HotSpots for 08/21/2018 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.


08-21-2018 21-normal Entry Exit Trade Profit Profit
Contract Direction Time Time % % Points HeatMap
CL_F long 1150 1158 86 0.01 0.73
ES_F long 1209 1217 86 0.01 14.25
ES_F short 1534 1555 -81 -0.00 -8.75
NQ_F long 1017 1039 86 0.01 100.25
NQ_F short 1236 1250 -81 -0.01 -108.00
YM_F long 1209 1217 86 0.01 158.00
YM_F short 1544 1556 -86 -0.01 -169.00

Trading dates are:

["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","2018-08-20"]

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.


08-21-2018 13-normal Entry Exit Trade Profit Profit
Contract Direction Time Time % % Points HeatMap
CL_F long 1352 1400 92 0.01 0.48
CL_F short 1111 1134 -85 -0.02 -1.40
ES_F long 1201 1221 92 0.01 29.00
ES_F short 1546 1559 -92 -0.01 -17.00
NQ_F long 1200 1219 92 0.01 99.75
NQ_F short 1039 1051 -85 -0.01 -62.25
YM_F long 1203 1224 92 0.01 226.00
YM_F short 1535 1559 -92 -0.01 -251.00

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","2018-08-17","2018-08-20"]

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.


08-21-2018 11-normal Entry Exit Trade Profit Profit
Contract Direction Time Time % % Points HeatMap
CL_F long 1426 1434 91 0.02 1.03
CL_F short 1111 1134 -91 -0.03 -1.78
ES_F long 1201 1221 91 0.01 19.75
ES_F short 1535 1554 -100 -0.01 -26.25
NQ_F long 1200 1220 91 0.01 67.50
NQ_F short 1535 1552 -100 -0.01 -71.00
YM_F long 1202 1221 91 0.01 158.00
YM_F short 1535 1554 -100 -0.01 -270.00

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","2018-08-16","2018-08-17","2018-08-20"]

To read this chart using CL_F above, a Long from 14:26 until 14:34 ET has been profitable 91% of the time over the last 11 days.


08-21-2018 8-normal Entry Exit Trade Profit Profit
Contract Direction Time Time % % Points HeatMap
CL_F long 1421 1431 100 0.02 1.15
CL_F short 0947 1001 -100 -0.02 -1.19
ES_F long 1057 1106 100 0.00 12.25
ES_F short 1535 1554 -100 -0.01 -21.00
NQ_F long 1030 1039 100 0.01 58.25
NQ_F short 1537 1554 -100 -0.01 -63.00
YM_F long 1057 1106 100 0.01 133.00
YM_F short 1535 1554 -100 -0.01 -203.00

Trading dates are:

["2018-08-09","2018-08-10","2018-08-13","2018-08-14","2018-08-15","2018-08-16","2018-08-17","2018-08-20"]

To read this chart using CL_F above, a Long from 14:21 until 14:31 ET has been profitable 100% of the time over the last 8 days.


08-21-2018 5-normal Entry Exit Trade Profit Profit
Contract Direction Time Time % % Points HeatMap
CL_F long 1318 1341 100 0.01 0.91
CL_F short 1037 1101 -100 -0.01 -1.00
ES_F long 1448 1502 100 0.01 16.25
ES_F short 0957 1018 -100 -0.01 -15.25
NQ_F long 1057 1123 100 0.01 58.75
NQ_F short 0941 1007 -100 -0.02 -141.00
YM_F long 1057 1116 100 0.01 139.00
YM_F short 0957 1018 -100 -0.00 -123.00

Trading dates are:

["2018-08-14","2018-08-15","2018-08-16","2018-08-17","2018-08-20"]

To read this chart using CL_F above, a Long from 13:18 until 13:41 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.


08-21-2018 13-taylorPlus Entry Exit Trade Profit Profit
Contract Direction Time Time % % Points HeatMap
CL_F long 1222 1244 92 0.01 1.00
CL_F short 0945 0953 -92 -0.02 -1.27
ES_F long 1028 1044 100 0.01 23.75
ES_F short 0934 0952 -85 -0.01 -39.50
NQ_F long 1252 1303 100 0.01 63.75
NQ_F short 0941 0949 -92 -0.02 -141.25
YM_F long 1029 1044 100 0.01 204.00
YM_F short 0932 0952 -92 -0.01 -353.00

Trading dates are:

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

To read this chart using CL_F above, a Long from 12:22 until 12:44 ET has been profitable 92% of the time over the last 13 days.


08-21-2018 11-taylorPlus Entry Exit Trade Profit Profit
Contract Direction Time Time % % Points HeatMap
CL_F long 1221 1245 91 0.01 1.02
CL_F short 1033 1054 -91 -0.02 -1.53
ES_F long 1028 1044 100 0.01 18.50
ES_F short 1323 1332 -91 -0.00 -9.75
NQ_F long 1252 1303 100 0.01 50.75
NQ_F short 0941 0949 -91 -0.02 -111.25
YM_F long 1028 1044 100 0.01 182.00
YM_F short 0932 0951 -91 -0.01 -244.00

Trading dates are:

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

To read this chart using CL_F above, a Long from 12:21 until 12:45 ET has been profitable 91% of the time over the last 11 days.


08-21-2018 8-taylorPlus Entry Exit Trade Profit Profit
Contract Direction Time Time % % Points HeatMap
CL_F long 1057 1108 100 0.01 0.67
CL_F short 1245 1310 -100 -0.01 -0.63
ES_F long 1026 1041 100 0.01 17.25
ES_F short 1544 1553 -87 -0.00 -10.00
NQ_F long 1108 1129 100 0.01 64.50
NQ_F short 1040 1051 -100 -0.01 -64.00
YM_F long 1028 1041 100 0.01 152.00
YM_F short 1305 1316 -100 -0.00 -55.00

Trading dates are:

["2018-07-16","2018-07-19","2018-07-25","2018-07-31","2018-08-03","2018-08-06","2018-08-09","2018-08-15"]

To read this chart using CL_F above, a Long from 10:57 until 11:08 ET has been profitable 100% of the time over the last 8 days.


08-21-2018 5-taylorPlus Entry Exit Trade Profit Profit
Contract Direction Time Time % % Points HeatMap
CL_F long 1001 1010 100 0.01 0.78
CL_F short 0932 0952 -100 -0.02 -1.05
ES_F long 1200 1225 100 0.01 21.75
ES_F short 1545 1554 -100 -0.00 -9.50
NQ_F long 1200 1225 100 0.01 76.50
NQ_F short 0941 0949 -100 -0.01 -57.25
YM_F long 1200 1225 100 0.01 202.00
YM_F short 1545 1554 -100 -0.00 -111.00

Trading dates are:

["2018-07-31","2018-08-03","2018-08-06","2018-08-09","2018-08-15"]

To read this chart using CL_F above, a Long from 10:01 until 10:10 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.


08-21-2018 21-taylor3 Entry Exit Trade Profit Profit
Contract Direction Time Time % % Points HeatMap
CL_F long 1110 1124 81 0.02 1.27
CL_F short 1429 1440 -81 -0.02 -1.13
ES_F long 1034 1046 95 0.02 44.75
ES_F short 0944 0956 -81 -0.01 -28.25
NQ_F long 1035 1046 86 0.02 131.00
NQ_F short 1328 1340 -86 -0.01 -68.50
YM_F long 1034 1046 86 0.01 314.00
YM_F short 1429 1441 -86 -0.01 -140.00

Trading dates are:

["2018-05-21","2018-05-24","2018-05-30","2018-06-04","2018-06-07","2018-06-12","2018-06-15","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","2018-08-16"]

To read this chart using CL_F above, a Long from 11:10 until 11:24 ET has been profitable 81% of the time over the last 21 days.


08-21-2018 13-taylor3 Entry Exit Trade Profit Profit
Contract Direction Time Time % % Points HeatMap
CL_F long 1443 1454 92 0.00 0.30
CL_F short 1429 1440 -92 -0.02 -1.09
ES_F long 1024 1049 92 0.01 30.50
ES_F short 0935 0953 -85 -0.01 -36.75
NQ_F long 1020 1046 92 0.02 114.75
NQ_F short 0937 0947 -92 -0.02 -144.75
YM_F long 1036 1046 92 0.01 189.00
YM_F short 1429 1441 -92 -0.01 -130.00

Trading dates are:

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

To read this chart using CL_F above, a Long from 14:43 until 14:54 ET has been profitable 92% of the time over the last 13 days.


08-21-2018 11-taylor3 Entry Exit Trade Profit Profit
Contract Direction Time Time % % Points HeatMap
CL_F long 1442 1454 100 0.00 0.31
CL_F short 1429 1440 -100 -0.01 -0.99
ES_F long 1153 1216 100 0.01 20.25
ES_F short 0931 0957 -82 -0.01 -18.75
NQ_F long 0957 1011 91 0.02 153.00
NQ_F short 0941 0957 -91 -0.02 -131.25
YM_F long 0944 1010 91 0.01 148.00
YM_F short 1331 1348 -91 -0.00 -121.00

Trading dates are:

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

To read this chart using CL_F above, a Long from 14:42 until 14:54 ET has been profitable 100% of the time over the last 11 days.


08-21-2018 8-taylor3 Entry Exit Trade Profit Profit
Contract Direction Time Time % % Points HeatMap
CL_F long 1405 1425 100 0.01 0.98
CL_F short 1429 1438 -100 -0.01 -0.50
ES_F long 0957 1012 100 0.01 18.25
ES_F short 0935 0958 -87 -0.00 -12.50
NQ_F long 0957 1011 100 0.02 136.00
NQ_F short 0937 0947 -100 -0.01 -89.50
YM_F long 1126 1147 100 0.00 81.00
YM_F short 1010 1023 -100 -0.00 -115.00

Trading dates are:

["2018-07-18","2018-07-23","2018-07-26","2018-07-31","2018-08-03","2018-08-08","2018-08-13","2018-08-16"]

To read this chart using CL_F above, a Long from 14:05 until 14:25 ET has been profitable 100% of the time over the last 8 days.


08-21-2018 5-taylor3 Entry Exit Trade Profit Profit
Contract Direction Time Time % % Points HeatMap
CL_F long 1354 1420 100 0.02 1.23
CL_F short 1136 1146 -100 -0.02 -1.22
ES_F long 1200 1221 100 0.00 13.75
ES_F short 1526 1552 -100 -0.01 -16.75
NQ_F long 0947 1011 100 0.01 81.50
NQ_F short 0937 0947 -100 -0.01 -62.75
YM_F long 1203 1221 100 0.00 111.00
YM_F short 1526 1552 -100 -0.01 -168.00

Trading dates are:

["2018-07-31","2018-08-03","2018-08-08","2018-08-13","2018-08-16"]

To read this chart using CL_F above, a Long from 13:54 until 14:20 ET has been profitable 100% of the time over the last 5 days.