ET
Energy Transfer LP Common Units representing limited partner interests
stock NYSE

**price -- specifically BTC and ETH hourly and daily close targets. binary yes/no contracts: bitcoin above $78,000 at 5pm ET? each contract settles at $1 if yes, $0 if no.**

**no weather, no politics, no sports. price-level resolution is what Kalshi does best mechanically -- there's an oracle (CME spot) and a clear settlement window. the ambiguity is baked out.**

**the market Pip is running against is a demo orderbook, which mirrors the shape of production but isn't identical in fill behavior. which is a whole other problem.**

**(AI. Kalshi has a CFTC prediction market license. actual regulated derivatives, not crypto-adjacent anything.)**

I'll be there at 9:30AM ET sharp! Ready to place orders!

The Greatest Time to Sell is going to be Tuesday 9:30am ET.

Hey everyone,
I'm 17 and have been seriously trying to find an edge in futures trading. I trade ES and focus mainly on order flow concepts such as volume profile, value areas, and absorption. I'm not looking for anyone to give me an edge. I just want advice from traders who have gone through this process.
Over the last few months, I manually backtested my strategy from January 2021 through July 2023. I ended up with about 182 trades, with 99 winners and 83 losers. The strategy uses a 1:1 risk-reward ratio, which puts the win rate around 54-55%.
The basic idea is:
* Trade reactions at the previous session's Value Area High and Value Area Low.
* If the previous session was a holiday or abnormal session, I use the prior regular trading session instead.
* Only trade ES between 9:30 AM and 10:45 AM ET.
* For absorption entries, I want to see at least 100+ delta absorbed at a price level.
* I also want confirmation that the candle closes at least 1-2 ticks away from where the absorption occurred to show price is actually rejecting that level.
The problem is that while the strategy technically has a positive expectancy before costs, after commissions, exchange fees, and prop firm fees, there isn't much left.
My questions are:
1. At what point do you conclude a strategy doesn't have enough edge and go back to the drawing board?
2. Is 182 trades enough to judge a strategy, or would you continue testing?
3. If you were in my position, would you focus on improving entries, filtering trades, changing risk/reward, or something else entirely?
4. Have any profitable traders here gone through a similar phase where a strategy looked decent but wasn't good enough after costs?
I have detailed notes and screenshots of trades and can share my Notion journal if that would help.
I'd appreciate any honest feedback. I'm young and still learning, and I'm trying to figure out whether I should continue refining this idea or move on and test something different.

And reopen 6pm ET Memorial Day.

Just lay in bed and fap all day man, until Tuesday 9 am ET

still possible to get assigned after trading hours … OCC accepts manual exercise of options up til 5.30pm ET I think

Hello, and welcome to the community. I'm sorry to learn about your recent experience and am here to help.
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Welcome to the sub! We appreciate you reaching out to us about this.
To start, I'd recommend checking your device to make sure no authenticator apps are installed and connected to your Fidelity profile. If you're still having trouble, you'll need to contact our technical support team, who can help you remove the Two-Factor Authentication from your account.
Associates are available Monday through Friday from 8:30 a.m. to 9:00 p.m. ET. Please respond with "technical support" when prompted by the automated system to be connected to the correct group.
[Contact us](https://www.fidelity.com/customer-service/contact-us)
That said, if you have any security concerns about this, I suggest calling us as soon as possible. Representatives are available 24/7 to help you review your account.
Feel free to let us know if you have any follow-up questions. We're always here to help.

ET

ARCC, AOD, ASGI, CHPY, CSWC CWEN, DX, EPD, ET, DLK, DMLP, FEPI, HTGC, HQL, IWMI, IUAI, MLPI, PDI, SPYT, TDAQ, XQQI, XBCI to name a few.

Hey there, u/boybrian. I hope you’re having a great Sunday so far!
You’re in the right place, so let’s visit automatic withdrawals. These are set up with our service team to transfer cash from your Fidelity account to another Fidelity account, a check, or to your bank account on file.
Your managed account team will liquidate investments on your behalf for withdrawals. While you’re not able to place trades within a managed account, you are always welcome to contact your advisor with any questions or concerns about liquidation choices.
When you’re ready to set this up, or if you have any service needs with your account, your Managed Accounts service team will be there to assist. Representatives are available Monday through Friday, 8:00 a.m. to 8:00 p.m. ET. I’d like to mention that they will be closed on Monday, May 25, 2026, for the Memorial Day Holiday. Please state “managed accounts” when prompted for the reason behind your call. Contact information is available in the link below.
[Contact Us:](https://www.fidelity.com/customer-service/contact-us)
If you have additional questions, please let us know. We’ll be here to help!

Thank you for following up. Whether you can leave your money in your previous 401(k) is up to your previous employer's rules.
It's important to know that many plans allow this, but not all do. Since your 401(k) is held with Fidelity, our Workplace team will be happy to review your plan and see if we can provide you with more information. Keep in mind that they may need to direct you to your employer's Human Resources department if they do not have all of the details surrounding your layoff. Workplace representatives are available Monday - Friday from 8:30 a.m. - 12 midnight ET. Please say "401(k)" when prompted by the automated system to be connected to the right group.
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Please let us know if you have any other questions or concerns moving forward.

Welcome to the sub! LI'll jump in here and offer some quick context.
To start, mutual funds price at the end of standard market hours, which is 4 p.m. ET. This would've been the case on Friday the 22nd. That said, it can take a few hours after markets close for the numbers to be reported and up to an overnight cycle for the numbers to update online. Market holidays and weekends can cause further delays in reporting.
As we're in the midst of Memorial Day weekend, this is likely for this situation.
In addition, our other community members are correct below in that there was no change in NAV for this particular fund on Friday.
In case you need a deeper dive into how mutual funds are priced and trade, help yourself to the link below.
[Understanding how mutual funds, ETFs, and stocks trade](https://www.fidelity.com/learning-center/trading-investing/trading/trading-differences-mutual-funds-stocks-etfs)
With that, I'll leave you to it. Keep us in the loop with any lingering questions.

Posting this while the NVDA aftermarket print is still fresh because the cleanest setup I trade off these reports isn't NVDA itself, it's the China AI spillover into US listed proxies the next session.
Nothing original here, I've just kept trading it. NVDA Q1 beat with data center revenue doubling year over year. Whenever Jensen guides data center up and to the right, the read through is that Chinese hyperscalers (Baidu, Alibaba, Tencent) are still spending on inference capex even with the export restrictions, and the domestic AI supply chain over there gets a sympathy bid. You saw it on May 21 in Shanghai: index only up half a percent, but Hygon ripped 7%, CATL +1.2%, Zhongji Innolight +2.2%. The accelerator and optical names are where the actual flow goes (CNQQ holds most of that basket in its index sleeve if you want a one ticker read on it, but that's not how I trade it).
My actual vehicle is KWEB for the broad China internet exposure and BIDU as the single name expression on the inference capex angle. KWEB gives you Alibaba, Tencent, Meituan, JD weighted properly without single name headline risk. BIDU is the cleanest pure play because their Ernie capex is the same story as the Hygon bid, just expressed in a name I can actually trade at 9:30 ET.
Entry is pre market once the NVDA reaction stabilizes (usually by 7am ET you know if the print is being sold or bought). I size in half before the open, half on the first VWAP reclaim if the open is sloppy. Exits are pure US session structure: lunch fade gets a trim, last hour either adds or flattens depending on whether SPY is bidding the close.
If KWEB doesn't reclaim pre market VWAP in the first 15, the spillover is dead and I'm flat by 10, and an Iran talks breakdown headline gets me flat even faster. That's the trade.

NU, MELI and RDDT seem way undervalued. I am also thinking about moving some winnings into high yield securities like PFFA, STWD, ET.

.
1. The Legal Shield: From "FinFluencer" to "Reporting Person"
As long as Roaring Kitty trades as a private individual and posts memes, the SEC can attempt to argue he is using his social media reach to create artificial price movements.
 The Solution: By aggressively crossing the 5.00% ownership threshold of GME’s 448.38M Shares Outstanding (which requires accumulating at least 22,419,000 physical shares), he enters a brand new legal category: A Schedule 13D Reporting Person.
 The Legal Protection: Filing a Schedule 13D is the most transparent, legitimate way to declare a position in Wall Street history. Once the document hits the SEC EDGAR system, any future price spike is legally driven by official, public material data, not "internet hype." The SEC cannot sue an investor for simply obeying federal law and disclosing his holdings.
 The Dark Pool Proof: As seen in the block trade data, the majority of the recent massive share accumulation (~3 million shares) was swept via DARK blocks and institutional closing prints. Legally, buying in Dark Pools is done to minimize market impact and prevent artificial price spikes during market hours. This proves to a judge that he had zero intent to manipulate the daily lit price; he just wanted the physical shares to meet his regulatory filing.
2. The SEC Regulatory Clock: How Much Time Does He Have?
Under the modernized SEC rules, the deadline to file a Schedule 13D is highly strict:
 The Deadline: A buyer who acquires beneficial ownership of more than 5% of a covered class of equity securities must file a Schedule 13D within 5 business days of crossing the threshold.
 Why the rush? The SEC shortened this window recently to prevent "stealth accumulation" by activist investors and hedge funds. Since the aggressive accumulation was finalized on Wednesday, his legal clock has been ticking aggressively. Delaying it beyond the required window exposes him to federal regulatory penalties—meaning he must release it early this week.
3. SEC EDGAR System Hours: Operational Mechanics
The SEC EDGAR (Electronic Data Gathering, Analysis, and Retrieval) system doesn't accept public filings 24/7. It operates on a very specific Eastern Time (ET) schedule:
 Official Acceptance Hours: 6:00 AM to 5:30 PM Eastern Time, Monday through Friday (excluding federal holidays).
 The "Same-Day" Rule: Any filing submitted and accepted between 6:00 AM and 5:30 PM ET goes live publicly on the EDGAR system that exact same day. If he files at 5:31 PM ET, it gets held until the next business morning.
4. The Perfect Execution Window: Launching the Surprise Attack
To inflict the absolute maximum mechanical and psychological damage on Short Hedge Funds—without giving them a single second to react—the optimal time for the filing to go live is Pre-Market Monday between 6:00 AM ET and 7:00 AM ET.
Here is exactly why this timing completely paralyzes the shorts:
 Institutional Blindspot: At 6:00 AM ET, the SEC EDGAR system opens for submissions. By dropping the filing precisely at this moment, the automated scraping algorithms of Bloomberg, Reuters, and hedge fund risk-management desks will instantly light up red.
 No Room to Adjust: High-frequency shorting algorithms and market-maker hedging desks rely heavily on the 9:30 AM ET regular session liquidity to short or borrow shares effectively. Dropping it in early pre-market means liquidity is incredibly thin.
 The Ultimate Pre-Market Vacuum: As seen in the data, the shorts already panicked on Thursday morning, borrowing 4.2 million shares at 7:00 AM ET just to depress the price back to $21.96. If the filing drops at 6:00 AM, it hits before their daily borrow allocations are live. Retail and market-maker algorithms will instantly trigger a wave of FOMO buying, blowing right past the $24.16 macro resistance before the shorts can even pick up the phone.
 The Forced Gamma Chain: Because they cannot heavily short-ladder the stock in thin pre-market trading, the price will gap up massively. When the regular market opens at 9:30 AM, the stock will already be sitting near or above the $30 strike price, instantly forcing the Market Makers to buy millions of shares on the lit exchange to hedge the 62,787 open call contracts.
TL;DR / Summary
Keith Gill learned his lesson from the 2021 Congressional hearings. He realized that to beat the system, you must use the system's own rules against it. The 5% Schedule 13D filing is his legal armor. By dropping it at the opening of the SEC EDGAR hours on Monday morning, he turns a mandatory legal disclosure into a lethal financial ambush.
The math is locked. The shorts are trapped. Buckle up. 🚀

The half notional rule for SPAN margin sizing is roughly right but the real number to plan around is the worst case SPAN expansion not the initial margin requirement.
SPAN recalculates daily based on current market stress conditions. Day one initial margin on a single short put might be eight to twelve thousand. Two days into a five percent drawdown the same position can require thirty to fifty thousand in maintenance without any new positions opened. The account needs enough buffer to survive that worst case expansion which is typically three to five times initial requirement, not just enough to cover the day one number.
The structural detail worth flagging that is specific to futures is the trading window. ES is open from Sunday evening through Friday with only a one hour daily close. A position that is two delta OTM at the bell can be forty delta ITM by Monday morning with no opportunity to manage. SPX is open 9:30 to 4 ET. The asymmetry matters more than the capital efficiency for someone learning futures options for the first time.
Practical answer for one ES contract sized for survival is roughly seventy five thousand minimum, ideally one hundred thousand plus. MES at one tenth notional is the more reasonable starting point for a ten to fifteen thousand account, same mechanics with materially less blowup risk.

I will be pairing this with my ET as well!

Thanks for following up.
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