I still get the questions: Matt why do you run the 22 systems on both SPY and ES futures? It's because even though two are the same index , they are different prices and indicators will be at slightly different areas - thus while you will get many of the same trades, at times you get different trades, where a system triggers on SPY but not on ES and vice versa. A system may trigger on both but sometimes will enter better on one verse the other etc, and sometimes a system will trigger on one but not the other - therefore you get this 'averaging' effect

The current SPY Breakout trade that has been long almost 30 days now is a good example:  the breakout system triggered a 1 day earlier on SPY than it did on ES, thus the SPY had a better entry. Secondly - the SPY breakout is still long and is very profitable, while the ES version sold out 2 weeks ago after a short bounce off the lows, see the chart.  So if I was only running the systems on ES - you wouldn't have this nice breakout trade. And again, this goes back and forth - next time maybe the ES will catch the better price