Systematic Approach to $ES Futures

Systematic Approach to $ES Futures

Week of June 24

1H comes to an end.

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Frank
Jun 23, 2024
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Recap of last week

Quiet week for us, as I typically favour being more market neutral during triple witching weeks. Still managed to bank a couple winners on ES.

Last week was tricky because the SPX/NDX was in such a strong uptrend, but so overbought that going long/staying long is too risky, but too tricky to short as well. We managed to hit the 5557 short a couple times for some lunch money.

Expecting volatility and opportunity this last week of June as we officially wrap up the first half of the year.

Next move for markets

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