HotSpots for 09/26/2018 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.


09-26-2018 21-normal Entry Exit Trade Profit Profit
Contract Direction Time Time % % Points HeatMap
CL_F long 1245 1305 86 0.02 1.25
CL_F short 1414 1426 -86 -0.03 -1.80
ES_F long 1103 1129 81 0.01 24.50
ES_F short 1024 1032 -81 -0.01 -14.50
NQ_F long 1350 1402 95 0.01 63.25
NQ_F short 1221 1235 -81 -0.01 -52.50
YM_F long 1424 1442 86 0.01 252.00
YM_F short 1528 1551 -86 -0.01 -171.00

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","2018-09-14","2018-09-17","2018-09-18","2018-09-19","2018-09-20","2018-09-21","2018-09-24","2018-09-25"]

To read this chart using CL_F above, a Long from 12:45 until 13:05 ET has been profitable 86% of the time over the last 21 days.


09-26-2018 13-normal Entry Exit Trade Profit Profit
Contract Direction Time Time % % Points HeatMap
CL_F long 1103 1118 85 0.02 1.20
CL_F short 1340 1350 -92 -0.01 -0.66
ES_F long 1104 1130 100 0.01 38.25
ES_F short 1201 1219 -92 -0.01 -19.00
NQ_F long 1350 1411 100 0.01 66.50
NQ_F short 1221 1235 -92 -0.01 -49.25
YM_F long 1103 1129 100 0.01 375.00
YM_F short 1207 1224 -92 -0.01 -184.00

Trading dates are:

["2018-09-07","2018-09-10","2018-09-11","2018-09-12","2018-09-13","2018-09-14","2018-09-17","2018-09-18","2018-09-19","2018-09-20","2018-09-21","2018-09-24","2018-09-25"]

To read this chart using CL_F above, a Long from 11:03 until 11:18 ET has been profitable 85% of the time over the last 13 days.


09-26-2018 11-normal Entry Exit Trade Profit Profit
Contract Direction Time Time % % Points HeatMap
CL_F long 1103 1114 82 0.01 0.96
CL_F short 1340 1350 -91 -0.01 -0.60
ES_F long 1101 1127 100 0.01 34.25
ES_F short 1301 1316 -91 -0.00 -12.50
NQ_F long 1101 1125 100 0.02 179.25
NQ_F short 1221 1235 -100 -0.01 -48.50
YM_F long 1101 1126 100 0.01 342.00
YM_F short 1301 1316 -91 -0.00 -99.00

Trading dates are:

["2018-09-11","2018-09-12","2018-09-13","2018-09-14","2018-09-17","2018-09-18","2018-09-19","2018-09-20","2018-09-21","2018-09-24","2018-09-25"]

To read this chart using CL_F above, a Long from 11:03 until 11:14 ET has been profitable 82% of the time over the last 11 days.


09-26-2018 8-normal Entry Exit Trade Profit Profit
Contract Direction Time Time % % Points HeatMap
CL_F long 1120 1135 100 0.01 0.90
CL_F short 1216 1228 -100 -0.01 -0.62
ES_F long 1104 1130 100 0.01 20.75
ES_F short 0947 0955 -100 -0.00 -13.50
NQ_F long 1101 1126 100 0.01 109.00
NQ_F short 1044 1055 -100 -0.01 -67.25
YM_F long 1103 1129 100 0.01 170.00
YM_F short 0947 1001 -100 -0.01 -161.00

Trading dates are:

["2018-09-14","2018-09-17","2018-09-18","2018-09-19","2018-09-20","2018-09-21","2018-09-24","2018-09-25"]

To read this chart using CL_F above, a Long from 11:20 until 11:35 ET has been profitable 100% of the time over the last 8 days.


09-26-2018 5-normal Entry Exit Trade Profit Profit
Contract Direction Time Time % % Points HeatMap
CL_F long 1122 1134 100 0.01 0.76
CL_F short 1111 1122 -100 -0.02 -1.09
ES_F long 1104 1130 100 0.01 15.00
ES_F short 1006 1031 -100 -0.01 -16.25
NQ_F long 1102 1128 100 0.01 105.75
NQ_F short 1007 1031 -100 -0.01 -74.25
YM_F long 1103 1128 100 0.00 108.00
YM_F short 1006 1031 -100 -0.00 -127.00

Trading dates are:

["2018-09-19","2018-09-20","2018-09-21","2018-09-24","2018-09-25"]

To read this chart using CL_F above, a Long from 11:22 until 11:34 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.


09-26-2018 21-taylorPlus Entry Exit Trade Profit Profit
Contract Direction Time Time % % Points HeatMap
CL_F short 0940 0958 -86 -0.03 -1.80
ES_F long 1252 1303 86 0.01 18.25
ES_F short 1303 1315 -86 -0.01 -25.75
NQ_F long 1124 1146 86 0.02 115.75
NQ_F short 1303 1315 -86 -0.01 -82.50
YM_F long 1028 1044 90 0.01 307.00
YM_F short 1543 1553 -86 -0.01 -190.00

Trading dates are:

["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","2018-09-14","2018-09-17","2018-09-20"]

To read this chart using CL_F above, a Long from 12:52 until 13:03 ET has been profitable 86% of the time over the last 21 days.


09-26-2018 13-taylorPlus Entry Exit Trade Profit Profit
Contract Direction Time Time % % Points HeatMap
CL_F long 1344 1401 92 0.01 0.75
CL_F short 1020 1046 -85 -0.02 -1.32
ES_F long 0931 0943 92 0.01 14.75
ES_F short 1045 1054 -85 -0.01 -15.75
NQ_F long 1124 1150 85 0.01 74.25
NQ_F short 1046 1108 -92 -0.01 -50.75
YM_F long 1424 1441 92 0.00 103.00
YM_F short 1535 1554 -85 -0.01 -169.00

Trading dates are:

["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","2018-09-14","2018-09-17","2018-09-20"]

To read this chart using CL_F above, a Long from 13:44 until 14:01 ET has been profitable 92% of the time over the last 13 days.


09-26-2018 11-taylorPlus Entry Exit Trade Profit Profit
Contract Direction Time Time % % Points HeatMap
CL_F long 1344 1401 91 0.01 0.70
CL_F short 1019 1041 -91 -0.03 -1.97
ES_F long 1148 1214 91 0.00 13.75
ES_F short 1304 1316 -91 -0.00 -9.25
NQ_F long 1124 1150 91 0.01 68.50
NQ_F short 1254 1315 -91 -0.01 -47.75
YM_F long 1033 1045 91 0.01 152.00
YM_F short 1535 1554 -91 -0.01 -165.00

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","2018-09-14","2018-09-17","2018-09-20"]

To read this chart using CL_F above, a Long from 13:44 until 14:01 ET has been profitable 91% of the time over the last 11 days.


09-26-2018 8-taylorPlus Entry Exit Trade Profit Profit
Contract Direction Time Time % % Points HeatMap
CL_F long 1011 1019 100 0.01 1.02
CL_F short 1019 1041 -87 -0.01 -0.94
ES_F long 1140 1200 100 0.01 22.75
ES_F short 1321 1342 -87 -0.00 -8.75
NQ_F long 1127 1152 100 0.01 77.50
NQ_F short 1254 1315 -100 -0.01 -40.50
YM_F long 1142 1153 100 0.00 105.00
YM_F short 1450 1500 -100 -0.00 -83.00

Trading dates are:

["2018-08-24","2018-08-27","2018-08-30","2018-09-05","2018-09-11","2018-09-14","2018-09-17","2018-09-20"]

To read this chart using CL_F above, a Long from 10:11 until 10:19 ET has been profitable 100% of the time over the last 8 days.


09-26-2018 5-taylorPlus Entry Exit Trade Profit Profit
Contract Direction Time Time % % Points HeatMap
CL_F long 1103 1129 100 0.01 0.83
CL_F short 0940 0958 -100 -0.01 -0.56
ES_F long 1136 1200 100 0.01 16.50
ES_F short 1517 1538 -100 -0.00 -9.75
NQ_F long 1128 1152 100 0.01 56.50
NQ_F short 1030 1054 -100 -0.01 -48.50
YM_F long 0931 0948 100 0.01 161.00
YM_F short 1157 1214 -100 -0.00 -102.00

Trading dates are:

["2018-09-05","2018-09-11","2018-09-14","2018-09-17","2018-09-20"]

To read this chart using CL_F above, a Long from 11:03 until 11:29 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.


09-26-2018 21-taylor3 Entry Exit Trade Profit Profit
Contract Direction Time Time % % Points HeatMap
CL_F long 1424 1434 86 0.04 2.82
CL_F short 1118 1134 -81 -0.02 -1.58
ES_F long 0931 0944 86 0.02 42.75
ES_F short 1533 1550 -86 -0.01 -33.50
NQ_F long 1351 1402 86 0.01 71.00
NQ_F short 1401 1421 -86 -0.02 -118.50
YM_F long 1311 1320 86 0.00 105.00
YM_F short 1535 1554 -81 -0.02 -379.00

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","2018-08-22","2018-08-27","2018-08-30","2018-09-05","2018-09-10","2018-09-13","2018-09-18","2018-09-21"]

To read this chart using CL_F above, a Long from 14:24 until 14:34 ET has been profitable 86% of the time over the last 21 days.


09-26-2018 13-taylor3 Entry Exit Trade Profit Profit
Contract Direction Time Time % % Points HeatMap
CL_F long 1424 1434 92 0.02 1.42
CL_F short 1118 1134 -100 -0.02 -1.51
ES_F long 0932 0943 100 0.01 21.75
ES_F short 1533 1553 -92 -0.01 -19.25
NQ_F long 1423 1434 100 0.01 40.25
NQ_F short 1342 1351 -92 -0.00 -29.25
YM_F long 1148 1209 92 0.01 218.00
YM_F short 1533 1550 -92 -0.01 -161.00

Trading dates are:

["2018-08-01","2018-08-06","2018-08-09","2018-08-14","2018-08-17","2018-08-22","2018-08-27","2018-08-30","2018-09-05","2018-09-10","2018-09-13","2018-09-18","2018-09-21"]

To read this chart using CL_F above, a Long from 14:24 until 14:34 ET has been profitable 92% of the time over the last 13 days.


09-26-2018 11-taylor3 Entry Exit Trade Profit Profit
Contract Direction Time Time % % Points HeatMap
CL_F long 1424 1441 100 0.02 1.11
CL_F short 1118 1134 -100 -0.02 -1.02
ES_F long 0931 0944 100 0.01 24.00
ES_F short 1405 1417 -100 -0.00 -13.25
NQ_F long 1351 1401 100 0.01 50.25
NQ_F short 0947 1001 -91 -0.02 -129.25
YM_F long 1148 1209 100 0.01 221.00
YM_F short 1533 1550 -100 -0.01 -155.00

Trading dates are:

["2018-08-09","2018-08-14","2018-08-17","2018-08-22","2018-08-27","2018-08-30","2018-09-05","2018-09-10","2018-09-13","2018-09-18","2018-09-21"]

To read this chart using CL_F above, a Long from 14:24 until 14:41 ET has been profitable 100% of the time over the last 11 days.


09-26-2018 8-taylor3 Entry Exit Trade Profit Profit
Contract Direction Time Time % % Points HeatMap
CL_F long 1422 1434 100 0.02 1.06
CL_F short 1118 1133 -100 -0.01 -0.81
ES_F long 1140 1202 100 0.01 21.75
ES_F short 1020 1033 -100 -0.00 -14.25
NQ_F long 1032 1057 100 0.01 91.00
NQ_F short 1404 1423 -100 -0.01 -82.50
YM_F long 1145 1204 100 0.01 221.00
YM_F short 1019 1033 -100 -0.01 -155.00

Trading dates are:

["2018-08-22","2018-08-27","2018-08-30","2018-09-05","2018-09-10","2018-09-13","2018-09-18","2018-09-21"]

To read this chart using CL_F above, a Long from 14:22 until 14:34 ET has been profitable 100% of the time over the last 8 days.


09-26-2018 5-taylor3 Entry Exit Trade Profit Profit
Contract Direction Time Time % % Points HeatMap
CL_F long 0935 1001 100 0.01 1.02
CL_F short 1022 1039 -100 -0.02 -1.31
ES_F long 0931 0950 100 0.01 18.00
ES_F short 0950 1007 -100 -0.01 -18.50
NQ_F long 1105 1122 100 0.01 59.75
NQ_F short 0947 1001 -100 -0.01 -89.75
YM_F long 1143 1203 100 0.01 170.00
YM_F short 0956 1021 -100 -0.01 -184.00

Trading dates are:

["2018-09-05","2018-09-10","2018-09-13","2018-09-18","2018-09-21"]

To read this chart using CL_F above, a Long from 09:35 until 10:01 ET has been profitable 100% of the time over the last 5 days.