Future Spread Trading

ok but offset will only come in to picture after ALL legs are filled? correct? assuming you are legging in also
what about why 3 legs?
 
Tuesday, April 28:

Bad day: MNQ is down while M2K and MYM are up.

Still 100% long MNQ, 50% short MYM, 50% short M2K for April 29.
 
Friday, May 1st:

Followings are this week's performance:
Monday: 0
Tuesday: -1.58%
Wednesday: 0.01%
Thursday: 1.16%
Friday: 0.72%

Week's gain: 0.31%

The market is becoming more volatile now. The S&P 500 Index was up as much as 3.6% through Wednesday, but ended the week down 0.21%.

Positions for Monday, May 4:

100% long in MNQ, 100% short in MYM.
 
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So:
last week, the spread strategy gained 4.1%, while the S&P 500 Index was down 1.3%
this week, the spread strategy gained 0.31%, while the S&P 500 Index was down 0.21% again.

Two weeks' performance: 4.41% vs -1.51%. Really good!
 
SO sigma/. have you actually traded these (ES?YM ES/RT ES/NQ and other comobs )
In case of MNQ/MYM ...I get the ratio is to make it dollar neutral that is not the problem it is +2 / -3 but what I am trying to find out is 1) the multiplier function in TT autotrader.. I know this perhaps doe snot need AUtospreader and one can just go both legs Market to get fill reason I was trying to use AUtospreader is to 1) chart it and 2) to trade with one click Screen shot 1,2 row Multiplier
By the way both on CME simulator and TT it looks profitable !
But can it go out of order and one can loose the account type of scenario

upload_2020-5-2_12-9-36-png.226688

upload_2020-5-2_12-6-59-png.226687
 
sorry to burst your bubble but trading these index spreads in DEMO and actually believing that is even close to replication when live is thinking your honda can beat an f1 race car! they will beat you everytime! even with colocation you cannot beat them. demo is the worst place to trust spread trading.
 
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