HotSpots for 07/17/2018 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.


07-17-2018 21-normal Entry Exit Trade Profit Profit
Contract Direction Time Time % % Points HeatMap
CL_F long 1339 1352 86 0.02 1.16
CL_F short 1408 1418 -81 -0.03 -2.00
ES_F long 1523 1534 86 0.01 19.00
ES_F short 0944 0956 -81 -0.01 -15.50
NQ_F long 1136 1158 90 0.01 98.75
YM_F long 1135 1157 86 0.01 252.00
YM_F short 0942 0951 -81 -0.01 -282.00

Trading dates are:

["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","2018-07-12","2018-07-13","2018-07-16"]

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.


07-17-2018 13-normal Entry Exit Trade Profit Profit
Contract Direction Time Time % % Points HeatMap
CL_F long 1454 1511 92 0.00 0.11
CL_F short 1306 1326 -100 -0.02 -1.46
ES_F long 1056 1110 92 0.01 22.75
ES_F short 1544 1552 -85 -0.01 -18.00
NQ_F long 0930 0940 92 0.02 115.25
NQ_F short 1304 1315 -85 -0.01 -60.50
YM_F long 0951 1010 100 0.02 419.00
YM_F short 1540 1548 -92 -0.01 -199.00

Trading dates are:

["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","2018-07-12","2018-07-13","2018-07-16"]

To read this chart using CL_F above, a Long from 14:54 until 15:11 ET has been profitable 92% of the time over the last 13 days.


07-17-2018 11-normal Entry Exit Trade Profit Profit
Contract Direction Time Time % % Points HeatMap
CL_F long 1456 1511 100 0.01 0.53
CL_F short 1306 1326 -100 -0.02 -1.30
ES_F long 1056 1110 100 0.01 26.75
ES_F short 0940 0950 -91 -0.01 -24.50
NQ_F long 0930 0940 100 0.02 133.50
NQ_F short 1305 1314 -91 -0.01 -43.00
YM_F long 0951 1010 100 0.01 357.00
YM_F short 0939 0951 -91 -0.01 -284.00

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","2018-07-12","2018-07-13","2018-07-16"]

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 11 days.


07-17-2018 8-normal Entry Exit Trade Profit Profit
Contract Direction Time Time % % Points HeatMap
CL_F long 1456 1511 100 0.01 0.42
CL_F short 1306 1327 -100 -0.01 -0.98
ES_F long 1056 1110 100 0.01 20.25
ES_F short 0938 0950 -100 -0.01 -15.75
NQ_F long 0930 0940 100 0.01 86.75
NQ_F short 0940 0950 -100 -0.01 -40.50
YM_F long 0951 1008 100 0.01 193.00
YM_F short 0938 0951 -100 -0.01 -199.00

Trading dates are:

["2018-07-05","2018-07-06","2018-07-09","2018-07-10","2018-07-11","2018-07-12","2018-07-13","2018-07-16"]

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.


07-17-2018 5-normal Entry Exit Trade Profit Profit
Contract Direction Time Time % % Points HeatMap
CL_F long 1445 1510 100 0.01 0.58
CL_F short 1032 1054 -100 -0.02 -1.71
ES_F long 1015 1038 100 0.01 15.00
ES_F short 0938 0956 -100 -0.01 -14.00
NQ_F long 1015 1041 100 0.01 63.75
NQ_F short 1041 1056 -100 -0.01 -49.25
YM_F long 1012 1038 100 0.01 162.00
YM_F short 0938 0950 -100 -0.01 -149.00

Trading dates are:

["2018-07-10","2018-07-11","2018-07-12","2018-07-13","2018-07-16"]

To read this chart using CL_F above, a Long from 14:45 until 15:10 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.


07-17-2018 13-taylorPlus Entry Exit Trade Profit Profit
Contract Direction Time Time % % Points HeatMap
CL_F long 0951 1001 92 0.02 1.09
CL_F short 1400 1417 -92 -0.03 -1.91
ES_F long 1155 1217 92 0.01 28.25
ES_F short 0944 0956 -92 -0.01 -27.00
NQ_F long 0930 0949 92 0.02 162.75
NQ_F short 1349 1404 -92 -0.01 -36.50
YM_F long 1155 1217 92 0.01 307.00
YM_F short 1350 1411 -92 -0.01 -191.00

Trading dates are:

["2018-05-21","2018-05-24","2018-05-30","2018-06-05","2018-06-08","2018-06-11","2018-06-14","2018-06-20","2018-06-26","2018-06-29","2018-07-02","2018-07-05","2018-07-11"]

To read this chart using CL_F above, a Long from 09:51 until 10:01 ET has been profitable 92% of the time over the last 13 days.


07-17-2018 11-taylorPlus Entry Exit Trade Profit Profit
Contract Direction Time Time % % Points HeatMap
CL_F long 1006 1027 91 0.02 1.31
CL_F short 1400 1417 -91 -0.02 -1.58
ES_F long 0956 1007 91 0.01 26.25
ES_F short 0944 0956 -91 -0.01 -14.50
NQ_F long 0930 0950 100 0.02 157.50
NQ_F short 1349 1405 -91 -0.00 -30.75
YM_F long 1155 1217 91 0.01 193.00
YM_F short 1350 1411 -91 -0.01 -181.00

Trading dates are:

["2018-05-30","2018-06-05","2018-06-08","2018-06-11","2018-06-14","2018-06-20","2018-06-26","2018-06-29","2018-07-02","2018-07-05","2018-07-11"]

To read this chart using CL_F above, a Long from 10:06 until 10:27 ET has been profitable 91% of the time over the last 11 days.


07-17-2018 8-taylorPlus Entry Exit Trade Profit Profit
Contract Direction Time Time % % Points HeatMap
CL_F long 0941 0949 100 0.01 0.58
CL_F short 1402 1417 -100 -0.03 -1.71
ES_F long 0957 1007 100 0.01 22.25
ES_F short 0944 0956 -100 -0.00 -13.75
NQ_F long 0930 0944 100 0.02 140.00
NQ_F short 1004 1015 -87 -0.01 -72.50
YM_F long 1521 1535 100 0.00 109.00
YM_F short 1354 1412 -100 -0.01 -158.00

Trading dates are:

["2018-06-11","2018-06-14","2018-06-20","2018-06-26","2018-06-29","2018-07-02","2018-07-05","2018-07-11"]

To read this chart using CL_F above, a Long from 09:41 until 09:49 ET has been profitable 100% of the time over the last 8 days.


07-17-2018 5-taylorPlus Entry Exit Trade Profit Profit
Contract Direction Time Time % % Points HeatMap
CL_F long 1145 1205 100 0.01 0.88
CL_F short 1352 1417 -100 -0.03 -1.76
ES_F long 0952 1004 100 0.01 21.00
ES_F short 1004 1015 -100 -0.01 -16.50
NQ_F long 0930 0949 100 0.01 105.50
NQ_F short 1004 1015 -100 -0.01 -65.25
YM_F long 0952 1004 100 0.01 186.00
YM_F short 1402 1412 -100 -0.01 -189.00

Trading dates are:

["2018-06-26","2018-06-29","2018-07-02","2018-07-05","2018-07-11"]

To read this chart using CL_F above, a Long from 11:45 until 12:05 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.


07-17-2018 11-taylor3 Entry Exit Trade Profit Profit
Contract Direction Time Time % % Points HeatMap
CL_F long 0940 0952 100 0.02 1.25
CL_F short 1226 1237 -91 -0.01 -0.55
ES_F long 1131 1157 91 0.00 12.25
ES_F short 1305 1322 -82 -0.01 -17.50
NQ_F long 0930 0949 91 0.02 119.50
NQ_F short 1503 1518 -91 -0.00 -30.25
YM_F long 1322 1348 91 0.01 159.00
YM_F short 1302 1320 -91 -0.01 -217.00

Trading dates are:

["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","2018-07-12"]

To read this chart using CL_F above, a Long from 09:40 until 09:52 ET has been profitable 100% of the time over the last 11 days.


07-17-2018 8-taylor3 Entry Exit Trade Profit Profit
Contract Direction Time Time % % Points HeatMap
CL_F long 1132 1152 100 0.02 1.16
CL_F short 1406 1418 -87 -0.01 -0.52
ES_F long 1131 1157 100 0.01 19.50
ES_F short 1219 1245 -87 -0.01 -17.50
NQ_F long 1320 1342 100 0.01 76.25
NQ_F short 1227 1241 -100 -0.01 -41.50
YM_F long 1131 1157 100 0.01 164.00
YM_F short 1427 1436 -100 -0.00 -47.00

Trading dates are:

["2018-06-11","2018-06-14","2018-06-19","2018-06-22","2018-06-27","2018-07-02","2018-07-09","2018-07-12"]

To read this chart using CL_F above, a Long from 11:32 until 11:52 ET has been profitable 100% of the time over the last 8 days.


07-17-2018 5-taylor3 Entry Exit Trade Profit Profit
Contract Direction Time Time % % Points HeatMap
CL_F long 1013 1039 100 0.02 1.55
CL_F short 0952 1012 -100 -0.01 -0.90
ES_F long 0951 1006 100 0.01 16.50
ES_F short 1302 1320 -100 -0.01 -21.50
NQ_F long 1320 1342 100 0.01 64.00
NQ_F short 1306 1320 -100 -0.01 -57.50
YM_F long 0948 1014 100 0.01 253.00
YM_F short 1303 1324 -100 -0.01 -201.00

Trading dates are:

["2018-06-22","2018-06-27","2018-07-02","2018-07-09","2018-07-12"]

To read this chart using CL_F above, a Long from 10:13 until 10:39 ET has been profitable 100% of the time over the last 5 days.