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Post Election Trading System Portfolios and Attribution Percentage of Nasdaq Gains

From January 1, 2024 through Friday November 8, 2024, 113% of the net gain for the Nasdaq futures can be attributed to the night session. This means that from 9:30 am EST to 4:00 pm EST, the net gain for the Nasdaq futures is down even though the Nasdaq is up on the year. While we are not calling for a bear market (20% pullback), we believe that the mean reversion will be related to a larger percentage of the attribution of the Nasdaq will occur during the day session, in either direction. We are open to a bull market or a bear market scenario but do believe the trading cycle will rotate back to the day session as the current trend of the net trend for the year at 113% is at an extreme.



In this video we discuss some of the latest portfolios including our top out of sample portfolios developed in March and our favorite Nasdaq futures trading systems including a two system, three system, and seven system portfolio.


We also continue to consider the current scenario of the overnight trend and released the After Hours ES 4.0 yesterday.


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