“New Discovery: Algorithmic Coordination Between ES and MES”
After long observation and dozens of tests, something finally became clear in my recent footprint studies:
The largest market participants — the true institutional algorithms — are no longer revealing themselves directly in ES (E-mini S&P 500). Instead, they are hiding inside MES (Micro ES).
In my last tests, I confirmed this pattern with certainty.
While ES shows small and controlled trades, MES simultaneously prints large aggressive orders — often hundreds of lots. These two contracts move in perfect coordination, candle by candle, especially visible on the 1-minute footprint chart.
That kind of synchronization is not human. It’s algorithmic.
The same phenomenon repeats in MNQ as well: large coordinated activity between NQ and MNQ. This clearly indicates that the same automated system manages both the main and micro contracts simultaneously — a coordinated algorithm operating across markets.
This discovery changes how we interpret footprint data.
When we analyze only ES, we may think the market is quiet. But when MES suddenly shows heavy prints at the same second, it exposes where the real institutional action is happening.
In short: the micro contracts are no longer “small players.” They have become the mask behind which large algorithmic players hide their footprints.
From now on, every serious footprint analysis must include MES and MNQ — because that’s where the hidden algorithms reveal themselves.
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