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@colimangmang: BIO YA LEGUDZUMELA

colimangmang
colimangmang
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Region: ZA
Friday 13 November 2026 12:53:21 GMT
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onthatileshoot
thati♥️ :
kgale ke le botsa Ka coli🤞🏽❤️
2026-11-13 18:33:41
4
gwijohub725
tshepoletago725 :
out of all songs tsa coli cougar this one is my fav
2026-11-13 14:06:46
0
combos365.live
Combos365.live 🚨 :
2026-11-13 17:29:55
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Part 141 | Dukh🥀❤️‍🩹#punjabishayari#deeplines #foryou #motivation #punjab
Part 141 | Dukh🥀❤️‍🩹#punjabishayari#deeplines #foryou #motivation #punjab


Time of day trading backtest: does the same half hour repeat? Heston, Korajczyk & Sadka (Journal of Finance 2010) tested on S&P 500 and Nasdaq futures since 2011 The paper found that a stock's half-hour return tends to continue at the same half hour on the following days, for weeks. It studied stocks against each other. I tested the same idea on the futures you trade: 3,949 sessions of ES and NQ from 2011 to Nov 2026, each cut into 13 half hours from 9:30 to 4:00. Each half hour, trade the way that same half hour moved over the last 20 days, in at its first minute, out at its last. Costs $16.50 a round turn. On ES that was 50,784 trades, and it lost $219,838 before costs, -$4.33 a trade. Every lookback from 1 to 60 days lost before costs on the S&P. The paper's own test points the other way on futures: averaged over 20 days, the same half hour tended to reverse (t -2.25 on ES, -3.29 on NQ). Just being long every half hour made +$67,225 before costs. After costs, all 13 half hours lost, on ES and on NQ, and the signal lost after costs in all 16 years on both markets. Flipped, the 20-day signal earns about $4.33 a trade before a $16.50 cost. Walked forward (expanding by year, 13 test years 2014 to 2026, lookback and half hours picked on past years only): ES -$24,069, ES faded -$29,032, NQ -$90,431, NQ faded -$6,444, all after costs. Not modelled: the paper's long-short across many stocks, which two index futures cannot do, and any slippage beyond costs. I built this in QuantPad. It has every trade on the CME since 2010. Link in bio. #QuantPad #backtesting #futurestrading #daytrading #quantfinance
Time of day trading backtest: does the same half hour repeat? Heston, Korajczyk & Sadka (Journal of Finance 2010) tested on S&P 500 and Nasdaq futures since 2011 The paper found that a stock's half-hour return tends to continue at the same half hour on the following days, for weeks. It studied stocks against each other. I tested the same idea on the futures you trade: 3,949 sessions of ES and NQ from 2011 to Nov 2026, each cut into 13 half hours from 9:30 to 4:00. Each half hour, trade the way that same half hour moved over the last 20 days, in at its first minute, out at its last. Costs $16.50 a round turn. On ES that was 50,784 trades, and it lost $219,838 before costs, -$4.33 a trade. Every lookback from 1 to 60 days lost before costs on the S&P. The paper's own test points the other way on futures: averaged over 20 days, the same half hour tended to reverse (t -2.25 on ES, -3.29 on NQ). Just being long every half hour made +$67,225 before costs. After costs, all 13 half hours lost, on ES and on NQ, and the signal lost after costs in all 16 years on both markets. Flipped, the 20-day signal earns about $4.33 a trade before a $16.50 cost. Walked forward (expanding by year, 13 test years 2014 to 2026, lookback and half hours picked on past years only): ES -$24,069, ES faded -$29,032, NQ -$90,431, NQ faded -$6,444, all after costs. Not modelled: the paper's long-short across many stocks, which two index futures cannot do, and any slippage beyond costs. I built this in QuantPad. It has every trade on the CME since 2010. Link in bio. #QuantPad #backtesting #futurestrading #daytrading #quantfinance
She really put some thought into these… 😳 #dogs #dogsoftiktok #fyp #dog #puppylove
She really put some thought into these… 😳 #dogs #dogsoftiktok #fyp #dog #puppylove
@deepstorycast @sourafamiranda #deepstory #deepstoryclipfy #clipfyleague
@deepstorycast @sourafamiranda #deepstory #deepstoryclipfy #clipfyleague

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