.3 12
20070227 -39 -27
20070301 13 -14
20070306 10 -4
20070308 0.3 -3.7
20070313 -21.3 -25
20070315 5.8 -19.2
20070320 9 -10.2
20070322 -1.3 -11.5
20070327 -3.8 -15.3
20070329 -4 -19.3
20070403 6.8 -12.5
20070405 6.3 -6.2
20070410 4.8 -1.4
20070412 10.3 8.9
20070417 1.3 10.2
20070419 4.8 15
20070424 -1.5 13.5
20070426 -1 12.5
20070501 0.8 13.3
20070503 3.3 16.6
20070515 -3.3 13.3
20070517 0.3 13.6
20070522 -1.3 12.3
20070524 -15.3 -3
20070529 1.8 -1.2
20070531 -3 -4.2
20070605 -2.5 -6.7
20070607 -22.3 -29
20070612 -10.3 -39.3
20070614 6.8 -32.5
20070619 5.8 -26.7
20070621 9.3 -17.4
20070626 -11.3 -28.7
20070628 0.3 -28.4
20070629 -6 -34.4
20070705 -0.3 -34.7
20070710 -14.5 -49.2
20070712 24.3 -24.9
20070717 -1.5 -26.4
20070719 0.3 -26.1
20070724 -20 -46.1
20070726 -16.8 -62.9
20070731 -30.5 -93.4
20070802 5.5 -87.9
20070807 17.3 -70.6
20070809 -18.3 -88.9
20070814 -30 -118.9
20070816 18.5 -100.4
20070821 3.3 -97.1
20070823 -7.8 -104.9
20070828 -33.8 -138.7
20070830 -5.5 -144.2
20070904 18.3 -125.9
20070906 3.3 -122.6
20070911 13.8 -108.8
20070913 2.3 -106.5
20070918 36.3 -70.2
20070920 -10.3 -80.5
20070925 8.5 -72
20070927 0.5 -71.5
20071002 -1.8 -73.3
20071004 0.5 -72.8
20071009 8.3 -64.5
20071011 -16 -80.5
20071016 -6.5 -87
20071018 3.8 -83.2
20071023 6 -77.2
20071025 -3.5 -80.7
20071030 -4 -84.7
20071101 -26.8 -111.5
20071106 13 -98.5
20071108 -4.5 -103
20071113 29.8 -73.2
20071115 -14.8 -88
20071127 14.3 -73.7
20071129 6.3 -67.4
20071204 -0.5 -67.9
20071206 24.8 -43.1
20071211 -41.3 -84.4
20071213 10 -74.4
20071218 -2.5 -76.9
20071220 -3.5 -80.4
20071221 9.5 -70.9
20071227 -16.5 -87.4
20071231 -7.5 -94.9
20080103 -4.5 -99.4
20080108 -33.3 -132.7
20080110 21.3 -111.4
20080115 -17.3 -128.7
20080117 -44.5 -173.2
20080122 46.8 -126.4
20080124 8 -118.4
20080129 -0.5 -118.9
20080131 38.8 -80.1
20080205 -21.3 -101.4
20080207 17 -84.4
20080212 0.5 -83.9
20080214 -19.5 -103.4
20080219 -16.5 -119.9
20080221 -21.8 -141.7
20080226 16 -125.7
20080228 -2.8 -128.5
20080304 7 -121.5
20080306 -22 -143.5
20080311 16.8 -126.7
20080313 23.5 -103.2
20080318 28.3 -74.9
20080320 27.5 -47.4
I did a back test on just close-open for Tue and Thu 2007 till now
Looks like there is no particular bias. I think what you said like gap down, down spike, and 10:30 plays a more important role.
T day, ES close-open, accumulation
20070104 4.5 4.5
20070109 -1.8 2.7
20070111 7 9.7
20070116 -0.8 8.9
20070118 -7.3 1.6
20070123 5.3 6.9
20070125 -15 -8.1
20070130 4.3 -3.8
20070201 4.5 0.7
20070206 -1.5 -0.8
20070208 0.8 -1.55431E-15
20070213 7.5 7.5
20070215 1.5 9
20070220 5.3 14.3
20070222 -2.3 12
20070227 -39 -27
20070301 13 -14
20070306 10 -4
20070308 0.3 -3.7
20070313 -21.3 -25
20070315 5.8 -19.2
20070320 9 -10.2
20070322 -1.3 -11.5
20070327 -3.8 -15.3
20070329 -4 -19.3
20070403 6.8 -12.5
20070405 6.3 -6.2
20070410 4.8 -1.4
20070412 10.3 8.9
20070417 1.3 10.2
20070419 4.8 15
20070424 -1.5 13.5
20070426 -1 12.5
20070501 0.8 13.3
20070503 3.3 16.6
20070515 -3.3 13.3
20070517 0.3 13.6
20070522 -1.3 12.3
20070524 -15.3 -3
20070529 1.8 -1.2
20070531 -3 -4.2
20070605 -2.5 -6.7
20070607 -22.3 -29
20070612 -10.3 -39.3
20070614 6.8 -32.5
20070619 5.8 -26.7
20070621 9.3 -17.4
20070626 -11.3 -28.7
20070628 0.3 -28.4
20070629 -6 -34.4
20070705 -0.3 -34.7
20070710 -14.5 -49.2
20070712 24.3 -24.9
20070717 -1.5 -26.4
20070719 0.3 -26.1
20070724 -20 -46.1
20070726 -16.8 -62.9
20070731 -30.5 -93.4
20070802 5.5 -87.9
20070807 17.3 -70.6
20070809 -18.3 -88.9
20070814 -30 -118.9
20070816 18.5 -100.4
20070821 3.3 -97.1
20070823 -7.8 -104.9
20070828 -33.8 -138.7
20070830 -5.5 -144.2
20070904 18.3 -125.9
20070906 3.3 -122.6
20070911 13.8 -108.8
20070913 2.3 -106.5
20070918 36.3 -70.2
20070920 -10.3 -80.5
20070925 8.5 -72
20070927 0.5 -71.5
20071002 -1.8 -73.3
20071004 0.5 -72.8
20071009 8.3 -64.5
20071011 -16 -80.5
20071016 -6.5 -87
20071018 3.8 -83.2
20071023 6 -77.2
20071025 -3.5 -80.7
20071030 -4 -84.7
20071101 -26.8 -111.5
20071106 13 -98.5
20071108 -4.5 -103
20071113 29.8 -73.2
20071115 -14.8 -88
20071127 14.3 -73.7
20071129 6.3 -67.4
20071204 -0.5 -67.9
20071206 24.8 -43.1
20071211 -41.3 -84.4
20071213 10 -74.4
20071218 -2.5 -76.9
20071220 -3.5 -80.4
20071221 9.5 -70.9
20071227 -16.5 -87.4
20071231 -7.5 -94.9
20080103 -4.5 -99.4
20080108 -33.3 -132.7
20080110 21.3 -111.4
20080115 -17.3 -128.7
20080117 -44.5 -173.2
20080122 46.8 -126.4
20080124 8 -118.4
20080129 -0.5 -118.9
20080131 38.8 -80.1
20080205 -21.3 -101.4
20080207 17 -84.4
20080212 0.5 -83.9
20080214 -19.5 -103.4
20080219 -16.5 -119.9
20080221 -21.8 -141.7
20080226 16 -125.7
20080228 -2.8 -128.5
20080304 7 -121.5
20080306 -22 -143.5
20080311 16.8 -126.7
20080313 23.5 -103.2
20080318 28.3 -74.9
20080320 27.5 -47.4
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