HotSpots for 08/20/2018 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.


08-20-2018 21-normal Entry Exit Trade Profit Profit
Contract Direction Time Time % % Points HeatMap
CL_F long 1150 1158 86 0.01 0.70
ES_F long 1028 1039 86 0.01 28.25
ES_F short 1534 1555 -81 -0.00 -9.00
NQ_F long 1017 1039 86 0.01 105.75
NQ_F short 1242 1250 -81 -0.01 -65.00
YM_F long 1028 1039 86 0.01 229.00
YM_F short 1544 1556 -86 -0.01 -167.00

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","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","2018-08-17"]

To read this chart using CL_F above, a Long from 11:50 until 11:58 ET has been profitable 86% of the time over the last 21 days.


08-20-2018 13-normal Entry Exit Trade Profit Profit
Contract Direction Time Time % % Points HeatMap
CL_F long 1352 1400 92 0.01 0.45
CL_F short 1111 1134 -85 -0.02 -1.56
ES_F long 1201 1221 92 0.01 27.50
ES_F short 1546 1559 -92 -0.01 -16.75
NQ_F long 1206 1221 100 0.01 89.50
NQ_F short 1546 1554 -85 -0.01 -55.50
YM_F long 1202 1221 92 0.01 206.00
YM_F short 1535 1559 -92 -0.01 -262.00

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","2018-08-16","2018-08-17"]

To read this chart using CL_F above, a Long from 13:52 until 14:00 ET has been profitable 92% of the time over the last 13 days.


08-20-2018 11-normal Entry Exit Trade Profit Profit
Contract Direction Time Time % % Points HeatMap
CL_F long 1426 1445 91 0.01 0.90
CL_F short 1111 1134 -91 -0.02 -1.67
ES_F long 1201 1221 91 0.01 21.50
ES_F short 1536 1549 -100 -0.01 -14.25
NQ_F long 1206 1221 100 0.01 68.50
NQ_F short 1535 1552 -91 -0.01 -66.75
YM_F long 1202 1221 91 0.01 166.00
YM_F short 1536 1553 -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","2018-08-15","2018-08-16","2018-08-17"]

To read this chart using CL_F above, a Long from 14:26 until 14:45 ET has been profitable 91% of the time over the last 11 days.


08-20-2018 8-normal Entry Exit Trade Profit Profit
Contract Direction Time Time % % Points HeatMap
CL_F long 1424 1447 100 0.02 1.02
CL_F short 0946 1009 -100 -0.02 -1.42
ES_F long 1057 1106 100 0.00 11.25
ES_F short 1535 1554 -100 -0.01 -22.00
NQ_F long 1355 1405 100 0.01 43.50
NQ_F short 1535 1552 -100 -0.01 -63.50
YM_F long 1057 1106 100 0.00 124.00
YM_F short 1535 1554 -100 -0.01 -215.00

Trading dates are:

["2018-08-08","2018-08-09","2018-08-10","2018-08-13","2018-08-14","2018-08-15","2018-08-16","2018-08-17"]

To read this chart using CL_F above, a Long from 14:24 until 14:47 ET has been profitable 100% of the time over the last 8 days.


08-20-2018 5-normal Entry Exit Trade Profit Profit
Contract Direction Time Time % % Points HeatMap
CL_F long 1317 1342 100 0.01 0.90
CL_F short 1138 1200 -100 -0.02 -1.28
ES_F long 1350 1405 100 0.01 17.00
ES_F short 1535 1552 -100 -0.01 -15.75
NQ_F long 1030 1038 100 0.01 46.50
NQ_F short 0938 0951 -100 -0.01 -60.00
YM_F long 1156 1217 100 0.00 102.00
YM_F short 0957 1006 -100 -0.01 -139.00

Trading dates are:

["2018-08-13","2018-08-14","2018-08-15","2018-08-16","2018-08-17"]

To read this chart using CL_F above, a Long from 13:17 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.


08-20-2018 13-taylorPlus Entry Exit Trade Profit Profit
Contract Direction Time Time % % Points HeatMap
CL_F long 1022 1038 92 0.02 1.50
CL_F short 1230 1245 -85 -0.01 -0.71
ES_F long 1351 1402 92 0.01 26.00
ES_F short 1405 1414 -92 -0.00 -13.50
NQ_F long 1523 1540 92 0.01 47.75
NQ_F short 1243 1302 -92 -0.01 -68.00
YM_F long 1351 1402 92 0.01 210.00
YM_F short 1236 1300 -92 -0.01 -245.00

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","2018-08-14","2018-08-17"]

To read this chart using CL_F above, a Long from 10:22 until 10:38 ET has been profitable 92% of the time over the last 13 days.


08-20-2018 11-taylorPlus Entry Exit Trade Profit Profit
Contract Direction Time Time % % Points HeatMap
CL_F long 1134 1154 91 0.01 0.78
CL_F short 1020 1032 -91 -0.02 -1.17
ES_F long 1015 1031 91 0.01 25.00
ES_F short 1405 1414 -100 -0.00 -9.75
NQ_F long 1450 1509 100 0.01 61.50
NQ_F short 1235 1253 -91 -0.01 -90.25
YM_F long 1441 1507 100 0.01 158.00
YM_F short 1236 1300 -91 -0.01 -164.00

Trading dates are:

["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","2018-08-17"]

To read this chart using CL_F above, a Long from 11:34 until 11:54 ET has been profitable 91% of the time over the last 11 days.


08-20-2018 8-taylorPlus Entry Exit Trade Profit Profit
Contract Direction Time Time % % Points HeatMap
CL_F long 1134 1154 100 0.01 0.72
CL_F short 1020 1032 -100 -0.02 -1.23
ES_F long 1340 1405 100 0.01 23.50
ES_F short 1243 1259 -100 -0.00 -13.00
NQ_F long 1339 1405 100 0.01 96.25
NQ_F short 1243 1302 -100 -0.01 -73.75
YM_F long 1340 1402 100 0.01 145.00
YM_F short 1243 1304 -100 -0.01 -138.00

Trading dates are:

["2018-07-18","2018-07-24","2018-07-27","2018-07-30","2018-08-02","2018-08-08","2018-08-14","2018-08-17"]

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.


08-20-2018 5-taylorPlus Entry Exit Trade Profit Profit
Contract Direction Time Time % % Points HeatMap
CL_F long 1034 1044 100 0.01 0.76
CL_F short 1044 1107 -100 -0.01 -0.94
ES_F long 1340 1405 100 0.01 19.50
ES_F short 0943 0958 -100 -0.00 -7.50
NQ_F long 1025 1051 100 0.01 65.00
NQ_F short 1238 1255 -100 -0.01 -43.75
YM_F long 1345 1405 100 0.01 160.00
YM_F short 1535 1557 -100 -0.00 -118.00

Trading dates are:

["2018-07-30","2018-08-02","2018-08-08","2018-08-14","2018-08-17"]

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.


08-20-2018 13-taylor3 Entry Exit Trade Profit Profit
Contract Direction Time Time % % Points HeatMap
CL_F long 1024 1040 92 0.02 1.46
CL_F short 1406 1432 -85 -0.03 -1.90
ES_F long 1028 1040 92 0.01 25.25
ES_F short 1302 1320 -85 -0.01 -28.50
NQ_F long 1017 1039 92 0.01 96.75
NQ_F short 1313 1321 -85 -0.01 -50.75
YM_F long 1519 1536 92 0.01 230.00
YM_F short 1040 1051 -100 -0.01 -225.00

Trading dates are:

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

To read this chart using CL_F above, a Long from 10:24 until 10:40 ET has been profitable 92% of the time over the last 13 days.


08-20-2018 11-taylor3 Entry Exit Trade Profit Profit
Contract Direction Time Time % % Points HeatMap
CL_F long 1333 1351 100 0.01 0.76
CL_F short 1001 1023 -91 -0.02 -1.29
ES_F long 1015 1040 91 0.01 34.00
ES_F short 1039 1052 -91 -0.01 -18.00
NQ_F long 1017 1039 100 0.02 114.00
NQ_F short 1040 1053 -82 -0.01 -90.75
YM_F long 1015 1040 91 0.01 311.00
YM_F short 1040 1051 -100 -0.01 -201.00

Trading dates are:

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

To read this chart using CL_F above, a Long from 13:33 until 13:51 ET has been profitable 100% of the time over the last 11 days.


08-20-2018 8-taylor3 Entry Exit Trade Profit Profit
Contract Direction Time Time % % Points HeatMap
CL_F long 1120 1146 100 0.02 1.60
CL_F short 1406 1427 -100 -0.02 -1.05
ES_F long 1101 1125 100 0.01 17.25
ES_F short 1039 1052 -100 -0.01 -16.50
NQ_F long 1017 1039 100 0.01 74.75
NQ_F short 1409 1430 -100 -0.01 -45.25
YM_F long 1101 1125 100 0.01 156.00
YM_F short 1039 1053 -100 -0.01 -184.00

Trading dates are:

["2018-07-17","2018-07-20","2018-07-25","2018-07-30","2018-08-02","2018-08-07","2018-08-10","2018-08-15"]

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.


08-20-2018 5-taylor3 Entry Exit Trade Profit Profit
Contract Direction Time Time % % Points HeatMap
CL_F long 1120 1142 100 0.01 0.96
CL_F short 1055 1106 -100 -0.01 -0.82
ES_F long 1101 1125 100 0.00 11.75
ES_F short 1405 1429 -100 -0.01 -15.50
NQ_F long 1513 1535 100 0.01 53.75
NQ_F short 1040 1059 -100 -0.01 -83.50
YM_F long 1101 1125 100 0.01 129.00
YM_F short 1040 1053 -100 -0.01 -146.00

Trading dates are:

["2018-07-30","2018-08-02","2018-08-07","2018-08-10","2018-08-15"]

To read this chart using CL_F above, a Long from 11:20 until 11:42 ET has been profitable 100% of the time over the last 5 days.