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 | 150 | -563 | 400 | 310 | -35 | 55 | 227 |
| 20180906 | 50 | 240 | 88 | -200 | -120 | 115 | 20 | 35 | 308 |
| 20180907 | 120 | 0 | 100 | 113 | -765 | 215 | 50 | 160 | -172 |
| 20180910 | 160 | 280 | 75 | 0 | -105 | 140 | 40 | 95 | 1070 |
| 20180911 | 100 | -170 | 50 | 13 | 80 | -50 | 10 | 35 | -192 |
| 20180912 | -70 | 50 | 50 | 150 | 225 | -15 | -30 | 65 | 825 |
| Total | -670 | 790 | 900 | -938 | -2435 | 245 | 645 | 695 | -767 |
| Trades | 57 | 39 | 41 | 57 | 61 | 46 | 57 | 55 | |
| Wins | 30 | 19 | 23 | 30 | 27 | 25 | 34 | 33 | |
| PctWins | 53 | 49 | 56 | 53 | 44 | 54 | 60 | 60 | |
| 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 | 113 | 15 | 310 | 190 | 60 | 553 |
| 20180906 | -120 | 110 | -175 | 88 | 135 | 165 | 20 | 25 | 318 |
| 20180907 | 40 | -20 | 0 | 100 | -315 | -110 | 50 | 130 | 325 |
| 20180910 | -30 | 30 | 88 | 25 | 170 | -175 | 40 | 40 | 373 |
| 20180911 | 130 | 140 | -25 | 50 | -205 | -350 | 10 | 90 | -420 |
| 20180912 | 400 | 90 | 13 | 63 | -200 | -105 | 40 | 95 | 527 |
| Total | -210 | 1470 | -875 | 2350 | -795 | 5 | -325 | -620 | 1000 |
| Trades | 65 | 62 | 66 | 67 | 71 | 68 | 68 | 66 | |
| Wins | 33 | 35 | 38 | 47 | 38 | 30 | 38 | 37 | |
| PctWins | 51 | 56 | 58 | 70 | 54 | 44 | 56 | 56 | |
| 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 | -563 | 113 | -1250 | -110 | 190 | 60 | -1550 |
| 20180906 | 290 | 250 | 163 | 275 | -5 | 165 | 125 | 25 | 972 |
| 20180907 | 0 | -20 | 75 | -13 | -565 | -5 | 210 | 130 | -27 |
| 20180910 | 30 | 30 | 88 | -50 | -270 | -175 | 100 | 40 | 30 |
| 20180911 | -10 | 140 | -25 | -188 | -250 | -350 | 10 | 90 | -890 |
| 20180912 | 400 | 90 | 13 | 38 | -80 | -110 | 40 | 95 | 440 |
| Total | -70 | 730 | -100 | 550 | -1105 | 315 | 2070 | 1100 | 3490 |
| Trades | 62 | 62 | 66 | 66 | 67 | 66 | 66 | 63 | |
| Wins | 32 | 30 | 38 | 37 | 35 | 30 | 44 | 39 | |
| PctWins | 52 | 48 | 58 | 56 | 52 | 45 | 67 | 62 | |
| 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 |
| 20180904 | -50 | 160 | -438 | -38 | 540 | -175 | 65 | 110 | 175 |
| 20180905 | -80 | 30 | -263 | 38 | -1140 | -100 | -20 | 60 | -1475 |
| 20180906 | 30 | -60 | 163 | 275 | -665 | 140 | -310 | 25 | -340 |
| 20180907 | -50 | -140 | 75 | -13 | -620 | -210 | 225 | -145 | -952 |
| 20180910 | -100 | 30 | 88 | -63 | 85 | -175 | 100 | 10 | 202 |
| 20180911 | -10 | 140 | -13 | -113 | -90 | -350 | 5 | 90 | -340 |
| 20180912 | 130 | 90 | -38 | -13 | -80 | -215 | 40 | -25 | 133 |
| Total | -650 | -160 | -1800 | 975 | 130 | 2525 | 590 | 1955 | 3565 |
| Trades | 62 | 62 | 67 | 64 | 66 | 67 | 66 | 66 | |
| Wins | 32 | 33 | 30 | 36 | 39 | 35 | 40 | 41 | |
| PctWins | 52 | 53 | 45 | 56 | 59 | 52 | 61 | 62 | |
| 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 | -125 | -238 | -1225 | -155 | -10 | -265 | -1987 |
| 20180906 | -570 | -20 | 50 | -125 | -665 | 520 | 0 | -115 | -1295 |
| 20180907 | 0 | -250 | 163 | 63 | -150 | 135 | 225 | 15 | 460 |
| 20180910 | -130 | -40 | 0 | -38 | -70 | 80 | -215 | 70 | -478 |
| 20180911 | 40 | -250 | 13 | 63 | -240 | 185 | 50 | -10 | -410 |
| 20180912 | -90 | -330 | 25 | -100 | -855 | -430 | 130 | -10 | -1318 |
| Total | -630 | 1200 | 563 | 713 | -3420 | 3610 | 560 | 765 | 3360 |
| Trades | 69 | 69 | 74 | 72 | 74 | 74 | 74 | 70 | |
| Wins | 34 | 40 | 42 | 40 | 40 | 41 | 44 | 45 | |
| PctWins | 49 | 58 | 57 | 56 | 54 | 55 | 59 | 64 | |
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 | 213 | 138 | 310 | 190 | 200 | -60 | 1000 |
| 20180906 | 60 | 210 | -13 | 288 | -275 | 430 | 20 | 290 | 1010 |
| 20180907 | -10 | 50 | -25 | 138 | 40 | 135 | 95 | 25 | 448 |
| 20180910 | 0 | 60 | -188 | -38 | 300 | -20 | 0 | 35 | 145 |
| 20180911 | -60 | 200 | 238 | 50 | 65 | 170 | -45 | -25 | 593 |
| 20180912 | 180 | 130 | 75 | -38 | -740 | -10 | 10 | 100 | -292 |
| Total | 300 | 1060 | 100 | 475 | -730 | 790 | -80 | 705 | 2620 |
| Trades | 12 | 14 | 15 | 11 | 16 | 13 | 17 | 16 | |
| Wins | 7 | 10 | 7 | 6 | 9 | 7 | 10 | 12 | |
| PctWins | 58 | 71 | 47 | 55 | 56 | 54 | 59 | 75 | |
| 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 |
| 20180905 | 20 | 120 | -50 | 125 | -430 | 60 | 180 | -90 | -65 |
| 20180906 | -90 | 210 | -88 | 263 | -220 | 125 | 15 | 275 | 490 |
| 20180907 | 90 | 50 | 200 | -375 | 0 | -250 | 125 | 155 | -5 |
| 20180910 | -620 | -60 | -100 | -13 | -25 | 45 | 0 | 260 | -520 |
| 20180911 | -90 | 200 | -13 | 50 | -200 | -255 | -15 | -25 | -348 |
| 20180912 | 160 | 130 | -250 | 213 | -630 | -40 | 15 | 60 | -983 |
| Total | 420 | -120 | -338 | -513 | -4915 | -1450 | -625 | 1000 | -6540 |
| Trades | 38 | 37 | 39 | 38 | 40 | 40 | 40 | 39 | |
| Wins | 20 | 22 | 18 | 23 | 13 | 19 | 21 | 23 | |
| PctWins | 53 | 59 | 46 | 61 | 33 | 48 | 53 | 59 | |
| 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 |
| 20180905 | -10 | 120 | -438 | 63 | -430 | 50 | -310 | 45 | -910 |
| 20180906 | -90 | 210 | -88 | 363 | -220 | 125 | 15 | 330 | 645 |
| 20180907 | 20 | 50 | 425 | -50 | 850 | -50 | 170 | 165 | 1580 |
| 20180910 | -540 | 50 | -75 | -13 | 70 | -505 | 0 | 145 | -1355 |
| 20180911 | 10 | 200 | -13 | 25 | -170 | 100 | 5 | -40 | 117 |
| 20180912 | 160 | 130 | -250 | 63 | -630 | -10 | 15 | 60 | -463 |
| Total | -1380 | -690 | 525 | 63 | -1525 | -1915 | -485 | 1965 | -3442 |
| Trades | 44 | 44 | 46 | 45 | 45 | 46 | 47 | 46 | |
| Wins | 23 | 23 | 27 | 28 | 21 | 18 | 26 | 33 | |
| PctWins | 52 | 52 | 59 | 62 | 47 | 39 | 55 | 72 | |
| 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 |
| 20180905 | 110 | 120 | 88 | 150 | -430 | -180 | 235 | 45 | 138 |
| 20180906 | 90 | 80 | -75 | 363 | -180 | 515 | -10 | 330 | 1113 |
| 20180907 | 20 | -50 | 425 | 50 | 850 | -50 | 195 | 150 | 1590 |
| 20180910 | -530 | -130 | -88 | 125 | -205 | 40 | 90 | 0 | -385 |
| 20180911 | -70 | 200 | -38 | 0 | 45 | 100 | -105 | -40 | -53 |
| 20180912 | 170 | -170 | -250 | 63 | -630 | -220 | -150 | 65 | -1723 |
| Total | -1650 | -1570 | 750 | 1025 | 315 | -305 | -200 | 1815 | 180 |
| Trades | 53 | 53 | 54 | 55 | 56 | 56 | 54 | 57 | |
| Wins | 26 | 25 | 30 | 34 | 31 | 28 | 26 | 38 | |
| PctWins | 49 | 47 | 56 | 62 | 55 | 50 | 48 | 67 | |
| 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 |
| 20180711 | 100 | 670 | 13 | -13 | -35 | 80 | 90 | 90 | 995 |
| 20180712 | 40 | -240 | -175 | 25 | 70 | -355 | -235 | 5 | -865 |
| 20180713 | -30 | -190 | 0 | -38 | 35 | -460 | -10 | 40 | -652 |
| 20180716 | -490 | -280 | 63 | -50 | -140 | -175 | 85 | -50 | -1037 |
| 20180717 | -110 | -90 | 38 | 13 | 65 | -50 | 5 | 80 | -50 |
| 20180718 | 100 | -130 | 100 | 113 | 175 | 365 | 0 | -120 | 602 |
| 20180719 | 250 | 50 | 188 | 163 | -620 | 260 | 115 | 160 | 565 |
| 20180720 | 160 | 0 | 138 | 100 | -40 | 160 | 145 | 90 | 752 |
| 20180723 | -590 | -20 | 0 | -25 | 0 | 5 | -20 | -75 | -725 |
| 20180724 | -200 | 0 | -300 | -75 | 340 | -20 | 200 | -60 | -115 |
| 20180725 | 60 | 110 | 50 | 163 | 340 | -25 | 180 | 65 | 943 |
| 20180726 | 240 | 10 | 125 | 13 | -75 | 455 | -60 | -90 | 617 |
| 20180727 | -280 | 40 | -125 | -25 | -565 | 350 | 15 | 90 | -500 |
| 20180730 | -110 | 0 | -38 | -300 | -1460 | -570 | -70 | -225 | -2772 |
| 20180731 | 130 | 230 | 38 | 213 | 155 | 450 | 35 | 20 | 1270 |
| 20180801 | -140 | -240 | 38 | -13 | 160 | -155 | 120 | -85 | -315 |
| 20180802 | 430 | -200 | 38 | -125 | 645 | 15 | 40 | 95 | 938 |
| 20180803 | -160 | -220 | 163 | 138 | 565 | 350 | -95 | -45 | 695 |
| 20180806 | -10 | 90 | -125 | -225 | -175 | -65 | -40 | -50 | -600 |
| 20180807 | 130 | 190 | 125 | 50 | 140 | 15 | 200 | 30 | 1078 |
| 20180808 | -370 | -50 | -13 | 13 | 335 | -210 | -155 | 65 | -1170 |
| 20180809 | -20 | 80 | 75 | -25 | 235 | -15 | 50 | -70 | 310 |
| 20180810 | 20 | -220 | -50 | -88 | -40 | 20 | -300 | -75 | -733 |
| 20180813 | -260 | -250 | 63 | -200 | 190 | -540 | -155 | -45 | -1198 |
| 20180814 | 10 | 190 | 63 | -138 | 105 | -195 | 315 | -60 | 290 |
| 20180815 | 240 | 290 | -13 | 313 | -105 | 290 | -460 | 255 | 810 |
| 20180816 | 40 | -110 | 38 | -138 | 85 | 245 | 40 | 235 | 435 |
| 20180817 | -60 | -50 | -163 | -213 | -595 | -360 | 35 | 70 | -1335 |
| 20180820 | -250 | 80 | 63 | -25 | 25 | 320 | 75 | 90 | 377 |
| 20180821 | 170 | -30 | 13 | 250 | 135 | -145 | -55 | 200 | 538 |
| 20180822 | 190 | -190 | 250 | 63 | -170 | 105 | 120 | 35 | 403 |
| 20180823 | 80 | 10 | 138 | 138 | 300 | 280 | 20 | 130 | 1050 |
| 20180827 | -40 | 240 | -163 | 38 | -105 | -10 | -100 | 20 | -120 |
| 20180828 | -60 | -370 | 138 | 100 | 250 | 85 | -65 | 0 | 78 |
| 20180829 | -120 | 340 | 50 | 63 | 130 | -50 | -120 | -15 | 277 |
| 20180831 | -160 | -70 | 0 | 50 | 95 | 60 | 65 | 20 | 60 |
| 20180904 | -230 | -70 | -75 | 163 | 540 | -60 | -320 | 95 | 43 |
| 20180905 | 130 | 330 | 188 | -38 | 35 | 435 | 210 | -50 | 1240 |
| 20180906 | 90 | 80 | 0 | 313 | -235 | 515 | 75 | 305 | 1143 |
| 20180907 | 230 | -130 | 338 | 100 | 570 | -50 | -100 | 130 | 1087 |
| 20180910 | -460 | -100 | -13 | 13 | -55 | 255 | 0 | 35 | -405 |
| 20180911 | -70 | -60 | -25 | 125 | -285 | 340 | 430 | -250 | 315 |
| 20180912 | -270 | -40 | -263 | 63 | -185 | 560 | 65 | -45 | -410 |
| Total | -1740 | 270 | 488 | 1013 | -270 | 2995 | -390 | -245 | 2120 |
| Trades | 62 | 62 | 65 | 66 | 65 | 66 | 68 | 67 | |
| Wins | 28 | 30 | 40 | 37 | 38 | 34 | 35 | 36 | |
| PctWins | 45 | 48 | 62 | 56 | 58 | 52 | 51 | 54 | |
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 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 |
| 20180816 | -110 | 20 | 0 | -38 | -240 | -50 | 20 | -150 | -548 |
| 20180822 | 40 | 120 | -63 | 50 | 115 | 0 | -95 | 0 | 167 |
| 20180823 | 20 | 0 | -38 | 188 | -45 | -40 | -200 | 90 | -25 |
| 20180827 | 60 | -10 | 38 | 0 | -220 | 55 | 50 | 40 | 12 |
| 20180828 | -70 | -80 | 25 | 0 | -180 | -5 | -10 | 0 | -320 |
| 20180829 | 60 | 0 | 13 | -13 | 120 | 0 | 100 | 10 | 290 |
| 20180830 | -100 | -350 | 100 | 63 | 15 | -40 | 130 | -10 | -193 |
| 20180831 | 100 | 0 | 150 | -150 | 135 | 215 | 35 | -85 | 400 |
| 20180904 | -150 | 0 | -275 | 0 | 95 | 0 | -35 | -35 | -400 |
| 20180905 | 10 | 170 | -125 | 125 | -70 | -230 | -140 | 35 | -225 |
| 20180906 | -50 | 10 | -163 | 100 | -785 | -195 | 170 | 75 | -837 |
| 20180907 | 100 | 0 | 13 | 88 | -45 | 0 | -25 | -205 | -75 |
| 20180910 | -40 | 0 | 38 | 0 | 95 | 0 | 55 | 60 | 377 |
| 20180911 | 0 | 90 | 75 | 100 | -115 | 235 | 55 | 110 | 670 |
| 20180912 | 310 | 240 | -75 | 50 | -210 | -65 | 95 | 95 | 440 |
| Total | 180 | 210 | -238 | 563 | -1195 | -50 | 235 | 30 | -265 |
| Trades | 15 | 9 | 16 | 14 | 16 | 11 | 16 | 13 | |
| Wins | 9 | 6 | 10 | 11 | 7 | 4 | 10 | 8 | |
| PctWins | 60 | 67 | 63 | 79 | 44 | 36 | 63 | 62 | |
| taylorPlus 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 |
| 20180717 | -20 | 80 | 75 | -125 | 715 | 255 | 20 | 160 | 1160 |
| 20180719 | -110 | -60 | -88 | -13 | -195 | -80 | 20 | 300 | -225 |
| 20180720 | -370 | -10 | -25 | -13 | -185 | -25 | -50 | -105 | -782 |
| 20180723 | 200 | -190 | 125 | 0 | -410 | -55 | 75 | 20 | -235 |
| 20180724 | -150 | -10 | -313 | 50 | -460 | 225 | 105 | -110 | -662 |
| 20180725 | 290 | -310 | -125 | 0 | -215 | -35 | -20 | -15 | -430 |
| 20180726 | -10 | -200 | 125 | 13 | -290 | -220 | 30 | -45 | -597 |
| 20180727 | -60 | -60 | -250 | -213 | -65 | 220 | -225 | 90 | -563 |
| 20180730 | 70 | -20 | -75 | 75 | -150 | 550 | -60 | -150 | 240 |
| 20180731 | 70 | -20 | 25 | 13 | 10 | 705 | -55 | 10 | 758 |
| 20180801 | -60 | 60 | 88 | 213 | 85 | 460 | 50 | 235 | 1130 |
| 20180802 | 250 | -240 | -63 | -150 | -70 | 0 | 45 | -50 | -277 |
| 20180803 | -40 | 30 | 13 | 13 | -40 | -185 | 25 | -35 | -220 |
| 20180806 | -70 | -180 | 63 | 125 | 20 | -245 | 10 | 10 | -268 |
| 20180807 | 310 | 0 | 163 | 13 | 210 | -65 | 220 | -25 | 825 |
| 20180808 | -450 | -80 | 100 | -38 | -205 | -180 | 55 | -50 | -848 |
| 20180809 | -170 | 0 | 63 | 0 | 95 | 40 | 30 | -55 | 2 |
| 20180810 | 50 | -20 | -300 | 13 | 130 | -135 | -300 | 0 | -562 |
| 20180813 | 10 | -450 | 38 | -175 | 220 | -205 | -15 | 65 | -513 |
| 20180814 | 150 | 460 | 50 | -13 | 85 | -80 | 105 | 70 | 827 |
| 20180815 | 30 | -10 | 138 | 625 | 70 | 625 | 95 | 405 | 1977 |
| 20180816 | -90 | 50 | 38 | 238 | -60 | 45 | 140 | 225 | 585 |
| 20180817 | -50 | -70 | -25 | -150 | -15 | 70 | 105 | -220 | -355 |
| 20180820 | 240 | -50 | 38 | -13 | 60 | -20 | 5 | -35 | 225 |
| 20180821 | 0 | 0 | 0 | -150 | -20 | -260 | -5 | -250 | -685 |
| 20180822 | -370 | 10 | -75 | 38 | 250 | -85 | -90 | -75 | -397 |
| 20180823 | 230 | -20 | 113 | -25 | 40 | 40 | 140 | 90 | 607 |
| 20180827 | 60 | -30 | 25 | 63 | -205 | -150 | -95 | 30 | -302 |
| 20180828 | -20 | 60 | 25 | 38 | -180 | 40 | 95 | 80 | 137 |
| 20180829 | 310 | 120 | 163 | -25 | 85 | -50 | -10 | -20 | 573 |
| 20180830 | -40 | 60 | 25 | -25 | 140 | -80 | 125 | -40 | 165 |
| 20180831 | 170 | 90 | 150 | -150 | 190 | -215 | 45 | -85 | 195 |
| 20180904 | 100 | 0 | -63 | -113 | 10 | -115 | 55 | -115 | -240 |
| 20180905 | 50 | -10 | -125 | -125 | -145 | -200 | -140 | 35 | -660 |
| 20180906 | -130 | 40 | -288 | 100 | -910 | -195 | -80 | 75 | -1388 |
| 20180907 | -110 | 50 | -38 | -75 | 145 | 30 | -85 | -205 | -287 |
| 20180910 | 0 | -20 | 13 | 25 | -15 | -30 | -300 | 65 | 53 |
| 20180911 | 270 | -160 | -75 | 75 | -100 | -180 | 0 | 110 | -140 |
| 20180912 | 170 | 240 | -25 | 50 | -400 | -65 | 30 | 95 | 205 |
| Total | 710 | -870 | -300 | 188 | -1675 | 165 | 125 | 685 | -973 |
| Trades | 39 | 39 | 39 | 38 | 40 | 40 | 41 | 40 | |
| Wins | 21 | 17 | 23 | 20 | 19 | 15 | 25 | 21 | |
| PctWins | 54 | 44 | 59 | 53 | 48 | 38 | 61 | 53 | |
| 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 |
| 20180711 | -250 | -20 | 100 | 88 | -45 | -195 | -50 | -165 | -537 |
| 20180712 | 0 | -130 | -38 | -25 | 110 | -240 | 305 | -120 | -137 |
| 20180713 | -100 | 400 | 100 | -100 | 75 | -115 | 85 | -145 | 200 |
| 20180716 | 150 | 320 | -175 | 0 | -165 | 130 | -40 | 60 | 280 |
| 20180717 | -200 | 80 | 13 | -125 | 695 | 235 | 20 | 160 | 877 |
| 20180718 | -50 | -40 | 50 | 150 | 30 | -80 | 25 | 40 | 125 |
| 20180719 | 120 | -60 | -38 | 363 | -5 | 50 | 25 | 45 | 500 |
| 20180720 | 190 | -10 | -13 | 13 | 30 | 50 | 165 | 10 | 435 |
| 20180723 | 10 | -70 | 125 | -25 | -440 | -55 | 75 | 25 | -355 |
| 20180724 | 80 | -10 | 25 | 163 | -460 | 435 | 105 | 15 | 353 |
| 20180725 | 240 | -310 | 13 | -175 | -65 | -210 | -45 | 10 | -542 |
| 20180726 | -220 | 90 | 125 | -38 | -290 | -300 | 60 | -70 | -642 |
| 20180727 | -100 | 30 | -250 | 425 | -100 | 825 | -225 | 355 | 960 |
| 20180730 | 70 | 90 | -75 | 75 | 45 | 550 | -60 | 85 | 780 |
| 20180731 | 30 | -70 | -100 | -113 | -170 | 705 | -15 | 10 | 278 |
| 20180801 | 60 | 150 | -63 | 213 | 245 | -35 | 50 | -110 | 510 |
| 20180802 | 250 | -240 | 0 | -163 | -5 | 0 | 10 | -50 | -197 |
| 20180803 | -40 | 50 | 88 | 100 | -100 | -335 | 35 | -35 | -238 |
| 20180806 | -70 | -20 | -38 | -188 | 210 | -145 | 10 | -50 | -290 |
| 20180807 | 40 | 70 | 163 | 13 | -115 | -20 | 220 | -25 | 345 |
| 20180808 | -70 | -10 | -125 | -63 | 15 | -185 | -145 | 35 | -547 |
| 20180809 | -170 | 10 | 63 | 0 | 50 | -130 | 30 | 90 | -58 |
| 20180810 | -90 | -20 | -300 | -88 | 130 | -135 | -315 | 0 | -817 |
| 20180813 | -230 | -360 | 100 | -175 | 220 | 180 | -110 | 25 | -350 |
| 20180814 | -70 | -150 | 138 | 63 | -15 | 180 | 105 | 45 | 295 |
| 20180815 | -150 | -10 | -100 | -25 | 90 | 465 | -100 | -20 | 150 |
| 20180816 | 30 | 10 | 125 | -75 | -60 | -45 | 150 | 55 | 190 |
| 20180817 | -60 | 80 | 75 | 50 | -45 | 45 | 105 | -50 | 200 |
| 20180820 | 130 | -320 | 75 | -13 | -95 | 100 | 20 | -35 | -137 |
| 20180821 | 40 | 30 | 0 | -38 | -20 | -260 | 35 | -210 | -423 |
| 20180822 | 150 | 10 | -50 | 63 | 250 | -145 | 105 | -75 | 307 |
| 20180823 | 40 | 70 | 150 | -238 | 40 | 40 | 75 | 55 | 232 |
| 20180827 | 40 | 0 | -138 | 50 | 65 | -75 | -85 | 30 | -113 |
| 20180828 | -20 | 60 | -175 | 113 | -180 | 210 | -145 | 115 | -23 |
| 20180829 | 80 | 350 | 100 | 0 | 85 | -50 | -10 | -20 | 535 |
| 20180830 | -40 | 40 | -138 | -25 | -115 | -25 | -120 | -40 | -463 |
| 20180831 | 190 | 90 | 38 | -150 | 190 | -215 | 45 | -85 | 103 |
| 20180904 | 100 | -280 | -38 | -100 | 50 | -430 | 55 | -115 | -758 |
| 20180905 | 50 | -60 | -125 | -125 | -145 | -65 | 40 | 0 | -430 |
| 20180906 | -170 | 40 | -238 | 100 | -910 | -195 | 260 | 75 | -1038 |
| 20180907 | -110 | 20 | 0 | -113 | -55 | 30 | -85 | -150 | -462 |
| 20180910 | 0 | 260 | 50 | 100 | -15 | 175 | 65 | 0 | 725 |
| 20180911 | 280 | -640 | -75 | -63 | 95 | -65 | 0 | 0 | -755 |
| 20180912 | 170 | 240 | -25 | -25 | -520 | 15 | 110 | 95 | 60 |
| Total | 330 | -230 | -638 | -113 | -1095 | 685 | 985 | -25 | -100 |
| Trades | 45 | 45 | 45 | 46 | 47 | 46 | 46 | 46 | |
| Wins | 26 | 25 | 23 | 21 | 22 | 20 | 31 | 27 | |
| PctWins | 58 | 56 | 51 | 46 | 47 | 43 | 67 | 59 | |
| 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 |
| 20180711 | -210 | 370 | -38 | -75 | 315 | -95 | 90 | -165 | 192 |
| 20180712 | 40 | 20 | -163 | -50 | -190 | -240 | -155 | -120 | -857 |
| 20180713 | -30 | 70 | 75 | -25 | 100 | -105 | -45 | -20 | 20 |
| 20180716 | 210 | 340 | -25 | 25 | -100 | 65 | -30 | 30 | 515 |
| 20180717 | 20 | 100 | 25 | -125 | 680 | -125 | -20 | 140 | 695 |
| 20180718 | -50 | 20 | 50 | 13 | -25 | -80 | 25 | 10 | -38 |
| 20180719 | 20 | -50 | -100 | 363 | -165 | 485 | 45 | 270 | 867 |
| 20180720 | -90 | -60 | 88 | -13 | -40 | 20 | 90 | 15 | 10 |
| 20180723 | -140 | -50 | 238 | 88 | -440 | -5 | 75 | -5 | -240 |
| 20180724 | 30 | -10 | 25 | 88 | -460 | -220 | 105 | 40 | -402 |
| 20180725 | 240 | -290 | 38 | -250 | 10 | -65 | 135 | -115 | -297 |
| 20180726 | -10 | 180 | 13 | -100 | -290 | -300 | 30 | -100 | -577 |
| 20180727 | -450 | -60 | -250 | 438 | -100 | 985 | -20 | 290 | 832 |
| 20180730 | 100 | -60 | -138 | 63 | -90 | 185 | -180 | 105 | -15 |
| 20180731 | 30 | 110 | 50 | -113 | 210 | 660 | 15 | 110 | 1073 |
| 20180801 | 130 | -100 | -13 | -150 | -150 | 60 | 35 | -150 | -337 |
| 20180802 | 250 | 20 | 263 | -100 | 370 | 10 | 125 | -135 | 803 |
| 20180803 | -40 | 50 | 50 | -88 | -75 | -335 | 135 | -155 | -458 |
| 20180806 | -40 | -180 | 100 | 125 | -75 | -195 | 110 | 15 | -140 |
| 20180807 | 210 | -120 | 225 | 25 | -105 | -20 | 250 | 75 | 540 |
| 20180808 | -450 | -10 | -38 | -113 | -25 | -50 | -35 | 40 | -680 |
| 20180809 | -60 | 40 | 13 | 0 | 55 | 20 | 0 | -55 | 12 |
| 20180810 | 170 | 40 | -200 | -88 | -75 | -135 | -260 | 0 | -547 |
| 20180813 | -30 | -290 | 125 | -175 | 430 | 220 | -115 | 65 | 230 |
| 20180814 | 0 | -150 | 38 | 63 | -150 | 65 | 140 | -135 | -130 |
| 20180815 | -550 | 50 | 50 | -25 | 190 | 340 | -135 | -20 | -100 |
| 20180816 | 120 | 10 | 0 | 238 | 100 | -80 | 245 | 225 | 857 |
| 20180817 | 10 | 150 | -38 | -225 | -475 | -10 | -35 | -290 | -913 |
| 20180820 | 130 | -320 | 0 | -50 | 80 | -20 | 35 | -10 | -155 |
| 20180821 | -150 | 40 | -25 | 138 | -70 | 100 | 0 | 100 | 132 |
| 20180822 | 90 | -40 | 225 | 63 | 250 | -70 | 25 | 55 | 597 |
| 20180823 | 40 | -20 | -25 | -150 | 140 | 125 | -25 | 105 | 190 |
| 20180827 | 110 | -30 | 0 | -50 | 0 | -85 | -50 | -70 | -175 |
| 20180828 | 10 | 60 | -50 | 113 | 175 | 60 | -145 | 120 | 342 |
| 20180829 | 80 | 10 | -25 | -13 | 30 | -60 | -60 | 80 | 43 |
| 20180830 | 40 | -290 | 63 | 0 | 165 | -20 | 50 | 5 | 12 |
| 20180831 | 190 | 90 | 13 | -63 | 200 | 105 | -65 | -90 | 380 |
| 20180904 | -200 | 110 | 138 | 13 | 270 | 5 | 55 | 30 | 420 |
| 20180905 | -100 | 150 | 175 | -113 | 365 | 95 | 75 | 0 | 647 |
| 20180906 | 40 | 40 | -288 | 38 | -975 | -180 | 25 | 10 | -1290 |
| 20180907 | -110 | 140 | 63 | 38 | 45 | 90 | 260 | 70 | 595 |
| 20180910 | 40 | 110 | 88 | 63 | 50 | 100 | 55 | 125 | 825 |
| 20180911 | 280 | -220 | -75 | -25 | 275 | -130 | 75 | 25 | 335 |
| 20180912 | 150 | 170 | 163 | 38 | 320 | 15 | 85 | 80 | 1245 |
| Total | -170 | 130 | 425 | -63 | 2135 | 845 | 635 | -905 | 3032 |
| Trades | 54 | 54 | 55 | 55 | 57 | 55 | 55 | 54 | |
| Wins | 31 | 30 | 33 | 27 | 32 | 25 | 34 | 29 | |
| PctWins | 57 | 56 | 60 | 49 | 56 | 45 | 62 | 54 | |
| 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 |
| 20180711 | -220 | -70 | 25 | 113 | 315 | 215 | -70 | -25 | 283 |
| 20180712 | -50 | 0 | -163 | -63 | -190 | -240 | -25 | -60 | -790 |
| 20180713 | -80 | 380 | 175 | 138 | -45 | 70 | -125 | 170 | 682 |
| 20180716 | -160 | 250 | -175 | 138 | -105 | -5 | 85 | 65 | 93 |
| 20180717 | 40 | 110 | 75 | -25 | 715 | -125 | 5 | 60 | 855 |
| 20180718 | 110 | -110 | 63 | -13 | 45 | -80 | 50 | -20 | 45 |
| 20180719 | 20 | -180 | -100 | 200 | -195 | 275 | -45 | 275 | 250 |
| 20180720 | 150 | -10 | -13 | -13 | 40 | 180 | -40 | 5 | 300 |
| 20180723 | -20 | -10 | 225 | 88 | -440 | -5 | -10 | -5 | -178 |
| 20180724 | -30 | 90 | 100 | 88 | -130 | -20 | 60 | 190 | 348 |
| 20180725 | 240 | -290 | -13 | -275 | 295 | -155 | -240 | -65 | -502 |
| 20180726 | -80 | 50 | 25 | -25 | -145 | -25 | -65 | -125 | -390 |
| 20180727 | -430 | 20 | -225 | 100 | -170 | 350 | 85 | 360 | 90 |
| 20180730 | -140 | 50 | 250 | 263 | 40 | 185 | -35 | 115 | 727 |
| 20180731 | 90 | -10 | -38 | 188 | 735 | 735 | 125 | 85 | 1910 |
| 20180801 | 90 | -20 | 13 | 100 | 205 | -155 | 0 | 110 | 343 |
| 20180802 | 410 | -280 | 138 | -100 | 350 | 15 | 5 | -160 | 377 |
| 20180803 | 200 | -70 | 50 | -88 | -195 | -200 | 155 | -140 | -287 |
| 20180806 | -20 | -420 | 13 | -50 | 45 | -5 | 50 | -105 | -492 |
| 20180807 | -120 | -10 | 63 | 25 | 95 | 85 | 250 | 150 | 538 |
| 20180808 | -170 | 70 | -38 | -100 | 50 | -165 | -75 | 25 | -402 |
| 20180809 | 10 | -160 | -88 | 0 | -55 | -235 | -160 | -55 | -743 |
| 20180810 | 250 | -40 | -188 | -63 | -55 | -185 | -205 | 30 | -455 |
| 20180813 | 30 | 70 | 63 | -100 | 275 | -15 | 120 | 65 | 507 |
| 20180814 | 20 | -20 | 100 | 38 | -5 | 145 | 80 | 95 | 453 |
| 20180815 | -550 | 220 | 263 | -325 | 350 | 450 | 210 | 140 | 758 |
| 20180816 | 120 | -340 | 63 | -225 | 100 | 45 | 85 | -105 | -257 |
| 20180817 | 40 | -10 | 238 | -300 | -420 | 85 | 385 | -115 | -97 |
| 20180820 | -120 | 60 | 0 | 88 | -60 | 70 | -15 | 90 | 112 |
| 20180821 | -70 | 110 | 13 | 88 | 50 | -260 | 0 | 75 | 5 |
| 20180822 | 80 | -40 | 25 | 25 | 240 | -495 | -200 | 55 | -310 |
| 20180823 | 40 | 10 | 88 | -38 | -270 | 130 | 45 | -45 | 340 |
| 20180827 | -30 | 20 | 63 | 50 | -45 | 50 | -55 | -185 | -132 |
| 20180828 | 50 | -30 | -75 | 100 | -160 | 160 | -50 | 135 | 130 |
| 20180829 | 320 | -30 | -38 | 100 | 10 | -35 | 30 | -15 | 343 |
| 20180830 | -60 | 40 | -25 | 0 | -60 | -130 | 50 | 60 | -125 |
| 20180831 | -280 | 20 | 13 | -238 | 280 | -295 | -95 | -175 | -770 |
| 20180904 | -220 | -70 | -100 | 163 | -115 | -430 | 10 | 105 | -657 |
| 20180905 | -110 | 130 | -188 | -63 | -810 | -130 | -30 | 55 | -1145 |
| 20180906 | -130 | 100 | 313 | 63 | -780 | -400 | 270 | 470 | -95 |
| 20180907 | 230 | 30 | 0 | 138 | 35 | 30 | 175 | 120 | 757 |
| 20180910 | 70 | 260 | -300 | 100 | -195 | 165 | -215 | 110 | 335 |
| 20180911 | 310 | -350 | 375 | 0 | 675 | -330 | 335 | 25 | 965 |
| 20180912 | 120 | -130 | -38 | 38 | 155 | 150 | -255 | 60 | -113 |
| Total | 640 | -1870 | 825 | -238 | 2035 | 435 | -925 | 1640 | 2542 |
| Trades | 63 | 63 | 64 | 66 | 64 | 67 | 64 | 64 | |
| Wins | 33 | 31 | 39 | 36 | 34 | 33 | 32 | 40 | |
| PctWins | 52 | 49 | 61 | 55 | 53 | 49 | 50 | 63 | |
