HotSpots for 08/15/2018 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.


08-15-2018 21-normal Entry Exit Trade Profit Profit
Contract Direction Time Time % % Points HeatMap
CL_F long 1023 1035 81 0.02 1.63
CL_F short 1429 1439 -81 -0.01 -0.96
ES_F long 0958 1023 81 0.01 32.75
NQ_F long 0956 1013 86 0.02 127.75
NQ_F short 1546 1555 -81 -0.00 -33.75
YM_F long 1030 1041 86 0.01 151.00
YM_F short 1544 1556 -81 -0.01 -155.00

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","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","2018-08-14"]

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.


08-15-2018 13-normal Entry Exit Trade Profit Profit
Contract Direction Time Time % % Points HeatMap
CL_F long 1023 1031 92 0.01 0.71
CL_F short 1105 1129 -85 -0.03 -1.86
ES_F long 1001 1013 100 0.01 18.75
ES_F short 1535 1555 -85 -0.01 -19.00
NQ_F long 1003 1013 100 0.01 94.00
NQ_F short 1039 1054 -85 -0.01 -80.50
YM_F long 1001 1021 92 0.01 133.00
YM_F short 1533 1559 -92 -0.01 -196.00

Trading dates are:

["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","2018-08-14"]

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.


08-15-2018 11-normal Entry Exit Trade Profit Profit
Contract Direction Time Time % % Points HeatMap
CL_F long 1023 1031 100 0.02 1.15
CL_F short 1105 1129 -91 -0.03 -1.88
ES_F long 0958 1017 100 0.01 23.50
ES_F short 1546 1556 -91 -0.00 -11.00
NQ_F long 1200 1221 100 0.01 91.00
NQ_F short 1039 1054 -82 -0.01 -50.50
YM_F long 1202 1221 100 0.01 172.00
YM_F short 1533 1559 -91 -0.01 -189.00

Trading dates are:

["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","2018-08-14"]

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.


08-15-2018 8-normal Entry Exit Trade Profit Profit
Contract Direction Time Time % % Points HeatMap
CL_F long 1023 1031 100 0.01 0.84
CL_F short 1119 1144 -100 -0.03 -2.09
ES_F long 1005 1031 100 0.01 22.50
ES_F short 1527 1553 -100 -0.01 -19.50
NQ_F long 0952 1017 100 0.01 80.75
NQ_F short 1526 1550 -100 -0.01 -43.25
YM_F long 1503 1522 100 0.01 162.00
YM_F short 1528 1554 -100 -0.01 -212.00

Trading dates are:

["2018-08-03","2018-08-06","2018-08-07","2018-08-08","2018-08-09","2018-08-10","2018-08-13","2018-08-14"]

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 8 days.


08-15-2018 5-normal Entry Exit Trade Profit Profit
Contract Direction Time Time % % Points HeatMap
CL_F long 1424 1433 100 0.01 0.83
CL_F short 1107 1133 -100 -0.03 -1.80
ES_F long 1005 1031 100 0.01 16.75
ES_F short 1526 1551 -100 -0.01 -18.00
NQ_F long 1006 1032 100 0.01 77.50
NQ_F short 1526 1552 -100 -0.01 -49.75
YM_F long 1502 1522 100 0.00 120.00
YM_F short 1134 1200 -100 -0.01 -190.00

Trading dates are:

["2018-08-08","2018-08-09","2018-08-10","2018-08-13","2018-08-14"]

To read this chart using CL_F above, a Long from 14:24 until 14:33 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.


08-15-2018 13-taylorPlus Entry Exit Trade Profit Profit
Contract Direction Time Time % % Points HeatMap
CL_F long 1057 1108 92 0.01 0.85
CL_F short 1434 1443 -92 -0.01 -0.43
ES_F long 1028 1044 100 0.01 23.00
ES_F short 0941 1002 -85 -0.01 -30.25
NQ_F long 1251 1303 100 0.01 64.00
NQ_F short 0942 0958 -85 -0.02 -126.50
YM_F long 1029 1044 100 0.01 209.00
YM_F short 0932 0952 -92 -0.01 -290.00

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

To read this chart using CL_F above, a Long from 10:57 until 11:08 ET has been profitable 92% of the time over the last 13 days.


08-15-2018 11-taylorPlus Entry Exit Trade Profit Profit
Contract Direction Time Time % % Points HeatMap
CL_F long 1355 1407 91 0.01 0.75
CL_F short 1434 1443 -100 -0.01 -0.59
ES_F long 1025 1047 100 0.01 26.25
ES_F short 1303 1315 -91 -0.01 -16.25
NQ_F long 1252 1303 100 0.01 56.00
NQ_F short 0941 0949 -91 -0.01 -104.25
YM_F long 1025 1045 100 0.01 270.00
YM_F short 1305 1314 -100 -0.00 -82.00

Trading dates are:

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

To read this chart using CL_F above, a Long from 13:55 until 14:07 ET has been profitable 91% of the time over the last 11 days.


08-15-2018 8-taylorPlus Entry Exit Trade Profit Profit
Contract Direction Time Time % % Points HeatMap
CL_F long 1023 1035 100 0.01 1.02
CL_F short 1434 1451 -100 -0.01 -0.40
ES_F long 1025 1040 100 0.01 17.50
ES_F short 1303 1315 -87 -0.00 -12.50
NQ_F long 1109 1127 100 0.01 54.75
NQ_F short 1040 1051 -100 -0.01 -54.00
YM_F long 1025 1047 100 0.01 187.00
YM_F short 1305 1315 -100 -0.00 -83.00

Trading dates are:

["2018-07-13","2018-07-16","2018-07-19","2018-07-25","2018-07-31","2018-08-03","2018-08-06","2018-08-09"]

To read this chart using CL_F above, a Long from 10:23 until 10:35 ET has been profitable 100% of the time over the last 8 days.


08-15-2018 5-taylorPlus Entry Exit Trade Profit Profit
Contract Direction Time Time % % Points HeatMap
CL_F long 1023 1035 100 0.01 0.95
CL_F short 0932 0952 -100 -0.01 -0.90
ES_F long 1158 1224 100 0.01 15.50
ES_F short 1526 1534 -100 -0.00 -4.50
NQ_F long 1158 1224 100 0.01 62.00
NQ_F short 1040 1054 -100 -0.01 -39.25
YM_F long 1158 1224 100 0.01 144.00
YM_F short 1049 1059 -100 -0.00 -57.00

Trading dates are:

["2018-07-25","2018-07-31","2018-08-03","2018-08-06","2018-08-09"]

To read this chart using CL_F above, a Long from 10:23 until 10:35 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.


08-15-2018 13-taylor3 Entry Exit Trade Profit Profit
Contract Direction Time Time % % Points HeatMap
CL_F long 0939 0952 100 0.02 1.40
CL_F short 1455 1503 -85 -0.01 -0.33
ES_F long 1028 1039 92 0.01 22.75
ES_F short 1450 1511 -92 -0.01 -15.50
NQ_F long 1320 1346 92 0.01 90.25
NQ_F short 1455 1511 -92 -0.00 -31.50
YM_F long 0940 1001 85 0.01 247.00
YM_F short 1451 1502 -92 -0.00 -119.00

Trading dates are:

["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","2018-08-02","2018-08-07","2018-08-10"]

To read this chart using CL_F above, a Long from 09:39 until 09:52 ET has been profitable 100% of the time over the last 13 days.


08-15-2018 11-taylor3 Entry Exit Trade Profit Profit
Contract Direction Time Time % % Points HeatMap
CL_F long 1024 1040 100 0.03 2.05
CL_F short 1455 1503 -91 -0.00 -0.32
ES_F long 1015 1039 100 0.01 35.25
ES_F short 1039 1052 -91 -0.01 -17.25
NQ_F long 1015 1040 100 0.02 164.50
NQ_F short 1451 1513 -91 -0.01 -57.75
YM_F long 1015 1040 91 0.02 367.00
YM_F short 1040 1051 -100 -0.01 -181.00

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","2018-08-02","2018-08-07","2018-08-10"]

To read this chart using CL_F above, a Long from 10:24 until 10:40 ET has been profitable 100% of the time over the last 11 days.


08-15-2018 8-taylor3 Entry Exit Trade Profit Profit
Contract Direction Time Time % % Points HeatMap
CL_F long 1120 1146 100 0.03 1.87
CL_F short 1406 1427 -100 -0.01 -0.80
ES_F long 1015 1039 100 0.01 20.25
ES_F short 1039 1052 -100 -0.01 -14.00
NQ_F long 1015 1040 100 0.01 108.50
NQ_F short 1451 1513 -100 -0.00 -29.00
YM_F long 0942 0954 100 0.00 119.00
YM_F short 1040 1052 -100 -0.01 -161.00

Trading dates are:

["2018-07-12","2018-07-17","2018-07-20","2018-07-25","2018-07-30","2018-08-02","2018-08-07","2018-08-10"]

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 8 days.


08-15-2018 5-taylor3 Entry Exit Trade Profit Profit
Contract Direction Time Time % % Points HeatMap
CL_F long 1120 1146 100 0.02 1.30
CL_F short 1354 1420 -100 -0.01 -0.43
ES_F long 1015 1039 100 0.00 12.00
ES_F short 1040 1053 -100 -0.00 -12.75
NQ_F long 1015 1040 100 0.01 69.75
NQ_F short 1040 1059 -100 -0.01 -82.25
YM_F long 0939 0953 100 0.01 137.00
YM_F short 1040 1053 -100 -0.00 -123.00

Trading dates are:

["2018-07-25","2018-07-30","2018-08-02","2018-08-07","2018-08-10"]

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.