HotSpots Summary Results for $ES,$CL,$YM,$NQ

Daily Summary

Running summary of all the HotSpots generated since the beginning. As we develop more refined tools and information, we will only focus on the parameters that make the most sense. This summary includes all look-back length in days (5 through 21), all the symbols we are currently tracking and all the algorithms for counting back days (ie. normal or taylor)

If you have questions about HotSpots you can contact us at info@mrtopstep.com.

Normal

Normal is a straight trading day count. A 5 day normal on a full-trading week would include Monday through Friday. A 5 day normal on a Monday holiday week
would be the previous week’s Friday, skip Saturday, Sunday and holiday Monday and then Tuesday through Friday.

Early close days are considered non-trading in our normal count and are therefore skipped also.

normal 21
	CL_F	CL_F	ES_F	ES_F	NQ_F	NQ_F	YM_F	YM_F
Date	long	short	short	long	long	short	long	short	Total
20180620	-160	0	-13	0	100	35	5	25	-7
20180621	240	0	-75	50	-245	-85	-5	-105	-225
20180622	-160	30	300	-75	-110	310	-100	325	520
20180625	-280	-70	-88	-63	75	-340	25	-185	-925
20180626	-20	-300	0	-113	115	80	30	240	33
20180627	-80	0	-150	-225	-275	-335	150	-245	-1160
20180628	270	0	0	-125	-20	-255	40	-55	-145
20180629	220	160	0	213	-240	15	-185	-30	152
20180702	110	60	0	0	-75	-195	-105	0	-205
20180705	-90	320	0	-188	-80	120	115	0	198
20180706	-120	-30	0	163	305	160	40	60	577
20180709	-30	-100	0	138	90	45	70	-360	-147
20180710	-50	-60	0	0	175	-20	110	0	155
Total	-150	10	-25	-225	-185	-465	190	-330	-1180
Trades	13	9	6	12	13	13	13	10
Wins	4	4	2	6	6	7	9	4
PctWins	31	44	33	50	46	54	69	40

normal 13
	CL_F	CL_F	ES_F	ES_F	NQ_F	NQ_F	YM_F	YM_F
Date	long	short	long	short	long	short	long	short	Total
20180608	200	-200	25	-75	120	-35	45	-65	15
20180611	470	0	25	25	25	-50	35	180	710
20180612	360	-70	-225	0	-480	-30	-140	-60	-645
20180613	0	90	-38	-50	-625	200	-20	-70	-512
20180614	20	-30	-313	75	185	80	-30	100	87
20180615	-90	20	-163	75	-405	85	155	-160	-482
20180618	90	-180	-188	-38	-25	15	-125	-155	-605
20180619	330	10	-38	-325	305	-385	5	-25	-122
20180620	-240	160	-63	-13	135	-75	-40	40	-95
20180621	230	-190	88	288	430	-160	40	-100	625
20180622	260	290	125	325	295	605	50	-70	1880
20180625	-320	10	-75	-113	335	105	220	-175	-13
20180626	-190	-190	88	250	115	260	100	130	563
20180627	-130	130	125	-113	-300	-90	105	-400	-673
20180628	10	220	-138	-38	-160	-240	-90	70	-365
20180629	10	90	275	113	20	-235	-185	-400	-313
20180702	20	60	0	-25	15	-345	-110	-240	-625
20180705	-90	320	-275	-100	-10	-15	-135	-80	-385
20180706	-90	-30	138	-113	155	5	-35	-70	-40
20180709	280	-90	38	38	75	180	50	-360	210
20180710	0	-110	25	-88	175	-110	45	15	-47
Total	1130	310	-563	100	380	-235	-60	-1895	-833
Trades	21	20	21	21	21	21	21	21
Wins	14	11	11	9	14	9	11	6
PctWins	67	55	52	43	67	43	52	29

normal 11
	CL_F	CL_F	ES_F	ES_F	NQ_F	NQ_F	YM_F	YM_F
Date	long	short	long	short	long	short	long	short	Total
20180606	-150	-300	-25	-100	5	-100	180	-25	-515
20180607	200	-210	50	63	255	380	0	5	743
20180608	60	-290	138	-75	120	-35	50	120	88
20180611	120	-10	38	0	25	30	30	30	262
20180612	360	-60	0	-63	-480	-30	-40	-50	-363
20180613	0	190	50	300	80	200	30	160	1010
20180614	20	-60	-313	75	-305	85	-30	100	-428
20180615	-40	90	-38	163	-405	175	60	290	295
20180618	70	-120	-100	-213	345	-155	-40	-155	-368
20180619	330	-50	275	-325	430	85	110	-25	830
20180620	-240	-140	-63	-50	135	-35	165	40	-188
20180621	230	350	138	288	115	-110	5	-100	915
20180622	260	-40	-163	325	195	705	25	315	1622
20180625	-320	-30	250	-113	345	-35	265	-150	213
20180626	-30	120	138	88	100	260	45	-65	655
20180627	260	130	125	-100	-300	-90	105	-400	-270
20180628	90	220	-150	-38	-50	-300	-90	-235	-553
20180629	70	90	275	113	-75	-235	-185	-400	-348
20180702	20	60	38	-25	-15	-290	-150	30	-333
20180705	-90	320	-275	-100	-35	490	-360	-80	-130
20180706	-90	-10	138	-113	165	-40	-35	165	180
20180709	-140	-50	38	38	75	180	55	50	245
20180710	-20	-200	25	-88	175	-85	45	-65	-212
Total	970	-0	588	50	900	1050	240	-445	3352
Trades	23	23	23	23	23	23	23	23
Wins	14	9	15	10	15	10	15	11
PctWins	61	39	65	43	65	43	65	48

normal 8
	CL_F	CL_F	ES_F	ES_F	NQ_F	NQ_F	YM_F	YM_F
Date	long	short	long	short	long	short	long	short	Total
20180604	-410	260	-13	113	70	140	-5	60	215
20180605	140	-190	-163	38	190	35	70	70	190
20180606	60	-160	25	-75	710	485	5	-20	1030
20180607	100	-10	0	-25	255	50	-80	305	595
20180608	60	0	-113	-50	120	75	0	40	133
20180611	120	20	-75	0	135	10	-45	25	190
20180612	350	-10	-113	0	0	-110	-25	5	97
20180613	30	120	-63	-63	100	-5	-65	-10	45
20180614	-120	-60	-288	-50	-270	155	-30	240	-423
20180615	-220	0	0	-13	-405	290	145	195	-8
20180618	-30	-120	0	-300	-75	-235	-40	-155	-955
20180619	330	30	-300	13	395	200	75	90	832
20180620	-240	-140	-263	0	115	215	30	285	2
20180621	10	-60	88	288	275	-110	95	230	815
20180622	160	290	38	-13	190	-120	95	-70	570
20180625	-200	10	-313	63	345	-35	-240	90	-280
20180626	-20	20	63	150	100	260	65	215	853
20180627	200	-50	-138	-100	-300	-205	60	-390	-923
20180628	70	220	-38	-313	515	255	-85	-250	375
20180629	-190	120	363	-38	285	120	35	10	705
20180702	100	50	38	-50	-15	-45	335	-30	383
20180705	90	390	-275	238	5	340	-105	-255	427
20180706	-90	130	-50	50	0	150	-35	50	205
20180709	-140	-110	38	13	-235	305	10	50	-70
20180710	-20	10	175	-38	-255	-70	150	-60	-107
Total	140	760	-1375	-163	2250	2150	415	720	4897
Trades	25	25	25	25	25	25	25	25
Wins	14	15	11	12	18	16	14	16
PctWins	56	60	44	48	72	64	56	64

normal 5
	CL_F	CL_F	ES_F	ES_F	NQ_F	NQ_F	YM_F	YM_F
Date	long	short	long	short	long	short	long	short	Total
20180604	-200	80	-200	113	145	-75	15	45	-77
20180605	10	-190	-138	88	65	165	-145	30	-115
20180606	-150	-160	38	-125	5	515	230	10	363
20180607	90	70	-38	138	-15	140	5	70	460
20180608	-260	50	38	163	240	-75	-75	135	215
20180611	300	-180	0	-13	-5	195	-115	155	337
20180612	120	-230	-63	-63	50	-235	35	-35	-420
20180613	20	40	-63	-13	195	-355	-10	50	-135
20180614	50	-80	113	238	-180	-5	170	-65	240
20180615	-90	330	-50	338	-600	290	-120	560	657
20180618	-30	30	0	-300	50	-85	25	-235	-545
20180619	-30	-140	-313	-275	-350	-330	275	135	-1028
20180620	380	160	0	-75	0	305	-175	-10	585
20180621	280	0	88	313	-155	-195	100	30	460
20180622	10	-30	125	-25	230	570	0	40	920
20180625	-180	370	25	38	-275	370	125	-130	342
20180626	1000	30	-163	-63	155	25	-35	-180	770
20180627	80	-50	150	-138	-325	115	150	-390	-407
20180628	120	270	150	-363	400	555	-310	-305	518
20180629	40	90	-50	300	-95	120	10	350	765
20180702	100	160	38	-325	265	-45	275	-265	203
20180705	80	520	125	-13	-20	315	75	-260	822
20180706	460	130	125	0	375	75	170	50	1385
20180709	300	-90	-75	75	-235	180	10	-160	5
20180710	-310	180	50	-138	-165	125	10	-60	-307
Total	2190	1360	-88	-125	-245	2660	695	-435	6012
Trades	25	25	25	25	25	25	25	25
Wins	17	16	15	11	13	16	17	13
PctWins	68	64	60	44	52	64	68	52

Taylor3

Taylor3 uses a 3 day cycle count. On a Friday of a full trading week, the next previous trading day considered would be Tuesday and every 3rd tradeable date before. Weekends, holidays and early closes are skipped as part of the count.

Once the length requirement is filled the analysis begins.

taylor3 11
	CL_F	CL_F	ES_F	ES_F	NQ_F	NQ_F	YM_F	YM_F
Date	long	short	long	short	long	short	long	short	Total
20180710	-300	-150	25	38	250	-180	120	-10	-208
Total	-300	-150	25	38	250	-180	120	-10	-208
Trades	1	1	1	1	1	1	1	1
Wins	0	0	1	1	1	0	1	0
PctWins	0	0	100	100	100	0	100	0

taylor3 8
	CL_F	CL_F	ES_F	ES_F	NQ_F	NQ_F	YM_F	YM_F
Date	long	short	long	short	long	short	long	short	Total
20180625	-130	-70	125	-88	75	115	-335	395	87
20180626	0	-780	150	125	195	145	260	190	285
20180627	160	-260	-250	-200	-260	30	-355	-280	-1415
20180628	-210	-20	-75	-300	-20	310	-50	-75	-440
20180629	310	30	125	138	55	50	35	-480	262
20180702	-160	130	-238	-113	-275	-465	70	-140	-1190
20180705	130	-50	-200	275	-160	195	-170	-185	-165
20180706	-10	90	125	0	250	-10	265	30	740
20180709	-60	-110	63	-25	140	-75	60	75	67
20180710	-300	-70	25	-50	-110	-80	120	-95	-560
Total	-270	-1110	-150	-238	-110	215	-100	-565	-2328
Trades	10	10	10	10	10	10	10	10
Wins	4	3	6	4	5	6	6	4
PctWins	40	30	60	40	50	60	60	40

taylor3 5
	CL_F	CL_F	ES_F	ES_F	NQ_F	NQ_F	YM_F	YM_F
Date	long	short	long	short	long	short	long	short	Total
20180612	-50	50	25	-25	40	55	-45	95	145
20180613	10	-90	-313	0	-200	90	-35	80	-457
20180614	-20	520	-113	238	15	-180	-130	420	750
20180615	-120	-80	100	313	150	-220	185	460	788
20180618	10	210	88	-288	150	-85	90	-230	-55
20180619	330	210	-113	-375	630	-290	155	-450	97
20180620	-480	-70	-38	50	80	165	-170	140	-322
20180621	250	-40	25	-25	-140	-125	40	-20	-35
20180622	-180	-290	113	-38	-775	-105	130	-310	-1455
20180625	380	30	-188	63	-510	455	-120	-110	0
20180626	-480	-270	50	75	70	165	-15	95	-310
20180627	-20	-260	-188	-425	-185	-335	-290	-280	-1983
20180628	270	30	-325	325	-240	450	-310	-110	90
20180629	-150	250	175	138	130	50	145	-480	257
20180702	-60	50	-125	-225	-190	-85	-160	-325	-1120
20180705	230	610	-200	100	-280	400	-10	245	1095
20180706	-10	0	288	63	100	350	245	60	1095
20180709	300	-80	-25	-25	130	-35	60	-30	295
20180710	-300	-190	50	-63	95	-95	-120	-40	-662
Total	-90	590	-713	-125	-930	625	-355	-790	-1788
Trades	19	19	19	19	19	19	19	19
Wins	8	10	9	10	11	9	8	8
PctWins	42	53	47	53	58	47	42	42

TaylorPlus

TaylorPlus, unlike the Taylor3 cycle count the TaylorPlus does not use Weekends, Holidays or Early close days as part of the cycle count. TaylorPlus counts finds the 3rd closest “tradeable” day, then the next 3rd until the cycle count is complete. Weekends, holidays and early-close are all considered non-tradeable days and are skipped in the count.

taylorPlus 11
	CL_F	CL_F	ES_F	ES_F	NQ_F	NQ_F	YM_F	YM_F
Date	long	short	long	short	long	short	long	short	Total
20180705	0	10	-38	125	330	255	90	0	773
Total	0	10	-38	125	330	255	90	0	773
Trades	1	1	1	1	1	1	1	1
Wins	1	1	0	1	1	1	1	1
PctWins	100	100	0	100	100	100	100	100

taylorPlus 8
	CL_F	CL_F	ES_F	ES_F	NQ_F	NQ_F	YM_F	YM_F
Date	long	short	long	short	long	short	long	short	Total
20180625	70	0	-88	-225	-345	-410	-250	-170	-1417
20180626	320	-220	125	250	550	455	245	-100	1625
20180627	-230	140	-325	0	-515	160	-390	-415	-1575
20180628	-210	320	-138	213	625	-85	-190	-90	445
20180629	10	170	-88	-213	-95	-185	-85	-85	-570
20180702	-50	-90	-150	-75	315	-180	-200	-320	-750
20180705	180	-80	-25	213	-95	305	45	80	622
20180706	-90	20	63	-63	320	-145	40	-100	45
20180709	-20	-100	100	-113	60	35	160	-70	52
20180710	-220	-170	0	0	-65	-5	190	-235	-505
Total	-240	-10	-525	-13	755	-55	-435	-1505	-2028
Trades	10	10	10	10	10	10	10	10
Wins	4	5	4	5	5	4	5	1
PctWins	40	50	40	50	50	40	50	10

taylorPlus 5
	CL_F	CL_F	ES_F	ES_F	NQ_F	NQ_F	YM_F	YM_F
Date	long	short	long	short	long	short	long	short	Total
20180611	490	-70	38	100	200	240	50	105	1152
20180613	30	-550	-13	-63	15	25	0	5	-550
20180614	30	-130	38	13	15	-15	35	30	15
20180615	170	110	138	-225	-85	50	-175	35	18
20180618	-20	70	25	-88	-60	-120	10	80	-102
20180619	350	150	-138	-25	-70	75	-130	-225	-13
20180620	-230	-260	-238	50	260	-100	-320	235	-603
20180621	-100	-10	13	100	235	640	40	230	1147
20180622	-280	-330	-325	288	390	580	-160	-255	-92
20180625	200	40	-188	-238	-255	-190	-65	-200	-895
20180626	470	-550	275	300	265	220	205	200	1385
20180627	-190	110	-325	-300	-525	-5	-390	-405	-2030
20180628	170	290	-25	-25	625	130	-45	-60	1060
20180629	-90	80	-188	-188	420	-155	-85	-85	-290
20180702	100	40	238	-400	205	-450	-310	-340	-917
20180705	0	-130	25	113	-95	225	5	180	322
20180706	-90	20	100	-88	385	40	-50	-100	217
20180709	-150	-140	200	-113	-345	-70	160	70	-388
20180710	-170	0	0	38	-65	-345	-95	140	-498
Total	690	-1260	-350	-750	1515	775	-1320	-360	-1060
Trades	19	19	19	19	19	19	19	19
Wins	10	10	11	8	11	10	8	11
PctWins	53	53	58	42	58	53	42	58