HotSpots for 07/18/2018 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.


07-18-2018 21-normal Entry Exit Trade Profit Profit
Contract Direction Time Time % % Points HeatMap
CL_F long 1339 1352 86 0.02 1.27
CL_F short 1407 1418 -81 -0.03 -2.22
ES_F long 1050 1110 86 0.01 27.75
NQ_F long 1136 1158 90 0.02 113.75
YM_F long 1135 1157 86 0.01 261.00
YM_F short 1540 1548 -81 -0.01 -218.00

Trading dates are:

["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","2018-07-17"]

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.


07-18-2018 13-normal Entry Exit Trade Profit Profit
Contract Direction Time Time % % Points HeatMap
CL_F long 1022 1031 92 0.02 1.24
CL_F short 1306 1326 -92 -0.02 -1.19
ES_F long 1021 1044 92 0.01 37.75
ES_F short 1305 1328 -85 -0.01 -18.25
NQ_F long 0930 0940 100 0.02 157.00
NQ_F short 1304 1315 -85 -0.01 -55.00
YM_F long 0946 1008 100 0.01 310.00
YM_F short 1540 1548 -92 -0.01 -154.00

Trading dates are:

["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","2018-07-17"]

To read this chart using CL_F above, a Long from 10:22 until 10:31 ET has been profitable 92% of the time over the last 13 days.


07-18-2018 11-normal Entry Exit Trade Profit Profit
Contract Direction Time Time % % Points HeatMap
CL_F long 0941 0949 91 0.01 0.78
CL_F short 1042 1054 -100 -0.01 -1.09
ES_F long 1056 1110 100 0.01 27.75
ES_F short 1434 1445 -91 -0.00 -10.75
NQ_F long 0930 0940 100 0.02 136.75
NQ_F short 1305 1314 -82 -0.00 -29.00
YM_F long 1056 1109 100 0.01 246.00
YM_F short 0939 0950 -91 -0.01 -187.00

Trading dates are:

["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","2018-07-17"]

To read this chart using CL_F above, a Long from 09:41 until 09:49 ET has been profitable 91% of the time over the last 11 days.


07-18-2018 8-normal Entry Exit Trade Profit Profit
Contract Direction Time Time % % Points HeatMap
CL_F long 1204 1230 88 0.01 0.75
CL_F short 1146 1204 -100 -0.01 -0.96
ES_F long 1052 1109 100 0.01 23.25
ES_F short 1307 1318 -100 -0.00 -9.50
NQ_F long 0930 0940 100 0.01 94.75
NQ_F short 1235 1253 -100 -0.00 -17.25
YM_F long 1015 1041 100 0.01 249.00
YM_F short 0938 0948 -100 -0.01 -164.00

Trading dates are:

["2018-07-06","2018-07-09","2018-07-10","2018-07-11","2018-07-12","2018-07-13","2018-07-16","2018-07-17"]

To read this chart using CL_F above, a Long from 12:04 until 12:30 ET has been profitable 88% of the time over the last 8 days.


07-18-2018 5-normal Entry Exit Trade Profit Profit
Contract Direction Time Time % % Points HeatMap
CL_F long 1023 1031 100 0.01 0.78
CL_F short 1404 1425 -100 -0.02 -1.59
ES_F long 1011 1032 100 0.01 16.50
ES_F short 0936 0948 -100 -0.00 -10.50
NQ_F long 0930 0951 100 0.01 76.75
NQ_F short 1347 1411 -100 -0.01 -42.75
YM_F long 1012 1038 100 0.01 172.00
YM_F short 0932 0950 -100 -0.01 -170.00

Trading dates are:

["2018-07-11","2018-07-12","2018-07-13","2018-07-16","2018-07-17"]

To read this chart using CL_F above, a Long from 10:23 until 10:31 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.


07-18-2018 11-taylorPlus Entry Exit Trade Profit Profit
Contract Direction Time Time % % Points HeatMap
CL_F long 1236 1247 100 0.01 0.55
CL_F short 1138 1201 -91 -0.01 -0.81
ES_F long 1136 1202 91 0.01 30.25
ES_F short 1329 1351 -91 -0.01 -15.25
NQ_F long 1130 1149 100 0.02 105.50
NQ_F short 1224 1247 -91 -0.01 -57.25
YM_F long 1136 1202 91 0.01 293.00
YM_F short 1306 1314 -91 -0.00 -106.00

Trading dates are:

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

To read this chart using CL_F above, a Long from 12:36 until 12:47 ET has been profitable 100% of the time over the last 11 days.


07-18-2018 8-taylorPlus Entry Exit Trade Profit Profit
Contract Direction Time Time % % Points HeatMap
CL_F long 1236 1247 100 0.01 0.39
CL_F short 1528 1552 -100 -0.01 -0.53
ES_F long 1136 1202 100 0.01 26.00
ES_F short 1216 1242 -87 -0.01 -17.25
NQ_F long 1136 1202 100 0.01 75.75
NQ_F short 1224 1247 -100 -0.01 -56.25
YM_F long 1136 1202 100 0.01 235.00
YM_F short 1230 1254 -87 -0.00 -116.00

Trading dates are:

["2018-06-12","2018-06-15","2018-06-18","2018-06-21","2018-06-27","2018-07-06","2018-07-09","2018-07-12"]

To read this chart using CL_F above, a Long from 12:36 until 12:47 ET has been profitable 100% of the time over the last 8 days.


07-18-2018 5-taylorPlus Entry Exit Trade Profit Profit
Contract Direction Time Time % % Points HeatMap
CL_F long 1013 1039 100 0.03 1.72
CL_F short 1256 1311 -100 -0.01 -0.38
ES_F long 1130 1149 100 0.01 19.00
ES_F short 1219 1242 -100 -0.01 -18.25
NQ_F long 1125 1149 100 0.01 63.25
NQ_F short 1226 1246 -100 -0.01 -60.50
YM_F long 1024 1043 100 0.01 182.00
YM_F short 1528 1553 -100 -0.01 -159.00

Trading dates are:

["2018-06-21","2018-06-27","2018-07-06","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.


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.


07-18-2018 13-taylor3 Entry Exit Trade Profit Profit
Contract Direction Time Time % % Points HeatMap
CL_F long 1110 1124 92 0.02 1.39
CL_F short 1454 1502 -92 -0.01 -0.46
ES_F long 1034 1046 100 0.01 33.00
ES_F short 0946 1001 -92 -0.01 -19.25
NQ_F long 1035 1043 100 0.01 66.25
NQ_F short 1325 1342 -92 -0.01 -55.00
YM_F long 1136 1202 92 0.01 289.00
YM_F short 0946 0956 -92 -0.01 -227.00

Trading dates are:

["2018-05-21","2018-05-24","2018-05-30","2018-06-04","2018-06-07","2018-06-12","2018-06-15","2018-06-20","2018-06-25","2018-06-28","2018-07-05","2018-07-10","2018-07-13"]

To read this chart using CL_F above, a Long from 11:10 until 11:24 ET has been profitable 92% of the time over the last 13 days.


07-18-2018 11-taylor3 Entry Exit Trade Profit Profit
Contract Direction Time Time % % Points HeatMap
CL_F long 1143 1204 91 0.02 1.50
CL_F short 1102 1110 -91 -0.01 -0.95
ES_F long 1033 1050 100 0.01 31.00
ES_F short 1321 1342 -91 -0.01 -16.75
NQ_F long 1034 1044 100 0.01 88.75
NQ_F short 1325 1342 -91 -0.01 -43.00
YM_F long 1033 1050 100 0.01 221.00
YM_F short 1321 1342 -91 -0.01 -193.00

Trading dates are:

["2018-05-30","2018-06-04","2018-06-07","2018-06-12","2018-06-15","2018-06-20","2018-06-25","2018-06-28","2018-07-05","2018-07-10","2018-07-13"]

To read this chart using CL_F above, a Long from 11:43 until 12:04 ET has been profitable 91% of the time over the last 11 days.


07-18-2018 8-taylor3 Entry Exit Trade Profit Profit
Contract Direction Time Time % % Points HeatMap
CL_F long 1341 1354 100 0.02 1.04
CL_F short 1430 1441 -100 -0.01 -0.78
ES_F long 1033 1049 100 0.01 25.00
ES_F short 0931 0952 -100 -0.01 -34.25
NQ_F long 1033 1049 100 0.01 89.50
NQ_F short 0940 0949 -100 -0.01 -66.00
YM_F long 1342 1402 100 0.01 151.00
YM_F short 0935 0943 -100 -0.01 -132.00

Trading dates are:

["2018-06-12","2018-06-15","2018-06-20","2018-06-25","2018-06-28","2018-07-05","2018-07-10","2018-07-13"]

To read this chart using CL_F above, a Long from 13:41 until 13:54 ET has been profitable 100% of the time over the last 8 days.


07-18-2018 5-taylor3 Entry Exit Trade Profit Profit
Contract Direction Time Time % % Points HeatMap
CL_F long 1006 1016 100 0.01 1.02
CL_F short 1125 1140 -100 -0.02 -1.06
ES_F long 1036 1049 100 0.01 19.25
ES_F short 0931 0952 -100 -0.01 -27.75
NQ_F long 1024 1049 100 0.01 60.25
NQ_F short 0934 0952 -100 -0.01 -65.75
YM_F long 1455 1521 100 0.01 177.00
YM_F short 0937 0952 -100 -0.01 -290.00

Trading dates are:

["2018-06-25","2018-06-28","2018-07-05","2018-07-10","2018-07-13"]

To read this chart using CL_F above, a Long from 10:06 until 10:16 ET has been profitable 100% of the time over the last 5 days.