Its always an extra level of validation when you backtest one of your E-mini Nasdaq strategies on the E-mini S&P and the results remain solid. We backtested one of our best strategies E-mini Nasdaq strategies from 2024 on the E-mini S&P, going back 7 years with $25 round turn slippage and commission.
If you haven't noticed, the higher index levels and volatility has reduced the size of the order book in the S&P 500. I consider it a "sweet spot" for short term traders. If the order book is too liquid and slow, it doesn't move much and is more efficient and difficult to trade. The S&P 500 is trading at the 6000 level with a $50 point value. The low in the Nasdaq 100 in March of 2020 was around 6,700. The E-mini Nasdaq has a $20 point value. The bottom line is, strategies that worked in the Nasdaq the last few years could work well in the S&P 500 as we move forward into 2025.
Hypothetical Performance Summaries
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