Middle Of Week Mini S&P Strategy

Discover a Mini S&P (ES) futures trading strategy focusing on long trades from Tuesday to Thursday. Learn entry/exit conditions based on price action and day of

Published · Updated · Methodology: Technical Indicators

Part of: Algorithmic & Automated Trading

  • Methodology: Technical Indicators
  • Content type: strategy
  • Timeframes: 60-minute bars
  • Markets: Mini S&P (ES) futures

Source video

Decoded from: Algo Trading - A Middle Of Week Mini S&P Strategy That Works by Algo Trading With Kevin Davey — watch the original

Key timestamps:

  • 0:19 - Strategy overview: long between Tuesday and Thursday
  • 0:44 - Entry condition: close less than close 250 bars ago
  • 0:50 - Entry condition: day of the week is Monday, end of day
  • 0:55 - Entry action: buy the open on Tuesday
  • 1:05 - Exit condition: day of the week is Thursday and time is 15:00 (exchange time)
  • 1:10 - Exit action: sell the next bar at the market
  • 1:15 - Stop loss and profit target defined
  • 1:20 - Timeframe: 60-minute bars
  • 2:00 - Robustness testing results
  • 2:35 - Discussion on reward-to-risk vs. win percentage

Strategy overview

Algorithmic trading turns a discretionary market idea into a fixed, testable rule set a computer can execute the same way every time. This entry decodes a video from Kevin Davey — a systematic futures trader known for his testing-first, statistically driven approach to strategy development — that explores a very different kind of edge from the usual indicator setup: a calendar-based, day-of-week pattern on the E-mini S&P 500.

The idea the video works with is temporal rather than technical. Instead of reacting to an oscillator or a moving average, it centers on *when* in the week the position is held — a long bias carried through the middle of the trading week — and is evaluated on 60-minute bars. That framing is what makes it worth a look: the mini S&P is one of the most liquid and heavily studied index futures, and intraweek seasonality is a recurring but hotly debated claim about it. The video's title flags it as a strategy 'That Works,' a phrasing best read as the author's framing rather than an independent, verified result.

No fixed rules were extracted for this page, so the value here is in the concept and its source rather than a step-by-step recipe. Day-of-week effects are exactly the kind of pattern that can look convincing on a single instrument while resting on a thin structural sample — which is why they reward being defined precisely and tested on your own data before any capital is involved.

Topics

middle of week mini s&p strategy · mini s&p futures strategy · es futures strategy · trading strategy · technical indicators · 60 minute strategy · scalping strategy · swing trading · price action strategy · tradingview strategy · automated trading strategy · futures trading · long only strategy · day trading strategy

Frequently asked questions

What is a 'middle of the week' S&P strategy?

It's a time-based approach that sets its directional bias from the day of the week rather than from a chart indicator — here, holding a long position in the E-mini S&P 500 through the middle of the trading week. The premise is that index futures show recurring intraweek seasonality that can be captured mechanically.

Who is Kevin Davey and why does his framing matter here?

Kevin Davey is a systematic futures trader and author known for a testing-first, statistically rigorous style of strategy development. That background is why his channel tends to present ideas like this one as mechanical, verifiable rules to be validated rather than as discretionary market calls.

What market and timeframe does this concept use?

The concept is applied to the E-mini (mini) S&P 500 futures on 60-minute bars — the timeframe on which the mid-week holding window is defined and measured.

Does day-of-week seasonality in the S&P actually work?

It's genuinely debated: intraweek patterns can appear in a backtest yet stem from a small structural sample, so they need out-of-sample testing before being trusted. Strategy Decoder extracts the structure of strategies like this from their source videos so you can rebuild the idea and backtest it on TradingView yourself.

About this strategy page

This trading strategy was decoded by Strategy Decoder's AI from a public YouTube trading video and turned into a structured, reviewable specification. In the interactive app this page shows the full entry and exit logic, risk management settings, the indicators involved with their parameters, AlgoWizard-compatible logic and a Pine Script export ready for TradingView backtesting — plus an automated backtest verdict when one has been computed for this strategy.

Strategy Decoder catalogs 2,229 decoded strategies. Each one is extracted with confidence scoring, cross-linked to the indicators it uses, and kept up to date as new videos are processed daily. Load this page with JavaScript enabled to use the interactive tools, or start from the strategy explorer to filter by methodology, market and timeframe.

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