HotSpots for 07/31/2018 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.


07-31-2018 21-normal Entry Exit Trade Profit Profit
Contract Direction Time Time % % Points HeatMap
CL_F long 1022 1037 86 0.02 1.50
CL_F short 1429 1440 -81 -0.01 -0.61
ES_F long 1015 1040 86 0.02 45.50
ES_F short 1434 1445 -86 -0.01 -18.75
NQ_F long 1116 1124 90 0.01 61.75
NQ_F short 1433 1441 -81 -0.01 -56.25
YM_F long 1025 1040 90 0.01 337.00
YM_F short 1002 1015 -81 -0.01 -272.00

Trading dates are:

["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","2018-07-30"]

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.


07-31-2018 13-normal Entry Exit Trade Profit Profit
Contract Direction Time Time % % Points HeatMap
CL_F long 1056 1106 85 0.02 1.27
CL_F short 1429 1443 -92 -0.01 -1.00
ES_F long 1015 1040 85 0.01 24.25
ES_F short 1223 1239 -85 -0.00 -13.50
NQ_F long 1111 1134 92 0.01 77.50
NQ_F short 1235 1245 -85 -0.01 -70.50
YM_F long 1025 1040 92 0.01 231.00
YM_F short 1223 1242 -92 -0.01 -151.00

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","2018-07-27","2018-07-30"]

To read this chart using CL_F above, a Long from 10:56 until 11:06 ET has been profitable 85% of the time over the last 13 days.


07-31-2018 11-normal Entry Exit Trade Profit Profit
Contract Direction Time Time % % Points HeatMap
CL_F long 1518 1534 100 0.01 0.39
CL_F short 1002 1028 -91 -0.03 -2.16
ES_F long 1113 1124 91 0.00 9.75
ES_F short 1434 1443 -91 -0.00 -9.00
NQ_F long 1332 1355 91 0.01 76.50
NQ_F short 1243 1302 -91 -0.01 -79.00
YM_F long 1025 1040 91 0.01 175.00
YM_F short 1222 1237 -100 -0.00 -120.00

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","2018-07-26","2018-07-27","2018-07-30"]

To read this chart using CL_F above, a Long from 15:18 until 15:34 ET has been profitable 100% of the time over the last 11 days.


07-31-2018 8-normal Entry Exit Trade Profit Profit
Contract Direction Time Time % % Points HeatMap
CL_F long 1304 1312 100 0.01 0.62
CL_F short 1158 1223 -100 -0.02 -1.39
ES_F long 1333 1350 100 0.01 15.75
ES_F short 1507 1528 -100 -0.00 -13.50
NQ_F long 1333 1358 100 0.01 89.50
NQ_F short 0948 0958 -100 -0.01 -83.25
YM_F long 1531 1539 100 0.00 108.00
YM_F short 1509 1528 -100 -0.00 -109.00

Trading dates are:

["2018-07-19","2018-07-20","2018-07-23","2018-07-24","2018-07-25","2018-07-26","2018-07-27","2018-07-30"]

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.


07-31-2018 5-normal Entry Exit Trade Profit Profit
Contract Direction Time Time % % Points HeatMap
CL_F long 1030 1046 100 0.02 1.28
CL_F short 1046 1054 -100 -0.02 -1.03
ES_F long 1530 1551 100 0.01 21.75
ES_F short 1224 1241 -100 -0.01 -15.50
NQ_F long 1528 1551 100 0.01 71.50
NQ_F short 0938 1004 -100 -0.01 -90.25
YM_F long 0930 0953 100 0.01 176.00
YM_F short 1226 1252 -100 -0.01 -146.00

Trading dates are:

["2018-07-24","2018-07-25","2018-07-26","2018-07-27","2018-07-30"]

To read this chart using CL_F above, a Long from 10:30 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.


07-31-2018 13-taylorPlus Entry Exit Trade Profit Profit
Contract Direction Time Time % % Points HeatMap
CL_F long 1058 1106 92 0.02 1.31
CL_F short 1034 1054 -85 -0.02 -1.52
ES_F long 1250 1303 92 0.01 20.50
ES_F short 1323 1332 -85 -0.00 -7.50
NQ_F long 1118 1141 92 0.01 79.75
NQ_F short 0940 1006 -85 -0.01 -98.50
YM_F long 1125 1142 92 0.01 166.00
YM_F short 1230 1249 -92 -0.01 -127.00

Trading dates are:

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

To read this chart using CL_F above, a Long from 10:58 until 11:06 ET has been profitable 92% of the time over the last 13 days.


07-31-2018 11-taylorPlus Entry Exit Trade Profit Profit
Contract Direction Time Time % % Points HeatMap
CL_F long 1054 1120 100 0.03 1.85
CL_F short 1127 1139 -91 -0.02 -1.49
ES_F long 1447 1509 91 0.01 19.75
ES_F short 1146 1155 -91 -0.00 -6.75
NQ_F long 1446 1509 91 0.01 90.00
NQ_F short 0940 1006 -91 -0.01 -107.50
YM_F long 1336 1401 91 0.01 157.00
YM_F short 1230 1249 -100 -0.01 -131.00

Trading dates are:

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

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 11 days.


07-31-2018 8-taylorPlus Entry Exit Trade Profit Profit
Contract Direction Time Time % % Points HeatMap
CL_F long 1054 1120 100 0.02 1.39
CL_F short 0945 0958 -100 -0.02 -1.11
ES_F long 1031 1044 100 0.01 16.75
ES_F short 1146 1155 -100 -0.00 -5.75
NQ_F long 1125 1145 100 0.01 62.00
NQ_F short 0938 1004 -100 -0.01 -93.75
YM_F long 1248 1303 100 0.01 158.00
YM_F short 0932 0952 -100 -0.01 -261.00

Trading dates are:

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

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.


07-31-2018 5-taylorPlus Entry Exit Trade Profit Profit
Contract Direction Time Time % % Points HeatMap
CL_F long 1056 1122 100 0.02 1.54
CL_F short 1037 1056 -100 -0.02 -1.68
ES_F long 1529 1544 100 0.01 16.25
ES_F short 1303 1315 -100 -0.00 -10.25
NQ_F long 0930 0940 100 0.01 52.00
NQ_F short 0940 1003 -100 -0.01 -54.00
YM_F long 1025 1041 100 0.01 145.00
YM_F short 0932 0956 -100 -0.01 -125.00

Trading dates are:

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

To read this chart using CL_F above, a Long from 10:56 until 11:22 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.


07-31-2018 13-taylor3 Entry Exit Trade Profit Profit
Contract Direction Time Time % % Points HeatMap
CL_F long 1041 1050 92 0.01 0.62
CL_F short 1427 1438 -85 -0.02 -1.10
ES_F long 1034 1046 100 0.01 30.75
ES_F short 1305 1314 -100 -0.00 -11.50
NQ_F long 1036 1045 100 0.02 110.00
NQ_F short 1305 1315 -100 -0.01 -42.25
YM_F long 1033 1049 100 0.01 204.00
YM_F short 1305 1314 -92 -0.00 -99.00

Trading dates are:

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

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.


07-31-2018 11-taylor3 Entry Exit Trade Profit Profit
Contract Direction Time Time % % Points HeatMap
CL_F long 1341 1354 91 0.02 1.00
CL_F short 1427 1445 -91 -0.02 -1.41
ES_F long 1033 1049 100 0.01 30.75
ES_F short 0931 0952 -100 -0.01 -39.00
NQ_F long 1033 1049 100 0.02 119.50
NQ_F short 1305 1315 -100 -0.00 -32.25
YM_F long 1033 1049 100 0.01 180.00
YM_F short 1305 1314 -100 -0.00 -88.00

Trading dates are:

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

To read this chart using CL_F above, a Long from 13:41 until 13:54 ET has been profitable 91% of the time over the last 11 days.


07-31-2018 8-taylor3 Entry Exit Trade Profit Profit
Contract Direction Time Time % % Points HeatMap
CL_F long 1445 1454 100 0.00 0.25
CL_F short 1402 1425 -87 -0.02 -1.13
ES_F long 1036 1049 100 0.01 26.00
ES_F short 0931 0952 -100 -0.01 -32.50
NQ_F long 1036 1049 100 0.01 88.50
NQ_F short 0934 0952 -100 -0.02 -139.75
YM_F long 1036 1049 100 0.01 178.00
YM_F short 1305 1314 -100 -0.00 -69.00

Trading dates are:

["2018-06-25","2018-06-28","2018-07-05","2018-07-10","2018-07-13","2018-07-18","2018-07-23","2018-07-26"]

To read this chart using CL_F above, a Long from 14:45 until 14:54 ET has been profitable 100% of the time over the last 8 days.


07-31-2018 5-taylor3 Entry Exit Trade Profit Profit
Contract Direction Time Time % % Points HeatMap
CL_F long 1038 1101 100 0.02 1.20
CL_F short 1414 1435 -100 -0.01 -0.98
ES_F long 1036 1058 100 0.01 15.00
ES_F short 0940 0957 -100 -0.01 -14.50
NQ_F long 0957 1014 100 0.01 91.50
NQ_F short 0932 0957 -100 -0.02 -122.75
YM_F long 1030 1055 100 0.01 146.00
YM_F short 1534 1545 -100 -0.00 -45.00

Trading dates are:

["2018-07-10","2018-07-13","2018-07-18","2018-07-23","2018-07-26"]

To read this chart using CL_F above, a Long from 10:38 until 11:01 ET has been profitable 100% of the time over the last 5 days.