HotSpots for 08/16/2018 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.


08-16-2018 21-normal Entry Exit Trade Profit Profit
Contract Direction Time Time % % Points HeatMap
CL_F long 1223 1236 86 0.01 0.84
CL_F short 1207 1220 -81 -0.02 -1.25
ES_F long 1028 1041 81 0.01 22.50
ES_F short 1405 1413 -81 -0.00 -14.00
NQ_F long 1332 1358 81 0.01 109.75
NQ_F short 1546 1555 -81 -0.00 -30.75
YM_F long 1030 1041 86 0.01 167.00
YM_F short 1544 1556 -81 -0.01 -137.00

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","2018-08-06","2018-08-07","2018-08-08","2018-08-09","2018-08-10","2018-08-13","2018-08-14","2018-08-15"]

To read this chart using CL_F above, a Long from 12:23 until 12:36 ET has been profitable 86% of the time over the last 21 days.


08-16-2018 13-normal Entry Exit Trade Profit Profit
Contract Direction Time Time % % Points HeatMap
CL_F long 1023 1031 92 0.01 0.69
CL_F short 1105 1129 -92 -0.03 -2.01
ES_F long 1201 1221 92 0.01 21.50
ES_F short 1536 1549 -92 -0.01 -15.25
NQ_F long 1004 1013 92 0.01 94.75
NQ_F short 1039 1054 -85 -0.01 -76.50
YM_F long 1202 1220 92 0.01 149.00
YM_F short 1535 1557 -92 -0.01 -251.00

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","2018-08-14","2018-08-15"]

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.


08-16-2018 11-normal Entry Exit Trade Profit Profit
Contract Direction Time Time % % Points HeatMap
CL_F long 1228 1246 91 0.02 1.16
CL_F short 1311 1323 -100 -0.01 -0.59
ES_F long 1201 1221 100 0.01 24.75
ES_F short 1546 1559 -91 -0.00 -13.50
NQ_F long 1200 1219 100 0.01 106.50
NQ_F short 1144 1158 -91 -0.01 -65.00
YM_F long 1202 1221 100 0.01 178.00
YM_F short 1535 1559 -91 -0.01 -205.00

Trading dates are:

["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","2018-08-15"]

To read this chart using CL_F above, a Long from 12:28 until 12:46 ET has been profitable 91% of the time over the last 11 days.


08-16-2018 8-normal Entry Exit Trade Profit Profit
Contract Direction Time Time % % Points HeatMap
CL_F long 1007 1030 88 0.01 0.91
CL_F short 1104 1130 -100 -0.03 -2.14
ES_F long 1006 1015 100 0.01 15.75
ES_F short 1535 1554 -100 -0.01 -17.50
NQ_F long 1200 1219 100 0.01 65.50
NQ_F short 1535 1554 -100 -0.01 -55.00
YM_F long 1503 1522 100 0.01 127.00
YM_F short 1535 1554 -100 -0.01 -198.00

Trading dates are:

["2018-08-06","2018-08-07","2018-08-08","2018-08-09","2018-08-10","2018-08-13","2018-08-14","2018-08-15"]

To read this chart using CL_F above, a Long from 10:07 until 10:30 ET has been profitable 88% of the time over the last 8 days.


08-16-2018 5-normal Entry Exit Trade Profit Profit
Contract Direction Time Time % % Points HeatMap
CL_F long 1221 1246 100 0.01 0.91
CL_F short 1108 1130 -100 -0.02 -1.50
ES_F long 1006 1022 100 0.01 15.75
ES_F short 1136 1200 -100 -0.01 -21.00
NQ_F long 1005 1013 100 0.01 51.75
NQ_F short 0957 1005 -100 -0.01 -62.50
YM_F long 1006 1025 100 0.00 118.00
YM_F short 1136 1200 -100 -0.01 -225.00

Trading dates are:

["2018-08-09","2018-08-10","2018-08-13","2018-08-14","2018-08-15"]

To read this chart using CL_F above, a Long from 12:21 until 12:46 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.


08-16-2018 21-taylorPlus Entry Exit Trade Profit Profit
Contract Direction Time Time % % Points HeatMap
CL_F long 0950 1001 90 0.02 1.73
CL_F short 1401 1411 -81 -0.02 -1.13
ES_F long 0957 1022 90 0.01 29.50
ES_F short 0944 0953 -81 -0.01 -26.75
NQ_F long 0930 0947 86 0.03 228.50
NQ_F short 1449 1505 -81 -0.01 -66.00
YM_F long 0958 1012 86 0.01 248.00
YM_F short 1350 1411 -81 -0.01 -210.00

Trading dates are:

["2018-05-21","2018-05-24","2018-05-30","2018-06-05","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","2018-08-01","2018-08-07","2018-08-10","2018-08-13"]

To read this chart using CL_F above, a Long from 09:50 until 10:01 ET has been profitable 90% of the time over the last 21 days.


08-16-2018 13-taylorPlus Entry Exit Trade Profit Profit
Contract Direction Time Time % % Points HeatMap
CL_F long 1228 1238 100 0.02 1.09
CL_F short 1352 1409 -92 -0.02 -1.19
ES_F long 0951 1011 92 0.01 26.50
ES_F short 1535 1559 -85 -0.01 -19.25
NQ_F long 0930 0942 92 0.02 137.00
NQ_F short 1125 1140 -85 -0.01 -50.75
YM_F long 0947 1002 92 0.01 201.00
YM_F short 1535 1558 -85 -0.01 -274.00

Trading dates are:

["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","2018-08-01","2018-08-07","2018-08-10","2018-08-13"]

To read this chart using CL_F above, a Long from 12:28 until 12:38 ET has been profitable 100% of the time over the last 13 days.


08-16-2018 11-taylorPlus Entry Exit Trade Profit Profit
Contract Direction Time Time % % Points HeatMap
CL_F long 1024 1034 100 0.02 1.34
CL_F short 1203 1216 -91 -0.02 -1.61
ES_F long 0950 1010 91 0.01 25.00
ES_F short 1434 1443 -91 -0.00 -11.00
NQ_F long 0930 0942 91 0.02 109.25
NQ_F short 1431 1441 -91 -0.01 -35.25
YM_F long 1029 1039 91 0.01 161.00
YM_F short 1040 1052 -100 -0.00 -93.00

Trading dates are:

["2018-07-02","2018-07-05","2018-07-11","2018-07-17","2018-07-20","2018-07-23","2018-07-26","2018-08-01","2018-08-07","2018-08-10","2018-08-13"]

To read this chart using CL_F above, a Long from 10:24 until 10:34 ET has been profitable 100% of the time over the last 11 days.


08-16-2018 8-taylorPlus Entry Exit Trade Profit Profit
Contract Direction Time Time % % Points HeatMap
CL_F long 1023 1046 100 0.02 1.53
CL_F short 1203 1216 -100 -0.02 -1.34
ES_F long 0953 1019 100 0.01 16.00
ES_F short 1534 1555 -100 -0.00 -10.00
NQ_F long 0953 1019 100 0.01 108.00
NQ_F short 1452 1505 -100 -0.01 -40.50
YM_F long 0940 0954 100 0.01 154.00
YM_F short 1535 1558 -100 -0.01 -147.00

Trading dates are:

["2018-07-17","2018-07-20","2018-07-23","2018-07-26","2018-08-01","2018-08-07","2018-08-10","2018-08-13"]

To read this chart using CL_F above, a Long from 10:23 until 10:46 ET has been profitable 100% of the time over the last 8 days.


08-16-2018 5-taylorPlus Entry Exit Trade Profit Profit
Contract Direction Time Time % % Points HeatMap
CL_F long 1023 1046 100 0.02 1.25
CL_F short 1112 1138 -100 -0.01 -1.03
ES_F long 1004 1025 100 0.01 14.25
ES_F short 1105 1131 -100 -0.01 -17.25
NQ_F long 1004 1025 100 0.01 75.75
NQ_F short 1125 1138 -100 -0.01 -43.00
YM_F long 0933 0948 100 0.01 147.00
YM_F short 1105 1131 -100 -0.01 -135.00

Trading dates are:

["2018-07-26","2018-08-01","2018-08-07","2018-08-10","2018-08-13"]

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


08-16-2018 13-taylor3 Entry Exit Trade Profit Profit
Contract Direction Time Time % % Points HeatMap
CL_F long 1327 1335 92 0.01 0.61
CL_F short 1429 1440 -92 -0.02 -1.22
ES_F long 1421 1430 100 0.01 14.00
ES_F short 0932 0951 -92 -0.01 -30.75
NQ_F long 1420 1430 100 0.01 61.75
NQ_F short 0938 0948 -92 -0.02 -117.50
YM_F long 1503 1517 92 0.01 131.00
YM_F short 1429 1441 -92 -0.01 -142.00

Trading dates are:

["2018-06-20","2018-06-25","2018-06-28","2018-07-05","2018-07-10","2018-07-13","2018-07-18","2018-07-23","2018-07-26","2018-07-31","2018-08-03","2018-08-08","2018-08-13"]

To read this chart using CL_F above, a Long from 13:27 until 13:35 ET has been profitable 92% of the time over the last 13 days.


08-16-2018 11-taylor3 Entry Exit Trade Profit Profit
Contract Direction Time Time % % Points HeatMap
CL_F long 1221 1236 91 0.01 0.70
CL_F short 1429 1440 -100 -0.02 -1.13
ES_F long 0956 1009 100 0.01 21.75
ES_F short 0937 0957 -91 -0.01 -19.50
NQ_F long 1420 1431 100 0.01 57.50
NQ_F short 0942 0953 -91 -0.02 -123.00
YM_F long 1503 1517 100 0.01 125.00
YM_F short 1521 1547 -91 -0.01 -152.00

Trading dates are:

["2018-06-28","2018-07-05","2018-07-10","2018-07-13","2018-07-18","2018-07-23","2018-07-26","2018-07-31","2018-08-03","2018-08-08","2018-08-13"]

To read this chart using CL_F above, a Long from 12:21 until 12:36 ET has been profitable 91% of the time over the last 11 days.


08-16-2018 8-taylor3 Entry Exit Trade Profit Profit
Contract Direction Time Time % % Points HeatMap
CL_F long 1350 1411 100 0.01 0.82
CL_F short 1429 1440 -100 -0.01 -0.82
ES_F long 0957 1013 100 0.01 22.50
ES_F short 0936 0957 -87 -0.01 -20.50
NQ_F long 0957 1011 100 0.02 154.00
NQ_F short 0937 0947 -100 -0.01 -86.75
YM_F long 1503 1517 100 0.00 92.00
YM_F short 1526 1552 -87 -0.01 -136.00

Trading dates are:

["2018-07-13","2018-07-18","2018-07-23","2018-07-26","2018-07-31","2018-08-03","2018-08-08","2018-08-13"]

To read this chart using CL_F above, a Long from 13:50 until 14:11 ET has been profitable 100% of the time over the last 8 days.


08-16-2018 5-taylor3 Entry Exit Trade Profit Profit
Contract Direction Time Time % % Points HeatMap
CL_F long 1356 1422 100 0.01 1.01
CL_F short 1117 1143 -100 -0.03 -1.82
ES_F long 0951 1011 100 0.01 16.25
ES_F short 1243 1302 -100 -0.00 -11.25
NQ_F long 0957 1011 100 0.01 99.50
NQ_F short 0937 0947 -100 -0.01 -63.00
YM_F long 1315 1331 100 0.00 127.00
YM_F short 1526 1552 -100 -0.00 -125.00

Trading dates are:

["2018-07-26","2018-07-31","2018-08-03","2018-08-08","2018-08-13"]

To read this chart using CL_F above, a Long from 13:56 until 14:22 ET has been profitable 100% of the time over the last 5 days.