@nobita1g2: رات مجھے بہت پسند ہے کیونکہ اس کی خاموشی میرے دل کو سمجھتی ہے…!!✨🌙❣️

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Tuesday 03 November 2026 18:58:49 GMT

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𝐌𝐫_𝐀𝐰𝐚𝐢𝐬 :

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2026-11-03 19:40:22

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How wide your stop loss needs to be for the jobs report (NFP): every release since 2011 on S&P 500 and Nasdaq futures. The October jobs report (BLS Employment Situation) comes out this Friday, Nov 6, at 8:30 AM ET. We measured the 174 releases from 2011 to 2025 on E-mini S&P (ES) and Nasdaq (NQ) futures, minute by minute, against 573 ordinary Fridays at the same time. The 8:30 minute: the median ES range was 7.9x a normal Friday's, 22.5 points vs 2.9 at 2025 prices. It was bigger in all 15 years. Your stop: a long's stop 0.1% under the 8:29 price (about 6 points) was hit by 8:44 on 60% of jobs reports, against 30% of normal Fridays. Stops on both sides were both hit on 36% of reports vs 6%. On NQ: 66% vs 33%. The stop that gets normal-Friday odds is 0.3%, about 19 points at 2025 prices: hit on 31% of releases. At 0.2% (about 12 points) it was still 47%. On screen: January 10, 2025, ESH5 fell 58.5 points in the 8:30 minute, from 5,946.50 to 5,888. Trading the reaction instead: we tested entering 5 to 30 minutes after the release, with or against the move, with every stop size, and walked it forward (the best rule picked each year on the years before). Out of sample 2015 to 2025 it made $2,971 on one ES contract after costs, about $270 a year, and lost in 7 of 11 years. Not modelled: the actual payroll number vs expectations, and holding positions overnight into the release. Takeaway: on jobs Friday, give your stop 3x the room, or be flat by 8:30. I built this in QuantPad. It has every trade on the CME since 2010. Link in bio. #QuantPad #daytrading #futurestrading #riskmanagement #backtesting

How wide your stop loss needs to be for the jobs report (NFP): every release since 2011 on S&P 500 and Nasdaq futures. The October jobs report (BLS Employment Situation) comes out this Friday, Nov 6, at 8:30 AM ET. We measured the 174 releases from 2011 to 2025 on E-mini S&P (ES) and Nasdaq (NQ) futures, minute by minute, against 573 ordinary Fridays at the same time. The 8:30 minute: the median ES range was 7.9x a normal Friday's, 22.5 points vs 2.9 at 2025 prices. It was bigger in all 15 years. Your stop: a long's stop 0.1% under the 8:29 price (about 6 points) was hit by 8:44 on 60% of jobs reports, against 30% of normal Fridays. Stops on both sides were both hit on 36% of reports vs 6%. On NQ: 66% vs 33%. The stop that gets normal-Friday odds is 0.3%, about 19 points at 2025 prices: hit on 31% of releases. At 0.2% (about 12 points) it was still 47%. On screen: January 10, 2025, ESH5 fell 58.5 points in the 8:30 minute, from 5,946.50 to 5,888. Trading the reaction instead: we tested entering 5 to 30 minutes after the release, with or against the move, with every stop size, and walked it forward (the best rule picked each year on the years before). Out of sample 2015 to 2025 it made $2,971 on one ES contract after costs, about $270 a year, and lost in 7 of 11 years. Not modelled: the actual payroll number vs expectations, and holding positions overnight into the release. Takeaway: on jobs Friday, give your stop 3x the room, or be flat by 8:30. I built this in QuantPad. It has every trade on the CME since 2010. Link in bio. #QuantPad #daytrading #futurestrading #riskmanagement #backtesting

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