HotSpots for 08/14/2018 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.


08-14-2018 21-normal Entry Exit Trade Profit Profit
Contract Direction Time Time % % Points HeatMap
CL_F long 1023 1035 81 0.02 1.52
ES_F long 1028 1041 81 0.01 18.25
ES_F short 1434 1443 -81 -0.00 -13.00
NQ_F long 0956 1011 81 0.02 138.75
NQ_F short 1546 1555 -81 -0.00 -34.75
YM_F long 1030 1041 86 0.01 146.00
YM_F short 1040 1051 -81 -0.01 -199.00

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","2018-08-02","2018-08-03","2018-08-06","2018-08-07","2018-08-08","2018-08-09","2018-08-10","2018-08-13"]

To read this chart using CL_F above, a Long from 10:23 until 10:35 ET has been profitable 81% of the time over the last 21 days.


08-14-2018 13-normal Entry Exit Trade Profit Profit
Contract Direction Time Time % % Points HeatMap
CL_F long 1023 1031 92 0.01 0.71
ES_F long 1003 1011 100 0.01 26.00
ES_F short 1535 1555 -85 -0.01 -19.00
NQ_F long 1002 1011 100 0.02 119.75
NQ_F short 1039 1054 -85 -0.01 -86.75
YM_F long 1302 1310 92 0.00 84.00
YM_F short 1533 1559 -92 -0.01 -193.00

Trading dates are:

["2018-07-26","2018-07-27","2018-07-30","2018-07-31","2018-08-01","2018-08-02","2018-08-03","2018-08-06","2018-08-07","2018-08-08","2018-08-09","2018-08-10","2018-08-13"]

To read this chart using CL_F above, a Long from 10:23 until 10:31 ET has been profitable 92% of the time over the last 13 days.


08-14-2018 11-normal Entry Exit Trade Profit Profit
Contract Direction Time Time % % Points HeatMap
CL_F long 1023 1031 100 0.02 1.12
CL_F short 1105 1129 -91 -0.02 -1.13
ES_F long 0958 1011 100 0.01 22.25
ES_F short 1536 1549 -91 -0.00 -13.00
NQ_F long 0955 1011 100 0.02 124.25
NQ_F short 1039 1054 -91 -0.01 -64.50
YM_F long 1005 1031 91 0.01 128.00
YM_F short 1535 1557 -91 -0.01 -206.00

Trading dates are:

["2018-07-30","2018-07-31","2018-08-01","2018-08-02","2018-08-03","2018-08-06","2018-08-07","2018-08-08","2018-08-09","2018-08-10","2018-08-13"]

To read this chart using CL_F above, a Long from 10:23 until 10:31 ET has been profitable 100% of the time over the last 11 days.


08-14-2018 8-normal Entry Exit Trade Profit Profit
Contract Direction Time Time % % Points HeatMap
CL_F long 1002 1010 100 0.01 0.87
CL_F short 1311 1323 -100 -0.01 -0.52
ES_F long 0958 1022 100 0.01 21.75
ES_F short 1526 1549 -87 -0.01 -15.00
NQ_F long 0952 1017 100 0.01 94.50
NQ_F short 1149 1157 -100 -0.00 -30.75
YM_F long 1503 1522 100 0.01 162.00
YM_F short 1528 1554 -87 -0.01 -168.00

Trading dates are:

["2018-08-02","2018-08-03","2018-08-06","2018-08-07","2018-08-08","2018-08-09","2018-08-10","2018-08-13"]

To read this chart using CL_F above, a Long from 10:02 until 10:10 ET has been profitable 100% of the time over the last 8 days.


08-14-2018 5-normal Entry Exit Trade Profit Profit
Contract Direction Time Time % % Points HeatMap
CL_F long 1006 1031 100 0.01 0.81
CL_F short 1112 1138 -100 -0.02 -1.29
ES_F long 1005 1031 100 0.00 12.50
ES_F short 1526 1552 -100 -0.01 -18.75
NQ_F long 1005 1031 100 0.01 68.50
NQ_F short 1105 1130 -100 -0.01 -52.25
YM_F long 1502 1522 100 0.00 122.00
YM_F short 1526 1552 -100 -0.01 -190.00

Trading dates are:

["2018-08-07","2018-08-08","2018-08-09","2018-08-10","2018-08-13"]

To read this chart using CL_F above, a Long from 10:06 until 10:31 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.


08-14-2018 13-taylorPlus Entry Exit Trade Profit Profit
Contract Direction Time Time % % Points HeatMap
CL_F long 1014 1038 85 0.02 1.46
CL_F short 1102 1122 -85 -0.01 -0.65
ES_F long 1523 1535 92 0.01 17.00
ES_F short 1436 1454 -85 -0.01 -17.75
NQ_F long 1523 1535 92 0.01 56.25
NQ_F short 1432 1454 -85 -0.00 -32.75
YM_F long 1351 1402 92 0.01 178.00
YM_F short 1236 1256 -85 -0.01 -131.00

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

To read this chart using CL_F above, a Long from 10:14 until 10:38 ET has been profitable 85% of the time over the last 13 days.


08-14-2018 11-taylorPlus Entry Exit Trade Profit Profit
Contract Direction Time Time % % Points HeatMap
CL_F long 1135 1153 100 0.02 1.11
CL_F short 1153 1204 -82 -0.01 -0.70
ES_F long 1351 1402 91 0.01 20.75
ES_F short 1404 1418 -100 -0.00 -12.25
NQ_F long 1111 1122 91 0.01 64.25
NQ_F short 1243 1302 -91 -0.01 -57.75
YM_F long 1351 1402 91 0.01 168.00
YM_F short 1404 1418 -100 -0.00 -120.00

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","2018-07-30","2018-08-02","2018-08-08"]

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 11 days.


08-14-2018 8-taylorPlus Entry Exit Trade Profit Profit
Contract Direction Time Time % % Points HeatMap
CL_F long 1134 1153 100 0.01 0.81
CL_F short 1153 1204 -100 -0.01 -0.78
ES_F long 1458 1509 100 0.00 11.00
ES_F short 1404 1418 -100 -0.00 -9.75
NQ_F long 1528 1551 100 0.01 59.00
NQ_F short 1235 1253 -87 -0.01 -78.75
YM_F long 1020 1029 100 0.01 123.00
YM_F short 1007 1015 -100 -0.00 -111.00

Trading dates are:

["2018-07-09","2018-07-12","2018-07-18","2018-07-24","2018-07-27","2018-07-30","2018-08-02","2018-08-08"]

To read this chart using CL_F above, a Long from 11:34 until 11:53 ET has been profitable 100% of the time over the last 8 days.


08-14-2018 5-taylorPlus Entry Exit Trade Profit Profit
Contract Direction Time Time % % Points HeatMap
CL_F long 1034 1046 100 0.01 0.86
CL_F short 1020 1034 -100 -0.02 -1.17
ES_F long 1338 1400 100 0.01 16.50
ES_F short 1400 1421 -100 -0.00 -12.50
NQ_F long 0959 1023 100 0.01 88.75
NQ_F short 1236 1301 -100 -0.01 -92.00
YM_F long 1333 1359 100 0.00 125.00
YM_F short 1402 1427 -100 -0.00 -120.00

Trading dates are:

["2018-07-24","2018-07-27","2018-07-30","2018-08-02","2018-08-08"]

To read this chart using CL_F above, a Long from 10:34 until 10:46 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.


08-14-2018 13-taylor3 Entry Exit Trade Profit Profit
Contract Direction Time Time % % Points HeatMap
CL_F long 1425 1446 85 0.03 1.73
CL_F short 1400 1415 -85 -0.02 -1.11
ES_F long 1302 1320 92 0.01 17.00
ES_F short 1402 1413 -92 -0.01 -20.75
NQ_F long 1302 1320 92 0.01 81.50
NQ_F short 1224 1247 -85 -0.01 -102.50
YM_F long 1008 1034 92 0.01 165.00
YM_F short 1435 1458 -92 -0.00 -108.00

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","2018-08-06","2018-08-09"]

To read this chart using CL_F above, a Long from 14:25 until 14:46 ET has been profitable 85% of the time over the last 13 days.


08-14-2018 11-taylor3 Entry Exit Trade Profit Profit
Contract Direction Time Time % % Points HeatMap
CL_F long 1417 1434 91 0.03 2.11
CL_F short 1256 1322 -91 -0.02 -1.65
ES_F long 1000 1020 91 0.01 21.75
ES_F short 1402 1413 -100 -0.01 -21.50
NQ_F long 0930 0951 91 0.01 75.25
NQ_F short 1535 1559 -91 -0.01 -72.75
YM_F long 0951 1017 91 0.01 261.00
YM_F short 1542 1557 -91 -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","2018-08-01","2018-08-06","2018-08-09"]

To read this chart using CL_F above, a Long from 14:17 until 14:34 ET has been profitable 91% of the time over the last 11 days.


08-14-2018 8-taylor3 Entry Exit Trade Profit Profit
Contract Direction Time Time % % Points HeatMap
CL_F long 1417 1434 88 0.02 1.48
CL_F short 1325 1351 -100 -0.02 -1.67
ES_F long 1000 1020 88 0.01 17.25
ES_F short 1402 1413 -100 -0.01 -17.00
NQ_F long 1000 1021 88 0.01 63.00
NQ_F short 1031 1051 -100 -0.01 -71.25
YM_F long 1000 1016 100 0.00 95.00
YM_F short 0940 0949 -100 -0.00 -94.00

Trading dates are:

["2018-07-11","2018-07-16","2018-07-19","2018-07-24","2018-07-27","2018-08-01","2018-08-06","2018-08-09"]

To read this chart using CL_F above, a Long from 14:17 until 14:34 ET has been profitable 88% of the time over the last 8 days.


08-14-2018 5-taylor3 Entry Exit Trade Profit Profit
Contract Direction Time Time % % Points HeatMap
CL_F long 1503 1519 100 0.02 1.36
CL_F short 1256 1321 -100 -0.02 -1.09
ES_F long 1003 1023 100 0.00 12.25
ES_F short 1046 1107 -100 -0.00 -13.50
NQ_F long 1003 1025 100 0.01 61.00
NQ_F short 1048 1114 -100 -0.01 -70.50
YM_F long 1006 1031 100 0.01 132.00
YM_F short 1103 1114 -100 -0.00 -109.00

Trading dates are:

["2018-07-24","2018-07-27","2018-08-01","2018-08-06","2018-08-09"]

To read this chart using CL_F above, a Long from 15:03 until 15:19 ET has been profitable 100% of the time over the last 5 days.