HotSpots for 07/27/2018 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.


07-27-2018 21-normal Entry Exit Trade Profit Profit
Contract Direction Time Time % % Points HeatMap
CL_F long 1022 1037 86 0.02 1.67
CL_F short 1429 1440 -81 -0.01 -0.71
ES_F long 1021 1040 86 0.01 40.25
NQ_F long 0930 0942 81 0.03 191.50
YM_F long 0950 1002 90 0.02 443.00
YM_F short 1308 1318 -81 -0.01 -193.00

Trading dates are:

["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","2018-07-26"]

To read this chart using CL_F above, a Long from 10:22 until 10:37 ET has been profitable 86% of the time over the last 21 days.


07-27-2018 13-normal Entry Exit Trade Profit Profit
Contract Direction Time Time % % Points HeatMap
CL_F long 1053 1108 85 0.02 1.47
CL_F short 1002 1028 -85 -0.03 -1.99
ES_F long 1017 1040 92 0.01 25.50
ES_F short 1303 1319 -92 -0.00 -11.75
NQ_F long 1501 1509 92 0.00 29.75
NQ_F short 1507 1526 -85 -0.01 -40.50
YM_F long 1025 1040 100 0.01 260.00
YM_F short 1303 1318 -92 -0.01 -127.00

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","2018-07-25","2018-07-26"]

To read this chart using CL_F above, a Long from 10:53 until 11:08 ET has been profitable 85% of the time over the last 13 days.


07-27-2018 11-normal Entry Exit Trade Profit Profit
Contract Direction Time Time % % Points HeatMap
CL_F long 1023 1036 91 0.02 1.45
CL_F short 1429 1443 -91 -0.01 -0.80
ES_F long 1028 1041 100 0.01 19.25
ES_F short 1303 1326 -91 -0.01 -16.25
NQ_F long 1107 1132 100 0.01 75.25
NQ_F short 1312 1323 -82 -0.01 -38.00
YM_F long 1025 1040 100 0.01 240.00
YM_F short 1319 1333 -100 -0.00 -104.00

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","2018-07-24","2018-07-25","2018-07-26"]

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.


07-27-2018 8-normal Entry Exit Trade Profit Profit
Contract Direction Time Time % % Points HeatMap
CL_F long 1025 1039 100 0.02 1.18
CL_F short 1429 1443 -100 -0.01 -0.67
ES_F long 1105 1130 100 0.01 15.75
ES_F short 1449 1502 -100 -0.00 -9.00
NQ_F long 1106 1132 100 0.01 62.00
NQ_F short 1448 1514 -100 -0.00 -30.50
YM_F long 1025 1040 100 0.01 155.00
YM_F short 1319 1333 -100 -0.00 -84.00

Trading dates are:

["2018-07-17","2018-07-18","2018-07-19","2018-07-20","2018-07-23","2018-07-24","2018-07-25","2018-07-26"]

To read this chart using CL_F above, a Long from 10:25 until 10:39 ET has been profitable 100% of the time over the last 8 days.


07-27-2018 5-normal Entry Exit Trade Profit Profit
Contract Direction Time Time % % Points HeatMap
CL_F long 1022 1046 100 0.02 1.15
CL_F short 1159 1216 -100 -0.02 -1.22
ES_F long 1528 1554 100 0.01 21.00
ES_F short 1040 1105 -100 -0.00 -12.50
NQ_F long 1528 1554 100 0.01 59.75
NQ_F short 1046 1111 -100 -0.01 -58.75
YM_F long 0933 0959 100 0.01 192.00
YM_F short 1040 1106 -100 -0.00 -115.00

Trading dates are:

["2018-07-20","2018-07-23","2018-07-24","2018-07-25","2018-07-26"]

To read this chart using CL_F above, a Long from 10:22 until 10:46 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.


07-27-2018 13-taylorPlus Entry Exit Trade Profit Profit
Contract Direction Time Time % % Points HeatMap
CL_F long 1234 1255 92 0.02 1.10
CL_F short 1101 1125 -85 -0.02 -1.24
ES_F long 1136 1202 92 0.01 31.75
ES_F short 1329 1351 -92 -0.01 -19.25
NQ_F long 1130 1149 92 0.01 84.00
NQ_F short 1215 1228 -92 -0.01 -55.00
YM_F long 1136 1202 92 0.01 319.00
YM_F short 1306 1314 -92 -0.00 -117.00

Trading dates are:

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

To read this chart using CL_F above, a Long from 12:34 until 12:55 ET has been profitable 92% of the time over the last 13 days.


07-27-2018 11-taylorPlus Entry Exit Trade Profit Profit
Contract Direction Time Time % % Points HeatMap
CL_F long 1321 1329 100 0.01 0.60
CL_F short 1447 1504 -91 -0.01 -0.34
ES_F long 1136 1202 100 0.01 29.25
ES_F short 1221 1247 -91 -0.01 -21.25
NQ_F long 1107 1120 91 0.01 67.25
NQ_F short 1224 1247 -91 -0.01 -74.25
YM_F long 1136 1202 100 0.01 304.00
YM_F short 1230 1254 -91 -0.01 -165.00

Trading dates are:

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

To read this chart using CL_F above, a Long from 13:21 until 13:29 ET has been profitable 100% of the time over the last 11 days.


07-27-2018 8-taylorPlus Entry Exit Trade Profit Profit
Contract Direction Time Time % % Points HeatMap
CL_F long 1013 1038 100 0.03 2.18
CL_F short 1101 1125 -87 -0.01 -0.65
ES_F long 1136 1202 100 0.01 18.25
ES_F short 1216 1242 -100 -0.01 -19.00
NQ_F long 1107 1120 100 0.01 60.75
NQ_F short 1215 1241 -87 -0.01 -78.75
YM_F long 1020 1043 100 0.01 277.00
YM_F short 1229 1255 -87 -0.01 -173.00

Trading dates are:

["2018-06-18","2018-06-21","2018-06-27","2018-07-06","2018-07-09","2018-07-12","2018-07-18","2018-07-24"]

To read this chart using CL_F above, a Long from 10:13 until 10:38 ET has been profitable 100% of the time over the last 8 days.


07-27-2018 5-taylorPlus Entry Exit Trade Profit Profit
Contract Direction Time Time % % Points HeatMap
CL_F long 1013 1036 100 0.02 1.24
CL_F short 1144 1205 -100 -0.01 -0.60
ES_F long 1152 1211 100 0.01 17.00
ES_F short 1308 1323 -100 -0.00 -11.00
NQ_F long 1107 1128 100 0.01 49.75
NQ_F short 1235 1248 -100 -0.00 -35.50
YM_F long 1015 1041 100 0.01 214.00
YM_F short 1227 1253 -100 -0.00 -105.00

Trading dates are:

["2018-07-06","2018-07-09","2018-07-12","2018-07-18","2018-07-24"]

To read this chart using CL_F above, a Long from 10:13 until 10:36 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.


07-27-2018 13-taylor3 Entry Exit Trade Profit Profit
Contract Direction Time Time % % Points HeatMap
CL_F long 0939 1002 92 0.03 2.04
CL_F short 1534 1554 -92 -0.00 -0.32
ES_F long 1051 1102 92 0.01 24.50
ES_F short 1344 1406 -92 -0.01 -22.75
NQ_F long 0930 0949 92 0.02 113.75
NQ_F short 1510 1518 -92 -0.01 -44.75
YM_F long 1051 1116 92 0.01 293.00
YM_F short 0945 0954 -100 -0.01 -177.00

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","2018-07-19","2018-07-24"]

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.


07-27-2018 11-taylor3 Entry Exit Trade Profit Profit
Contract Direction Time Time % % Points HeatMap
CL_F long 0939 1002 91 0.03 1.71
CL_F short 1534 1554 -100 -0.01 -0.37
ES_F long 1051 1116 91 0.01 28.50
ES_F short 1344 1406 -91 -0.01 -15.25
NQ_F long 0930 0949 91 0.01 105.50
NQ_F short 1232 1258 -91 -0.01 -82.25
YM_F long 1008 1034 100 0.01 158.00
YM_F short 0945 0954 -100 -0.01 -150.00

Trading dates are:

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

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.


07-27-2018 8-taylor3 Entry Exit Trade Profit Profit
Contract Direction Time Time % % Points HeatMap
CL_F long 1227 1236 100 0.01 0.61
CL_F short 1533 1554 -100 -0.01 -0.34
ES_F long 1523 1534 100 0.00 9.50
ES_F short 0944 0956 -100 -0.01 -19.50
NQ_F long 1523 1533 100 0.01 40.00
NQ_F short 1232 1246 -100 -0.01 -71.75
YM_F long 1008 1034 100 0.01 125.00
YM_F short 0944 0952 -100 -0.01 -224.00

Trading dates are:

["2018-06-21","2018-06-26","2018-06-29","2018-07-06","2018-07-11","2018-07-16","2018-07-19","2018-07-24"]

To read this chart using CL_F above, a Long from 12:27 until 12:36 ET has been profitable 100% of the time over the last 8 days.


07-27-2018 5-taylor3 Entry Exit Trade Profit Profit
Contract Direction Time Time % % Points HeatMap
CL_F long 1024 1036 100 0.01 0.81
CL_F short 1036 1054 -100 -0.02 -1.35
ES_F long 0931 0940 100 0.01 16.00
ES_F short 0940 0950 -100 -0.01 -14.25
NQ_F long 0930 0940 100 0.01 88.00
NQ_F short 1239 1258 -100 -0.01 -58.00
YM_F long 1011 1037 100 0.01 167.00
YM_F short 0942 0951 -100 -0.01 -162.00

Trading dates are:

["2018-07-06","2018-07-11","2018-07-16","2018-07-19","2018-07-24"]

To read this chart using CL_F above, a Long from 10:24 until 10:36 ET has been profitable 100% of the time over the last 5 days.