Your Best Backtest Might Be Your Worst Strategy - Here's WhyYou built a trading strategy.
You backtested it.
The results look great.
Now comes the dangerous question: Which parameters should you actually trade?
This is where strategy development gets much more complicated than simply finding the settings that produced the highest historical profit.
Opti
Compare with Micro E-mini S&P 500 Index Futures (Sep 2019)
S&P 500 (ES) Analysis, Key-Zones, Setup for Thu (Oct 8)Bias: The December S&P 500 contract settled Wednesday at 7,852.75, down 21.25 points or 0.27 percent, after trading between 7,884.50 and 7,815.75, a 68.75 point daily range. The settle finished 53.8 percent of the way up from the low. Those extremes are the completed-session inputs behind the publi
ES | Untested VAL & Single Print – Potential LongToday, we're revisiting a level we highlighted a couple of days ago, which remains untested and continues to offer an interesting area of confluence for a potential scalp long.
The zone comes in around 7794, where we have an untested Value Area Low (VAL), with a single print just below at 7793. Thi
MES Extends the Repair — Can Buyers Hold the New Upper Shelf?MES Extends the Repair — Can Buyers Hold the New Upper Shelf?
🟡 Market regime: Improving repair / uneven confirmation
Macro backdrop: Elevated yields remain a headwind
Tuesday strengthened the recovery. MES moved above Monday’s 7,825–7,826.50 support decision and cleared the prior high area, exten
MESZ Oct 6: Bullish Breakout Confirmed — 7881 Next?MESZ has confirmed the higher-time-frame breakout after a 4-hour candle closed above 7,815.
Price is now trading around 7,863, and the first upside liquidity target sits around 7,880–7,881.
Below current price, the green fair value gap remains an important support and reaction zone. A pullback into
ES Long Setup - Untested pdVAL + SP + Previous SupplyToday’s level of interest on ES is a potential long around 7794–7793.
This zone has a strong cluster of confluence, with the previous day Value Area Low at 7794 still untested, a single print around 7793, and the area also lining up with previous supply.
Should price rotate back into this zone dur
ES Long Setup – Untested pdVAL + pdEQ ConfluenceToday I’m watching the 7864 area for a potential scalp long.
This level marks the pdVAL, which remains untested, with additional confluence from the pdEQ just below at 7863.
That gives us a nice defined zone of interest should price rotate lower into it during today’s session.
As always, this is
S&P 500 (ES) Analysis, Key-Zones, Setup for Wed (Oct 7)Bias: The December S&P 500 contract settled Tuesday at 7,874.00, up 47.75 points or 0.61 percent, after trading between 7,897.50 and 7,829.00, a 68.50 point daily range. The settle finished 65.7 percent of the way up from the low. Those extremes are the completed-session inputs behind the published
MES Technicals Small Timeframe Oct.7MES has reached back to the highs and filled our gaps that we had marked for the last week or so. Now will we get full rejection here?. Seller are weakening. IM STILL SEEING MULTIPLE sellers confirmation signals. Check chart for current confirmation I'm looking for next and where to enter.
This wou
MES Oct. 2nd Analysis PreMarket New York Session Mark up MES check chart for setup ideas. MES has 2 gaps above that it could potentially go and test or fill. Currently the strength seems to be slowing. My current basis is more leaning to shorts. I will only look for longs to scalp inside the gap fills. Beside that I will keep my eye on Price breaking
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A representation of what an asset is worth today and what the market thinks it will be worth in the future.
Displays a symbol's price movements over previous years to identify recurring trends.
Frequently asked questions
The nearest expiration date for Micro E-mini S&P 500 Index Futures (Sep 2019) is Sep 20, 2019.
Traders prefer to sell futures contracts when they've already made money on the investment, but still have plenty of time left before the expiration date. Thus, many consider it a good option to sell Micro E-mini S&P 500 Index Futures (Sep 2019) before Sep 20, 2019.









