HotSpots for 07/26/2018 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.


07-26-2018 21-normal Entry Exit Trade Profit Profit
Contract Direction Time Time % % Points HeatMap
CL_F long 1516 1539 86 0.00 0.26
ES_F long 1017 1043 86 0.02 44.25
ES_F short 1307 1319 -81 -0.01 -24.00
NQ_F long 1021 1040 81 0.02 140.00
YM_F long 1025 1040 90 0.02 388.00
YM_F short 1308 1318 -86 -0.01 -251.00

Trading dates are:

["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","2018-07-25"]

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.


07-26-2018 13-normal Entry Exit Trade Profit Profit
Contract Direction Time Time % % Points HeatMap
CL_F long 1023 1036 92 0.02 1.50
CL_F short 1002 1028 -85 -0.03 -2.15
ES_F long 1017 1041 92 0.01 27.00
ES_F short 1303 1319 -100 -0.01 -16.75
NQ_F long 1015 1040 92 0.02 112.00
NQ_F short 1308 1322 -85 -0.01 -49.50
YM_F long 1025 1040 100 0.01 254.00
YM_F short 1303 1318 -100 -0.01 -172.00

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","2018-07-24","2018-07-25"]

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.


07-26-2018 11-normal Entry Exit Trade Profit Profit
Contract Direction Time Time % % Points HeatMap
CL_F long 1023 1035 100 0.02 1.77
CL_F short 1416 1425 -91 -0.01 -0.79
ES_F long 1021 1040 91 0.01 21.50
ES_F short 1303 1319 -100 -0.00 -13.25
NQ_F long 1459 1507 100 0.00 28.50
NQ_F short 1507 1528 -82 -0.01 -37.75
YM_F long 1025 1040 100 0.01 224.00
YM_F short 1303 1318 -100 -0.01 -135.00

Trading dates are:

["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","2018-07-25"]

To read this chart using CL_F above, a Long from 10:23 until 10:35 ET has been profitable 100% of the time over the last 11 days.


07-26-2018 8-normal Entry Exit Trade Profit Profit
Contract Direction Time Time % % Points HeatMap
CL_F long 1025 1036 100 0.02 1.37
CL_F short 1002 1027 -87 -0.02 -1.67
ES_F long 1107 1132 100 0.01 22.25
ES_F short 1303 1326 -100 -0.01 -16.00
NQ_F long 1108 1132 100 0.01 62.25
NQ_F short 1450 1458 -100 -0.00 -23.50
YM_F long 1111 1134 100 0.01 211.00
YM_F short 1303 1328 -100 -0.01 -190.00

Trading dates are:

["2018-07-16","2018-07-17","2018-07-18","2018-07-19","2018-07-20","2018-07-23","2018-07-24","2018-07-25"]

To read this chart using CL_F above, a Long from 10:25 until 10:36 ET has been profitable 100% of the time over the last 8 days.


07-26-2018 5-normal Entry Exit Trade Profit Profit
Contract Direction Time Time % % Points HeatMap
CL_F long 0937 1002 100 0.02 1.59
CL_F short 1158 1223 -100 -0.02 -1.11
ES_F long 1107 1132 100 0.01 18.00
ES_F short 1303 1326 -100 -0.00 -13.25
NQ_F long 1111 1132 100 0.01 53.00
NQ_F short 0948 0958 -100 -0.01 -42.75
YM_F long 1111 1132 100 0.01 181.00
YM_F short 1303 1329 -100 -0.01 -157.00

Trading dates are:

["2018-07-19","2018-07-20","2018-07-23","2018-07-24","2018-07-25"]

To read this chart using CL_F above, a Long from 09:37 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.


07-26-2018 13-taylorPlus Entry Exit Trade Profit Profit
Contract Direction Time Time % % Points HeatMap
CL_F long 0941 1001 92 0.03 1.69
CL_F short 1031 1053 -85 -0.03 -1.89
ES_F long 0951 1009 100 0.01 28.50
ES_F short 1354 1411 -85 -0.01 -13.75
NQ_F long 0936 1002 100 0.03 179.50
NQ_F short 1004 1017 -85 -0.01 -66.25
YM_F long 0952 1002 92 0.01 309.00
YM_F short 1350 1411 -92 -0.01 -215.00

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

To read this chart using CL_F above, a Long from 09:41 until 10:01 ET has been profitable 92% of the time over the last 13 days.


07-26-2018 11-taylorPlus Entry Exit Trade Profit Profit
Contract Direction Time Time % % Points HeatMap
CL_F long 0941 0949 100 0.01 0.79
CL_F short 1402 1414 -91 -0.02 -1.22
ES_F long 0951 1009 100 0.01 22.75
ES_F short 1356 1412 -91 -0.01 -15.00
NQ_F long 0936 1002 100 0.02 155.50
NQ_F short 1002 1011 -91 -0.01 -50.75
YM_F long 0951 1002 91 0.01 246.00
YM_F short 1354 1412 -100 -0.01 -199.00

Trading dates are:

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

To read this chart using CL_F above, a Long from 09:41 until 09:49 ET has been profitable 100% of the time over the last 11 days.


07-26-2018 8-taylorPlus Entry Exit Trade Profit Profit
Contract Direction Time Time % % Points HeatMap
CL_F long 0941 1001 100 0.02 1.51
CL_F short 1001 1009 -100 -0.02 -1.31
ES_F long 0938 1004 100 0.01 31.50
ES_F short 1002 1013 -100 -0.01 -13.75
NQ_F long 0936 1002 100 0.02 134.50
NQ_F short 1002 1011 -100 -0.01 -41.25
YM_F long 0952 1002 100 0.01 224.00
YM_F short 1349 1412 -100 -0.01 -218.00

Trading dates are:

["2018-06-26","2018-06-29","2018-07-02","2018-07-05","2018-07-11","2018-07-17","2018-07-20","2018-07-23"]

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 8 days.


07-26-2018 5-taylorPlus Entry Exit Trade Profit Profit
Contract Direction Time Time % % Points HeatMap
CL_F long 0942 1003 100 0.01 1.05
CL_F short 1155 1216 -100 -0.02 -1.50
ES_F long 0950 1002 100 0.01 15.75
ES_F short 1356 1415 -100 -0.00 -13.25
NQ_F long 1214 1239 100 0.01 60.75
NQ_F short 1355 1415 -100 -0.01 -40.25
YM_F long 1056 1118 100 0.01 155.00
YM_F short 1349 1414 -100 -0.01 -168.00

Trading dates are:

["2018-07-05","2018-07-11","2018-07-17","2018-07-20","2018-07-23"]

To read this chart using CL_F above, a Long from 09:42 until 10:03 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.


07-26-2018 13-taylor3 Entry Exit Trade Profit Profit
Contract Direction Time Time % % Points HeatMap
CL_F long 1041 1050 92 0.01 0.87
CL_F short 1429 1440 -85 -0.02 -1.06
ES_F long 1033 1050 100 0.01 35.00
ES_F short 1305 1314 -92 -0.00 -9.50
NQ_F long 1036 1045 100 0.02 113.50
NQ_F short 1305 1315 -92 -0.01 -35.50
YM_F long 1033 1050 100 0.01 253.00
YM_F short 1317 1342 -92 -0.01 -195.00

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","2018-07-18","2018-07-23"]

To read this chart using CL_F above, a Long from 10:41 until 10:50 ET has been profitable 92% of the time over the last 13 days.


07-26-2018 11-taylor3 Entry Exit Trade Profit Profit
Contract Direction Time Time % % Points HeatMap
CL_F long 1342 1352 100 0.01 0.81
CL_F short 1429 1440 -91 -0.02 -1.11
ES_F long 1033 1050 100 0.01 26.50
ES_F short 1304 1315 -100 -0.00 -11.50
NQ_F long 1036 1045 100 0.01 95.00
NQ_F short 1305 1315 -100 -0.01 -39.50
YM_F long 1033 1049 100 0.01 176.00
YM_F short 1304 1315 -100 -0.00 -86.00

Trading dates are:

["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","2018-07-18","2018-07-23"]

To read this chart using CL_F above, a Long from 13:42 until 13:52 ET has been profitable 100% of the time over the last 11 days.


07-26-2018 8-taylor3 Entry Exit Trade Profit Profit
Contract Direction Time Time % % Points HeatMap
CL_F long 1330 1352 100 0.01 0.95
CL_F short 1417 1440 -87 -0.02 -1.51
ES_F long 1033 1049 100 0.01 24.25
ES_F short 0931 0952 -100 -0.01 -33.25
NQ_F long 1033 1049 100 0.01 87.50
NQ_F short 1009 1019 -100 -0.01 -75.00
YM_F long 1457 1522 100 0.01 171.00
YM_F short 1430 1445 -100 -0.01 -139.00

Trading dates are:

["2018-06-20","2018-06-25","2018-06-28","2018-07-05","2018-07-10","2018-07-13","2018-07-18","2018-07-23"]

To read this chart using CL_F above, a Long from 13:30 until 13:52 ET has been profitable 100% of the time over the last 8 days.


07-26-2018 5-taylor3 Entry Exit Trade Profit Profit
Contract Direction Time Time % % Points HeatMap
CL_F long 1031 1045 100 0.01 0.76
CL_F short 1429 1440 -100 -0.01 -0.70
ES_F long 1143 1207 100 0.00 13.50
ES_F short 0931 0956 -100 -0.01 -18.00
NQ_F long 1113 1138 100 0.01 51.50
NQ_F short 0940 0957 -100 -0.01 -68.50
YM_F long 0955 1010 100 0.00 120.00
YM_F short 1316 1341 -100 -0.00 -109.00

Trading dates are:

["2018-07-05","2018-07-10","2018-07-13","2018-07-18","2018-07-23"]

To read this chart using CL_F above, a Long from 10:31 until 10:45 ET has been profitable 100% of the time over the last 5 days.