E-mini Trading Strategy: Backtest and Example Analysis

With e-minis, the Chicago Mercantile Exchange’s Globex electronic trading platform has made it possible for individuals with less capital to play the futures and commodity markets from around the world. It is one of the most efficient and cost-effective ways to gain market exposure. But what exactly is an e-mini trading strategy?

An e-mini trading strategy is a strategy that trades one of the e-mini contracts. An E-mini is an electronically traded futures contract that is a fraction of the value of corresponding standard futures contracts.

E-minis are available on a wide range of indexes, commodities, and currencies. These contracts were first created by the Chicago Mercantile Exchange (CME) and are predominantly traded on that exchange via its electronic trading platform.

At the end of the article, we present you with an e-mini trading strategy with a backtest. Before that, we take a look at e-mini and the electronic futures market.