HotSpots for 10/11/2018 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.


10-11-2018 21-normal Entry Exit Trade Profit Profit
Contract Direction Time Time % % Points HeatMap
CL_F long 1122 1132 81 0.01 1.03
CL_F short 1355 1411 -86 -0.02 -1.09
ES_F long 1100 1122 86 0.00 4.25
ES_F short 1514 1539 -81 -0.01 -40.25
NQ_F long 1353 1404 81 0.01 64.75
NQ_F short 1514 1539 -81 -0.02 -137.25
YM_F long 0935 0946 81 0.01 173.00
YM_F short 1524 1535 -81 -0.01 -245.00

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","2018-09-27","2018-09-28","2018-10-01","2018-10-02","2018-10-03","2018-10-04","2018-10-05","2018-10-08","2018-10-09","2018-10-10"]

To read this chart using CL_F above, a Long from 11:22 until 11:32 ET has been profitable 81% of the time over the last 21 days.


10-11-2018 13-normal Entry Exit Trade Profit Profit
Contract Direction Time Time % % Points HeatMap
CL_F long 1123 1142 92 0.02 1.36
CL_F short 1203 1211 -100 -0.01 -0.91
ES_F long 1540 1549 85 0.01 21.50
ES_F short 1511 1537 -92 -0.01 -37.50
NQ_F long 1012 1030 85 0.01 90.50
NQ_F short 1237 1302 -92 -0.02 -149.00
YM_F long 1542 1550 85 0.01 244.00
YM_F short 1511 1537 -92 -0.01 -340.00

Trading dates are:

["2018-09-24","2018-09-25","2018-09-26","2018-09-27","2018-09-28","2018-10-01","2018-10-02","2018-10-03","2018-10-04","2018-10-05","2018-10-08","2018-10-09","2018-10-10"]

To read this chart using CL_F above, a Long from 11:23 until 11:42 ET has been profitable 92% of the time over the last 13 days.


10-11-2018 11-normal Entry Exit Trade Profit Profit
Contract Direction Time Time % % Points HeatMap
CL_F long 1114 1129 91 0.02 1.59
CL_F short 1203 1211 -100 -0.01 -0.74
ES_F long 1540 1549 91 0.01 21.25
ES_F short 1511 1537 -100 -0.01 -37.00
NQ_F long 1012 1030 91 0.01 92.00
NQ_F short 1511 1537 -100 -0.02 -118.00
YM_F long 1542 1550 91 0.01 242.00
YM_F short 1511 1537 -91 -0.01 -313.00

Trading dates are:

["2018-09-26","2018-09-27","2018-09-28","2018-10-01","2018-10-02","2018-10-03","2018-10-04","2018-10-05","2018-10-08","2018-10-09","2018-10-10"]

To read this chart using CL_F above, a Long from 11:14 until 11:29 ET has been profitable 91% of the time over the last 11 days.


10-11-2018 8-normal Entry Exit Trade Profit Profit
Contract Direction Time Time % % Points HeatMap
CL_F long 1114 1129 88 0.02 1.36
CL_F short 1148 1210 -100 -0.02 -1.70
ES_F long 1542 1550 100 0.01 31.75
ES_F short 1510 1536 -100 -0.01 -34.00
NQ_F long 1540 1550 100 0.01 104.75
NQ_F short 1236 1302 -100 -0.02 -139.25
YM_F long 1542 1550 100 0.01 335.00
YM_F short 1239 1301 -100 -0.01 -224.00

Trading dates are:

["2018-10-01","2018-10-02","2018-10-03","2018-10-04","2018-10-05","2018-10-08","2018-10-09","2018-10-10"]

To read this chart using CL_F above, a Long from 11:14 until 11:29 ET has been profitable 88% of the time over the last 8 days.


10-11-2018 5-normal Entry Exit Trade Profit Profit
Contract Direction Time Time % % Points HeatMap
CL_F long 1114 1129 100 0.01 0.95
CL_F short 1143 1208 -100 -0.02 -1.70
ES_F long 1542 1550 100 0.01 27.50
ES_F short 1550 1559 -100 -0.01 -33.75
NQ_F long 1542 1550 100 0.01 89.25
NQ_F short 1058 1122 -100 -0.02 -137.75
YM_F long 1542 1550 100 0.01 275.00
YM_F short 1550 1559 -100 -0.01 -290.00

Trading dates are:

["2018-10-04","2018-10-05","2018-10-08","2018-10-09","2018-10-10"]

To read this chart using CL_F above, a Long from 11:14 until 11:29 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.


10-11-2018 21-taylorPlus Entry Exit Trade Profit Profit
Contract Direction Time Time % % Points HeatMap
CL_F short 1002 1022 -81 -0.03 -1.76
ES_F long 0931 0944 90 0.01 26.50
ES_F short 1306 1315 -81 -0.01 -16.00
NQ_F long 1120 1139 81 0.01 44.25
NQ_F short 1507 1529 -81 -0.01 -55.25
YM_F long 0930 0944 86 0.01 329.00
YM_F short 1450 1500 -81 -0.00 -119.00

Trading dates are:

["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","2018-09-26","2018-10-02","2018-10-05","2018-10-08"]

To read this chart using CL_F above, a Long from 09:31 until 09:44 ET has been profitable 90% of the time over the last 21 days.


10-11-2018 13-taylorPlus Entry Exit Trade Profit Profit
Contract Direction Time Time % % Points HeatMap
CL_F long 1116 1127 85 0.02 1.03
CL_F short 1019 1029 -92 -0.02 -1.50
ES_F long 0932 0949 92 0.01 28.25
ES_F short 1444 1500 -85 -0.01 -14.50
NQ_F long 0940 0948 92 0.02 128.75
NQ_F short 1254 1315 -85 -0.01 -66.25
YM_F long 0931 0948 92 0.02 409.00
YM_F short 1444 1500 -85 -0.01 -144.00

Trading dates are:

["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","2018-09-26","2018-10-02","2018-10-05","2018-10-08"]

To read this chart using CL_F above, a Long from 11:16 until 11:27 ET has been profitable 85% of the time over the last 13 days.


10-11-2018 11-taylorPlus Entry Exit Trade Profit Profit
Contract Direction Time Time % % Points HeatMap
CL_F long 1104 1128 82 0.02 1.23
CL_F short 1019 1029 -91 -0.02 -1.27
ES_F long 0935 0949 91 0.01 27.00
ES_F short 1318 1328 -91 -0.00 -7.75
NQ_F long 0940 0948 100 0.02 121.50
NQ_F short 1105 1127 -82 -0.01 -66.50
YM_F long 0931 0948 100 0.01 389.00
YM_F short 1450 1500 -91 -0.00 -114.00

Trading dates are:

["2018-08-27","2018-08-30","2018-09-05","2018-09-11","2018-09-14","2018-09-17","2018-09-20","2018-09-26","2018-10-02","2018-10-05","2018-10-08"]

To read this chart using CL_F above, a Long from 11:04 until 11:28 ET has been profitable 82% of the time over the last 11 days.


10-11-2018 8-taylorPlus Entry Exit Trade Profit Profit
Contract Direction Time Time % % Points HeatMap
CL_F long 1104 1128 100 0.02 1.25
CL_F short 1003 1029 -87 -0.01 -0.93
ES_F long 1400 1423 100 0.01 24.75
ES_F short 1514 1539 -87 -0.01 -18.00
NQ_F long 0940 0948 100 0.01 103.75
NQ_F short 1515 1537 -100 -0.01 -67.75
YM_F long 0931 0948 100 0.01 241.00
YM_F short 1516 1537 -87 -0.00 -128.00

Trading dates are:

["2018-09-11","2018-09-14","2018-09-17","2018-09-20","2018-09-26","2018-10-02","2018-10-05","2018-10-08"]

To read this chart using CL_F above, a Long from 11:04 until 11:28 ET has been profitable 100% of the time over the last 8 days.


10-11-2018 5-taylorPlus Entry Exit Trade Profit Profit
Contract Direction Time Time % % Points HeatMap
CL_F long 1121 1129 100 0.01 0.85
CL_F short 1006 1029 -100 -0.02 -1.36
ES_F long 1337 1403 100 0.01 21.75
ES_F short 1546 1559 -100 -0.00 -14.25
NQ_F long 0936 0949 100 0.01 88.50
NQ_F short 1546 1559 -100 -0.01 -62.00
YM_F long 0930 0947 100 0.01 211.00
YM_F short 1114 1140 -100 -0.01 -146.00

Trading dates are:

["2018-09-20","2018-09-26","2018-10-02","2018-10-05","2018-10-08"]

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


10-11-2018 21-taylor3 Entry Exit Trade Profit Profit
Contract Direction Time Time % % Points HeatMap
CL_F long 1258 1318 90 0.04 2.49
CL_F short 1429 1440 -90 -0.03 -1.93
ES_F long 0951 1014 86 0.01 35.50
ES_F short 1540 1555 -81 -0.01 -23.25
NQ_F long 0947 1011 86 0.03 205.75
NQ_F short 1430 1438 -81 -0.01 -46.25
YM_F long 1411 1432 86 0.00 83.00
YM_F short 1529 1554 -86 -0.01 -242.00

Trading dates are:

["2018-07-13","2018-07-18","2018-07-23","2018-07-26","2018-07-31","2018-08-03","2018-08-08","2018-08-13","2018-08-16","2018-08-21","2018-08-24","2018-08-29","2018-09-04","2018-09-07","2018-09-12","2018-09-17","2018-09-20","2018-09-25","2018-09-28","2018-10-03","2018-10-08"]

To read this chart using CL_F above, a Long from 12:58 until 13:18 ET has been profitable 90% of the time over the last 21 days.


10-11-2018 13-taylor3 Entry Exit Trade Profit Profit
Contract Direction Time Time % % Points HeatMap
CL_F long 1248 1309 100 0.03 2.18
CL_F short 1206 1232 -92 -0.02 -1.15
ES_F long 0950 1004 92 0.01 27.00
ES_F short 1541 1554 -92 -0.01 -17.25
NQ_F long 0950 1004 85 0.02 141.25
NQ_F short 1306 1322 -92 -0.01 -42.00
YM_F long 0950 1016 92 0.01 279.00
YM_F short 1336 1346 -92 -0.01 -155.00

Trading dates are:

["2018-08-16","2018-08-21","2018-08-24","2018-08-29","2018-09-04","2018-09-07","2018-09-12","2018-09-17","2018-09-20","2018-09-25","2018-09-28","2018-10-03","2018-10-08"]

To read this chart using CL_F above, a Long from 12:48 until 13:09 ET has been profitable 100% of the time over the last 13 days.


10-11-2018 11-taylor3 Entry Exit Trade Profit Profit
Contract Direction Time Time % % Points HeatMap
CL_F long 1248 1309 100 0.03 2.12
CL_F short 1146 1211 -91 -0.02 -1.31
ES_F long 0950 1004 91 0.01 24.75
ES_F short 1306 1322 -91 -0.00 -14.00
NQ_F long 1107 1119 91 0.01 86.25
NQ_F short 1306 1322 -91 -0.01 -38.75
YM_F long 0950 1003 100 0.01 225.00
YM_F short 1336 1346 -91 -0.01 -130.00

Trading dates are:

["2018-08-24","2018-08-29","2018-09-04","2018-09-07","2018-09-12","2018-09-17","2018-09-20","2018-09-25","2018-09-28","2018-10-03","2018-10-08"]

To read this chart using CL_F above, a Long from 12:48 until 13:09 ET has been profitable 100% of the time over the last 11 days.


10-11-2018 8-taylor3 Entry Exit Trade Profit Profit
Contract Direction Time Time % % Points HeatMap
CL_F long 1248 1309 100 0.03 1.81
CL_F short 1158 1211 -100 -0.01 -0.87
ES_F long 1106 1123 100 0.01 17.50
ES_F short 1154 1210 -87 -0.01 -15.75
NQ_F long 1106 1131 88 0.01 75.75
NQ_F short 1225 1234 -100 -0.00 -33.00
YM_F long 0950 1005 100 0.01 161.00
YM_F short 1131 1149 -87 -0.01 -209.00

Trading dates are:

["2018-09-07","2018-09-12","2018-09-17","2018-09-20","2018-09-25","2018-09-28","2018-10-03","2018-10-08"]

To read this chart using CL_F above, a Long from 12:48 until 13:09 ET has been profitable 100% of the time over the last 8 days.


10-11-2018 5-taylor3 Entry Exit Trade Profit Profit
Contract Direction Time Time % % Points HeatMap
CL_F long 1050 1112 100 0.02 1.36
CL_F short 1026 1038 -100 -0.01 -0.85
ES_F long 0951 1017 100 0.00 13.50
ES_F short 1431 1443 -100 -0.00 -10.00
NQ_F long 0942 1004 100 0.01 68.50
NQ_F short 1546 1559 -100 -0.00 -30.75
YM_F long 0930 0943 100 0.01 135.00
YM_F short 1131 1148 -100 -0.01 -167.00

Trading dates are:

["2018-09-20","2018-09-25","2018-09-28","2018-10-03","2018-10-08"]

To read this chart using CL_F above, a Long from 10:50 until 11:12 ET has been profitable 100% of the time over the last 5 days.