HotSpots for 07/20/2018 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.


07-20-2018 21-normal Entry Exit Trade Profit Profit
Contract Direction Time Time % % Points HeatMap
CL_F long 1516 1539 86 0.01 0.37
ES_F long 1050 1110 86 0.01 31.50
ES_F short 0944 0956 -86 -0.01 -23.00
NQ_F long 1135 1159 86 0.02 122.25
YM_F long 1135 1157 86 0.01 229.00
YM_F short 1230 1247 -86 -0.01 -171.00

Trading dates are:

["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","2018-07-19"]

To read this chart using CL_F above, a Long from 15:16 until 15:39 ET has been profitable 86% of the time over the last 21 days.


07-20-2018 13-normal Entry Exit Trade Profit Profit
Contract Direction Time Time % % Points HeatMap
CL_F long 0940 0949 92 0.01 0.77
CL_F short 1042 1054 -92 -0.02 -1.28
ES_F long 1056 1110 100 0.01 32.75
ES_F short 1434 1445 -92 -0.00 -12.50
NQ_F long 1459 1509 100 0.00 34.50
NQ_F short 1235 1245 -85 -0.00 -32.50
YM_F long 1056 1109 100 0.01 277.00
YM_F short 1230 1252 -92 -0.01 -128.00

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","2018-07-18","2018-07-19"]

To read this chart using CL_F above, a Long from 09:40 until 09:49 ET has been profitable 92% of the time over the last 13 days.


07-20-2018 11-normal Entry Exit Trade Profit Profit
Contract Direction Time Time % % Points HeatMap
CL_F long 1023 1036 91 0.01 0.96
CL_F short 1146 1204 -91 -0.02 -1.20
ES_F long 1056 1110 100 0.01 28.25
ES_F short 0938 0950 -91 -0.01 -20.50
NQ_F long 1453 1510 100 0.01 56.50
NQ_F short 0940 0950 -91 -0.01 -54.25
YM_F long 1056 1109 100 0.01 244.00
YM_F short 1230 1252 -100 -0.01 -140.00

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","2018-07-17","2018-07-18","2018-07-19"]

To read this chart using CL_F above, a Long from 10:23 until 10:36 ET has been profitable 91% of the time over the last 11 days.


07-20-2018 8-normal Entry Exit Trade Profit Profit
Contract Direction Time Time % % Points HeatMap
CL_F long 1051 1107 88 0.02 1.19
CL_F short 1040 1054 -100 -0.02 -1.43
ES_F long 1051 1109 100 0.01 22.00
ES_F short 1232 1242 -100 -0.00 -8.75
NQ_F long 0957 1005 100 0.01 67.25
NQ_F short 1338 1358 -100 -0.01 -40.00
YM_F long 1051 1109 100 0.01 205.00
YM_F short 1230 1246 -100 -0.00 -87.00

Trading dates are:

["2018-07-10","2018-07-11","2018-07-12","2018-07-13","2018-07-16","2018-07-17","2018-07-18","2018-07-19"]

To read this chart using CL_F above, a Long from 10:51 until 11:07 ET has been profitable 88% of the time over the last 8 days.


07-20-2018 5-normal Entry Exit Trade Profit Profit
Contract Direction Time Time % % Points HeatMap
CL_F long 1051 1114 100 0.02 1.34
CL_F short 1040 1054 -100 -0.01 -0.70
ES_F long 1051 1117 100 0.01 17.25
ES_F short 0936 0948 -100 -0.00 -12.50
NQ_F long 1051 1117 100 0.01 52.50
NQ_F short 1232 1246 -100 -0.00 -28.00
YM_F long 1051 1117 100 0.01 159.00
YM_F short 0935 0948 -100 -0.00 -124.00

Trading dates are:

["2018-07-13","2018-07-16","2018-07-17","2018-07-18","2018-07-19"]

To read this chart using CL_F above, a Long from 10:51 until 11:14 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.


07-20-2018 13-taylorPlus Entry Exit Trade Profit Profit
Contract Direction Time Time % % Points HeatMap
CL_F long 1006 1019 92 0.02 1.12
CL_F short 1400 1417 -92 -0.03 -1.89
ES_F long 0957 1008 92 0.01 30.75
ES_F short 0944 0953 -85 -0.01 -23.50
NQ_F long 1421 1434 100 0.01 51.75
NQ_F short 1349 1404 -92 -0.01 -42.50
YM_F long 1155 1221 92 0.01 273.00
YM_F short 0937 0951 -92 -0.01 -248.00

Trading dates are:

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

To read this chart using CL_F above, a Long from 10:06 until 10:19 ET has been profitable 92% of the time over the last 13 days.


07-20-2018 11-taylorPlus Entry Exit Trade Profit Profit
Contract Direction Time Time % % Points HeatMap
CL_F long 0941 1001 91 0.02 1.25
CL_F short 1400 1417 -100 -0.03 -1.72
ES_F long 0957 1007 100 0.01 27.25
ES_F short 1349 1411 -82 -0.01 -22.50
NQ_F long 0930 0954 100 0.03 197.50
NQ_F short 1349 1412 -91 -0.01 -61.25
YM_F long 0952 1002 91 0.01 261.00
YM_F short 1350 1411 -91 -0.01 -209.00

Trading dates are:

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

To read this chart using CL_F above, a Long from 09:41 until 10:01 ET has been profitable 91% of the time over the last 11 days.


07-20-2018 8-taylorPlus Entry Exit Trade Profit Profit
Contract Direction Time Time % % Points HeatMap
CL_F long 1145 1205 100 0.02 1.39
CL_F short 1402 1417 -100 -0.03 -1.78
ES_F long 0938 1004 100 0.01 28.75
ES_F short 1004 1014 -87 -0.01 -19.25
NQ_F long 0930 0949 100 0.02 158.25
NQ_F short 1007 1015 -87 -0.01 -54.00
YM_F long 0951 1004 100 0.01 228.00
YM_F short 1355 1412 -100 -0.01 -182.00

Trading dates are:

["2018-06-14","2018-06-20","2018-06-26","2018-06-29","2018-07-02","2018-07-05","2018-07-11","2018-07-17"]

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 8 days.


07-20-2018 5-taylorPlus Entry Exit Trade Profit Profit
Contract Direction Time Time % % Points HeatMap
CL_F long 0940 1001 100 0.01 0.97
CL_F short 1352 1417 -100 -0.02 -1.76
ES_F long 0947 1004 100 0.01 18.50
ES_F short 1004 1014 -100 -0.01 -14.75
NQ_F long 0930 0955 100 0.02 126.00
NQ_F short 1002 1013 -100 -0.01 -43.50
YM_F long 1412 1430 100 0.01 163.00
YM_F short 1349 1412 -100 -0.01 -197.00

Trading dates are:

["2018-06-29","2018-07-02","2018-07-05","2018-07-11","2018-07-17"]

To read this chart using CL_F above, a Long from 09:40 until 10:01 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.


07-20-2018 13-taylor3 Entry Exit Trade Profit Profit
Contract Direction Time Time % % Points HeatMap
CL_F long 1140 1152 100 0.02 1.52
CL_F short 1031 1045 -85 -0.03 -2.01
ES_F long 1131 1157 92 0.01 16.75
NQ_F long 0930 0949 92 0.03 180.75
NQ_F short 1503 1518 -85 -0.00 -26.75
YM_F long 1322 1348 92 0.01 181.00
YM_F short 1302 1320 -92 -0.01 -243.00

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","2018-07-12","2018-07-17"]

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 13 days.


07-20-2018 11-taylor3 Entry Exit Trade Profit Profit
Contract Direction Time Time % % Points HeatMap
CL_F long 0941 0952 100 0.02 1.50
CL_F short 1406 1418 -91 -0.01 -0.63
ES_F long 1131 1157 100 0.01 25.75
ES_F short 1305 1322 -82 -0.01 -17.75
NQ_F long 1135 1201 100 0.01 88.25
NQ_F short 1228 1242 -91 -0.01 -47.25
YM_F long 1131 1157 100 0.01 222.00
YM_F short 1302 1320 -91 -0.01 -195.00

Trading dates are:

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

To read this chart using CL_F above, a Long from 09:41 until 09:52 ET has been profitable 100% of the time over the last 11 days.


07-20-2018 8-taylor3 Entry Exit Trade Profit Profit
Contract Direction Time Time % % Points HeatMap
CL_F long 1045 1106 100 0.02 1.46
CL_F short 1406 1418 -87 -0.01 -0.55
ES_F long 1131 1157 100 0.01 19.50
ES_F short 1302 1320 -87 -0.01 -19.25
NQ_F long 1320 1346 100 0.01 81.50
NQ_F short 1228 1242 -87 -0.01 -41.50
YM_F long 1324 1349 100 0.01 191.00
YM_F short 1427 1436 -100 -0.00 -33.00

Trading dates are:

["2018-06-14","2018-06-19","2018-06-22","2018-06-27","2018-07-02","2018-07-09","2018-07-12","2018-07-17"]

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 8 days.


07-20-2018 5-taylor3 Entry Exit Trade Profit Profit
Contract Direction Time Time % % Points HeatMap
CL_F long 1014 1032 100 0.02 1.31
CL_F short 1153 1201 -100 -0.01 -0.73
ES_F long 1015 1040 100 0.01 21.25
ES_F short 1258 1324 -100 -0.01 -23.75
NQ_F long 0930 0953 100 0.01 96.00
NQ_F short 1306 1324 -100 -0.01 -45.00
YM_F long 1015 1040 100 0.01 248.00
YM_F short 1258 1324 -100 -0.01 -239.00

Trading dates are:

["2018-06-27","2018-07-02","2018-07-09","2018-07-12","2018-07-17"]

To read this chart using CL_F above, a Long from 10:14 until 10:32 ET has been profitable 100% of the time over the last 5 days.