HotSpots for 08/23/2018 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.


08-23-2018 21-normal Entry Exit Trade Profit Profit
Contract Direction Time Time % % Points HeatMap
CL_F long 1148 1200 90 0.01 1.00
CL_F short 1043 1057 -81 -0.03 -1.73
ES_F long 0931 0942 81 0.01 28.00
ES_F short 1535 1555 -86 -0.01 -21.75
NQ_F long 1017 1039 86 0.01 97.25
NQ_F short 1546 1555 -86 -0.01 -55.25
YM_F long 1028 1039 81 0.01 190.00
YM_F short 1544 1556 -90 -0.01 -220.00

Trading dates are:

["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","2018-08-22"]

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.


08-23-2018 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 1109 1135 -85 -0.03 -1.90
ES_F long 0931 0941 92 0.01 22.00
ES_F short 1535 1553 -100 -0.01 -31.75
NQ_F long 1026 1039 92 0.01 72.50
NQ_F short 1535 1552 -100 -0.01 -87.75
YM_F long 1124 1142 92 0.01 146.00
YM_F short 1535 1554 -100 -0.01 -316.00

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","2018-08-21","2018-08-22"]

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.


08-23-2018 11-normal Entry Exit Trade Profit Profit
Contract Direction Time Time % % Points HeatMap
CL_F long 1424 1447 91 0.02 1.04
CL_F short 1038 1104 -91 -0.02 -1.68
ES_F long 1057 1106 100 0.00 14.25
ES_F short 1535 1554 -100 -0.01 -28.50
NQ_F long 1025 1038 100 0.01 52.50
NQ_F short 1537 1554 -100 -0.01 -83.75
YM_F long 1124 1142 100 0.01 134.00
YM_F short 1535 1554 -100 -0.01 -272.00

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","2018-08-20","2018-08-21","2018-08-22"]

To read this chart using CL_F above, a Long from 14:24 until 14:47 ET has been profitable 91% of the time over the last 11 days.


08-23-2018 8-normal Entry Exit Trade Profit Profit
Contract Direction Time Time % % Points HeatMap
CL_F long 1321 1339 100 0.01 0.94
CL_F short 1040 1058 -100 -0.02 -1.20
ES_F long 1156 1210 100 0.00 13.75
ES_F short 1535 1552 -100 -0.01 -22.50
NQ_F long 1030 1039 100 0.01 65.75
NQ_F short 1536 1552 -100 -0.01 -65.25
YM_F long 1120 1143 100 0.01 140.00
YM_F short 1535 1552 -100 -0.01 -185.00

Trading dates are:

["2018-08-13","2018-08-14","2018-08-15","2018-08-16","2018-08-17","2018-08-20","2018-08-21","2018-08-22"]

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.


08-23-2018 5-normal Entry Exit Trade Profit Profit
Contract Direction Time Time % % Points HeatMap
CL_F long 1142 1203 100 0.01 0.74
CL_F short 1004 1021 -100 -0.01 -0.77
ES_F long 1117 1143 100 0.00 13.75
ES_F short 1528 1552 -100 -0.01 -14.75
NQ_F long 1115 1141 100 0.01 63.00
NQ_F short 1416 1440 -100 -0.01 -39.00
YM_F long 0930 0943 100 0.01 167.00
YM_F short 1528 1552 -100 -0.01 -134.00

Trading dates are:

["2018-08-16","2018-08-17","2018-08-20","2018-08-21","2018-08-22"]

To read this chart using CL_F above, a Long from 11:42 until 12:03 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.


08-23-2018 21-taylorPlus Entry Exit Trade Profit Profit
Contract Direction Time Time % % Points HeatMap
CL_F long 1326 1352 81 0.02 1.70
ES_F long 1057 1106 86 0.00 13.00
ES_F short 1534 1545 -81 -0.01 -15.00
NQ_F long 1126 1148 81 0.02 139.50
NQ_F short 1306 1324 -81 -0.00 -25.50
YM_F long 1055 1116 86 0.01 234.00
YM_F short 1243 1254 -86 -0.01 -131.00

Trading dates are:

["2018-05-22","2018-05-25","2018-05-31","2018-06-06","2018-06-12","2018-06-15","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","2018-08-17","2018-08-20"]

To read this chart using CL_F above, a Long from 13:26 until 13:52 ET has been profitable 81% of the time over the last 21 days.


08-23-2018 13-taylorPlus Entry Exit Trade Profit Profit
Contract Direction Time Time % % Points HeatMap
CL_F long 1022 1038 92 0.02 1.38
CL_F short 1256 1319 -85 -0.02 -1.27
ES_F long 1015 1040 92 0.01 28.25
ES_F short 1405 1414 -92 -0.01 -14.50
NQ_F long 1454 1506 92 0.01 50.50
NQ_F short 1235 1253 -92 -0.01 -106.00
YM_F long 1015 1040 92 0.01 324.00
YM_F short 1243 1254 -92 -0.00 -105.00

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

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.


08-23-2018 11-taylorPlus Entry Exit Trade Profit Profit
Contract Direction Time Time % % Points HeatMap
CL_F long 1134 1154 100 0.01 0.92
CL_F short 1105 1119 -82 -0.02 -1.11
ES_F long 1015 1029 91 0.01 25.00
ES_F short 0938 0957 -91 -0.00 -10.75
NQ_F long 1454 1506 100 0.01 45.75
NQ_F short 1235 1253 -91 -0.01 -89.25
YM_F long 1441 1507 100 0.01 133.00
YM_F short 1002 1015 -91 -0.00 -120.00

Trading dates are:

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

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 11 days.


08-23-2018 8-taylorPlus Entry Exit Trade Profit Profit
Contract Direction Time Time % % Points HeatMap
CL_F long 1134 1154 100 0.01 0.63
CL_F short 1256 1319 -87 -0.02 -1.12
ES_F long 1333 1359 100 0.01 22.50
ES_F short 0943 0958 -100 -0.01 -15.75
NQ_F long 1339 1405 100 0.01 96.25
NQ_F short 1236 1255 -100 -0.01 -95.50
YM_F long 1333 1359 100 0.01 173.00
YM_F short 1246 1304 -100 -0.01 -136.00

Trading dates are:

["2018-07-24","2018-07-27","2018-07-30","2018-08-02","2018-08-08","2018-08-14","2018-08-17","2018-08-20"]

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.


08-23-2018 5-taylorPlus Entry Exit Trade Profit Profit
Contract Direction Time Time % % Points HeatMap
CL_F long 1214 1230 100 0.01 0.70
CL_F short 1040 1101 -100 -0.01 -0.87
ES_F long 1340 1406 100 0.01 15.50
ES_F short 0943 0951 -100 -0.00 -9.50
NQ_F long 1117 1143 100 0.01 69.25
NQ_F short 1243 1255 -100 -0.00 -30.00
YM_F long 1340 1405 100 0.01 146.00
YM_F short 0943 0951 -100 -0.00 -96.00

Trading dates are:

["2018-08-02","2018-08-08","2018-08-14","2018-08-17","2018-08-20"]

To read this chart using CL_F above, a Long from 12:14 until 12:30 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.


08-23-2018 21-taylor3 Entry Exit Trade Profit Profit
Contract Direction Time Time % % Points HeatMap
CL_F long 1134 1153 86 0.03 1.93
ES_F long 1531 1543 81 0.01 26.75
NQ_F long 1059 1123 90 0.02 125.75
YM_F long 1118 1132 81 0.01 192.00
YM_F short 1039 1053 -90 -0.01 -286.00

Trading dates are:

["2018-05-23","2018-05-29","2018-06-01","2018-06-06","2018-06-11","2018-06-14","2018-06-19","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","2018-08-20"]

To read this chart using CL_F above, a Long from 11:34 until 11:53 ET has been profitable 86% of the time over the last 21 days.


08-23-2018 13-taylor3 Entry Exit Trade Profit Profit
Contract Direction Time Time % % Points HeatMap
CL_F long 1024 1040 92 0.02 1.49
CL_F short 1455 1503 -92 -0.00 -0.35
ES_F long 1015 1040 92 0.01 38.25
ES_F short 1039 1052 -92 -0.01 -22.00
NQ_F long 1017 1039 100 0.02 138.25
NQ_F short 1040 1053 -85 -0.02 -112.25
YM_F long 1015 1040 92 0.02 372.00
YM_F short 1040 1051 -100 -0.01 -244.00

Trading dates are:

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

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.


08-23-2018 11-taylor3 Entry Exit Trade Profit Profit
Contract Direction Time Time % % Points HeatMap
CL_F long 1232 1258 91 0.02 1.20
CL_F short 1003 1023 -91 -0.02 -1.51
ES_F long 1015 1040 91 0.01 26.25
ES_F short 1039 1052 -91 -0.01 -18.75
NQ_F long 1017 1039 100 0.01 105.00
NQ_F short 1040 1053 -82 -0.01 -89.75
YM_F long 1101 1125 100 0.01 187.00
YM_F short 1040 1051 -100 -0.01 -216.00

Trading dates are:

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

To read this chart using CL_F above, a Long from 12:32 until 12:58 ET has been profitable 91% of the time over the last 11 days.


08-23-2018 8-taylor3 Entry Exit Trade Profit Profit
Contract Direction Time Time % % Points HeatMap
CL_F long 1150 1202 100 0.01 0.77
CL_F short 1402 1427 -100 -0.01 -0.81
ES_F long 1101 1125 100 0.01 17.25
ES_F short 1040 1053 -100 -0.01 -22.50
NQ_F long 1017 1039 100 0.01 81.50
NQ_F short 1040 1105 -100 -0.01 -87.25
YM_F long 1101 1125 100 0.01 168.00
YM_F short 1040 1053 -100 -0.01 -218.00

Trading dates are:

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

To read this chart using CL_F above, a Long from 11:50 until 12:02 ET has been profitable 100% of the time over the last 8 days.


08-23-2018 5-taylor3 Entry Exit Trade Profit Profit
Contract Direction Time Time % % Points HeatMap
CL_F long 0956 1009 100 0.01 0.94
CL_F short 1359 1424 -100 -0.01 -0.79
ES_F long 1201 1225 100 0.01 19.00
ES_F short 1040 1053 -100 -0.01 -16.00
NQ_F long 1202 1228 100 0.01 82.75
NQ_F short 1039 1059 -100 -0.01 -79.75
YM_F long 1501 1526 100 0.01 156.00
YM_F short 1041 1054 -100 -0.01 -160.00

Trading dates are:

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

To read this chart using CL_F above, a Long from 09:56 until 10:09 ET has been profitable 100% of the time over the last 5 days.