HotSpots for 08/02/2018 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.


08-02-2018 21-normal Entry Exit Trade Profit Profit
Contract Direction Time Time % % Points HeatMap
CL_F long 1443 1506 81 0.03 1.89
CL_F short 1429 1440 -86 -0.01 -0.60
ES_F long 1019 1040 86 0.01 36.00
ES_F short 0938 0950 -86 -0.01 -23.00
NQ_F long 1422 1430 86 0.01 50.75
NQ_F short 1235 1245 -81 -0.01 -85.75
YM_F long 1025 1040 90 0.02 371.00
YM_F short 1230 1252 -81 -0.01 -228.00

Trading dates are:

["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","2018-08-01"]

To read this chart using CL_F above, a Long from 14:43 until 15:06 ET has been profitable 81% of the time over the last 21 days.


08-02-2018 13-normal Entry Exit Trade Profit Profit
Contract Direction Time Time % % Points HeatMap
CL_F long 1518 1534 100 0.01 0.45
CL_F short 1429 1443 -92 -0.01 -0.66
ES_F long 1332 1354 85 0.01 19.75
ES_F short 1434 1443 -92 -0.00 -10.75
NQ_F long 1113 1125 92 0.01 63.25
NQ_F short 1430 1440 -92 -0.01 -45.00
YM_F long 1025 1040 92 0.01 215.00
YM_F short 1222 1237 -100 -0.01 -134.00

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","2018-07-31","2018-08-01"]

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 13 days.


08-02-2018 11-normal Entry Exit Trade Profit Profit
Contract Direction Time Time % % Points HeatMap
CL_F long 1518 1534 100 0.01 0.36
CL_F short 1429 1443 -100 -0.01 -0.91
ES_F long 1113 1124 91 0.00 9.50
ES_F short 1223 1239 -91 -0.00 -13.50
NQ_F long 1114 1131 100 0.01 67.50
NQ_F short 0942 1007 -91 -0.01 -100.00
YM_F long 0933 0949 91 0.01 208.00
YM_F short 1222 1237 -100 -0.00 -116.00

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","2018-07-30","2018-07-31","2018-08-01"]

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.


08-02-2018 8-normal Entry Exit Trade Profit Profit
Contract Direction Time Time % % Points HeatMap
CL_F long 1547 1556 100 0.02 1.48
CL_F short 1429 1443 -100 -0.01 -0.71
ES_F long 1343 1354 100 0.00 12.50
ES_F short 1224 1232 -100 -0.00 -8.50
NQ_F long 1332 1358 100 0.01 89.25
NQ_F short 1040 1056 -100 -0.01 -71.50
YM_F long 0933 0948 100 0.01 181.00
YM_F short 1222 1237 -100 -0.00 -89.00

Trading dates are:

["2018-07-23","2018-07-24","2018-07-25","2018-07-26","2018-07-27","2018-07-30","2018-07-31","2018-08-01"]

To read this chart using CL_F above, a Long from 15:47 until 15:56 ET has been profitable 100% of the time over the last 8 days.


08-02-2018 5-normal Entry Exit Trade Profit Profit
Contract Direction Time Time % % Points HeatMap
CL_F long 1548 1556 100 0.02 1.40
CL_F short 1001 1025 -100 -0.01 -0.80
ES_F long 1000 1011 100 0.00 11.00
ES_F short 1223 1249 -100 -0.01 -17.75
NQ_F long 1000 1011 100 0.01 63.00
NQ_F short 0936 0953 -100 -0.02 -131.50
YM_F long 0930 0949 100 0.01 161.00
YM_F short 1212 1238 -100 -0.01 -132.00

Trading dates are:

["2018-07-26","2018-07-27","2018-07-30","2018-07-31","2018-08-01"]

To read this chart using CL_F above, a Long from 15:48 until 15:56 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.


08-02-2018 13-taylorPlus Entry Exit Trade Profit Profit
Contract Direction Time Time % % Points HeatMap
CL_F long 0942 0954 92 0.02 1.48
CL_F short 1102 1122 -85 -0.01 -0.83
ES_F long 1547 1559 85 0.01 23.50
ES_F short 1221 1247 -92 -0.01 -31.25
NQ_F long 1547 1557 85 0.01 62.00
NQ_F short 1224 1247 -92 -0.02 -143.00
YM_F long 1352 1402 92 0.01 132.00
YM_F short 1230 1254 -92 -0.01 -253.00

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

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.


08-02-2018 11-taylorPlus Entry Exit Trade Profit Profit
Contract Direction Time Time % % Points HeatMap
CL_F long 0942 0954 91 0.02 1.16
CL_F short 1102 1122 -91 -0.01 -0.82
ES_F long 1523 1534 91 0.01 16.50
ES_F short 1216 1242 -91 -0.01 -29.00
NQ_F long 1523 1534 91 0.01 55.75
NQ_F short 1224 1247 -91 -0.02 -140.50
YM_F long 1351 1402 91 0.01 165.00
YM_F short 1230 1254 -91 -0.01 -232.00

Trading dates are:

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

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.


08-02-2018 8-taylorPlus Entry Exit Trade Profit Profit
Contract Direction Time Time % % Points HeatMap
CL_F long 0942 0954 100 0.02 1.22
CL_F short 1220 1237 -100 -0.00 -0.28
ES_F long 1015 1040 100 0.01 18.50
ES_F short 1227 1253 -100 -0.01 -32.00
NQ_F long 1015 1031 100 0.01 49.75
NQ_F short 1235 1248 -100 -0.01 -84.75
YM_F long 1015 1040 100 0.01 275.00
YM_F short 1227 1253 -100 -0.01 -259.00

Trading dates are:

["2018-06-27","2018-07-06","2018-07-09","2018-07-12","2018-07-18","2018-07-24","2018-07-27","2018-07-30"]

To read this chart using CL_F above, a Long from 09:42 until 09:54 ET has been profitable 100% of the time over the last 8 days.


08-02-2018 5-taylorPlus Entry Exit Trade Profit Profit
Contract Direction Time Time % % Points HeatMap
CL_F long 1122 1144 100 0.02 1.12
CL_F short 1112 1122 -100 -0.01 -0.67
ES_F long 1015 1031 100 0.01 16.75
ES_F short 1227 1253 -100 -0.01 -21.00
NQ_F long 0959 1010 100 0.01 55.25
NQ_F short 1231 1248 -100 -0.01 -81.25
YM_F long 1015 1031 100 0.01 190.00
YM_F short 1227 1251 -100 -0.01 -156.00

Trading dates are:

["2018-07-12","2018-07-18","2018-07-24","2018-07-27","2018-07-30"]

To read this chart using CL_F above, a Long from 11:22 until 11:44 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.


08-02-2018 13-taylor3 Entry Exit Trade Profit Profit
Contract Direction Time Time % % Points HeatMap
CL_F long 1140 1152 100 0.02 1.45
ES_F long 1324 1340 100 0.01 16.25
ES_F short 1450 1511 -85 -0.01 -15.50
NQ_F long 1322 1345 100 0.01 94.50
NQ_F short 1455 1512 -85 -0.00 -17.50
YM_F long 1136 1157 92 0.01 194.00
YM_F short 1302 1324 -85 -0.01 -231.00

Trading dates are:

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

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 13 days.


08-02-2018 11-taylor3 Entry Exit Trade Profit Profit
Contract Direction Time Time % % Points HeatMap
CL_F long 1140 1152 100 0.02 1.21
CL_F short 1455 1503 -91 -0.01 -0.38
ES_F long 1324 1349 100 0.01 23.50
ES_F short 1450 1511 -91 -0.01 -15.00
NQ_F long 1320 1346 100 0.01 99.75
NQ_F short 1454 1519 -91 -0.01 -41.75
YM_F long 1333 1348 100 0.01 217.00
YM_F short 1451 1502 -91 -0.01 -127.00

Trading dates are:

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

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.


08-02-2018 8-taylor3 Entry Exit Trade Profit Profit
Contract Direction Time Time % % Points HeatMap
CL_F long 1014 1040 100 0.03 1.99
CL_F short 1455 1503 -100 -0.00 -0.31
ES_F long 1015 1040 100 0.01 29.75
ES_F short 1258 1324 -87 -0.01 -25.00
NQ_F long 1015 1040 100 0.02 122.75
NQ_F short 1451 1513 -87 -0.01 -49.50
YM_F long 1015 1040 100 0.01 321.00
YM_F short 1040 1051 -100 -0.00 -110.00

Trading dates are:

["2018-06-27","2018-07-02","2018-07-09","2018-07-12","2018-07-17","2018-07-20","2018-07-25","2018-07-30"]

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.


08-02-2018 5-taylor3 Entry Exit Trade Profit Profit
Contract Direction Time Time % % Points HeatMap
CL_F long 1120 1146 100 0.02 1.35
CL_F short 1003 1023 -100 -0.02 -1.32
ES_F long 1531 1544 100 0.01 17.00
ES_F short 1002 1015 -100 -0.00 -8.75
NQ_F long 1015 1040 100 0.01 66.75
NQ_F short 1455 1513 -100 -0.00 -21.00
YM_F long 1531 1544 100 0.01 162.00
YM_F short 1034 1052 -100 -0.00 -113.00

Trading dates are:

["2018-07-12","2018-07-17","2018-07-20","2018-07-25","2018-07-30"]

To read this chart using CL_F above, a Long from 11:20 until 11:46 ET has been profitable 100% of the time over the last 5 days.