HotSpots for 08/22/2018 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.


08-22-2018 21-normal Entry Exit Trade Profit Profit
Contract Direction Time Time % % Points HeatMap
CL_F long 1148 1200 90 0.01 0.79
ES_F long 0931 0942 81 0.01 29.50
ES_F short 1040 1053 -81 -0.01 -21.00
NQ_F long 1017 1039 86 0.01 95.00
NQ_F short 1039 1054 -81 -0.02 -149.25
YM_F long 1205 1217 86 0.01 206.00
YM_F short 1544 1556 -86 -0.01 -164.00

Trading dates are:

["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","2018-08-21"]

To read this chart using CL_F above, a Long from 11:48 until 12:00 ET has been profitable 90% of the time over the last 21 days.


08-22-2018 13-normal Entry Exit Trade Profit Profit
Contract Direction Time Time % % Points HeatMap
CL_F long 1352 1400 92 0.01 0.49
CL_F short 1111 1134 -92 -0.03 -1.85
ES_F long 1201 1221 92 0.01 24.00
ES_F short 1535 1553 -92 -0.01 -29.50
NQ_F long 1200 1219 92 0.01 85.75
NQ_F short 1535 1552 -92 -0.01 -77.25
YM_F long 1205 1217 92 0.01 147.00
YM_F short 1536 1553 -100 -0.01 -252.00

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","2018-08-20","2018-08-21"]

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.


08-22-2018 11-normal Entry Exit Trade Profit Profit
Contract Direction Time Time % % Points HeatMap
CL_F long 1324 1333 91 0.01 0.61
CL_F short 1038 1104 -91 -0.03 -1.73
ES_F long 1058 1106 100 0.00 12.50
ES_F short 1535 1553 -100 -0.01 -28.75
NQ_F long 1025 1038 100 0.01 50.25
NQ_F short 1540 1554 -100 -0.01 -79.00
YM_F long 1124 1142 91 0.00 119.00
YM_F short 1535 1554 -100 -0.01 -285.00

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","2018-08-17","2018-08-20","2018-08-21"]

To read this chart using CL_F above, a Long from 13:24 until 13:33 ET has been profitable 91% of the time over the last 11 days.


08-22-2018 8-normal Entry Exit Trade Profit Profit
Contract Direction Time Time % % Points HeatMap
CL_F long 1321 1339 100 0.02 1.03
CL_F short 0947 0959 -100 -0.01 -0.79
ES_F long 1057 1106 100 0.00 11.25
ES_F short 1535 1552 -100 -0.01 -21.25
NQ_F long 1030 1039 100 0.01 61.00
NQ_F short 1537 1552 -100 -0.01 -62.00
YM_F long 1120 1143 100 0.01 152.00
YM_F short 1537 1552 -100 -0.01 -186.00

Trading dates are:

["2018-08-10","2018-08-13","2018-08-14","2018-08-15","2018-08-16","2018-08-17","2018-08-20","2018-08-21"]

To read this chart using CL_F above, a Long from 13:21 until 13:39 ET has been profitable 100% of the time over the last 8 days.


08-22-2018 5-normal Entry Exit Trade Profit Profit
Contract Direction Time Time % % Points HeatMap
CL_F long 1324 1336 100 0.01 0.59
CL_F short 1037 1103 -100 -0.02 -0.99
ES_F long 1118 1138 100 0.01 14.50
ES_F short 1535 1553 -100 -0.01 -15.25
NQ_F long 1116 1138 100 0.01 64.75
NQ_F short 0952 1009 -100 -0.01 -61.75
YM_F long 1124 1150 100 0.01 141.00
YM_F short 1535 1554 -100 -0.00 -119.00

Trading dates are:

["2018-08-15","2018-08-16","2018-08-17","2018-08-20","2018-08-21"]

To read this chart using CL_F above, a Long from 13:24 until 13:36 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.


08-22-2018 21-taylorPlus Entry Exit Trade Profit Profit
Contract Direction Time Time % % Points HeatMap
CL_F long 0950 1001 86 0.02 1.60
CL_F short 1401 1411 -81 -0.02 -1.10
ES_F long 0951 1010 90 0.02 42.00
ES_F short 1345 1359 -81 -0.01 -14.50
NQ_F long 0934 0942 86 0.01 65.25
YM_F long 0951 1001 86 0.01 236.00

Trading dates are:

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

To read this chart using CL_F above, a Long from 09:50 until 10:01 ET has been profitable 86% of the time over the last 21 days.


08-22-2018 13-taylorPlus Entry Exit Trade Profit Profit
Contract Direction Time Time % % Points HeatMap
CL_F long 1024 1034 92 0.02 1.32
CL_F short 1203 1216 -92 -0.02 -1.67
ES_F long 0950 1010 92 0.01 28.75
ES_F short 1535 1559 -85 -0.01 -16.25
NQ_F long 0959 1025 92 0.02 119.75
NQ_F short 1125 1140 -85 -0.01 -48.50
YM_F long 0947 1002 92 0.01 205.00
YM_F short 1040 1052 -92 -0.00 -90.00

Trading dates are:

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

To read this chart using CL_F above, a Long from 10:24 until 10:34 ET has been profitable 92% of the time over the last 13 days.


08-22-2018 11-taylorPlus Entry Exit Trade Profit Profit
Contract Direction Time Time % % Points HeatMap
CL_F long 1024 1045 100 0.02 1.69
CL_F short 1203 1216 -100 -0.02 -1.79
ES_F long 0950 1011 91 0.01 22.25
ES_F short 1535 1557 -91 -0.01 -15.50
NQ_F long 0959 1025 91 0.01 105.50
NQ_F short 1046 1056 -82 -0.01 -43.25
YM_F long 1029 1039 91 0.01 152.00
YM_F short 1040 1052 -100 -0.00 -98.00

Trading dates are:

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

To read this chart using CL_F above, a Long from 10:24 until 10:45 ET has been profitable 100% of the time over the last 11 days.


08-22-2018 8-taylorPlus Entry Exit Trade Profit Profit
Contract Direction Time Time % % Points HeatMap
CL_F long 1023 1046 100 0.02 1.48
CL_F short 1203 1228 -100 -0.02 -1.47
ES_F long 1030 1040 100 0.00 12.50
ES_F short 1535 1557 -100 -0.00 -13.50
NQ_F long 0959 1025 100 0.01 97.00
NQ_F short 1426 1441 -100 -0.01 -43.00
YM_F long 0930 0948 100 0.01 227.00
YM_F short 1535 1558 -100 -0.01 -173.00

Trading dates are:

["2018-07-20","2018-07-23","2018-07-26","2018-08-01","2018-08-07","2018-08-10","2018-08-13","2018-08-16"]

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.


08-22-2018 5-taylorPlus Entry Exit Trade Profit Profit
Contract Direction Time Time % % Points HeatMap
CL_F long 1501 1519 100 0.02 1.30
CL_F short 1203 1228 -100 -0.01 -0.52
ES_F long 1005 1031 100 0.01 15.75
ES_F short 1221 1247 -100 -0.00 -13.25
NQ_F long 1005 1031 100 0.01 82.50
NQ_F short 1031 1057 -100 -0.01 -63.75
YM_F long 0940 0954 100 0.00 118.00
YM_F short 1535 1558 -100 -0.01 -131.00

Trading dates are:

["2018-08-01","2018-08-07","2018-08-10","2018-08-13","2018-08-16"]

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.


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.


08-22-2018 21-taylor3 Entry Exit Trade Profit Profit
Contract Direction Time Time % % Points HeatMap
CL_F long 1011 1026 81 0.02 1.32
CL_F short 1355 1415 -81 -0.01 -0.99
ES_F long 1050 1103 86 0.01 26.50
NQ_F long 1301 1323 81 0.01 97.50
NQ_F short 1535 1559 -81 -0.01 -101.25
YM_F long 1051 1116 86 0.01 340.00
YM_F short 0943 0952 -86 -0.01 -349.00

Trading dates are:

["2018-05-22","2018-05-25","2018-05-31","2018-06-05","2018-06-08","2018-06-13","2018-06-18","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","2018-08-17"]

To read this chart using CL_F above, a Long from 10:11 until 10:26 ET has been profitable 81% of the time over the last 21 days.


08-22-2018 13-taylor3 Entry Exit Trade Profit Profit
Contract Direction Time Time % % Points HeatMap
CL_F long 1417 1434 85 0.03 2.11
CL_F short 1256 1322 -92 -0.03 -1.82
ES_F long 1422 1434 92 0.01 14.25
ES_F short 1535 1559 -92 -0.01 -33.00
NQ_F long 1422 1435 92 0.01 41.50
NQ_F short 1544 1555 -92 -0.01 -73.50
YM_F long 1008 1034 92 0.01 210.00
YM_F short 1542 1557 -92 -0.01 -250.00

Trading dates are:

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

To read this chart using CL_F above, a Long from 14:17 until 14:34 ET has been profitable 85% of the time over the last 13 days.


08-22-2018 11-taylor3 Entry Exit Trade Profit Profit
Contract Direction Time Time % % Points HeatMap
CL_F long 1426 1448 91 0.02 1.72
CL_F short 1256 1322 -91 -0.02 -1.58
ES_F long 1422 1434 91 0.00 13.50
ES_F short 0943 0951 -91 -0.01 -19.00
NQ_F long 1114 1129 91 0.01 47.75
NQ_F short 1239 1247 -91 -0.01 -57.00
YM_F long 1028 1039 100 0.01 131.00
YM_F short 0943 0951 -91 -0.01 -255.00

Trading dates are:

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

To read this chart using CL_F above, a Long from 14:26 until 14:48 ET has been profitable 91% of the time over the last 11 days.


08-22-2018 8-taylor3 Entry Exit Trade Profit Profit
Contract Direction Time Time % % Points HeatMap
CL_F long 1152 1200 100 0.00 0.28
CL_F short 1200 1217 -100 -0.01 -0.86
ES_F long 1422 1434 100 0.00 11.25
ES_F short 1542 1550 -100 -0.00 -9.50
NQ_F long 1114 1129 100 0.01 42.50
NQ_F short 1214 1222 -100 -0.00 -20.75
YM_F long 1030 1046 100 0.01 131.00
YM_F short 0942 1006 -100 -0.01 -158.00

Trading dates are:

["2018-07-19","2018-07-24","2018-07-27","2018-08-01","2018-08-06","2018-08-09","2018-08-14","2018-08-17"]

To read this chart using CL_F above, a Long from 11:52 until 12:00 ET has been profitable 100% of the time over the last 8 days.


08-22-2018 5-taylor3 Entry Exit Trade Profit Profit
Contract Direction Time Time % % Points HeatMap
CL_F long 1144 1201 100 0.01 0.48
CL_F short 1100 1121 -100 -0.02 -1.26
ES_F long 1025 1048 100 0.00 14.00
ES_F short 1535 1557 -100 -0.00 -11.00
NQ_F long 1148 1213 100 0.01 43.75
NQ_F short 1544 1557 -100 -0.00 -28.75
YM_F long 1027 1049 100 0.01 153.00
YM_F short 1535 1559 -100 -0.00 -120.00

Trading dates are:

["2018-08-01","2018-08-06","2018-08-09","2018-08-14","2018-08-17"]

To read this chart using CL_F above, a Long from 11:44 until 12:01 ET has been profitable 100% of the time over the last 5 days.