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