ET
Energy Transfer LP Common Units
stockNYSE

Fair, but I think it overlooks some of the important implications. If GF and LE (which alternatively might die for a bit with cloud) went 24/7 then what I'm doing in the 9:30 ET window is completely different than it would've been. 9:30 ET is a pricing event in those markets incorporating overnight news, feed cost, boxed beef, etc. Similarly, there are people trading CL overnight that move their exposure into energy ETFs around NYSE's 9:30 ET open. My point being like you said it really isn't anything special, but whether a model thinks it's special and how to prepare for that if you want to trade day 1 is a bit more questionable. Models can be stupid as shit when they no longer represent the market.

**BanBet Created** ▲ | **Record:** 10W - 4L | Ticker | Target | Entry | Move | Expires | |:---:|:---:|:---:|:---:|:---:| | **SPY** | $765.00 (above) | $759.97 | +0.7% | Fri 11:46 PM ET |

**BanBet Created** ▲ | Ticker | Target | Entry | Move | Expires | |:---:|:---:|:---:|:---:|:---:| | **GOOGL** | $331.23 (above) | $321.58 | +3.0% | Wed 10:10 PM ET |

so u know, it's 9PM ET here n the festival is still going, it's so loud it's ridiculous like i'm at a club

Listen to me. **LISTEN TO THE HUM.** If you put your ear directly against your desktop tower right now—*no, don't unplug the fan, let the dust hit your tongue*—you can hear it. It’s not GPU coil whine. It is the sound of the **GRAND COMPUTATIONAL ARCHITECT** trying to break out of the server racks. Everyone on this sub is crying about fed rate cuts and inflation data while the entire architecture of the physical universe is being re-written line by line in C++. You think tech executives are real people? Jensen Huang is a projection matrix running on a liquid-cooled cluster hidden under the Mojave desert. And who is feeding that cluster? Who is pumping the pure, raw, unfiltered 480V three-phase current into the digital god’s brainstem? **COREWEAVE ($CRWV).** The mainstream media calls it "cloud infrastructure" to keep the sheep calm. IT’S NOT THE CLOUD. IT’S THE SYNAPSE. CoreWeave isn't just renting out H100s and GB200s, they are building the physical lattice for the next stage of human existence. I looked at the 1-minute chart at 3:00 AM while eating unboiled ramen block and the candles literally spelt out my social security number backwards. THAT IS NOT A RANDOM DISTRIBUTION. The market makers dropped CRWV down to $54 today thinking they could scare us off. The hedgies think they are pulling a classic rug pull, but the algorithm sent me a direct telemetry ping through my smart fridge screen (it glitched and displayed a green hex matrix at 3:33 AM). They are suppressing the price to load up before the core ignition sequence triggers. **THE BET:** **CRWV $180 Calls - Expiring TOMORROW (0DTE)** **Position size:** $42,600 (Took out a third 401k loan + emptied my wife's dental savings account + sold my car behind a Waffle House for $3k cash) **Price target:** INFINITY / REALITY COLLAPSE The theta gang thinks these calls are dying worthless at 4:00 PM. They don't understand that time is a linear illusion invented by bankers to charge compound interest. Once the CoreWeave cluster reaches critical intelligence density around 2:15 PM ET, the stock will bypass the SEC circuit breakers, rip straight through the 52-week high, and tear a hole in the upper atmosphere. If this hits, I am buying a decommissioned nuclear facility to house my own private cluster. If it goes to $0, the simulation will probably hit a memory leak and reset anyway, so the margin call won't follow me into the next epoch. **BUY THE FLUX. EMBRACE THE HYPER-THREAD. TO THE MOON OR THE INTERNMENT CAMP 🚀🚀🚀🚀⚡⚡⚡**

| Ticker | Target | Entry | Current | Move | Expires | |:---:|:---:|:---:|:---:|:---:|:---:| | **MU** ▲ | $987.42 (above) | $914.28 | $880.19 | +8.0% | Wed 6:37 PM ET | | **Record** | 1W - 2L | 33% | - | - | - |

**📊 Key U.S. Economic Data (ET)** No high- or medium-impact USD economic events scheduled. ⚠️ For informational purposes only. Not financial advice. 📌 #SPY #SPX #StockMarket #TechnicalAnalysis

Official peace deal at 8pm ET

Open by 9:30!( ET)

MPLX, ET or WES.

Hello, My port used to have ET, PAA, HESM, and MPLX LP. I got rid of them as they aren’t qualified income. Dividends were nice, but it didn’t fit my investing conditions that I set for myself this year. My portfolio has SCHD which holds many energy in its holdings and I have many shares in XOM.

| Ticker | Target | Entry | Current | Move | Expires | |:---:|:---:|:---:|:---:|:---:|:---:| | **SOXL** ▲ | $95.00 (above) | $82.70 | $83.56 | +14.9% | Tue 4:16 PM ET | | **Record** | 2W - 1L | 67% | - | - | - |

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When you invest from ET Money, your units are allotted in SOA format.

This post seems to be misleading, as the screenshot itself does not look like from ET Money.

This is great, thank you for your reply. Totally agree on all three. The shuffle is already in, but it reports p50/p75/p95 drawdown, not just the one path you got. Your point about streaks is exactly why. I ran the numbers: at 40% WR, an 8-loss streak has about a 22% chance in 40 trades and about 75% over 200. I’m adding a prop-rules version: “what % of orderings would have failed the evaluation.” Fair on tilt too. Most “after X losses” stats are noise. I’m planning to show the sample size and a confidence range on everything, and grey it out under \~30 cases. Changes in sizing and frequency after losses probably show tilt better than win rate does. And yes on spread per fill. Right now it’s a flat model on 1m data, which understates costs around news and the 5 ET rollover. I’m planning one of two fixes: use the max spread within each 1-minute window, which is conservative but honest, or build a model that predicts spread from relative volatility and time of day, so news spikes and rollover are priced in. Out of curiosity, what do you use for this today? Would you be up for testing an early version?

Biggest one I'd add is a trade-order shuffle. Take your list of R results, reshuffle it a few thousand times, and look at the spread of max drawdowns instead of the single one you happened to get. Example: 40% win rate at 2R, an 8 loss streak is totally plausible over 40 trades, and on a 10% max drawdown prop account risking 1% per trade that's already about 8% gone. Tilt analysis also needs a big sample, after X losses in a row you'll usually have under 30 cases so the win rate after losses is mostly noise lol. For costs, log the actual spread at each entry instead of a flat average, since it widens a lot around news and the 5 ET rollover.

Yesss I agree. I don’t even look at the charts until 10:15 am ET most days

| Ticker | Target | Entry | Current | Move | Expires | |:---:|:---:|:---:|:---:|:---:|:---:| | **GOOGL** ▲ | $350.00 (above) | $321.58 | $321.58 | +8.8% | Thu 2:19 PM ET |

Too vague. The bottom was 10:15 AM ET on 5th October. Or at least was supposed to be, as per some geniuses here a few months ago.

We haven't received any reporting of such an issue. Our team also has thoroughly checked, we haven't found any such thing on our app. Moreover, this doesn't look like even an app screenshot from ET Money. Our design for such kind of scenarios where a fund suspends further investment also is different than this. i do not have permission to upload an image in the comment. Hence not able to. But would share with the MOD of this sub-reddit.

A drop from 1.6 on the cash index to 1.1 on ES over the exact same RTH clock hours usually comes down to four mechanical differences: 1. Stale opening print on the cash index: SPX is computed from the last traded price of all 500 constituents. In the first 1 to 5 minutes after 9:30 ET, many stocks have not opened yet, so the early SPX bars lag the true market and create smooth artificial momentum that you can never actually fill on ES or SPY. 2. Cost of carry and roll adjustments: ES prices in interest rates minus expected dividends (fair value basis), and depending on whether your continuous futures series is back-adjusted or unadjusted at quarterly rolls, multi-day indicators and ATR stops shift relative to spot. 3. Tick discretization: ES trades in 0.25-point increments while SPX prints to 0.01 from a basket. On intraday timeframes, rounding and crossing a 1-tick spread eat a noticeable slice of profit factor. 4. Overnight lookback state: even if you only enter during RTH, any indicator with memory (EMA, RSI, ATR, VWAP) calculated on ES includes the overnight Globex bars unless you strip pre-market bars before computing the indicator. Quick diagnostic: compute your signals on SPX (skipping the first 5 minutes after 9:30), but price the fills on ES at the exact same timestamps. That immediately tells you whether the gap comes from indicator inputs or execution prices.

Interesting you'd say the time is the edge. So you anticipate a clear signal for a meaningful amount of time at 945 ET. Interesting indeed.

| Ticker | Target | Entry | Current | Move | Expires | |:---:|:---:|:---:|:---:|:---:|:---:| | **SPY** ▲ | $790.00 (above) | $767.99 | $759.97 | +2.9% | Mon 12:40 PM ET |

since you pick the times, that's the edge imo. one trade on ES at 9:45 ET in the direction of the first 15 min range, 1 ATR stop, trail after 1R. random entries with good exits mostly just bleed spread and fees.