HotSpots for 08/17/2018 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.


08-17-2018 21-normal Entry Exit Trade Profit Profit
Contract Direction Time Time % % Points HeatMap
CL_F long 1223 1236 81 0.01 0.76
ES_F long 1001 1013 86 0.01 15.75
ES_F short 1534 1555 -81 -0.00 -11.25
NQ_F long 1003 1013 86 0.01 95.75
NQ_F short 1242 1250 -81 -0.01 -69.25
YM_F long 1028 1039 86 0.01 212.00
YM_F short 1544 1556 -86 -0.01 -170.00

Trading dates are:

["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","2018-08-16"]

To read this chart using CL_F above, a Long from 12:23 until 12:36 ET has been profitable 81% of the time over the last 21 days.


08-17-2018 13-normal Entry Exit Trade Profit Profit
Contract Direction Time Time % % Points HeatMap
CL_F long 1023 1031 85 0.01 0.55
CL_F short 1105 1129 -85 -0.02 -1.67
ES_F long 1201 1221 100 0.01 30.00
ES_F short 1546 1556 -92 -0.01 -15.00
NQ_F long 1200 1219 100 0.02 118.50
NQ_F short 1039 1054 -85 -0.01 -84.75
YM_F long 1202 1221 100 0.01 242.00
YM_F short 1535 1557 -92 -0.01 -249.00

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","2018-08-15","2018-08-16"]

To read this chart using CL_F above, a Long from 10:23 until 10:31 ET has been profitable 85% of the time over the last 13 days.


08-17-2018 11-normal Entry Exit Trade Profit Profit
Contract Direction Time Time % % Points HeatMap
CL_F long 1352 1400 91 0.01 0.36
CL_F short 1311 1323 -91 -0.01 -0.55
ES_F long 1201 1221 100 0.01 28.00
ES_F short 1536 1549 -91 -0.00 -12.00
NQ_F long 1200 1219 100 0.01 103.75
NQ_F short 1149 1157 -100 -0.01 -55.50
YM_F long 1203 1224 100 0.01 231.00
YM_F short 1535 1557 -91 -0.01 -217.00

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","2018-08-14","2018-08-15","2018-08-16"]

To read this chart using CL_F above, a Long from 13:52 until 14:00 ET has been profitable 91% of the time over the last 11 days.


08-17-2018 8-normal Entry Exit Trade Profit Profit
Contract Direction Time Time % % Points HeatMap
CL_F long 1331 1342 100 0.01 0.46
CL_F short 1203 1216 -100 -0.02 -1.05
ES_F long 1201 1221 100 0.01 15.75
ES_F short 1535 1554 -100 -0.01 -22.75
NQ_F long 1005 1013 100 0.01 67.50
NQ_F short 1535 1554 -100 -0.01 -71.00
YM_F long 1202 1220 100 0.00 125.00
YM_F short 1535 1554 -100 -0.01 -238.00

Trading dates are:

["2018-08-07","2018-08-08","2018-08-09","2018-08-10","2018-08-13","2018-08-14","2018-08-15","2018-08-16"]

To read this chart using CL_F above, a Long from 13:31 until 13:42 ET has been profitable 100% of the time over the last 8 days.


08-17-2018 5-normal Entry Exit Trade Profit Profit
Contract Direction Time Time % % Points HeatMap
CL_F long 1320 1342 100 0.01 0.89
CL_F short 1138 1159 -100 -0.02 -1.09
ES_F long 1202 1218 100 0.01 14.50
ES_F short 0957 1005 -100 -0.01 -16.25
NQ_F long 1005 1013 100 0.01 55.00
NQ_F short 1535 1552 -100 -0.01 -49.00
YM_F long 1501 1526 100 0.01 160.00
YM_F short 0957 1006 -100 -0.01 -164.00

Trading dates are:

["2018-08-10","2018-08-13","2018-08-14","2018-08-15","2018-08-16"]

To read this chart using CL_F above, a Long from 13:20 until 13:42 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.


08-17-2018 13-taylorPlus Entry Exit Trade Profit Profit
Contract Direction Time Time % % Points HeatMap
CL_F long 1014 1038 92 0.03 2.05
CL_F short 1102 1122 -85 -0.01 -0.95
ES_F long 1523 1535 92 0.01 17.00
ES_F short 1404 1418 -92 -0.00 -12.25
NQ_F long 1523 1535 92 0.01 57.75
NQ_F short 1235 1259 -85 -0.02 -113.00
YM_F long 1351 1402 92 0.01 192.00
YM_F short 1404 1418 -92 -0.00 -117.00

Trading dates are:

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

To read this chart using CL_F above, a Long from 10:14 until 10:38 ET has been profitable 92% of the time over the last 13 days.


08-17-2018 11-taylorPlus Entry Exit Trade Profit Profit
Contract Direction Time Time % % Points HeatMap
CL_F long 1515 1533 100 0.01 0.41
CL_F short 1256 1319 -82 -0.01 -0.94
ES_F long 1015 1040 91 0.01 25.50
ES_F short 1405 1414 -100 -0.01 -13.75
NQ_F long 1458 1506 100 0.01 47.00
NQ_F short 1235 1253 -91 -0.01 -98.75
YM_F long 1015 1040 91 0.01 301.00
YM_F short 1405 1417 -100 -0.01 -143.00

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","2018-08-02","2018-08-08","2018-08-14"]

To read this chart using CL_F above, a Long from 15:15 until 15:33 ET has been profitable 100% of the time over the last 11 days.


08-17-2018 8-taylorPlus Entry Exit Trade Profit Profit
Contract Direction Time Time % % Points HeatMap
CL_F long 1134 1154 100 0.01 0.77
CL_F short 1020 1032 -87 -0.01 -0.90
ES_F long 1458 1506 100 0.00 11.75
ES_F short 1402 1418 -100 -0.00 -13.50
NQ_F long 1006 1027 100 0.01 52.75
NQ_F short 1405 1414 -100 -0.00 -29.75
YM_F long 1020 1029 100 0.01 137.00
YM_F short 1402 1418 -100 -0.00 -116.00

Trading dates are:

["2018-07-12","2018-07-18","2018-07-24","2018-07-27","2018-07-30","2018-08-02","2018-08-08","2018-08-14"]

To read this chart using CL_F above, a Long from 11:34 until 11:54 ET has been profitable 100% of the time over the last 8 days.


08-17-2018 5-taylorPlus Entry Exit Trade Profit Profit
Contract Direction Time Time % % Points HeatMap
CL_F long 1034 1044 100 0.01 1.03
CL_F short 1044 1059 -100 -0.01 -1.03
ES_F long 1339 1404 100 0.01 16.50
ES_F short 1402 1426 -100 -0.00 -13.00
NQ_F long 1001 1023 100 0.01 67.75
NQ_F short 1236 1301 -100 -0.01 -74.75
YM_F long 1339 1405 100 0.01 130.00
YM_F short 1405 1427 -100 -0.00 -117.00

Trading dates are:

["2018-07-27","2018-07-30","2018-08-02","2018-08-08","2018-08-14"]

To read this chart using CL_F above, a Long from 10:34 until 10:44 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.


08-17-2018 13-taylor3 Entry Exit Trade Profit Profit
Contract Direction Time Time % % Points HeatMap
CL_F long 1425 1446 85 0.03 1.71
CL_F short 1404 1417 -85 -0.03 -1.78
ES_F long 1300 1323 85 0.01 19.25
ES_F short 1402 1413 -100 -0.01 -22.75
NQ_F long 1523 1534 92 0.01 55.25
NQ_F short 1402 1410 -92 -0.01 -57.00
YM_F long 1008 1034 92 0.01 204.00
YM_F short 0944 0952 -92 -0.01 -263.00

Trading dates are:

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

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.


08-17-2018 11-taylor3 Entry Exit Trade Profit Profit
Contract Direction Time Time % % Points HeatMap
CL_F long 1011 1036 91 0.01 0.96
CL_F short 1115 1130 -91 -0.03 -2.07
ES_F long 1422 1434 91 0.00 12.50
ES_F short 1402 1413 -100 -0.01 -19.50
NQ_F long 1422 1435 91 0.01 40.25
NQ_F short 1535 1559 -91 -0.01 -58.00
YM_F long 0930 0944 91 0.01 260.00
YM_F short 0944 0952 -91 -0.01 -204.00

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","2018-08-06","2018-08-09","2018-08-14"]

To read this chart using CL_F above, a Long from 10:11 until 10:36 ET has been profitable 91% of the time over the last 11 days.


08-17-2018 8-taylor3 Entry Exit Trade Profit Profit
Contract Direction Time Time % % Points HeatMap
CL_F long 1503 1522 88 0.02 1.21
CL_F short 1325 1351 -100 -0.01 -0.98
ES_F long 1001 1022 88 0.00 12.25
ES_F short 1401 1412 -100 -0.00 -13.25
NQ_F long 1332 1341 100 0.00 33.50
NQ_F short 1236 1249 -87 -0.01 -57.75
YM_F long 1030 1044 100 0.00 109.00
YM_F short 1533 1547 -100 -0.00 -90.00

Trading dates are:

["2018-07-16","2018-07-19","2018-07-24","2018-07-27","2018-08-01","2018-08-06","2018-08-09","2018-08-14"]

To read this chart using CL_F above, a Long from 15:03 until 15:22 ET has been profitable 88% of the time over the last 8 days.


08-17-2018 5-taylor3 Entry Exit Trade Profit Profit
Contract Direction Time Time % % Points HeatMap
CL_F long 1501 1519 100 0.02 1.35
CL_F short 1102 1121 -100 -0.02 -1.13
ES_F long 1003 1022 100 0.00 10.25
ES_F short 1104 1120 -100 -0.00 -11.75
NQ_F long 1003 1025 100 0.01 54.50
NQ_F short 1104 1120 -100 -0.01 -43.75
YM_F long 1006 1031 100 0.01 132.00
YM_F short 1535 1559 -100 -0.00 -110.00

Trading dates are:

["2018-07-27","2018-08-01","2018-08-06","2018-08-09","2018-08-14"]

To read this chart using CL_F above, a Long from 15:01 until 15:19 ET has been profitable 100% of the time over the last 5 days.