This is an update to the trade experiment I took earlier today. I initiated market orders at the same time to:
LONG- YM/ZN
SHORT- ER2/ZF
The P/L was initially down -$50 due to losing the spread on the market orders, but now is up $287 due mainly to the ER2 position.
I initiated this trade based on the positions I saw taken in the COT report, and will look to exit the positions on Wedensday.
Not to many people think you can make money by shorting 1 stock index and going long another.
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