HotSpots for 09/27/2018 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.


09-27-2018 21-normal Entry Exit Trade Profit Profit
Contract Direction Time Time % % Points HeatMap
CL_F long 1245 1305 86 0.02 1.26
CL_F short 1414 1426 -81 -0.03 -1.76
ES_F long 1105 1130 81 0.01 28.75
NQ_F long 1350 1402 95 0.01 76.50
NQ_F short 1327 1349 -81 -0.00 -33.00
YM_F long 0935 0949 81 0.01 264.00
YM_F short 1528 1551 -86 -0.01 -310.00

Trading dates are:

["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","2018-09-26"]

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.


09-27-2018 13-normal Entry Exit Trade Profit Profit
Contract Direction Time Time % % Points HeatMap
CL_F long 1245 1305 85 0.01 0.71
CL_F short 1003 1012 -85 -0.02 -1.04
ES_F long 1101 1127 100 0.01 40.00
ES_F short 0947 1000 -92 -0.00 -12.50
NQ_F long 1101 1125 100 0.03 218.00
NQ_F short 1004 1028 -85 -0.02 -125.00
YM_F long 1104 1128 100 0.01 341.00
YM_F short 1529 1550 -92 -0.01 -251.00

Trading dates are:

["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","2018-09-26"]

To read this chart using CL_F above, a Long from 12:45 until 13:05 ET has been profitable 85% of the time over the last 13 days.


09-27-2018 11-normal Entry Exit Trade Profit Profit
Contract Direction Time Time % % Points HeatMap
CL_F long 1122 1132 91 0.01 0.79
CL_F short 1003 1012 -91 -0.02 -1.25
ES_F long 1104 1130 100 0.01 32.75
ES_F short 0947 1000 -100 -0.01 -15.00
NQ_F long 1101 1125 100 0.02 175.75
NQ_F short 1004 1028 -91 -0.02 -130.25
YM_F long 1104 1128 100 0.01 289.00
YM_F short 1529 1550 -91 -0.01 -234.00

Trading dates are:

["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","2018-09-26"]

To read this chart using CL_F above, a Long from 11:22 until 11:32 ET has been profitable 91% of the time over the last 11 days.


09-27-2018 8-normal Entry Exit Trade Profit Profit
Contract Direction Time Time % % Points HeatMap
CL_F long 1122 1132 100 0.01 0.65
CL_F short 1135 1147 -100 -0.02 -1.09
ES_F long 1104 1130 100 0.01 22.75
ES_F short 0947 0955 -100 -0.00 -12.25
NQ_F long 1057 1122 100 0.02 129.00
NQ_F short 1004 1029 -100 -0.01 -79.75
YM_F long 1104 1128 100 0.01 152.00
YM_F short 1533 1558 -100 -0.01 -241.00

Trading dates are:

["2018-09-17","2018-09-18","2018-09-19","2018-09-20","2018-09-21","2018-09-24","2018-09-25","2018-09-26"]

To read this chart using CL_F above, a Long from 11:22 until 11:32 ET has been profitable 100% of the time over the last 8 days.


09-27-2018 5-normal Entry Exit Trade Profit Profit
Contract Direction Time Time % % Points HeatMap
CL_F long 1121 1135 100 0.01 0.83
CL_F short 1052 1103 -100 -0.02 -1.46
ES_F long 1104 1130 100 0.01 15.00
ES_F short 1528 1552 -100 -0.01 -19.00
NQ_F long 1104 1130 100 0.01 91.50
NQ_F short 1007 1031 -100 -0.01 -59.75
YM_F long 1104 1128 100 0.00 84.00
YM_F short 1526 1550 -100 -0.01 -206.00

Trading dates are:

["2018-09-20","2018-09-21","2018-09-24","2018-09-25","2018-09-26"]

To read this chart using CL_F above, a Long from 11:21 until 11:35 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.


09-27-2018 21-taylorPlus Entry Exit Trade Profit Profit
Contract Direction Time Time % % Points HeatMap
CL_F long 1023 1044 81 0.03 2.11
CL_F short 1203 1216 -90 -0.03 -1.92
ES_F long 0932 0944 86 0.01 24.50
ES_F short 1535 1558 -81 -0.01 -22.50
NQ_F long 1053 1103 81 0.01 72.75
NQ_F short 1251 1303 -81 -0.01 -37.25
YM_F long 1029 1044 86 0.01 250.00
YM_F short 1538 1558 -90 -0.01 -300.00

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","2018-08-22","2018-08-28","2018-08-31","2018-09-06","2018-09-12","2018-09-18","2018-09-21","2018-09-24"]

To read this chart using CL_F above, a Long from 10:23 until 10:44 ET has been profitable 81% of the time over the last 21 days.


09-27-2018 13-taylorPlus Entry Exit Trade Profit Profit
Contract Direction Time Time % % Points HeatMap
CL_F long 1334 1342 92 0.01 0.74
CL_F short 1203 1217 -92 -0.01 -0.74
ES_F long 0932 0952 92 0.01 16.25
ES_F short 1540 1550 -92 -0.01 -17.25
NQ_F long 1110 1119 85 0.01 79.75
NQ_F short 1024 1050 -92 -0.01 -97.50
YM_F long 1500 1526 85 0.01 205.00
YM_F short 1538 1558 -100 -0.01 -195.00

Trading dates are:

["2018-08-01","2018-08-07","2018-08-10","2018-08-13","2018-08-16","2018-08-22","2018-08-28","2018-08-31","2018-09-06","2018-09-12","2018-09-18","2018-09-21","2018-09-24"]

To read this chart using CL_F above, a Long from 13:34 until 13:42 ET has been profitable 92% of the time over the last 13 days.


09-27-2018 11-taylorPlus Entry Exit Trade Profit Profit
Contract Direction Time Time % % Points HeatMap
CL_F long 1334 1342 100 0.01 0.81
CL_F short 1203 1217 -91 -0.01 -0.58
ES_F long 0931 0949 91 0.01 24.50
ES_F short 1539 1550 -91 -0.01 -16.75
NQ_F long 1110 1125 91 0.02 125.75
NQ_F short 1024 1050 -91 -0.01 -83.75
YM_F long 1500 1526 91 0.01 225.00
YM_F short 1538 1558 -100 -0.01 -164.00

Trading dates are:

["2018-08-10","2018-08-13","2018-08-16","2018-08-22","2018-08-28","2018-08-31","2018-09-06","2018-09-12","2018-09-18","2018-09-21","2018-09-24"]

To read this chart using CL_F above, a Long from 13:34 until 13:42 ET has been profitable 100% of the time over the last 11 days.


09-27-2018 8-taylorPlus Entry Exit Trade Profit Profit
Contract Direction Time Time % % Points HeatMap
CL_F long 1334 1342 100 0.01 0.65
CL_F short 1041 1104 -87 -0.02 -1.52
ES_F long 1500 1515 100 0.01 15.75
ES_F short 1015 1035 -100 -0.01 -21.25
NQ_F long 1110 1126 100 0.02 116.50
NQ_F short 1015 1034 -100 -0.01 -96.50
YM_F long 1426 1449 100 0.00 118.00
YM_F short 1101 1109 -100 -0.00 -116.00

Trading dates are:

["2018-08-22","2018-08-28","2018-08-31","2018-09-06","2018-09-12","2018-09-18","2018-09-21","2018-09-24"]

To read this chart using CL_F above, a Long from 13:34 until 13:42 ET has been profitable 100% of the time over the last 8 days.


09-27-2018 5-taylorPlus Entry Exit Trade Profit Profit
Contract Direction Time Time % % Points HeatMap
CL_F long 1014 1024 100 0.01 0.97
CL_F short 1107 1122 -100 -0.02 -1.71
ES_F long 1108 1132 100 0.01 23.25
ES_F short 0949 1013 -100 -0.01 -19.25
NQ_F long 1108 1134 100 0.02 133.25
NQ_F short 1004 1028 -100 -0.01 -105.00
YM_F long 1109 1133 100 0.01 261.00
YM_F short 0949 1014 -100 -0.01 -202.00

Trading dates are:

["2018-09-06","2018-09-12","2018-09-18","2018-09-21","2018-09-24"]

To read this chart using CL_F above, a Long from 10:14 until 10:24 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.