Great question, one I really can't divulge because of the non-disclosure I signed. What I can divulge (hopefully) is that when the also was built, the ES and NQ signals were much more profitable overall by waiting an hour into trading. This is because generally speaking, the first hour can be quite choppy. However, when it came to all markets, the signals produced more profit overall when the algo calculated levels when the "open outcry" markets open.
I hope this helps a bit. I do apologize for seeming secretive.