This Week’s 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
20180711 -340 810 13 -13 210 0 20 150 850
20180712 70 -150 -75 138 220 0 85 50 338
20180713 170 420 188 -113 -95 0 -40 70 600
20180716 -150 -260 100 -175 125 0 20 10 -330
20180717 150 90 -125 -63 325 0 60 -145 293
20180718 -20 -150 0 200 -5 0 10 -65 -30
20180719 -410 -20 375 163 -195 0 50 55 17
20180720 30 0 -100 -63 -260 0 -70 -20 -482
20180723 100 0 -50 88 -65 0 -5 -20 48
20180724 20 0 188 0 60 0 -25 195 438
20180725 -40 0 -88 -63 -50 -155 -150 30 -515
20180726 10 0 -163 38 35 0 140 -100 -40
20180727 -350 30 0 -13 -640 0 -15 105 -882
20180730 100 230 -163 -75 50 0 -55 -80 8
20180731 -20 50 -38 -50 -45 65 130 -140 -47
20180801 -40 50 50 163 -115 -70 70 -100 7
20180802 0 -30 -163 225 -40 -85 35 -65 -123
20180803 100 30 -13 163 -15 150 125 -35 505
20180806 180 -70 0 -25 -230 -200 80 -75 -340
20180807 0 0 0 150 140 -85 125 70 400
20180808 50 150 0 -88 -135 -360 -95 -130 -607
20180809 -130 -20 0 63 -120 0 -10 -25 -243
20180810 -70 -230 0 88 -25 0 -20 0 -258
20180813 40 0 0 -50 245 0 -80 0 155
20180814 120 0 -50 100 -180 65 55 -105 5
20180815 -550 -80 0 -438 -570 155 125 30 -1328
20180816 -60 -20 -13 150 -235 160 85 100 167
20180817 -50 0 38 -150 -465 45 115 80 -387
20180820 60 0 50 -63 220 115 -90 85 378
20180821 100 0 175 0 45 -95 -15 40 250
20180822 220 0 -150 138 85 -295 -90 100 7
20180823 -80 10 150 150 65 15 60 15 385
20180827 0 -250 50 -125 65 -10 -155 50 -375
20180828 -40 -150 125 -188 -130 35 55 115 -177
20180829 40 0 63 0 75 10 15 65 267
20180830 -70 0 0 0 110 -20 25 -10 35
20180831 150 -80 -113 -88 -65 -140 -155 -50 -540
20180904 -230 170 150 -450 -70 245 -15 100 -100
20180905 60 -150 -88 -550 330 -255 -35 -45 -733
20180906 50 240 88 -188 -40 -10 0 0 140
Total -980 630 388 -1238 -1570 -1185 555 -25 -3425
Trades 53 35 37 52 53 37 52 47
Wins 27 16 18 25 23 18 30 24
PctWins 51 46 49 48 43 49 58 51
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
20180711 -180 640 -200 13 -270 -215 -160 110 -262
20180712 -380 180 -163 25 330 -65 -130 -15 -217
20180713 -80 100 -50 88 -85 -5 25 -15 -23
20180716 -10 160 25 -63 40 -35 10 80 208
20180717 -50 -200 150 175 465 -225 -70 5 250
20180718 -240 -120 38 50 -115 40 90 -65 -323
20180719 -70 450 113 75 50 -105 -200 65 377
20180720 -20 -50 0 -13 30 -65 20 -10 -107
20180723 -320 -140 -113 -50 -20 60 -70 40 -612
20180724 60 50 -300 38 180 200 20 180 427
20180725 630 -190 188 88 -280 -110 190 45 560
20180726 0 30 63 -125 -105 -265 140 -105 -367
20180727 130 430 0 -88 105 -55 10 -80 453
20180730 -150 60 -75 13 -60 55 -55 65 -147
20180731 110 40 -50 63 -40 175 130 -20 408
20180801 -20 50 0 63 -80 -190 70 45 -62
20180802 50 -20 63 13 215 -65 35 -130 160
20180803 -20 10 163 0 225 70 125 20 592
20180806 -20 -60 -63 -13 -180 -35 -25 -110 -505
20180807 210 -90 38 100 90 -100 80 75 403
20180808 40 70 100 0 40 -370 -55 -275 -450
20180809 -150 -20 13 25 75 105 -185 -65 -203
20180810 0 -180 50 0 -450 145 -35 -90 -560
20180813 -690 0 100 25 200 -15 0 30 -350
20180814 60 0 -113 100 -145 -175 10 60 -202
20180815 -490 70 -163 138 -95 415 -180 -75 -380
20180816 -110 -280 200 150 120 270 255 225 830
20180817 -50 -120 -63 88 -180 -20 -95 55 -385
20180820 40 120 113 150 -60 115 65 105 647
20180821 40 60 13 -25 50 140 -60 85 302
20180822 30 -20 -88 88 -190 140 -90 95 -35
20180823 30 230 175 163 50 305 -70 145 83
20180827 -20 -40 -25 50 -140 10 -25 45 -145
20180828 -40 -150 25 125 -130 195 -10 155 170
20180829 0 -320 -38 75 300 40 70 40 168
20180830 50 90 38 0 300 -20 20 15 493
20180831 -20 100 -75 -50 -120 -140 15 -85 -375
20180904 -50 20 -388 138 -55 -135 -290 100 -660
20180905 -60 -150 75 75 15 -255 225 15 -60
Total -630 1120 -788 1863 -270 -460 -525 -1045 -735
Trades 60 57 60 60 61 61 61 61
Wins 30 31 34 40 33 26 32 32
PctWins 50 54 57 67 54 43 52 52
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
20180711 -180 310 -200 50 -230 -40 30 250 -10
20180712 -380 0 263 25 155 -130 220 55 208
20180713 -240 100 -50 88 -150 -260 25 -15 -503
20180716 -10 160 -138 38 195 65 10 -35 285
20180717 -20 -200 150 -125 465 -230 -70 -65 -95
20180723 -350 -140 -100 -50 -60 55 -75 -5 -725
20180724 60 -200 -200 88 0 -15 60 180 -28
20180725 630 -150 -75 88 -380 -185 190 45 163
20180726 -10 -10 113 -125 -60 45 140 -105 -12
20180730 -190 190 -88 -363 -35 55 -55 35 -450
20180801 -30 50 -13 63 -10 -75 70 45 100
20180802 50 -20 113 -13 520 -520 15 -130 15
20180803 -20 10 100 -75 240 80 25 -200 160
20180806 0 -60 -63 -88 -180 -55 -150 -145 -740
20180807 0 -100 -13 100 0 330 80 70 467
20180808 40 70 13 -200 40 -520 -55 -225 -837
20180809 0 -50 50 25 75 125 -10 250 465
20180810 40 -30 50 -63 290 -235 -205 -80 -233
20180813 -690 -200 100 -75 200 20 15 115 -515
20180814 60 810 -88 88 -165 -175 280 140 950
20180815 -490 70 -425 100 380 415 115 -75 90
20180816 -140 -20 200 50 110 -25 235 215 625
20180817 80 -20 -63 25 -180 -110 -75 55 -287
20180820 180 120 113 -13 -60 15 65 25 445
20180821 -130 60 13 175 40 195 -25 135 462
20180822 -80 40 88 88 95 150 50 95 525
20180823 60 -60 -38 150 50 240 -70 145 1142
20180827 -20 -250 -88 50 65 15 -45 40 -232
20180828 -40 10 25 125 -130 35 -10 140 155
20180829 -10 -320 -25 63 190 10 35 35 -22
20180830 100 -120 13 0 195 -20 130 60 358
20180831 160 100 13 -50 -75 -5 15 -85 73
20180904 -120 20 -388 138 -175 -130 -290 110 -835
20180905 -60 70 -550 75 -1190 -655 225 15 -2070
Total -780 240 -488 588 1190 -255 1275 675 2445
Trades 57 57 58 58 58 58 58 58
Wins 28 26 32 33 35 27 37 34
PctWins 49 46 55 57 60 47 64 59
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
20180711 -180 200 -200 -100 25 -40 30 -30 -295
20180712 10 -100 263 25 280 -130 220 -15 552
20180713 -90 90 -50 88 115 -260 25 -15 -98
20180716 -230 0 -63 38 195 50 10 50 50
20180717 -20 -190 150 -75 465 -230 -50 -50 -0
20180718 160 70 163 13 -115 -45 110 -40 315
20180719 -200 350 -113 0 -160 -25 -50 205 7
20180720 60 30 -50 -50 -25 -85 5 0 -115
20180723 20 -140 -13 25 540 -90 35 -35 342
20180724 -100 120 -313 100 -55 -30 -220 220 -278
20180725 630 -190 238 138 320 -185 210 95 1255
20180726 0 40 -125 -163 -10 40 -55 -190 -463
20180727 -240 10 -63 -100 -185 -380 10 -75 -1023
20180730 70 -120 63 -13 185 235 -140 -100 180
20180802 -30 -20 13 50 115 330 10 -130 338
20180803 -550 0 -25 125 240 355 210 105 460
20180807 120 50 63 113 0 115 0 110 570
20180809 70 -20 13 13 220 -150 -45 235 335
20180810 50 -150 -238 -63 -345 255 -245 0 -735
20180815 -490 -250 -188 -188 -1035 -325 10 -205 -2670
20180816 -190 -320 -25 325 110 400 -35 260 525
20180817 130 70 -63 63 -415 -5 -105 45 -280
20180820 160 -110 75 50 105 15 85 55 435
20180821 -100 -40 13 175 85 235 -20 135 482
20180822 20 0 63 100 255 155 80 90 762
20180823 60 -20 -38 175 -75 295 0 170 753
20180827 100 -250 -25 50 -110 -70 45 40 -220
20180828 -40 -110 -63 125 -130 130 -65 135 -17
20180829 220 -80 -25 75 -10 -15 0 -15 150
20180831 -80 -90 50 -50 245 40 15 -185 -55
20180905 -80 30 -250 63 -1015 515 50 15 -672
Total -600 -380 -2025 1050 2130 3480 205 1630 5490
Trades 56 56 57 57 57 57 57 57
Wins 30 29 24 35 36 32 34 35
PctWins 54 52 42 61 63 56 60 61
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
20180711 -70 -40 -200 88 30 -40 30 95 -107
20180712 20 130 25 88 280 -130 -270 80 223
20180713 -700 30 -50 100 195 125 115 160 -25
20180716 -490 190 50 63 60 -15 45 5 -93
20180717 -20 -50 150 -163 65 -315 140 20 -172
20180718 -220 -40 38 125 -345 -155 -65 -55 -718
20180719 -10 450 125 -25 10 140 150 30 870
20180720 170 30 63 -88 -110 -85 85 -215 -150
20180723 -90 730 13 -25 -15 -90 35 135 692
20180724 -130 -260 -325 200 -370 -115 -240 180 -1060
20180725 50 -190 238 0 280 -315 280 95 437
20180726 -10 30 -125 -163 85 295 -80 -185 -153
20180727 -270 50 88 125 200 -40 -10 95 238
20180730 -140 100 -13 138 65 55 -70 0 135
20180731 -100 -90 -163 50 -235 660 -25 40 137
20180801 460 -90 -13 38 -15 -55 65 -130 260
20180802 -20 -310 150 -125 285 -480 -35 -145 -680
20180803 40 30 100 -25 240 310 95 95 885
20180806 -170 30 50 -100 110 -120 45 -145 -300
20180807 0 20 163 25 25 370 250 50 902
20180808 -200 30 -13 -100 95 -450 -115 145 -608
20180809 -160 -130 50 113 85 250 60 215 482
20180810 0 -10 -238 213 -185 -75 -245 35 -505
20180813 360 100 -63 125 255 165 80 120 1142
20180814 -60 430 338 125 440 50 5 180 1508
20180815 220 60 -188 -250 -465 -150 20 240 -512
20180816 -140 -220 -13 -38 135 -5 -10 -105 -395
20180817 70 70 -100 38 -415 15 -135 115 -342
20180820 170 -120 -13 38 105 515 50 -140 605
20180821 -120 60 -50 0 -240 -380 -75 15 -790
20180822 20 -90 -38 88 -10 185 -25 95 225
20180823 -60 30 -125 213 -525 50 0 205 -523
20180827 0 10 138 50 105 -55 200 20 468
20180828 170 -140 -88 125 -120 -30 -30 135 23
20180829 -490 -320 0 -38 65 20 50 30 -682
20180830 -70 20 -88 -38 0 70 25 5 -75
20180831 60 50 -63 88 245 120 -60 55 495
20180904 -100 80 300 -38 540 -150 -10 -85 538
20180905 -40 70 -113 -213 -1035 -155 -35 -220 -1740
Total 120 2090 -88 700 -330 2650 645 860 6647
Trades 64 64 64 64 64 64 65 65
Wins 32 40 33 35 38 33 38 43
PctWins 50 63 52 55 59 52 58 66
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 21
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
20180821 20 20 13 -88 -70 30 10 75 10
20180822 -70 90 -50 0 90 80 -95 120 165
20180823 60 0 -113 0 -730 15 -265 90 -802
20180827 -20 -60 75 -13 -40 -50 -70 -90 -267
20180828 80 -40 63 0 -20 0 10 80 172
20180829 0 -30 125 -13 225 -45 50 75 387
20180830 0 -40 -163 0 60 -50 -85 60 -218
20180831 -90 0 -100 38 -80 0 115 45 -73
20180904 150 460 -50 13 70 -85 -85 -130 342
20180905 0 10 225 125 310 -320 225 0 575
Total 130 410 25 63 -120 -425 -130 340 293
Trades 8 9 10 6 11 8 11 11
Wins 5 5 5 3 6 3 6 9
PctWins 63 56 50 50 55 38 55 82
taylor3 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
20180718 -400 -80 13 25 130 110 25 -70 -247
20180719 -10 -30 75 13 -550 -50 145 25 -382
20180720 100 80 -100 0 -40 100 -65 45 120
20180723 -110 90 175 -50 285 -130 40 -20 280
20180724 440 20 -50 -150 -180 -280 -235 80 -355
20180725 270 -480 188 88 320 -195 110 105 405
20180726 140 10 63 25 125 20 20 -90 312
20180727 340 -40 50 -125 -560 -70 5 -5 -405
20180730 100 -220 0 -225 -1425 -20 -105 -70 -1965
20180731 -20 180 50 100 -95 335 20 55 625
20180801 -100 -340 -113 -150 -45 -215 -180 20 -1122
20180802 -80 0 63 25 40 50 -60 -5 33
20180803 0 -10 -50 13 -25 -85 -25 -10 -192
20180806 100 -10 -13 25 40 -170 10 -65 -82
20180807 30 -10 -38 13 -70 50 -15 -25 -65
20180808 100 150 100 -50 75 -390 -5 -60 -80
20180809 -280 0 38 13 75 -5 80 -35 -115
20180810 50 30 -288 25 -175 20 -340 70 -608
20180813 -10 10 -63 -163 -60 50 -100 75 -260
20180814 -80 150 -25 50 -40 -85 205 -20 155
20180815 -160 10 150 -388 35 -305 -535 -270 -1463
20180816 -30 40 -125 -50 -285 185 -10 25 -250
20180817 130 -130 75 -175 -35 -335 45 20 -405
20180820 130 -220 -63 50 220 75 -25 110 278
20180821 -70 20 -88 -125 10 -145 5 75 -317
20180822 0 -190 -13 38 -50 90 -135 95 -165
20180823 310 10 113 88 65 230 140 30 1060
20180827 -20 10 -175 -25 -130 10 160 -90 -260
20180828 -10 40 -50 113 -130 190 25 85 262
20180829 0 -30 125 13 -30 -45 135 5 172
20180831 190 -90 38 88 -105 60 -80 45 145
20180904 -100 260 -150 138 -100 -265 -90 90 -218
Total 950 -770 -88 -738 -2710 -1215 -905 365 -5110
Trades 32 31 32 31 32 32 33 33
Wins 17 17 16 19 12 15 16 19
PctWins 53 55 50 61 38 47 48 58
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
20180711 -600 160 263 88 -10 -85 175 75 65
20180712 100 -80 -88 -113 145 -235 -40 35 -275
20180713 80 -10 150 -113 25 -115 -60 125 83
20180716 -360 -430 13 0 -50 115 140 -15 -588
20180717 210 10 138 63 715 -170 65 10 1040
20180718 -30 -220 13 50 70 110 65 20 78
20180719 430 0 125 -75 -550 -50 145 290 315
20180720 20 -70 -100 75 -325 -35 -85 45 -475
20180723 -190 -30 188 25 285 30 90 45 443
20180724 200 110 -63 -88 -465 -40 -230 35 -540
20180725 10 -480 138 0 175 -260 170 105 -142
20180726 -70 10 63 -25 125 20 55 -40 137
20180727 340 -40 -50 -125 -560 830 -65 -5 325
20180730 100 -90 0 -163 -120 -20 25 -175 -442
20180731 -120 170 63 175 190 335 20 55 887
20180801 -100 -20 -188 -13 45 -260 -180 5 -710
20180802 -80 10 113 25 125 -40 50 5 208
20180803 0 -50 0 -50 -105 -85 -25 35 -280
20180806 100 -20 -13 13 40 -30 -25 -40 25
20180807 30 -10 25 13 25 70 -15 15 152
20180808 -110 70 100 0 150 -390 -80 -60 -1340
20180809 -250 -60 38 13 -110 -5 80 -15 -310
20180810 200 -90 -288 25 -175 80 -200 15 -432
20180813 -10 -450 -63 -163 -55 -150 25 -135 -1000
20180814 -70 140 -25 50 -440 110 65 90 -80
20180815 -690 10 -13 188 -105 -380 15 205 -770
20180816 -50 40 -25 -25 -310 140 -10 80 -160
20180817 -150 -120 75 -175 10 0 55 20 -285
20180820 0 -140 63 50 220 165 10 110 477
20180821 -70 20 163 -300 -150 -525 -60 25 -897
20180822 20 -190 -13 138 150 -70 55 120 210
20180823 110 80 113 88 65 230 -340 30 450
20180827 -20 90 63 -113 125 -10 -150 -60 -75
20180828 20 40 13 113 -130 100 25 80 260
20180829 0 -20 88 0 -30 -80 135 -15 78
20180831 190 100 38 88 -5 125 -80 45 500
20180904 180 260 -150 50 -100 -40 -75 95 220
Total -930 -1450 900 -388 -995 -1155 -300 1260 -3057
Trades 38 38 39 39 39 39 40 40
Wins 20 17 25 24 19 15 21 28
PctWins 53 45 64 62 49 38 53 70
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
20180711 100 580 225 75 -35 155 70 150 1320
20180712 -450 -110 113 100 120 55 120 110 58
20180713 80 -60 138 -113 -120 -275 -25 75 -300
20180716 -410 -360 0 88 -140 40 40 -15 -758
20180717 20 80 138 -13 65 -65 70 5 300
20180718 50 -20 25 113 100 115 30 90 502
20180719 -90 20 175 -75 -550 300 150 280 210
20180720 130 -70 -100 63 5 -35 -5 155 142
20180723 -110 -190 175 100 345 -15 90 35 430
20180724 -120 -10 -338 113 -100 -40 -235 65 -665
20180725 -470 -300 125 138 50 120 140 90 -108
20180726 -90 60 88 25 155 -70 -120 -20 27
20180727 -70 -40 88 -50 80 525 -65 55 522
20180730 20 220 -88 -63 -125 -570 -65 -175 -845
20180731 10 30 -25 175 -5 445 -10 55 675
20180801 -280 -180 88 -200 175 -190 20 20 -548
20180802 210 10 263 -75 645 25 125 270 1472
20180803 100 30 -63 -25 -215 85 90 35 37
20180806 0 10 -125 13 -90 -40 -215 -65 -512
20180807 -40 -10 125 -50 140 35 150 70 420
20180808 30 150 63 88 145 120 55 -60 -430
20180809 40 -60 -63 13 -125 -50 -10 50 -205
20180810 -60 10 -50 113 50 -170 -165 15 -257
20180813 -50 -450 50 -250 190 -540 -40 140 -950
20180814 -70 80 -25 50 70 -395 -30 -140 -460
20180815 240 380 -13 188 -105 -380 -395 190 105
20180816 60 40 0 -13 85 245 -10 235 642
20180817 -70 -240 -150 -213 120 115 105 -65 -398
20180820 -200 40 63 50 220 -30 75 100 318
20180821 90 30 -63 -138 -150 -145 125 -30 -280
20180822 220 -90 -13 38 150 -100 265 125 595
20180823 -20 70 -263 138 65 310 -340 80 40
20180827 -20 -70 -175 -25 85 -255 -35 -215 -710
20180828 20 30 13 38 -130 85 -15 0 40
20180829 -50 -100 150 63 220 -80 -120 -15 68
20180831 140 40 38 88 95 15 -5 40 450
20180904 -60 -60 338 75 605 -40 -75 95 877
Total -1440 -1620 688 188 1845 -840 -455 1135 -500
Trades 47 47 48 48 48 48 48 48
Wins 22 22 28 27 29 23 23 31
PctWins 47 47 58 56 60 48 48 65