HotSpots for 07/30/2018 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.


07-30-2018 21-normal Entry Exit Trade Profit Profit
Contract Direction Time Time % % Points HeatMap
CL_F long 1022 1037 86 0.02 1.76
CL_F short 1429 1440 -81 -0.01 -0.61
ES_F long 1019 1040 90 0.01 38.25
ES_F short 1307 1319 -81 -0.01 -23.50
NQ_F long 1116 1124 86 0.01 59.25
YM_F long 1025 1040 95 0.02 415.00
YM_F short 1308 1318 -86 -0.01 -222.00

Trading dates are:

["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","2018-07-27"]

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.


07-30-2018 13-normal Entry Exit Trade Profit Profit
Contract Direction Time Time % % Points HeatMap
CL_F long 0944 1002 85 0.03 2.05
CL_F short 1002 1028 -85 -0.03 -2.16
ES_F long 1019 1040 92 0.01 21.25
ES_F short 1434 1445 -85 -0.00 -10.75
NQ_F long 1528 1550 92 0.01 85.50
NQ_F short 1243 1302 -85 -0.01 -70.00
YM_F long 1025 1040 100 0.01 254.00
YM_F short 1223 1242 -92 -0.01 -140.00

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","2018-07-26","2018-07-27"]

To read this chart using CL_F above, a Long from 09:44 until 10:02 ET has been profitable 85% of the time over the last 13 days.


07-30-2018 11-normal Entry Exit Trade Profit Profit
Contract Direction Time Time % % Points HeatMap
CL_F long 1054 1115 91 0.03 1.99
CL_F short 1429 1443 -91 -0.01 -0.68
ES_F long 1107 1132 91 0.01 21.25
ES_F short 1306 1332 -82 -0.01 -17.00
NQ_F long 1116 1130 100 0.01 46.75
NQ_F short 1243 1302 -91 -0.01 -76.75
YM_F long 1025 1040 100 0.01 219.00
YM_F short 1222 1237 -100 -0.00 -117.00

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","2018-07-25","2018-07-26","2018-07-27"]

To read this chart using CL_F above, a Long from 10:54 until 11:15 ET has been profitable 91% of the time over the last 11 days.


07-30-2018 8-normal Entry Exit Trade Profit Profit
Contract Direction Time Time % % Points HeatMap
CL_F long 1304 1312 100 0.01 0.60
CL_F short 1248 1258 -100 -0.01 -0.90
ES_F long 1113 1124 100 0.00 8.25
ES_F short 1449 1500 -100 -0.00 -4.00
NQ_F long 1333 1359 100 0.01 73.50
NQ_F short 0948 0958 -100 -0.01 -77.00
YM_F long 1032 1040 100 0.01 141.00
YM_F short 1248 1314 -100 -0.01 -132.00

Trading dates are:

["2018-07-18","2018-07-19","2018-07-20","2018-07-23","2018-07-24","2018-07-25","2018-07-26","2018-07-27"]

To read this chart using CL_F above, a Long from 13:04 until 13:12 ET has been profitable 100% of the time over the last 8 days.


07-30-2018 5-normal Entry Exit Trade Profit Profit
Contract Direction Time Time % % Points HeatMap
CL_F long 0937 1001 100 0.02 1.30
CL_F short 1159 1216 -100 -0.02 -1.18
ES_F long 1528 1551 100 0.01 24.25
ES_F short 1040 1105 -100 -0.00 -13.50
NQ_F long 1528 1551 100 0.01 72.50
NQ_F short 1243 1302 -100 -0.01 -70.00
YM_F long 1528 1552 100 0.01 191.00
YM_F short 1052 1111 -100 -0.01 -135.00

Trading dates are:

["2018-07-23","2018-07-24","2018-07-25","2018-07-26","2018-07-27"]

To read this chart using CL_F above, a Long from 09:37 until 10:01 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.


07-30-2018 13-taylorPlus Entry Exit Trade Profit Profit
Contract Direction Time Time % % Points HeatMap
CL_F long 0942 0954 92 0.03 1.69
CL_F short 1146 1205 -85 -0.01 -0.82
ES_F long 1136 1202 92 0.01 27.75
ES_F short 1221 1247 -92 -0.01 -31.50
NQ_F long 1126 1149 85 0.01 92.00
NQ_F short 1224 1247 -92 -0.02 -122.75
YM_F long 1138 1151 100 0.01 176.00
YM_F short 1306 1314 -92 -0.01 -132.00

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","2018-07-24","2018-07-27"]

To read this chart using CL_F above, a Long from 09:42 until 09:54 ET has been profitable 92% of the time over the last 13 days.


07-30-2018 11-taylorPlus Entry Exit Trade Profit Profit
Contract Direction Time Time % % Points HeatMap
CL_F long 0942 0954 91 0.02 1.36
CL_F short 1102 1122 -91 -0.01 -0.76
ES_F long 1136 1202 91 0.01 22.50
ES_F short 1221 1247 -91 -0.01 -28.50
NQ_F long 1130 1155 91 0.01 57.25
NQ_F short 1224 1247 -91 -0.02 -115.25
YM_F long 1138 1151 100 0.01 133.00
YM_F short 1230 1254 -91 -0.01 -224.00

Trading dates are:

["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","2018-07-27"]

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.


07-30-2018 8-taylorPlus Entry Exit Trade Profit Profit
Contract Direction Time Time % % Points HeatMap
CL_F long 1135 1153 100 0.01 0.88
CL_F short 1448 1458 -100 -0.01 -0.36
ES_F long 1021 1039 100 0.01 14.50
ES_F short 1221 1246 -100 -0.01 -29.00
NQ_F long 1108 1123 100 0.01 40.50
NQ_F short 1215 1241 -87 -0.02 -120.25
YM_F long 1020 1042 100 0.01 219.00
YM_F short 1227 1253 -100 -0.01 -250.00

Trading dates are:

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

To read this chart using CL_F above, a Long from 11:35 until 11:53 ET has been profitable 100% of the time over the last 8 days.


07-30-2018 5-taylorPlus Entry Exit Trade Profit Profit
Contract Direction Time Time % % Points HeatMap
CL_F long 0942 1002 100 0.02 1.48
CL_F short 1112 1122 -100 -0.01 -0.77
ES_F long 1015 1031 100 0.00 13.50
ES_F short 1227 1253 -100 -0.01 -16.75
NQ_F long 1440 1506 100 0.01 48.75
NQ_F short 1215 1241 -100 -0.01 -74.75
YM_F long 1015 1041 100 0.01 201.00
YM_F short 1227 1251 -100 -0.01 -135.00

Trading dates are:

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

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.


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.


07-30-2018 13-taylor3 Entry Exit Trade Profit Profit
Contract Direction Time Time % % Points HeatMap
CL_F long 0941 0952 100 0.02 1.53
CL_F short 1032 1052 -85 -0.03 -1.81
ES_F long 1131 1157 92 0.01 26.00
ES_F short 1305 1322 -85 -0.01 -21.00
NQ_F long 0930 0947 92 0.02 142.50
NQ_F short 1451 1511 -85 -0.01 -59.25
YM_F long 1131 1157 92 0.01 230.00
YM_F short 1302 1320 -92 -0.01 -225.00

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","2018-07-20","2018-07-25"]

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 13 days.


07-30-2018 11-taylor3 Entry Exit Trade Profit Profit
Contract Direction Time Time % % Points HeatMap
CL_F long 1140 1152 100 0.02 1.25
CL_F short 1041 1054 -82 -0.02 -1.42
ES_F long 1324 1341 100 0.01 17.00
ES_F short 1302 1326 -91 -0.01 -23.00
NQ_F long 1324 1346 100 0.01 87.75
NQ_F short 1451 1511 -82 -0.01 -46.50
YM_F long 1333 1348 91 0.01 204.00
YM_F short 1302 1324 -91 -0.01 -251.00

Trading dates are:

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

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 11 days.


07-30-2018 8-taylor3 Entry Exit Trade Profit Profit
Contract Direction Time Time % % Points HeatMap
CL_F long 1014 1040 100 0.03 2.35
CL_F short 1410 1434 -87 -0.02 -1.37
ES_F long 1522 1546 100 0.01 20.50
ES_F short 1302 1320 -100 -0.01 -25.50
NQ_F long 1324 1347 100 0.01 79.00
NQ_F short 1306 1324 -100 -0.01 -61.00
YM_F long 1520 1544 100 0.01 275.00
YM_F short 1302 1324 -100 -0.01 -258.00

Trading dates are:

["2018-06-22","2018-06-27","2018-07-02","2018-07-09","2018-07-12","2018-07-17","2018-07-20","2018-07-25"]

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 8 days.


07-30-2018 5-taylor3 Entry Exit Trade Profit Profit
Contract Direction Time Time % % Points HeatMap
CL_F long 0942 1003 100 0.02 1.30
CL_F short 1003 1014 -100 -0.02 -1.52
ES_F long 1529 1544 100 0.01 19.00
ES_F short 1306 1324 -100 -0.00 -11.50
NQ_F long 0930 0951 100 0.01 77.00
NQ_F short 1306 1324 -100 -0.00 -21.50
YM_F long 1519 1544 100 0.01 197.00
YM_F short 1307 1329 -100 -0.00 -108.00

Trading dates are:

["2018-07-09","2018-07-12","2018-07-17","2018-07-20","2018-07-25"]

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.