HotSpots for 07/25/2018 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.


07-25-2018 21-normal Entry Exit Trade Profit Profit
Contract Direction Time Time % % Points HeatMap
CL_F long 1445 1455 86 0.01 0.53
ES_F long 0953 1003 81 0.01 39.00
ES_F short 1356 1413 -86 -0.01 -18.50
NQ_F long 1523 1535 86 0.01 60.00
NQ_F short 1354 1412 -81 -0.01 -53.00
YM_F long 0953 1008 90 0.02 371.00
YM_F short 1308 1319 -86 -0.01 -239.00

Trading dates are:

["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","2018-07-24"]

To read this chart using CL_F above, a Long from 14:45 until 14:55 ET has been profitable 86% of the time over the last 21 days.


07-25-2018 13-normal Entry Exit Trade Profit Profit
Contract Direction Time Time % % Points HeatMap
CL_F long 1023 1036 92 0.02 1.06
CL_F short 1146 1205 -92 -0.02 -1.68
ES_F long 1017 1041 92 0.01 24.75
ES_F short 1303 1319 -92 -0.01 -14.50
NQ_F long 0957 1008 92 0.02 107.25
NQ_F short 0940 0950 -85 -0.01 -62.00
YM_F long 1025 1040 100 0.01 236.00
YM_F short 1303 1318 -92 -0.01 -157.00

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","2018-07-18","2018-07-19","2018-07-20","2018-07-23","2018-07-24"]

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.


07-25-2018 11-normal Entry Exit Trade Profit Profit
Contract Direction Time Time % % Points HeatMap
CL_F long 1023 1035 91 0.01 0.84
CL_F short 1533 1554 -100 -0.01 -0.61
ES_F long 0953 1005 91 0.01 20.25
ES_F short 1303 1319 -100 -0.00 -12.50
NQ_F long 0957 1010 91 0.01 100.00
NQ_F short 1235 1245 -91 -0.01 -47.75
YM_F long 1025 1040 100 0.01 194.00
YM_F short 1303 1318 -100 -0.01 -139.00

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","2018-07-20","2018-07-23","2018-07-24"]

To read this chart using CL_F above, a Long from 10:23 until 10:35 ET has been profitable 91% of the time over the last 11 days.


07-25-2018 8-normal Entry Exit Trade Profit Profit
Contract Direction Time Time % % Points HeatMap
CL_F long 1023 1036 100 0.01 0.70
CL_F short 1146 1205 -100 -0.01 -0.94
ES_F long 1107 1132 100 0.01 18.25
ES_F short 1303 1326 -100 -0.01 -14.75
NQ_F long 1108 1132 100 0.01 52.50
NQ_F short 0933 0958 -87 -0.01 -86.25
YM_F long 1107 1132 100 0.01 170.00
YM_F short 1303 1328 -100 -0.01 -172.00

Trading dates are:

["2018-07-13","2018-07-16","2018-07-17","2018-07-18","2018-07-19","2018-07-20","2018-07-23","2018-07-24"]

To read this chart using CL_F above, a Long from 10:23 until 10:36 ET has been profitable 100% of the time over the last 8 days.


07-25-2018 5-normal Entry Exit Trade Profit Profit
Contract Direction Time Time % % Points HeatMap
CL_F long 0942 1002 100 0.02 1.13
CL_F short 1146 1205 -100 -0.01 -0.80
ES_F long 1107 1132 100 0.01 15.25
ES_F short 0947 0957 -100 -0.00 -13.50
NQ_F long 1111 1132 100 0.01 43.75
NQ_F short 0931 0957 -100 -0.01 -88.50
YM_F long 1111 1134 100 0.01 140.00
YM_F short 1303 1328 -100 -0.01 -145.00

Trading dates are:

["2018-07-18","2018-07-19","2018-07-20","2018-07-23","2018-07-24"]

To read this chart using CL_F above, a Long from 09:42 until 10:02 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.


07-25-2018 13-taylorPlus Entry Exit Trade Profit Profit
Contract Direction Time Time % % Points HeatMap
CL_F long 1055 1103 92 0.01 0.99
CL_F short 1124 1132 -92 -0.02 -1.24
ES_F long 1034 1057 85 0.01 32.75
ES_F short 1323 1334 -85 -0.00 -12.75
NQ_F long 1039 1054 85 0.02 109.00
NQ_F short 1159 1211 -85 -0.01 -97.75
YM_F long 1034 1044 85 0.01 169.00
YM_F short 0943 0952 -85 -0.01 -261.00

Trading dates are:

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

To read this chart using CL_F above, a Long from 10:55 until 11:03 ET has been profitable 92% of the time over the last 13 days.


07-25-2018 11-taylorPlus Entry Exit Trade Profit Profit
Contract Direction Time Time % % Points HeatMap
CL_F long 1054 1120 91 0.02 1.32
CL_F short 1124 1132 -91 -0.02 -1.04
ES_F long 1447 1509 91 0.01 21.25
ES_F short 0939 1005 -91 -0.01 -35.00
NQ_F long 1447 1500 100 0.01 78.00
NQ_F short 1229 1242 -100 -0.01 -43.50
YM_F long 1446 1509 91 0.01 175.00
YM_F short 1230 1249 -100 -0.01 -136.00

Trading dates are:

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

To read this chart using CL_F above, a Long from 10:54 until 11:20 ET has been profitable 91% of the time over the last 11 days.


07-25-2018 8-taylorPlus Entry Exit Trade Profit Profit
Contract Direction Time Time % % Points HeatMap
CL_F long 1054 1120 100 0.02 1.31
CL_F short 1123 1141 -87 -0.03 -1.68
ES_F long 1031 1044 100 0.01 18.50
ES_F short 0935 0953 -100 -0.01 -40.75
NQ_F long 1446 1509 100 0.01 47.00
NQ_F short 0938 1001 -100 -0.02 -121.75
YM_F long 1335 1401 100 0.01 177.00
YM_F short 0935 0953 -100 -0.02 -394.00

Trading dates are:

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

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.


07-25-2018 5-taylorPlus Entry Exit Trade Profit Profit
Contract Direction Time Time % % Points HeatMap
CL_F long 1054 1120 100 0.01 0.92
CL_F short 1123 1141 -100 -0.02 -1.36
ES_F long 1051 1110 100 0.01 15.25
ES_F short 0937 0953 -100 -0.01 -26.75
NQ_F long 0930 0940 100 0.01 57.25
NQ_F short 0940 0952 -100 -0.01 -75.00
YM_F long 0953 1016 100 0.01 178.00
YM_F short 0936 0953 -100 -0.01 -238.00

Trading dates are:

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

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.


07-25-2018 13-taylor3 Entry Exit Trade Profit Profit
Contract Direction Time Time % % Points HeatMap
CL_F long 1140 1152 100 0.02 1.19
CL_F short 1031 1045 -85 -0.03 -1.86
ES_F long 1324 1349 85 0.01 19.50
ES_F short 1305 1322 -85 -0.01 -20.25
NQ_F long 0930 0947 92 0.02 142.75
NQ_F short 1349 1409 -85 -0.01 -64.50
YM_F long 1334 1348 85 0.01 224.00
YM_F short 1302 1320 -92 -0.01 -228.00

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","2018-07-17","2018-07-20"]

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.


07-25-2018 11-taylor3 Entry Exit Trade Profit Profit
Contract Direction Time Time % % Points HeatMap
CL_F long 0941 0952 100 0.02 1.16
CL_F short 1031 1045 -82 -0.02 -1.48
ES_F long 1324 1341 100 0.01 16.25
ES_F short 1229 1240 -91 -0.00 -10.50
NQ_F long 1324 1345 100 0.01 87.00
NQ_F short 1229 1244 -82 -0.01 -51.00
YM_F long 1127 1148 91 0.01 200.00
YM_F short 1302 1324 -91 -0.01 -245.00

Trading dates are:

["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","2018-07-20"]

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.


07-25-2018 8-taylor3 Entry Exit Trade Profit Profit
Contract Direction Time Time % % Points HeatMap
CL_F long 1045 1106 100 0.02 1.55
CL_F short 1153 1215 -87 -0.01 -0.68
ES_F long 1026 1046 100 0.01 20.25
ES_F short 1302 1326 -100 -0.01 -24.00
NQ_F long 1028 1049 100 0.01 82.75
NQ_F short 1306 1322 -87 -0.01 -47.50
YM_F long 1334 1349 100 0.01 181.00
YM_F short 1305 1331 -100 -0.01 -253.00

Trading dates are:

["2018-06-19","2018-06-22","2018-06-27","2018-07-02","2018-07-09","2018-07-12","2018-07-17","2018-07-20"]

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.


07-25-2018 5-taylor3 Entry Exit Trade Profit Profit
Contract Direction Time Time % % Points HeatMap
CL_F long 0941 1001 100 0.01 1.05
CL_F short 1001 1014 -100 -0.02 -1.38
ES_F long 1018 1043 100 0.01 21.00
ES_F short 1303 1324 -100 -0.01 -14.25
NQ_F long 1015 1040 100 0.01 79.75
NQ_F short 1128 1136 -100 -0.00 -27.75
YM_F long 1015 1040 100 0.01 218.00
YM_F short 1258 1324 -100 -0.01 -140.00

Trading dates are:

["2018-07-02","2018-07-09","2018-07-12","2018-07-17","2018-07-20"]

To read this chart using CL_F above, a Long from 09:41 until 10:01 ET has been profitable 100% of the time over the last 5 days.