HotSpots for 09/14/2018 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.


09-14-2018 21-normal Entry Exit Trade Profit Profit
Contract Direction Time Time % % Points HeatMap
CL_F long 1246 1302 86 0.01 0.97
CL_F short 1418 1426 -90 -0.02 -1.56
ES_F long 0932 0942 90 0.01 17.00
ES_F short 1535 1552 -90 -0.01 -38.00
NQ_F long 1454 1502 86 0.01 66.75
NQ_F short 1536 1552 -81 -0.01 -105.75
YM_F long 1433 1444 95 0.01 166.00
YM_F short 1535 1554 -95 -0.01 -343.00

Trading dates are:

["2018-08-15","2018-08-16","2018-08-17","2018-08-20","2018-08-21","2018-08-22","2018-08-23","2018-08-24","2018-08-27","2018-08-28","2018-08-29","2018-08-30","2018-08-31","2018-09-04","2018-09-05","2018-09-06","2018-09-07","2018-09-10","2018-09-11","2018-09-12","2018-09-13"]

To read this chart using CL_F above, a Long from 12:46 until 13:02 ET has been profitable 86% of the time over the last 21 days.


09-14-2018 13-normal Entry Exit Trade Profit Profit
Contract Direction Time Time % % Points HeatMap
CL_F long 1245 1305 92 0.02 1.09
CL_F short 1404 1424 -100 -0.02 -1.59
ES_F long 1423 1449 100 0.01 21.25
ES_F short 1536 1551 -92 -0.01 -18.25
NQ_F long 1551 1559 92 0.01 54.00
NQ_F short 1254 1310 -85 -0.01 -54.25
YM_F long 1423 1448 100 0.01 180.00
YM_F short 1535 1554 -92 -0.01 -161.00

Trading dates are:

["2018-08-27","2018-08-28","2018-08-29","2018-08-30","2018-08-31","2018-09-04","2018-09-05","2018-09-06","2018-09-07","2018-09-10","2018-09-11","2018-09-12","2018-09-13"]

To read this chart using CL_F above, a Long from 12:45 until 13:05 ET has been profitable 92% of the time over the last 13 days.


09-14-2018 11-normal Entry Exit Trade Profit Profit
Contract Direction Time Time % % Points HeatMap
CL_F long 1246 1256 100 0.01 0.55
CL_F short 1404 1424 -100 -0.02 -1.50
ES_F long 1423 1449 100 0.01 19.50
ES_F short 1535 1551 -91 -0.01 -15.00
NQ_F long 0941 0950 91 0.01 88.25
NQ_F short 1336 1354 -100 -0.01 -45.00
YM_F long 1425 1440 100 0.01 171.00
YM_F short 1535 1551 -91 -0.00 -125.00

Trading dates are:

["2018-08-29","2018-08-30","2018-08-31","2018-09-04","2018-09-05","2018-09-06","2018-09-07","2018-09-10","2018-09-11","2018-09-12","2018-09-13"]

To read this chart using CL_F above, a Long from 12:46 until 12:56 ET has been profitable 100% of the time over the last 11 days.


09-14-2018 8-normal Entry Exit Trade Profit Profit
Contract Direction Time Time % % Points HeatMap
CL_F long 1246 1256 100 0.01 0.44
CL_F short 1404 1424 -100 -0.01 -1.03
ES_F long 1414 1440 100 0.00 14.00
ES_F short 1530 1551 -100 -0.01 -16.25
NQ_F long 0941 0950 100 0.01 88.00
NQ_F short 1011 1033 -100 -0.01 -107.75
YM_F long 1422 1440 100 0.01 138.00
YM_F short 1202 1219 -100 -0.01 -162.00

Trading dates are:

["2018-09-04","2018-09-05","2018-09-06","2018-09-07","2018-09-10","2018-09-11","2018-09-12","2018-09-13"]

To read this chart using CL_F above, a Long from 12:46 until 12:56 ET has been profitable 100% of the time over the last 8 days.


09-14-2018 5-normal Entry Exit Trade Profit Profit
Contract Direction Time Time % % Points HeatMap
CL_F long 1055 1118 100 0.02 1.14
CL_F short 1337 1359 -100 -0.01 -0.68
ES_F long 0937 1003 100 0.01 25.50
ES_F short 1206 1220 -100 -0.00 -11.75
NQ_F long 1050 1114 100 0.01 98.75
NQ_F short 1011 1033 -100 -0.01 -59.75
YM_F long 1105 1131 100 0.01 218.00
YM_F short 1201 1220 -100 -0.01 -168.00

Trading dates are:

["2018-09-07","2018-09-10","2018-09-11","2018-09-12","2018-09-13"]

To read this chart using CL_F above, a Long from 10:55 until 11:18 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.


09-14-2018 21-taylorPlus Entry Exit Trade Profit Profit
Contract Direction Time Time % % Points HeatMap
CL_F long 1223 1234 86 0.01 0.73
CL_F short 1124 1132 -81 -0.02 -1.12
ES_F long 1252 1303 90 0.01 20.00
ES_F short 1543 1554 -86 -0.01 -21.50
NQ_F long 1125 1145 86 0.02 117.75
NQ_F short 1509 1531 -81 -0.01 -58.75
YM_F long 1248 1303 90 0.01 200.00
YM_F short 1543 1553 -90 -0.01 -245.00

Trading dates are:

["2018-06-13","2018-06-19","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","2018-08-21","2018-08-24","2018-08-27","2018-08-30","2018-09-05","2018-09-11"]

To read this chart using CL_F above, a Long from 12:23 until 12:34 ET has been profitable 86% of the time over the last 21 days.


09-14-2018 13-taylorPlus Entry Exit Trade Profit Profit
Contract Direction Time Time % % Points HeatMap
CL_F long 1155 1213 92 0.02 1.29
CL_F short 1410 1424 -85 -0.01 -0.98
ES_F long 1151 1217 92 0.01 23.25
ES_F short 1544 1553 -85 -0.01 -15.50
NQ_F long 1151 1217 92 0.01 94.25
NQ_F short 1507 1531 -85 -0.00 -27.00
YM_F long 1156 1213 100 0.01 178.00
YM_F short 1543 1553 -92 -0.00 -122.00

Trading dates are:

["2018-07-19","2018-07-25","2018-07-31","2018-08-03","2018-08-06","2018-08-09","2018-08-15","2018-08-21","2018-08-24","2018-08-27","2018-08-30","2018-09-05","2018-09-11"]

To read this chart using CL_F above, a Long from 11:55 until 12:13 ET has been profitable 92% of the time over the last 13 days.


09-14-2018 11-taylorPlus Entry Exit Trade Profit Profit
Contract Direction Time Time % % Points HeatMap
CL_F long 1145 1204 91 0.02 1.06
CL_F short 1409 1428 -91 -0.01 -0.93
ES_F long 1151 1217 100 0.01 24.25
ES_F short 1543 1554 -91 -0.01 -16.00
NQ_F long 1151 1217 100 0.01 100.25
NQ_F short 1321 1337 -91 -0.01 -40.75
YM_F long 1153 1219 100 0.01 234.00
YM_F short 1543 1553 -100 -0.01 -149.00

Trading dates are:

["2018-07-31","2018-08-03","2018-08-06","2018-08-09","2018-08-15","2018-08-21","2018-08-24","2018-08-27","2018-08-30","2018-09-05","2018-09-11"]

To read this chart using CL_F above, a Long from 11:45 until 12:04 ET has been profitable 91% of the time over the last 11 days.


09-14-2018 8-taylorPlus Entry Exit Trade Profit Profit
Contract Direction Time Time % % Points HeatMap
CL_F long 1150 1202 100 0.01 0.86
CL_F short 1409 1428 -100 -0.01 -0.73
ES_F long 1148 1214 100 0.01 19.00
ES_F short 1543 1554 -100 -0.00 -14.25
NQ_F long 1148 1211 100 0.01 87.50
NQ_F short 1438 1453 -87 -0.01 -44.50
YM_F long 1148 1214 100 0.01 175.00
YM_F short 1535 1554 -100 -0.01 -160.00

Trading dates are:

["2018-08-09","2018-08-15","2018-08-21","2018-08-24","2018-08-27","2018-08-30","2018-09-05","2018-09-11"]

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.


09-14-2018 5-taylorPlus Entry Exit Trade Profit Profit
Contract Direction Time Time % % Points HeatMap
CL_F long 1142 1204 100 0.01 0.84
CL_F short 1358 1424 -100 -0.01 -0.69
ES_F long 1140 1203 100 0.01 22.75
ES_F short 1437 1502 -100 -0.00 -9.25
NQ_F long 1145 1211 100 0.01 90.00
NQ_F short 1458 1510 -100 -0.00 -26.00
YM_F long 1141 1203 100 0.01 211.00
YM_F short 1442 1503 -100 -0.00 -127.00

Trading dates are:

["2018-08-24","2018-08-27","2018-08-30","2018-09-05","2018-09-11"]

To read this chart using CL_F above, a Long from 11:42 until 12:04 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.


09-14-2018 21-taylor3 Entry Exit Trade Profit Profit
Contract Direction Time Time % % Points HeatMap
CL_F long 1232 1256 86 0.03 1.74
CL_F short 1406 1427 -81 -0.03 -1.90
ES_F long 0945 1003 81 0.01 25.25
ES_F short 1039 1055 -86 -0.01 -28.75
NQ_F long 1324 1346 86 0.01 93.50
NQ_F short 1040 1053 -81 -0.02 -129.50
YM_F long 0936 1002 86 0.02 396.00
YM_F short 1040 1051 -95 -0.01 -283.00

Trading dates are:

["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","2018-08-23","2018-08-28","2018-08-31","2018-09-06","2018-09-11"]

To read this chart using CL_F above, a Long from 12:32 until 12:56 ET has been profitable 86% of the time over the last 21 days.


09-14-2018 13-taylor3 Entry Exit Trade Profit Profit
Contract Direction Time Time % % Points HeatMap
CL_F long 1232 1258 92 0.02 1.27
CL_F short 1406 1427 -100 -0.02 -1.41
ES_F long 1215 1224 92 0.00 11.25
ES_F short 1040 1053 -100 -0.01 -36.75
NQ_F long 1354 1402 92 0.00 24.00
NQ_F short 1042 1059 -100 -0.02 -118.75
YM_F long 0935 0943 92 0.01 165.00
YM_F short 1039 1054 -100 -0.01 -313.00

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","2018-08-23","2018-08-28","2018-08-31","2018-09-06","2018-09-11"]

To read this chart using CL_F above, a Long from 12:32 until 12:58 ET has been profitable 92% of the time over the last 13 days.


09-14-2018 11-taylor3 Entry Exit Trade Profit Profit
Contract Direction Time Time % % Points HeatMap
CL_F long 1232 1258 100 0.02 1.24
CL_F short 1406 1427 -100 -0.02 -1.30
ES_F long 1205 1224 91 0.01 16.75
ES_F short 1030 1053 -100 -0.01 -32.50
NQ_F long 1452 1516 91 0.01 44.50
NQ_F short 1040 1053 -100 -0.02 -135.25
YM_F long 1205 1225 91 0.01 152.00
YM_F short 1039 1054 -100 -0.01 -272.00

Trading dates are:

["2018-07-30","2018-08-02","2018-08-07","2018-08-10","2018-08-15","2018-08-20","2018-08-23","2018-08-28","2018-08-31","2018-09-06","2018-09-11"]

To read this chart using CL_F above, a Long from 12:32 until 12:58 ET has been profitable 100% of the time over the last 11 days.


09-14-2018 8-taylor3 Entry Exit Trade Profit Profit
Contract Direction Time Time % % Points HeatMap
CL_F long 1428 1444 100 0.02 1.07
CL_F short 1406 1427 -100 -0.02 -1.04
ES_F long 1450 1516 100 0.01 16.50
ES_F short 1030 1053 -100 -0.01 -25.75
NQ_F long 1452 1516 100 0.01 50.25
NQ_F short 1025 1051 -100 -0.01 -108.25
YM_F long 1440 1505 100 0.01 132.00
YM_F short 1030 1053 -100 -0.01 -194.00

Trading dates are:

["2018-08-10","2018-08-15","2018-08-20","2018-08-23","2018-08-28","2018-08-31","2018-09-06","2018-09-11"]

To read this chart using CL_F above, a Long from 14:28 until 14:44 ET has been profitable 100% of the time over the last 8 days.


09-14-2018 5-taylor3 Entry Exit Trade Profit Profit
Contract Direction Time Time % % Points HeatMap
CL_F long 1428 1453 100 0.01 0.70
CL_F short 1410 1428 -100 -0.01 -0.84
ES_F long 0945 1002 100 0.00 13.75
ES_F short 1030 1053 -100 -0.01 -20.50
NQ_F long 0938 1000 100 0.01 77.25
NQ_F short 1030 1052 -100 -0.01 -93.50
YM_F long 0936 1002 100 0.01 239.00
YM_F short 1105 1120 -100 -0.01 -148.00

Trading dates are:

["2018-08-23","2018-08-28","2018-08-31","2018-09-06","2018-09-11"]

To read this chart using CL_F above, a Long from 14:28 until 14:53 ET has been profitable 100% of the time over the last 5 days.