HotSpots for 08/01/2018 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.


08-01-2018 21-normal Entry Exit Trade Profit Profit
Contract Direction Time Time % % Points HeatMap
CL_F long 1445 1455 86 0.01 0.57
CL_F short 1429 1440 -81 -0.01 -0.48
ES_F long 1019 1040 86 0.01 35.50
ES_F short 0938 0950 -81 -0.01 -18.50
NQ_F long 1116 1124 86 0.01 54.75
NQ_F short 1235 1245 -81 -0.01 -84.50
YM_F long 1025 1040 90 0.01 362.00
YM_F short 1230 1252 -86 -0.01 -264.00

Trading dates are:

["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","2018-07-31"]

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.


08-01-2018 13-normal Entry Exit Trade Profit Profit
Contract Direction Time Time % % Points HeatMap
CL_F long 1313 1322 92 0.01 0.79
CL_F short 1429 1443 -92 -0.01 -0.91
ES_F long 1332 1356 85 0.01 21.00
ES_F short 1223 1239 -85 -0.01 -14.25
NQ_F long 1110 1129 92 0.01 68.00
NQ_F short 1243 1302 -92 -0.01 -84.00
YM_F long 1025 1040 92 0.01 234.00
YM_F short 1222 1237 -100 -0.01 -129.00

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","2018-07-30","2018-07-31"]

To read this chart using CL_F above, a Long from 13:13 until 13:22 ET has been profitable 92% of the time over the last 13 days.


08-01-2018 11-normal Entry Exit Trade Profit Profit
Contract Direction Time Time % % Points HeatMap
CL_F long 1304 1315 100 0.01 0.92
CL_F short 1429 1443 -100 -0.01 -0.91
ES_F long 1333 1350 91 0.01 17.50
ES_F short 1223 1239 -91 -0.00 -13.00
NQ_F long 1332 1355 91 0.01 89.50
NQ_F short 0948 0958 -91 -0.01 -93.50
YM_F long 1025 1040 91 0.01 172.00
YM_F short 1222 1237 -100 -0.00 -118.00

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","2018-07-27","2018-07-30","2018-07-31"]

To read this chart using CL_F above, a Long from 13:04 until 13:15 ET has been profitable 100% of the time over the last 11 days.


08-01-2018 8-normal Entry Exit Trade Profit Profit
Contract Direction Time Time % % Points HeatMap
CL_F long 0950 0959 100 0.01 0.91
CL_F short 1429 1443 -100 -0.01 -0.79
ES_F long 1338 1357 100 0.01 18.50
ES_F short 1509 1528 -100 -0.00 -10.25
NQ_F long 1332 1358 100 0.01 93.75
NQ_F short 0948 0958 -100 -0.01 -70.25
YM_F long 0933 0948 100 0.01 218.00
YM_F short 1226 1237 -100 -0.00 -90.00

Trading dates are:

["2018-07-20","2018-07-23","2018-07-24","2018-07-25","2018-07-26","2018-07-27","2018-07-30","2018-07-31"]

To read this chart using CL_F above, a Long from 09:50 until 09:59 ET has been profitable 100% of the time over the last 8 days.


08-01-2018 5-normal Entry Exit Trade Profit Profit
Contract Direction Time Time % % Points HeatMap
CL_F long 1029 1044 100 0.02 1.21
CL_F short 1238 1304 -100 -0.02 -1.25
ES_F long 1338 1354 100 0.00 13.75
ES_F short 1224 1241 -100 -0.01 -15.25
NQ_F long 1338 1400 100 0.01 59.75
NQ_F short 0938 1004 -100 -0.02 -113.50
YM_F long 0930 0949 100 0.01 166.00
YM_F short 1226 1251 -100 -0.00 -121.00

Trading dates are:

["2018-07-25","2018-07-26","2018-07-27","2018-07-30","2018-07-31"]

To read this chart using CL_F above, a Long from 10:29 until 10:44 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.


08-01-2018 13-taylorPlus Entry Exit Trade Profit Profit
Contract Direction Time Time % % Points HeatMap
CL_F long 1445 1454 100 0.01 0.55
CL_F short 1402 1414 -92 -0.02 -1.37
ES_F long 0951 1009 100 0.01 27.75
ES_F short 1354 1411 -85 -0.00 -13.75
NQ_F long 0936 1002 92 0.02 153.75
NQ_F short 1347 1412 -85 -0.01 -46.25
YM_F long 0951 1002 92 0.01 285.00
YM_F short 1349 1412 -85 -0.01 -220.00

Trading dates are:

["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","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 13 days.


08-01-2018 11-taylorPlus Entry Exit Trade Profit Profit
Contract Direction Time Time % % Points HeatMap
CL_F long 1228 1236 100 0.02 1.02
CL_F short 1001 1009 -91 -0.02 -1.47
ES_F long 0938 1004 100 0.01 35.50
ES_F short 1354 1411 -91 -0.00 -13.50
NQ_F long 1523 1547 100 0.01 56.25
NQ_F short 1454 1519 -91 -0.01 -44.25
YM_F long 0951 1002 100 0.01 290.00
YM_F short 1449 1457 -100 -0.00 -70.00

Trading dates are:

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

To read this chart using CL_F above, a Long from 12:28 until 12:36 ET has been profitable 100% of the time over the last 11 days.


08-01-2018 8-taylorPlus Entry Exit Trade Profit Profit
Contract Direction Time Time % % Points HeatMap
CL_F long 0946 1001 100 0.02 1.35
CL_F short 1405 1431 -100 -0.02 -1.71
ES_F long 0950 1004 100 0.01 24.25
ES_F short 1002 1015 -87 -0.01 -16.25
NQ_F long 1039 1102 100 0.01 59.00
NQ_F short 1433 1441 -100 -0.00 -30.00
YM_F long 0947 1002 100 0.01 196.00
YM_F short 1002 1021 -100 -0.01 -168.00

Trading dates are:

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

To read this chart using CL_F above, a Long from 09:46 until 10:01 ET has been profitable 100% of the time over the last 8 days.


08-01-2018 5-taylorPlus Entry Exit Trade Profit Profit
Contract Direction Time Time % % Points HeatMap
CL_F long 0946 1002 100 0.01 0.95
CL_F short 1002 1028 -100 -0.02 -1.62
ES_F long 0950 1002 100 0.01 15.25
ES_F short 1549 1557 -100 -0.00 -7.50
NQ_F long 0953 1019 100 0.01 85.00
NQ_F short 1158 1214 -100 -0.01 -40.50
YM_F long 0936 1002 100 0.01 151.00
YM_F short 1535 1557 -100 -0.00 -103.00

Trading dates are:

["2018-07-11","2018-07-17","2018-07-20","2018-07-23","2018-07-26"]

To read this chart using CL_F above, a Long from 09:46 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.


08-01-2018 13-taylor3 Entry Exit Trade Profit Profit
Contract Direction Time Time % % Points HeatMap
CL_F long 0938 1002 92 0.03 2.17
CL_F short 1036 1049 -85 -0.02 -1.10
ES_F long 1050 1102 92 0.01 23.25
ES_F short 1243 1258 -85 -0.01 -18.50
NQ_F long 1314 1338 92 0.00 35.50
NQ_F short 1232 1258 -85 -0.02 -110.00
YM_F long 1050 1116 92 0.01 287.00
YM_F short 0944 0952 -92 -0.01 -268.00

Trading dates are:

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

To read this chart using CL_F above, a Long from 09:38 until 10:02 ET has been profitable 92% of the time over the last 13 days.


08-01-2018 11-taylor3 Entry Exit Trade Profit Profit
Contract Direction Time Time % % Points HeatMap
CL_F long 0938 1002 91 0.03 1.90
CL_F short 1527 1538 -91 -0.01 -0.41
ES_F long 1050 1116 91 0.01 23.75
ES_F short 1535 1546 -91 -0.01 -22.25
NQ_F long 1454 1509 91 0.01 76.50
NQ_F short 1232 1257 -91 -0.02 -121.25
YM_F long 1050 1116 91 0.01 230.00
YM_F short 0944 0958 -100 -0.01 -221.00

Trading dates are:

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

To read this chart using CL_F above, a Long from 09:38 until 10:02 ET has been profitable 91% of the time over the last 11 days.


08-01-2018 8-taylor3 Entry Exit Trade Profit Profit
Contract Direction Time Time % % Points HeatMap
CL_F long 1053 1108 100 0.02 1.14
CL_F short 1246 1300 -100 -0.02 -1.43
ES_F long 1524 1534 100 0.00 11.25
ES_F short 1232 1251 -100 -0.01 -22.00
NQ_F long 1523 1534 100 0.01 45.75
NQ_F short 1233 1253 -100 -0.01 -87.25
YM_F long 0952 1008 100 0.01 136.00
YM_F short 0944 0952 -100 -0.01 -214.00

Trading dates are:

["2018-06-26","2018-06-29","2018-07-06","2018-07-11","2018-07-16","2018-07-19","2018-07-24","2018-07-27"]

To read this chart using CL_F above, a Long from 10:53 until 11:08 ET has been profitable 100% of the time over the last 8 days.


08-01-2018 5-taylor3 Entry Exit Trade Profit Profit
Contract Direction Time Time % % Points HeatMap
CL_F long 1053 1102 100 0.01 0.58
CL_F short 1036 1053 -100 -0.02 -1.31
ES_F long 1453 1509 100 0.00 11.50
ES_F short 0938 0959 -100 -0.01 -19.25
NQ_F long 1528 1544 100 0.00 34.50
NQ_F short 1236 1302 -100 -0.01 -97.00
YM_F long 1011 1037 100 0.01 167.00
YM_F short 1230 1256 -100 -0.01 -141.00

Trading dates are:

["2018-07-11","2018-07-16","2018-07-19","2018-07-24","2018-07-27"]

To read this chart using CL_F above, a Long from 10:53 until 11:02 ET has been profitable 100% of the time over the last 5 days.