HotSpots for 07/12/2018 for $ES,$CL,$YM,$NQ

Daily HotSpots

HotSpots are times during the market trading session that for the past XX days have consistently moved in one direction or the other. These HotSpots are published each morning pre-market. The next day, a results post is also published and weekly a summary post.

CAUTION: This data is under development and provided only for research and teaching purposes

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.


07-12-2018 21-normal Entry Exit Trade Profit Profit
Contract Direction Time Time % % Points HeatMap
CL_F long 1339 1352 86 0.02 0.98
CL_F short 1400 1418 -86 -0.04 -2.67
ES_F long 1134 1158 86 0.01 28.00
ES_F short 0944 0956 -86 -0.01 -16.00
NQ_F long 1135 1156 90 0.02 114.50
YM_F long 1135 1157 90 0.01 300.00
YM_F short 0942 0951 -81 -0.01 -308.00

Trading dates are:

[“2018-06-11″,”2018-06-12″,”2018-06-13″,”2018-06-14″,”2018-06-15″,”2018-06-18″,”2018-06-19″,”2018-06-20″,”2018-06-21″,”2018-06-22″,”2018-06-25″,”2018-06-26″,”2018-06-27″,”2018-06-28″,”2018-06-29″,”2018-07-02″,”2018-07-05″,”2018-07-06″,”2018-07-09″,”2018-07-10″,”2018-07-11”]

To read this chart using CL_F above, a Long from 13:39 until 13:52 ET has been profitable 86% of the time over the last 21 days.


07-12-2018 13-normal Entry Exit Trade Profit Profit
Contract Direction Time Time % % Points HeatMap
CL_F long 1006 1026 92 0.03 2.22
CL_F short 1306 1326 -92 -0.02 -1.00
ES_F long 1036 1052 92 0.01 15.75
ES_F short 0942 0952 -92 -0.01 -23.00
NQ_F long 1135 1159 92 0.01 58.50
NQ_F short 1003 1015 -85 -0.02 -131.25
YM_F long 1029 1044 92 0.01 235.00
YM_F short 0943 0952 -92 -0.01 -235.00

Trading dates are:

[“2018-06-21″,”2018-06-22″,”2018-06-25″,”2018-06-26″,”2018-06-27″,”2018-06-28″,”2018-06-29″,”2018-07-02″,”2018-07-05″,”2018-07-06″,”2018-07-09″,”2018-07-10″,”2018-07-11”]

To read this chart using CL_F above, a Long from 10:06 until 10:26 ET has been profitable 92% of the time over the last 13 days.


07-12-2018 11-normal Entry Exit Trade Profit Profit
Contract Direction Time Time % % Points HeatMap
CL_F long 1006 1026 91 0.03 1.90
CL_F short 1303 1326 -100 -0.02 -1.44
ES_F long 0951 1008 91 0.01 23.50
ES_F short 0942 0952 -91 -0.01 -20.75
NQ_F long 1415 1430 91 0.01 73.50
NQ_F short 1002 1015 -91 -0.02 -119.50
YM_F long 0951 1010 91 0.01 308.00
YM_F short 1402 1412 -91 -0.01 -273.00

Trading dates are:

[“2018-06-25″,”2018-06-26″,”2018-06-27″,”2018-06-28″,”2018-06-29″,”2018-07-02″,”2018-07-05″,”2018-07-06″,”2018-07-09″,”2018-07-10″,”2018-07-11”]

To read this chart using CL_F above, a Long from 10:06 until 10:26 ET has been profitable 91% of the time over the last 11 days.


07-12-2018 8-normal Entry Exit Trade Profit Profit
Contract Direction Time Time % % Points HeatMap
CL_F long 1456 1511 100 0.01 0.44
CL_F short 1305 1330 -100 -0.01 -0.96
ES_F long 0951 1008 100 0.01 26.25
ES_F short 0942 0952 -100 -0.01 -20.00
NQ_F long 0930 0940 100 0.01 104.00
NQ_F short 1002 1015 -100 -0.01 -86.75
YM_F long 0951 1010 100 0.01 306.00
YM_F short 0943 0952 -100 -0.01 -182.00

Trading dates are:

[“2018-06-28″,”2018-06-29″,”2018-07-02″,”2018-07-05″,”2018-07-06″,”2018-07-09″,”2018-07-10″,”2018-07-11”]

To read this chart using CL_F above, a Long from 14:56 until 15:11 ET has been profitable 100% of the time over the last 8 days.


07-12-2018 5-normal Entry Exit Trade Profit Profit
Contract Direction Time Time % % Points HeatMap
CL_F long 1415 1437 100 0.02 1.47
CL_F short 1043 1054 -100 -0.01 -0.85
ES_F long 1415 1434 100 0.01 16.25
ES_F short 0941 0950 -100 -0.00 -11.00
NQ_F long 0930 0940 100 0.01 57.25
NQ_F short 1002 1015 -100 -0.01 -44.50
YM_F long 0934 0944 100 0.01 160.00
YM_F short 0941 0951 -100 -0.01 -123.00

Trading dates are:

[“2018-07-05″,”2018-07-06″,”2018-07-09″,”2018-07-10″,”2018-07-11”]

To read this chart using CL_F above, a Long from 14:15 until 14:37 ET has been profitable 100% of the time over the last 5 days.


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.


07-12-2018 11-taylorPlus Entry Exit Trade Profit Profit
Contract Direction Time Time % % Points HeatMap
CL_F long 1424 1448 91 0.02 1.34
CL_F short 1357 1422 -91 -0.02 -1.10
ES_F long 1517 1529 100 0.01 18.25
ES_F short 1529 1545 -91 -0.01 -21.25
NQ_F long 1130 1149 91 0.01 89.25
NQ_F short 1016 1030 -91 -0.01 -70.75
YM_F long 1136 1202 91 0.01 233.00
YM_F short 1244 1255 -91 -0.00 -62.00

Trading dates are:

[“2018-05-22″,”2018-05-25″,”2018-05-31″,”2018-06-06″,”2018-06-12″,”2018-06-15″,”2018-06-18″,”2018-06-21″,”2018-06-27″,”2018-07-06″,”2018-07-09”]

To read this chart using CL_F above, a Long from 14:24 until 14:48 ET has been profitable 91% of the time over the last 11 days.


07-12-2018 8-taylorPlus Entry Exit Trade Profit Profit
Contract Direction Time Time % % Points HeatMap
CL_F long 1321 1329 100 0.01 0.44
CL_F short 1447 1504 -100 -0.01 -0.38
ES_F long 1035 1058 100 0.01 26.25
ES_F short 1220 1234 -100 -0.01 -14.75
NQ_F long 1035 1058 100 0.01 102.75
NQ_F short 1016 1030 -100 -0.01 -66.25
YM_F long 1035 1058 100 0.01 235.00
YM_F short 1244 1255 -100 -0.00 -70.00

Trading dates are:

[“2018-06-06″,”2018-06-12″,”2018-06-15″,”2018-06-18″,”2018-06-21″,”2018-06-27″,”2018-07-06″,”2018-07-09”]

To read this chart using CL_F above, a Long from 13:21 until 13:29 ET has been profitable 100% of the time over the last 8 days.


07-12-2018 5-taylorPlus Entry Exit Trade Profit Profit
Contract Direction Time Time % % Points HeatMap
CL_F long 1015 1041 100 0.03 1.92
CL_F short 1448 1504 -100 -0.00 -0.32
ES_F long 1030 1055 100 0.01 20.25
ES_F short 1215 1237 -100 -0.01 -14.25
NQ_F long 1035 1058 100 0.01 77.75
NQ_F short 0959 1020 -100 -0.01 -100.50
YM_F long 1023 1049 100 0.01 233.00
YM_F short 1122 1130 -100 -0.00 -113.00

Trading dates are:

[“2018-06-18″,”2018-06-21″,”2018-06-27″,”2018-07-06″,”2018-07-09”]

To read this chart using CL_F above, a Long from 10:15 until 10:41 ET has been profitable 100% of the time over the last 5 days.


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.


07-12-2018 11-taylor3 Entry Exit Trade Profit Profit
Contract Direction Time Time % % Points HeatMap
CL_F long 1140 1152 100 0.02 1.36
CL_F short 1025 1035 -82 -0.03 -2.18
ES_F long 1107 1122 91 0.01 14.25
ES_F short 1027 1035 -91 -0.01 -17.25
NQ_F long 0930 0949 91 0.02 137.75
NQ_F short 1027 1035 -91 -0.01 -61.25
YM_F long 0959 1023 91 0.01 190.00
YM_F short 1302 1320 -91 -0.01 -234.00

Trading dates are:

[“2018-05-23″,”2018-05-29″,”2018-06-01″,”2018-06-06″,”2018-06-11″,”2018-06-14″,”2018-06-19″,”2018-06-22″,”2018-06-27″,”2018-07-02″,”2018-07-09”]

To read this chart using CL_F above, a Long from 11:40 until 11:52 ET has been profitable 100% of the time over the last 11 days.


07-12-2018 8-taylor3 Entry Exit Trade Profit Profit
Contract Direction Time Time % % Points HeatMap
CL_F long 1056 1121 100 0.02 1.12
CL_F short 1226 1241 -100 -0.01 -0.41
ES_F long 1131 1157 100 0.01 17.75
ES_F short 1219 1245 -87 -0.01 -16.25
NQ_F long 1324 1345 100 0.01 69.00
NQ_F short 1227 1241 -100 -0.01 -39.00
YM_F long 1131 1157 100 0.01 160.00
YM_F short 1302 1324 -87 -0.01 -187.00

Trading dates are:

[“2018-06-06″,”2018-06-11″,”2018-06-14″,”2018-06-19″,”2018-06-22″,”2018-06-27″,”2018-07-02″,”2018-07-09”]

To read this chart using CL_F above, a Long from 10:56 until 11:21 ET has been profitable 100% of the time over the last 8 days.


07-12-2018 5-taylor3 Entry Exit Trade Profit Profit
Contract Direction Time Time % % Points HeatMap
CL_F long 1045 1106 100 0.02 1.29
CL_F short 1021 1029 -100 -0.01 -0.73
ES_F long 1029 1049 100 0.01 19.50
ES_F short 1302 1320 -100 -0.01 -21.75
NQ_F long 1320 1345 100 0.01 64.75
NQ_F short 0951 1015 -100 -0.01 -49.75
YM_F long 1029 1046 100 0.01 204.00
YM_F short 1305 1331 -100 -0.01 -209.00

Trading dates are:

[“2018-06-19″,”2018-06-22″,”2018-06-27″,”2018-07-02″,”2018-07-09”]

To read this chart using CL_F above, a Long from 10:45 until 11:06 ET has been profitable 100% of the time over the last 5 days.