Quote from docarzt:
I switched with one of my systems from SPY to ES a few weeks ago. Most signals almost equal, sometimes ES is a bit earlier.
The major benefit is the I have almost no slippage with ES.
Yeah, if your gonna scalp you gotta trade ES. Too much slippage with the SPY.
Positions other than scalps, you can trade either one.
But, then again, there are many other benefits to trade ES over SPY.
