HotSpots for 07/19/2018 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.


07-19-2018 21-normal Entry Exit Trade Profit Profit
Contract Direction Time Time % % Points HeatMap
CL_F long 1140 1153 81 0.04 2.35
CL_F short 1534 1553 -81 -0.01 -0.43
ES_F long 1050 1110 86 0.01 30.00
ES_F short 0944 0956 -81 -0.01 -14.75
NQ_F long 1023 1049 86 0.02 113.00
YM_F long 1135 1157 86 0.01 224.00
YM_F short 1429 1440 -81 -0.01 -153.00

Trading dates are:

["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","2018-07-18"]

To read this chart using CL_F above, a Long from 11:40 until 11:53 ET has been profitable 81% of the time over the last 21 days.


07-19-2018 13-normal Entry Exit Trade Profit Profit
Contract Direction Time Time % % Points HeatMap
CL_F long 1456 1511 92 0.01 0.60
CL_F short 1040 1054 -85 -0.02 -1.37
ES_F long 1056 1110 100 0.01 32.50
ES_F short 1434 1445 -92 -0.00 -12.00
NQ_F long 1459 1509 100 0.01 37.25
NQ_F short 1305 1314 -85 -0.01 -35.50
YM_F long 0946 1008 100 0.01 257.00
YM_F short 1434 1445 -92 -0.00 -120.00

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","2018-07-17","2018-07-18"]

To read this chart using CL_F above, a Long from 14:56 until 15:11 ET has been profitable 92% of the time over the last 13 days.


07-19-2018 11-normal Entry Exit Trade Profit Profit
Contract Direction Time Time % % Points HeatMap
CL_F long 1014 1036 91 0.02 1.21
CL_F short 1042 1054 -91 -0.01 -0.96
ES_F long 1056 1110 100 0.01 29.75
ES_F short 0939 0950 -91 -0.01 -16.50
NQ_F long 1056 1106 100 0.01 57.50
NQ_F short 1305 1316 -91 -0.01 -38.50
YM_F long 1056 1109 100 0.01 251.00
YM_F short 0937 0951 -91 -0.01 -205.00

Trading dates are:

["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","2018-07-18"]

To read this chart using CL_F above, a Long from 10:14 until 10:36 ET has been profitable 91% of the time over the last 11 days.


07-19-2018 8-normal Entry Exit Trade Profit Profit
Contract Direction Time Time % % Points HeatMap
CL_F long 0942 0950 100 0.01 0.69
CL_F short 1146 1204 -100 -0.01 -0.99
ES_F long 1015 1041 100 0.01 21.75
ES_F short 1307 1318 -100 -0.00 -9.50
NQ_F long 1015 1041 100 0.01 78.75
NQ_F short 1041 1052 -87 -0.01 -41.25
YM_F long 1015 1041 100 0.01 241.00
YM_F short 1303 1318 -100 -0.00 -66.00

Trading dates are:

["2018-07-09","2018-07-10","2018-07-11","2018-07-12","2018-07-13","2018-07-16","2018-07-17","2018-07-18"]

To read this chart using CL_F above, a Long from 09:42 until 09:50 ET has been profitable 100% of the time over the last 8 days.


07-19-2018 5-normal Entry Exit Trade Profit Profit
Contract Direction Time Time % % Points HeatMap
CL_F long 1343 1404 100 0.02 1.12
CL_F short 1040 1054 -100 -0.01 -0.73
ES_F long 1050 1113 100 0.01 15.25
ES_F short 0933 0942 -100 -0.00 -12.50
NQ_F long 0957 1010 100 0.01 51.25
NQ_F short 1231 1242 -100 -0.00 -26.00
YM_F long 1046 1112 100 0.01 150.00
YM_F short 0932 0948 -100 -0.01 -175.00

Trading dates are:

["2018-07-12","2018-07-13","2018-07-16","2018-07-17","2018-07-18"]

To read this chart using CL_F above, a Long from 13:43 until 14:04 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.


07-19-2018 13-taylorPlus Entry Exit Trade Profit Profit
Contract Direction Time Time % % Points HeatMap
CL_F long 1054 1111 92 0.02 1.24
CL_F short 1124 1138 -92 -0.03 -2.15
ES_F long 1444 1501 92 0.01 18.50
ES_F short 1145 1205 -85 -0.01 -18.00
NQ_F long 1532 1551 85 0.02 113.50
NQ_F short 1323 1335 -85 -0.01 -35.00
YM_F long 1446 1506 85 0.01 212.00
YM_F short 0943 0952 -85 -0.01 -212.00

Trading dates are:

["2018-05-23","2018-05-29","2018-06-01","2018-06-04","2018-06-07","2018-06-13","2018-06-19","2018-06-22","2018-06-25","2018-06-28","2018-07-10","2018-07-13","2018-07-16"]

To read this chart using CL_F above, a Long from 10:54 until 11:11 ET has been profitable 92% of the time over the last 13 days.


07-19-2018 11-taylorPlus Entry Exit Trade Profit Profit
Contract Direction Time Time % % Points HeatMap
CL_F long 1058 1106 91 0.02 1.00
CL_F short 1124 1139 -91 -0.03 -1.77
ES_F long 1441 1506 91 0.01 17.00
ES_F short 0939 1005 -82 -0.01 -23.25
NQ_F long 1129 1142 100 0.01 37.25
NQ_F short 1230 1241 -91 -0.01 -40.50
YM_F long 1125 1142 91 0.01 147.00
YM_F short 1230 1249 -91 -0.00 -116.00

Trading dates are:

["2018-06-01","2018-06-04","2018-06-07","2018-06-13","2018-06-19","2018-06-22","2018-06-25","2018-06-28","2018-07-10","2018-07-13","2018-07-16"]

To read this chart using CL_F above, a Long from 10:58 until 11:06 ET has been profitable 91% of the time over the last 11 days.


07-19-2018 8-taylorPlus Entry Exit Trade Profit Profit
Contract Direction Time Time % % Points HeatMap
CL_F long 1054 1120 100 0.02 1.40
CL_F short 1124 1140 -100 -0.03 -1.72
ES_F long 1447 1513 100 0.01 23.75
ES_F short 0939 1005 -100 -0.01 -30.75
NQ_F long 1447 1513 100 0.01 99.25
NQ_F short 0942 0956 -100 -0.01 -62.50
YM_F long 1446 1509 100 0.01 171.00
YM_F short 0939 0952 -100 -0.01 -306.00

Trading dates are:

["2018-06-13","2018-06-19","2018-06-22","2018-06-25","2018-06-28","2018-07-10","2018-07-13","2018-07-16"]

To read this chart using CL_F above, a Long from 10:54 until 11:20 ET has been profitable 100% of the time over the last 8 days.


07-19-2018 5-taylorPlus Entry Exit Trade Profit Profit
Contract Direction Time Time % % Points HeatMap
CL_F long 1054 1120 100 0.01 1.00
CL_F short 1120 1140 -100 -0.02 -1.63
ES_F long 1021 1045 100 0.01 22.75
ES_F short 0937 0949 -100 -0.01 -28.50
NQ_F long 1021 1044 100 0.01 65.00
NQ_F short 0938 0949 -100 -0.01 -87.75
YM_F long 1021 1044 100 0.01 195.00
YM_F short 0935 0952 -100 -0.01 -272.00

Trading dates are:

["2018-06-25","2018-06-28","2018-07-10","2018-07-13","2018-07-16"]

To read this chart using CL_F above, a Long from 10:54 until 11:20 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.


07-19-2018 13-taylor3 Entry Exit Trade Profit Profit
Contract Direction Time Time % % Points HeatMap
CL_F long 1019 1031 92 0.02 1.17
CL_F short 1532 1553 -92 -0.01 -0.49
ES_F long 1050 1102 100 0.01 27.00
ES_F short 1535 1545 -85 -0.01 -20.00
NQ_F long 0946 1004 92 0.02 117.75
NQ_F short 1344 1405 -85 -0.01 -83.25
YM_F long 1050 1116 100 0.01 359.00
YM_F short 1537 1545 -92 -0.01 -165.00

Trading dates are:

["2018-05-22","2018-05-25","2018-05-31","2018-06-05","2018-06-08","2018-06-13","2018-06-18","2018-06-21","2018-06-26","2018-06-29","2018-07-06","2018-07-11","2018-07-16"]

To read this chart using CL_F above, a Long from 10:19 until 10:31 ET has been profitable 92% of the time over the last 13 days.


07-19-2018 11-taylor3 Entry Exit Trade Profit Profit
Contract Direction Time Time % % Points HeatMap
CL_F long 0939 1002 91 0.02 1.17
CL_F short 1528 1553 -91 -0.01 -0.62
ES_F long 1051 1102 100 0.01 23.00
ES_F short 1344 1406 -100 -0.01 -21.75
NQ_F long 0946 1004 100 0.02 111.75
NQ_F short 1344 1405 -91 -0.01 -83.50
YM_F long 1050 1116 100 0.01 307.00
YM_F short 0945 0954 -100 -0.00 -112.00

Trading dates are:

["2018-05-31","2018-06-05","2018-06-08","2018-06-13","2018-06-18","2018-06-21","2018-06-26","2018-06-29","2018-07-06","2018-07-11","2018-07-16"]

To read this chart using CL_F above, a Long from 09:39 until 10:02 ET has been profitable 91% of the time over the last 11 days.


07-19-2018 8-taylor3 Entry Exit Trade Profit Profit
Contract Direction Time Time % % Points HeatMap
CL_F long 1443 1507 100 0.01 0.57
CL_F short 1527 1553 -100 -0.01 -0.58
ES_F long 1049 1114 100 0.01 26.50
ES_F short 1344 1406 -100 -0.00 -13.50
NQ_F long 0946 1004 100 0.01 80.50
NQ_F short 1509 1519 -100 -0.01 -37.75
YM_F long 1046 1111 100 0.01 242.00
YM_F short 0944 0956 -100 -0.01 -136.00

Trading dates are:

["2018-06-13","2018-06-18","2018-06-21","2018-06-26","2018-06-29","2018-07-06","2018-07-11","2018-07-16"]

To read this chart using CL_F above, a Long from 14:43 until 15:07 ET has been profitable 100% of the time over the last 8 days.


07-19-2018 5-taylor3 Entry Exit Trade Profit Profit
Contract Direction Time Time % % Points HeatMap
CL_F long 1417 1437 100 0.03 1.81
CL_F short 1246 1309 -100 -0.01 -0.99
ES_F long 1048 1114 100 0.01 19.75
ES_F short 1535 1559 -100 -0.01 -21.00
NQ_F long 0938 1003 100 0.01 86.50
NQ_F short 1538 1551 -100 -0.01 -61.75
YM_F long 1048 1114 100 0.01 189.00
YM_F short 1539 1553 -100 -0.01 -194.00

Trading dates are:

["2018-06-26","2018-06-29","2018-07-06","2018-07-11","2018-07-16"]

To read this chart using CL_F above, a Long from 14:17 until 14:37 ET has been profitable 100% of the time over the last 5 days.