Skip to content
Image

Welcome to Nightly Patterns! – Overnight Trading

This futures trading room focusses on high leverage Overnight Trading with futures:

“Just open the trade at the close and, if not stopped, close it at the open.”

One of the main advantages of the Nightly Patterns trading style is that it gives traders the opportunity to trade at a specific time, avoiding constant market screening. Furthermore, it allows traders to keep their money in cash during the day, making it possible to add Overnight Trading to other Intraday Trading strategies. Its unique time horizon makes this trading style completely uncorrelated to most other strategies, leading to superior portfolio diversification.

To download the results excel sheet follow this link: TRADING RESULTS

Have a look at my over 400 PATTERNS library following this link: PATTERNS LIBRARY

This picture shows NIGHTLY PATTERNS’ backtested equity growth back to 1993:

SYSTEMS_EVENTS

Below you can see total gains and net gains with live trades since October 2012:

13-11-2019

I considered Interactive Brokers fees of $0.85 per trade per contract.

If you find something better, (including costs and fees) just write me. I’m always looking for new strategies to add to my portfolio.

If you want to subscribe NIGHTLY PATTERNS follow the procedure here:

SUBSCRIPTION BUTTON

If you are interested in Nightly Patterns’ KNOWLEDGE,

here are my Quantitative Guidebooks:

SYSTEMS

“I search nightly patterns like people in the north look for Aurora Borealis.”

AUSTRALIA-ANTARCTICA-AURORA AUSTRALIS

GLOBAL TRADE TITAN AWARD

Nightly Patterns belongs to the 10 best  sites

out of more than 1358 global futures trading rooms

again in 2018, since 2014

TTW 2015 bb

WHO ARE THE GLOBAL TRADE TITANS?

Check them all at:

WWW.GLOBALTRADETITANS.COM

I swing traded as a PROTRADER at:

VERIFIED INVESTING

I trade VIX etps at:

BACKTESTINGVIX

and GOLD at

GOLD TRADING GOLD

and my full trading strategies portfolio:

QUANTFOR


MY VISITORS GLOBE – WHERE DO TRADERS COME FROM?

Map

Intraday seasonality – 15 minutes anatomy of a day in the stock market (11:00 – 11:15)

Where are the intraday stock market edges? When should a trader be long or short?

Well, those aren’t easy questions. Intraday seasonality does exist. You can have a look at the previous quarter of an hour here.

Now, I’m writing down a simpler approach: I’m splitting the the stock market session in 15 minutes different periods and see what’s happening with them. I have data back to 28 September 2009: last 10 years of data exactly. Intraday data are very difficult to handle, that’s why I’m focusing only on the last 10 years.

I’m backtesting the ES future market.

Let’s have a look at this quarter: 11:00 – 11:15 AM EST.

The equity curve below shows a slightly bullish edge. Equity rises steadily at the beginning and then it goes down and up, up and down. This isn’t the idea setup for me.

If you had traded all those quarters of an hour at 11:00 AM EST blindly, going through wild moves, you would have earned about 6% going long on ES futures contract, during the last 10 years.

I’ll be back soon with another intraday seasonality study,

Marco Simioni

Nightly Patterns

 

 

 

Intraday seasonality – 15 minutes anatomy of a day in the stock market (10:45 – 11:00)

Where are the intraday stock market edges? When should a trader be long or short?

Well, those aren’t easy questions. Intraday seasonality does exist. You can have a look at the previous quarter of an hour here.

Now, I’m writing down a simpler approach: I’m splitting the the stock market session in 15 minutes different periods and see what’s happening with them. I have data back to 28 September 2009: last 10 years of data exactly. Intraday data are very difficult to handle, that’s why I’m focusing only on the last 10 years.

I’m backtesting the ES future market.

Let’s have a look at this quarter: 10:45 – 11:00 AM EST.

The equity curve below shows a slightly bullish edge. Equity falls steadily at the early beginning, there is a serious counter trend up then though. This isn’t the idea setup for me.

If you had traded all those quarters of an hour at 10:45 AM EST blindly, you would have earned about 2% going long on ES futures contract, during the last 10 years.

I’ll be back soon with another intraday seasonality study,

Marco Simioni

Nightly Patterns

 

 

 

Intraday seasonality – 15 minutes anatomy of a day in the stock market (10:30 – 10:45)

Where are the intraday stock market edges? When should a trader be long or short?

Well, those aren’t easy questions. Intraday seasonality does exist. You can have a look at the previous quarter of an hour here.

Now, I’m writing down a simpler approach: I’m splitting the the stock market session in 15 minutes different periods and see what’s happening with them. I have data back to 28 September 2009: last 10 years of data exactly. Intraday data are very difficult to handle, that’s why I’m focusing only on the last 10 years.

I’m backtesting the ES future market.

Let’s have a look at this quarter: 10:30 – 10:45 AM EST.

The equity curve below shows a bearish edge. Equity falls steadily through the years, there is a serious counter trend though. This is an extremely bearish quarter of an hour.

If you had traded all those quarters of an hour at 10:30 AM EST blindly, you would have earned about 20% going short on ES futures contract, during the last 10 years.

I’ll be back soon with another intraday seasonality study,

Marco Simioni

Nightly Patterns

 

 

 

Intraday seasonality – 15 minutes anatomy of a day in the stock market (10:15 – 10:30)

Where are the intraday stock market edges? When should a trader be long or short?

Well, those aren’t easy questions. Intraday seasonality does exist. You can have a look at the previous quarter of an hour here.

Now, I’m writing down a simpler approach: I’m splitting the the stock market session in 15 minutes different periods and see what’s happening with them. I have data back to 28 September 2009: last 10 years of data exactly. Intraday data are very difficult to handle, that’s why I’m focusing only on the last 10 years.

I’m backtesting the ES future market.

Let’s have a look at this quarter: 10:15 – 10:30 AM EST.

The equity curve below shows a bullish edge. Equity rises steadily through the years, there are serious drawdown though. This is a very bullish quarter of an hour.

If you had traded all those quarters of an hour at 10:15 AM EST blindly, you would have earned about 14% (with many heart attacks here too) going long on ES futures contract, during the last 10 years.

I’ll be back soon with another intraday seasonality study,

Marco Simioni

Nightly Patterns

 

 

 

Intraday seasonality – 15 minutes anatomy of a day in the stock market (10:00 – 10:15)

 

Where are the intraday stock market edges? When should a trader be long or short?

Well, those aren’t easy questions. Intraday seasonality does exist. You can have a look at the previous quarter of an hour here.

Now, I’m writing down a simpler approach: I’m splitting the the stock market session in 15 minutes different periods and see what’s happening with them. I have data back to 28 September 2009: last 10 years of data exactly. Intraday data are very difficult to handle, that’s why I’m focusing only on the last 10 years.

I’m backtesting the ES future market.

Let’s have a look at this quarter: 10:00 – 10:15 AM EST.

The equity curve below shows a mixed edge. There are steady up rushes and sharp down crashes. Well, stock markets regimes change over time. They can last for many years, forever, or change quickly to the opposite direction. The change is not easy to detect. This is a very wild quarter of an hour.

If you had traded all those quarters of an hour at 10:00 AM EST blindly, you would have earned about 4% (with many heart attacks here too) going long on ES futures contract, during the last 10 years.

I’ll be back soon with another intraday seasonality study,

Marco Simioni

Nightly Patterns

 

 

 

Intraday seasonality – 15 minutes anatomy of a day in the stock market (9:45 – 10:00)

 

Where are the intraday stock market edges? When should a trader be long or short?

Well, those aren’t easy questions. Intraday seasonality does exist. You can have a look at the previous quarter of an hour here.

Now, I’m writing down a simpler approach: I’m splitting the the stock market session in 15 minutes different periods and see what’s happening with them. I have data back to 28 September 2009: last 10 years of data exactly. Intraday data are very difficult to handle, that’s why I’m focusing only on the last 10 years.

I’m backtesting the ES future market.

Let’s have a look at this quarter: 9:45 – 10:00 AM EST.

The equity curve below shows a mixed edge. There are sharp up rushes and sharp down crashes. Well, stock markets regimes change over time. They can last for many years, forever, or change quickly to the opposite direction. The change is not easy to detect. This is a very wild quarter of an hour.

If you had traded all those quarters of an hour at 9:45 AM EST blindly, you would have been at break-even (with many heart attacks) going long on ES futures contract, during the last 10 years.

I’ll be back soon with another intraday seasonality study,

Marco Simioni

Nightly Patterns

 

 

 

Intraday seasonality – 15 minutes anatomy of a day in the stock market (9:30 – 9:45)

Where are the intraday stock market edges? When should a trader be long or short?

Well, those aren’t easy questions. Intraday seasonality does exist. You can have a look at the previous quarter of an hour here.

Now, I’m writing down a simpler approach: I’m splitting the the stock market session in 15 minutes different periods and see what’s happening with them. I have data back to 28 September 2009: last 10 years of data exactly. Intraday data are very difficult to handle, that’s why I’m focusing only on the last 10 years.

I’m backtesting the ES future market.

Let’s have a look at this quarter: 9:30 – 9:45 AM EST.

The equity curve below shows a mixed edge. The chart shows a bullish trend during the first 5 years and a bearish trend during the last 5 years. What does it mean? Well, stock markets regimes change over time. They can last for many years, forever, or change quickly to the opposite direction. The change is not easy to detect. Should we bet short? Well, the second bearish trend could be solid enough…

If you had traded all those quarters of an hour at 9:30 AM EST blindly, you would have been at break-even going long on ES futures contract, during the last 10 years.

I’ll be back soon with another intraday seasonality study,

Marco Simioni

Nightly Patterns

 

 

 

Intraday seasonality – 15 minutes anatomy of a day in the stock market (9:15 – 9:30)

Where are the intraday stock market edges? When should a trader be long or short?

Well, those aren’t easy questions. Intraday seasonality does exist. You can have a look at the previous quarter of an hour here.

Now, I’m writing down a simpler approach: I’m splitting the the stock market session in 15 minutes different periods and see what’s happening with them. I have data back to 28 September 2009: last 10 years of data exactly. Intraday data are very difficult to handle, that’s why I’m focusing only on the last 10 years.

I’m backtesting the ES future market.

Let’s have a look at this quarter: 9:15 – 9:30 AM EST.

The equity curve below shows a mildly bullish edge. The chart shows a bearish trend during the first 3 years and a strong bullish trend during the last 7 years. What does it mean? Well, stock markets regimes change over time. They can last for many years, forever, or change quickly to the opposite direction. The change is not easy to detect. Should we bet long? Well, the second bullish trend looks to be solid enough…

If you had traded all those quarters of an hour at 9:15 AM EST blindly, you would have earned about 10% going long on ES futures contract, during the last 10 years.

I’ll be back soon with another intraday seasonality study,

Marco Simioni

Nightly Patterns

 

 

 

Intraday seasonality – 15 minutes anatomy of a day in the stock market (9:00 – 9:15)

Where are the intraday stock market edges? When should a trader be long or short?

Well, those aren’t easy questions. Intraday seasonality does exist. You can have a look at the previous quarter of an hour here.

Now, I’m writing down a simpler approach: I’m splitting the the stock market session in 15 minutes different periods and see what’s happening with them. I have data back to 28 September 2009: last 10 years of data exactly. Intraday data are very difficult to handle, that’s why I’m focusing only on the last 10 years.

I’m backtesting the ES future market.

Let’s have a look at this quarter: 9:00 – 9:15 AM EST.

The equity curve below shows a mildly mixed edge. The chart shows a strong bearish trend during the first 4 years and a strong bearish trend during the last 6 years. What does it mean? Well, stock markets regimes change over time. They can last for many years, forever, or change quickly to the opposite direction. The change is not easy to detect. Should we bet long? Well, the second bullish trend looks to be solid enough…

If you had traded all those quarters of an hour at 9:00 AM EST blindly, you would have been at break-even on ES futures contract, during the last 10 years.

I’ll be back soon with another intraday seasonality study,

Marco Simioni

Nightly Patterns

 

 

 

Intraday seasonality – 15 minutes anatomy of a day in the stock market (8:45 – 9:00)

Where are the intraday stock market edges? When should a trader be long or short?

Well, those aren’t easy questions. Intraday seasonality does exist. You can have a look at the previous quarter of an hour here.

Now, I’m writing down a simpler approach: I’m splitting the the stock market session in 15 minutes different periods and see what’s happening with them. I have data back to 28 September 2009: last 10 years of data exactly. Intraday data are very difficult to handle, that’s why I’m focusing only on the last 10 years.

I’m backtesting the ES future market.

Let’s have a look at this quarter: 8:45 – 9:00 AM EST.

The equity curve below shows a mildly mixed edge. The chart shows a bullish trend during the first 6 years and a strong bearish trend during the last 4 years. What does it mean? Well, stock markets regimes change over time. They can last for many years, forever, or change quickly to the opposite direction. The change is not easy to detect.

If you had traded all those quarters of an hour at 8:45 AM EST blindly, you would have been at break-even on ES futures contract, during the last 10 years.

I’ll be back soon with another intraday seasonality study,

Marco Simioni

Nightly Patterns

 

 

 

%d bloggers like this: