HotSpots for 08/06/2018 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.


08-06-2018 21-normal Entry Exit Trade Profit Profit
Contract Direction Time Time % % Points HeatMap
CL_F long 1023 1037 86 0.02 1.37
CL_F short 1429 1442 -81 -0.01 -0.59
ES_F long 1019 1040 90 0.01 38.50
NQ_F long 1015 1040 86 0.02 171.00
NQ_F short 1243 1302 -86 -0.01 -79.75
YM_F long 1025 1040 95 0.02 365.00
YM_F short 1040 1051 -81 -0.01 -212.00

Trading dates are:

["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","2018-08-02","2018-08-03"]

To read this chart using CL_F above, a Long from 10:23 until 10:37 ET has been profitable 86% of the time over the last 21 days.


08-06-2018 13-normal Entry Exit Trade Profit Profit
Contract Direction Time Time % % Points HeatMap
CL_F long 1304 1315 92 0.01 0.75
CL_F short 1429 1443 -92 -0.01 -0.90
ES_F long 1333 1358 85 0.01 26.50
ES_F short 1040 1054 -85 -0.01 -20.00
NQ_F long 1332 1358 92 0.02 122.75
NQ_F short 1433 1445 -92 -0.01 -44.50
YM_F long 0933 0949 92 0.01 223.00
YM_F short 1040 1050 -92 -0.01 -169.00

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","2018-08-02","2018-08-03"]

To read this chart using CL_F above, a Long from 13:04 until 13:15 ET has been profitable 92% of the time over the last 13 days.


08-06-2018 11-normal Entry Exit Trade Profit Profit
Contract Direction Time Time % % Points HeatMap
CL_F long 0950 0959 100 0.02 1.14
CL_F short 1429 1443 -91 -0.01 -0.83
ES_F long 1344 1358 100 0.01 16.50
ES_F short 1040 1105 -91 -0.01 -26.50
NQ_F long 1332 1358 100 0.02 118.25
NQ_F short 1040 1056 -91 -0.01 -104.75
YM_F long 0930 0952 100 0.01 285.00
YM_F short 1040 1106 -91 -0.01 -239.00

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","2018-08-01","2018-08-02","2018-08-03"]

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 11 days.


08-06-2018 8-normal Entry Exit Trade Profit Profit
Contract Direction Time Time % % Points HeatMap
CL_F long 1149 1211 100 0.01 0.90
CL_F short 1044 1056 -87 -0.02 -1.54
ES_F long 1531 1539 100 0.00 14.00
ES_F short 1040 1054 -100 -0.01 -18.75
NQ_F long 1332 1358 100 0.01 82.75
NQ_F short 1040 1056 -100 -0.01 -95.00
YM_F long 0930 0952 100 0.01 225.00
YM_F short 1040 1101 -100 -0.01 -190.00

Trading dates are:

["2018-07-25","2018-07-26","2018-07-27","2018-07-30","2018-07-31","2018-08-01","2018-08-02","2018-08-03"]

To read this chart using CL_F above, a Long from 11:49 until 12:11 ET has been profitable 100% of the time over the last 8 days.


08-06-2018 5-normal Entry Exit Trade Profit Profit
Contract Direction Time Time % % Points HeatMap
CL_F long 1444 1506 100 0.02 1.45
CL_F short 1008 1017 -100 -0.01 -0.61
ES_F long 0955 1011 100 0.00 14.00
ES_F short 1040 1100 -100 -0.00 -13.00
NQ_F long 0955 1011 100 0.01 84.75
NQ_F short 1040 1102 -100 -0.01 -70.50
YM_F long 0938 1003 100 0.00 119.00
YM_F short 1040 1100 -100 -0.01 -138.00

Trading dates are:

["2018-07-30","2018-07-31","2018-08-01","2018-08-02","2018-08-03"]

To read this chart using CL_F above, a Long from 14:44 until 15:06 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.


08-06-2018 13-taylorPlus Entry Exit Trade Profit Profit
Contract Direction Time Time % % Points HeatMap
CL_F long 1108 1126 100 0.02 1.45
CL_F short 0945 0953 -92 -0.02 -1.16
ES_F long 1250 1303 92 0.01 19.50
ES_F short 1323 1332 -92 -0.00 -7.25
NQ_F long 1136 1144 92 0.01 64.75
NQ_F short 0940 1006 -85 -0.02 -133.50
YM_F long 1248 1303 92 0.01 159.00
YM_F short 1230 1249 -92 -0.00 -126.00

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","2018-07-31","2018-08-03"]

To read this chart using CL_F above, a Long from 11:08 until 11:26 ET has been profitable 100% of the time over the last 13 days.


08-06-2018 11-taylorPlus Entry Exit Trade Profit Profit
Contract Direction Time Time % % Points HeatMap
CL_F long 1108 1126 100 0.02 1.23
CL_F short 1133 1143 -91 -0.03 -1.70
ES_F long 1335 1401 100 0.01 22.25
ES_F short 0935 0953 -91 -0.02 -42.25
NQ_F long 1251 1303 100 0.01 50.75
NQ_F short 0938 0959 -91 -0.02 -141.25
YM_F long 1248 1303 100 0.01 185.00
YM_F short 0942 0951 -91 -0.01 -298.00

Trading dates are:

["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","2018-07-31","2018-08-03"]

To read this chart using CL_F above, a Long from 11:08 until 11:26 ET has been profitable 100% of the time over the last 11 days.


08-06-2018 8-taylorPlus Entry Exit Trade Profit Profit
Contract Direction Time Time % % Points HeatMap
CL_F long 1109 1124 100 0.02 1.24
CL_F short 1033 1054 -100 -0.02 -1.27
ES_F long 1025 1047 100 0.01 16.75
ES_F short 1323 1332 -100 -0.00 -4.75
NQ_F long 1031 1041 100 0.01 53.00
NQ_F short 0940 0953 -87 -0.02 -111.00
YM_F long 1025 1044 100 0.01 180.00
YM_F short 1305 1314 -100 -0.00 -64.00

Trading dates are:

["2018-06-28","2018-07-10","2018-07-13","2018-07-16","2018-07-19","2018-07-25","2018-07-31","2018-08-03"]

To read this chart using CL_F above, a Long from 11:09 until 11:24 ET has been profitable 100% of the time over the last 8 days.


08-06-2018 5-taylorPlus Entry Exit Trade Profit Profit
Contract Direction Time Time % % Points HeatMap
CL_F long 1101 1126 100 0.02 1.29
CL_F short 1034 1056 -100 -0.02 -1.48
ES_F long 1100 1126 100 0.01 15.25
ES_F short 1041 1051 -100 -0.00 -11.75
NQ_F long 1100 1126 100 0.01 70.75
NQ_F short 1041 1051 -100 -0.01 -44.50
YM_F long 1025 1041 100 0.01 138.00
YM_F short 1041 1051 -100 -0.00 -115.00

Trading dates are:

["2018-07-16","2018-07-19","2018-07-25","2018-07-31","2018-08-03"]

To read this chart using CL_F above, a Long from 11:01 until 11:26 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.


08-06-2018 13-taylor3 Entry Exit Trade Profit Profit
Contract Direction Time Time % % Points HeatMap
CL_F long 0941 1001 92 0.02 1.59
CL_F short 1534 1554 -92 -0.01 -0.37
ES_F long 1523 1534 92 0.00 10.00
ES_F short 1402 1412 -85 -0.01 -20.50
NQ_F long 1523 1534 92 0.01 43.50
NQ_F short 1232 1258 -85 -0.02 -113.00
YM_F long 1008 1034 92 0.01 178.00
YM_F short 0944 0952 -92 -0.01 -251.00

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","2018-07-27","2018-08-01"]

To read this chart using CL_F above, a Long from 09:41 until 10:01 ET has been profitable 92% of the time over the last 13 days.


08-06-2018 11-taylor3 Entry Exit Trade Profit Profit
Contract Direction Time Time % % Points HeatMap
CL_F long 0941 1001 91 0.02 1.56
CL_F short 1345 1354 -91 -0.01 -0.53
ES_F long 1523 1534 100 0.00 13.50
ES_F short 1402 1413 -91 -0.01 -20.25
NQ_F long 1523 1534 100 0.01 58.25
NQ_F short 1402 1415 -91 -0.01 -62.75
YM_F long 1523 1534 100 0.00 115.00
YM_F short 0944 0958 -100 -0.01 -200.00

Trading dates are:

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

To read this chart using CL_F above, a Long from 09:41 until 10:01 ET has been profitable 91% of the time over the last 11 days.


08-06-2018 8-taylor3 Entry Exit Trade Profit Profit
Contract Direction Time Time % % Points HeatMap
CL_F long 1425 1448 88 0.03 1.89
CL_F short 1146 1207 -100 -0.01 -0.59
ES_F long 1451 1509 100 0.01 18.00
ES_F short 1402 1413 -100 -0.01 -18.00
NQ_F long 1454 1509 100 0.01 50.75
NQ_F short 1140 1204 -100 -0.01 -62.50
YM_F long 0930 0944 100 0.01 289.00
YM_F short 0944 0952 -100 -0.01 -180.00

Trading dates are:

["2018-06-29","2018-07-06","2018-07-11","2018-07-16","2018-07-19","2018-07-24","2018-07-27","2018-08-01"]

To read this chart using CL_F above, a Long from 14:25 until 14:48 ET has been profitable 88% of the time over the last 8 days.


08-06-2018 5-taylor3 Entry Exit Trade Profit Profit
Contract Direction Time Time % % Points HeatMap
CL_F long 1354 1403 100 0.01 0.51
CL_F short 1322 1347 -100 -0.01 -0.73
ES_F long 1451 1510 100 0.00 11.50
ES_F short 0936 0958 -100 -0.01 -18.00
NQ_F long 1332 1356 100 0.01 50.75
NQ_F short 1223 1249 -100 -0.01 -88.00
YM_F long 1011 1037 100 0.01 138.00
YM_F short 0942 0951 -100 -0.00 -125.00

Trading dates are:

["2018-07-16","2018-07-19","2018-07-24","2018-07-27","2018-08-01"]

To read this chart using CL_F above, a Long from 13:54 until 14:03 ET has been profitable 100% of the time over the last 5 days.