LD Lossdog Research
symbol

MES

6 matching records.

Trade idea

MES directional trade

The speaker believes that MES can be traded directionally, and they personally trade it due to its micro contract size. They mention that they were long MES the previous night, expecting the market to rise, and they believe that the direction of the trade is key. They also suggest that the ratio of MES to other indices like MNQ depends on the current market conditions and notional balance.

View full notes
Strategydirectional trade
Assetfutures
Time horizonshort-term
Entry / triggerwhen the speaker believes the market is moving upward
Target / exitup 50 points
Invalidation / stopif the market moves against the trade
Speakerspeaker
Risks
  • market volatility
  • incorrect directional assumption
  • notional imbalance in pairs trading
longfutureslongMESshort-term
medium confidenceVerify in video at 37:26 ↗
Trade idea

MES Averaging down

The speaker sold MES futures at 7200 and discussed the potential for averaging down. They mentioned the market's volatility and the impact of events like Trump's plane trip on market movements. The speaker expressed uncertainty about holding the position but suggested holding due to the potential for further price movements.

View full notes
StrategyAveraging down
AssetFutures
Time horizonNot explicitly stated
Entry / triggerSold at 7200
Target / exitNot explicitly stated
Invalidation / stopNot explicitly stated
SpeakerThe speaker
Risks
  • Market volatility
  • Potential for further losses
  • Uncertainty about market direction
ShortfuturesshortMES
medium confidenceVerify in video at 51:34 ↗
Trade idea

MES tracking and monitoring

The speaker suggests that buying power requirements for MES will increase as the market moves upward. This is due to the percentage-based calculation of buying power requirements, which adjust with price movements. The speaker also notes that volatility (IV) could lead to higher requirements, but days to expiration (DTE) are unlikely to impact the model. The speaker concludes that while MES can experience large moves, the requirements for MES are not expected to change significantly, and traders should not worry about it as it is rare.

View full notes
Strategytracking and monitoring
Assetfutures
Time horizonlong-term
Entry / triggerMES continues to go up
Target / exitnot specified
Invalidation / stopif MES comes down
SpeakerUnknown
Risks
  • Market volatility could increase requirements
  • Potential for unexpected price movements
longfutureslongMESLong-term
medium confidenceVerify in video at 15:01 ↗
Q&A

When do the MNQ versus MES pairs trade?

The speaker states that the timing of pairs trades depends on the current market conditions and the notional balance between the instruments. They mention that the ratio of MES to MNQ can vary, and in the current market, a ratio of two and a half MES to one MNQ is suggested. However, the speaker also notes that the exact timing and ratio should be determined based on the specific market situation.

View full notes
Actionable takeawayPairs trading ratios should be adjusted based on current market conditions and notional balance.
MESMNQMarket Outlookpairs trading
high confidenceVerify in video at 39:58 ↗
Q&A

Are you still short the MES or ES?

The speaker confirms they are still short both MES and ES, but acknowledges that they have too many such positions. They also mention being short Nasdaq as well.

View full notes
Actionable takeawayThe speaker is maintaining short positions in multiple indices, including MES, ES, and Nasdaq, but expresses a desire to reduce the number of such positions.
ESMES
high confidenceVerify in video at 59:17 ↗
Q&A

Will the buying power requirements in the MES ever vary due to IV or DTE changes?

The speaker is uncertain but suggests that buying power requirements for futures are typically a percentage of price movement and can vary with price changes. The CME or clearing firm can raise requirements as they see fit. IV could lead to higher requirements, but DTE is unlikely to impact the model. The speaker notes that while MES can experience large moves, the requirements for MES are not expected to change significantly, and traders should not worry about it as it is rare.

View full notes
Actionable takeawayBuying power requirements for futures like MES are percentage-based and can vary with price movements. IV may increase requirements, but DTE is unlikely to impact the model. Changes are rare and not a major concern.
futuresMES
medium confidenceVerify in video at 15:01 ↗