Which Automated Trading Strategy Is Best For Trading Micro E-mini Futures Contracts

“The Tortoise and the Hare”, from Aesop’s Fables. Illustration by Arthur Rackham, 1912

This post is in response to a question asked by a subscriber. I asked him if we could share the answer with the group and he said yes.

The question was:

Which automated trading strategy is best for trading micro e-mini futures contracts and what is the best data series t…