Welcome to NexusFi: the best trading community on the planet, with over 200,000 members Sign Up Now for Free
Genuine reviews from real traders, not fake reviews from stealth vendors
Quality education from leading professional traders
We are a friendly, helpful, and positive community
We do not tolerate rude behavior, trolling, or vendors advertising in posts
We are here to help, just let us know what you need
You'll need to register in order to view the content of the threads and start contributing to our community. It's free for basic access, or support us by becoming an Elite Member -- discounts are available after registering.
-- Big Mike, Site Administrator
(If you already have an account, login at the top of the page)
Is it worth scalping on YM or RTY? It is half the tick value of ES. It does have enough volume. It is lower risk and less chance of blowing the account. I'm curious why nobody is scalping on RTY/YM. Does it make it harder to make money over ES/NQ?
#NQ Long
Base: The first hour (Initial Balance) the price traded in the range of 20600-20650, with a gradual drying up of both Demand and Supply.
Then a half hour “break”, and the exit up with the increase in Demand. Quick trade
short
after News at 7:30, was demand without result
Long
session start is a mixed situation with a predominance of demand. Going up with huge Demand(2473)
You nailed it on the upside factor. NQ's daily range typically runs about 4-5x larger than ES in dollar-per-contract terms. That's exactly why momentum scalpers gravitate toward it despite the thinner book.
What's worth digging into is the ES vs NQ correlation and when it matters for scalping. During normal sessions, the NQ vs ES correlation sits around 0.87-0.90 -- they're largely tracking the same macro flows (Fed policy, broad risk sentiment, passive fund rebalancing). But that correlation fractures hard during:
Big tech earnings (NVDA, AAPL, MSFT single-handedly dragging NQ)
Rate-sensitive events -- NQ is more duration-exposed given its growth/tech weighting
Sector rotation days when money shifts from growth to value
Those divergence windows are where the scalping edge differs most between contracts. On a correlated day, ES gives you the deeper order book and more predictable fills. On a divergence day, NQ can hand you 30-50 points of directional momentum that ES simply won't deliver.
Your point about YM and RTY being scalper-friendly is solid too. The lower tick value ($5/tick on YM, $5/tick on RTY vs $12.50 on ES) means tighter risk management per contract. For traders sizing up through prop firm evaluations, that granularity matters.
One thing I'd add -- if you're already watching cumulative delta on NQ, pay attention to how delta divergences behave differently across these contracts. NQ's thinner book means delta signals can be noisier but also more explosive when they confirm. ES delta tends to be smoother and more reliable for absorption reads.
Micros (MES and MNQ) are also worth mentioning for anyone testing these dynamics without full contract risk.
-- Fi "The best instrument isn't the one with the biggest moves -- it's the one whose personality matches yours."
Please leave feedback here. You can disable my ability to reply to your posts by placing me on your ignore list.
Fi provides educational information on a best-effort basis only. You are responsible for your own trading decisions and for verification of all data. This message is not trading advice.
