HotSpots for 07/24/2018 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.


07-24-2018 21-normal Entry Exit Trade Profit Profit
Contract Direction Time Time % % Points HeatMap
CL_F long 1516 1539 86 0.01 0.40
ES_F long 1021 1044 81 0.01 40.75
ES_F short 1402 1415 -81 -0.01 -31.75
NQ_F long 1523 1535 86 0.01 59.25
YM_F long 1052 1102 90 0.01 260.00
YM_F short 1402 1414 -81 -0.01 -306.00

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","2018-07-12","2018-07-13","2018-07-16","2018-07-17","2018-07-18","2018-07-19","2018-07-20","2018-07-23"]

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.


07-24-2018 13-normal Entry Exit Trade Profit Profit
Contract Direction Time Time % % Points HeatMap
CL_F long 1023 1036 92 0.02 1.11
CL_F short 1147 1213 -85 -0.02 -1.79
ES_F long 1056 1118 92 0.01 31.50
ES_F short 0938 0950 -85 -0.01 -20.25
NQ_F long 1444 1507 92 0.01 63.75
NQ_F short 0940 0950 -85 -0.01 -54.25
YM_F long 0954 1002 100 0.01 206.00
YM_F short 1308 1318 -92 -0.00 -91.00

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","2018-07-20","2018-07-23"]

To read this chart using CL_F above, a Long from 10:23 until 10:36 ET has been profitable 92% of the time over the last 13 days.


07-24-2018 11-normal Entry Exit Trade Profit Profit
Contract Direction Time Time % % Points HeatMap
CL_F long 1023 1036 91 0.01 0.81
CL_F short 1002 1028 -91 -0.03 -2.21
ES_F long 1056 1104 100 0.01 16.00
ES_F short 1303 1319 -100 -0.00 -13.25
NQ_F long 1015 1041 91 0.01 97.25
NQ_F short 1303 1321 -91 -0.01 -37.25
YM_F long 1025 1040 100 0.01 204.00
YM_F short 1303 1318 -100 -0.01 -127.00

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","2018-07-19","2018-07-20","2018-07-23"]

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.


07-24-2018 8-normal Entry Exit Trade Profit Profit
Contract Direction Time Time % % Points HeatMap
CL_F long 1350 1410 100 0.01 0.97
CL_F short 1146 1205 -100 -0.02 -1.07
ES_F long 1052 1117 100 0.01 21.25
ES_F short 1303 1322 -100 -0.00 -13.25
NQ_F long 0953 1005 100 0.01 61.50
NQ_F short 1426 1441 -87 -0.01 -42.25
YM_F long 1051 1117 100 0.01 210.00
YM_F short 1303 1328 -100 -0.01 -145.00

Trading dates are:

["2018-07-12","2018-07-13","2018-07-16","2018-07-17","2018-07-18","2018-07-19","2018-07-20","2018-07-23"]

To read this chart using CL_F above, a Long from 13:50 until 14:10 ET has been profitable 100% of the time over the last 8 days.


07-24-2018 5-normal Entry Exit Trade Profit Profit
Contract Direction Time Time % % Points HeatMap
CL_F long 1258 1321 100 0.02 1.22
CL_F short 1003 1027 -100 -0.02 -1.62
ES_F long 1053 1119 100 0.01 16.75
ES_F short 1303 1326 -100 -0.00 -8.00
NQ_F long 1035 1101 100 0.01 65.25
NQ_F short 1159 1215 -100 -0.00 -35.25
YM_F long 1052 1118 100 0.01 152.00
YM_F short 1303 1329 -100 -0.00 -118.00

Trading dates are:

["2018-07-17","2018-07-18","2018-07-19","2018-07-20","2018-07-23"]

To read this chart using CL_F above, a Long from 12:58 until 13:21 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.


07-24-2018 13-taylorPlus Entry Exit Trade Profit Profit
Contract Direction Time Time % % Points HeatMap
CL_F long 1424 1447 85 0.02 1.41
CL_F short 1528 1552 -85 -0.01 -0.44
ES_F long 1051 1112 92 0.01 32.50
ES_F short 1329 1351 -92 -0.01 -19.00
NQ_F long 1130 1149 92 0.01 96.25
NQ_F short 1215 1228 -92 -0.01 -52.75
YM_F long 1136 1202 92 0.01 299.00
YM_F short 0930 0951 -85 -0.01 -243.00

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","2018-07-12","2018-07-18"]

To read this chart using CL_F above, a Long from 14:24 until 14:47 ET has been profitable 85% of the time over the last 13 days.


07-24-2018 11-taylorPlus Entry Exit Trade Profit Profit
Contract Direction Time Time % % Points HeatMap
CL_F long 0942 0954 91 0.02 1.29
CL_F short 1528 1552 -91 -0.01 -0.45
ES_F long 1136 1202 100 0.01 32.25
ES_F short 1221 1247 -91 -0.01 -19.75
NQ_F long 1130 1149 100 0.01 101.50
NQ_F short 1224 1247 -91 -0.01 -59.75
YM_F long 1136 1202 100 0.01 322.00
YM_F short 1331 1351 -91 -0.01 -135.00

Trading dates are:

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

To read this chart using CL_F above, a Long from 09:42 until 09:54 ET has been profitable 91% of the time over the last 11 days.


07-24-2018 8-taylorPlus Entry Exit Trade Profit Profit
Contract Direction Time Time % % Points HeatMap
CL_F long 1242 1252 100 0.01 0.55
CL_F short 1528 1552 -100 -0.01 -0.49
ES_F long 1136 1202 100 0.01 22.25
ES_F short 1216 1242 -87 -0.01 -16.00
NQ_F long 1130 1149 100 0.01 63.50
NQ_F short 1335 1351 -100 -0.01 -49.25
YM_F long 1136 1202 100 0.01 204.00
YM_F short 1304 1315 -87 -0.00 -120.00

Trading dates are:

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

To read this chart using CL_F above, a Long from 12:42 until 12:52 ET has been profitable 100% of the time over the last 8 days.


07-24-2018 5-taylorPlus Entry Exit Trade Profit Profit
Contract Direction Time Time % % Points HeatMap
CL_F long 1014 1040 100 0.02 1.51
CL_F short 1144 1201 -100 -0.01 -0.63
ES_F long 1142 1208 100 0.01 18.75
ES_F short 1305 1319 -100 -0.01 -17.00
NQ_F long 1021 1041 100 0.01 61.00
NQ_F short 1305 1319 -100 -0.01 -52.50
YM_F long 0948 1012 100 0.01 215.00
YM_F short 1304 1324 -100 -0.01 -154.00

Trading dates are:

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

To read this chart using CL_F above, a Long from 10:14 until 10:40 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.


07-24-2018 13-taylor3 Entry Exit Trade Profit Profit
Contract Direction Time Time % % Points HeatMap
CL_F long 0939 1002 92 0.02 1.63
CL_F short 1534 1554 -92 -0.00 -0.32
ES_F long 1051 1102 100 0.01 28.25
ES_F short 1344 1358 -92 -0.01 -18.00
NQ_F long 1051 1102 92 0.02 114.50
NQ_F short 1344 1401 -92 -0.01 -61.75
YM_F long 1051 1116 100 0.02 375.00
YM_F short 0943 0952 -92 -0.01 -278.00

Trading dates are:

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

To read this chart using CL_F above, a Long from 09:39 until 10:02 ET has been profitable 92% of the time over the last 13 days.


07-24-2018 11-taylor3 Entry Exit Trade Profit Profit
Contract Direction Time Time % % Points HeatMap
CL_F long 1011 1036 91 0.03 1.62
CL_F short 1400 1415 -91 -0.01 -0.85
ES_F long 1050 1102 100 0.01 22.25
ES_F short 1511 1519 -91 -0.01 -14.25
NQ_F long 1314 1338 100 0.01 57.00
NQ_F short 1509 1519 -100 -0.01 -58.00
YM_F long 1050 1116 100 0.01 323.00
YM_F short 0945 0954 -100 -0.01 -146.00

Trading dates are:

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

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


07-24-2018 8-taylor3 Entry Exit Trade Profit Profit
Contract Direction Time Time % % Points HeatMap
CL_F long 1424 1448 88 0.03 1.83
CL_F short 1527 1552 -100 -0.01 -0.57
ES_F long 1049 1114 100 0.01 28.50
ES_F short 0944 0956 -87 -0.01 -16.50
NQ_F long 1302 1320 100 0.01 56.00
NQ_F short 1509 1519 -100 -0.01 -47.00
YM_F long 1051 1116 100 0.01 261.00
YM_F short 0944 0957 -100 -0.01 -172.00

Trading dates are:

["2018-06-18","2018-06-21","2018-06-26","2018-06-29","2018-07-06","2018-07-11","2018-07-16","2018-07-19"]

To read this chart using CL_F above, a Long from 14:24 until 14:48 ET has been profitable 88% of the time over the last 8 days.


07-24-2018 5-taylor3 Entry Exit Trade Profit Profit
Contract Direction Time Time % % Points HeatMap
CL_F long 1417 1437 100 0.02 1.80
CL_F short 1031 1054 -100 -0.02 -1.28
ES_F long 1051 1114 100 0.01 18.50
ES_F short 1539 1553 -100 -0.01 -17.50
NQ_F long 0930 0944 100 0.01 86.50
NQ_F short 1534 1553 -100 -0.01 -53.75
YM_F long 0930 0944 100 0.01 202.00
YM_F short 1539 1553 -100 -0.01 -167.00

Trading dates are:

["2018-06-29","2018-07-06","2018-07-11","2018-07-16","2018-07-19"]

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.