HotSpots for 10/12/2018 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.


10-12-2018 21-normal Entry Exit Trade Profit Profit
Contract Direction Time Time % % Points HeatMap
CL_F long 1122 1132 81 0.01 0.93
CL_F short 1355 1411 -86 -0.02 -1.13
ES_F long 1100 1122 81 -0.00 -12.25
ES_F short 1517 1537 -86 -0.02 -47.50
NQ_F long 1353 1404 81 0.01 77.00
NQ_F short 1522 1539 -86 -0.02 -136.00
YM_F long 0935 0946 81 0.01 178.00
YM_F short 1524 1535 -86 -0.01 -272.00

Trading dates are:

["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","2018-10-11"]

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.


10-12-2018 13-normal Entry Exit Trade Profit Profit
Contract Direction Time Time % % Points HeatMap
CL_F long 1114 1135 92 0.01 1.06
CL_F short 1203 1211 -92 -0.01 -0.67
ES_F long 1019 1028 85 0.01 20.25
ES_F short 1236 1302 -92 -0.01 -42.25
NQ_F long 1302 1317 92 0.01 112.00
NQ_F short 1504 1513 -100 -0.01 -76.25
YM_F long 1019 1032 85 0.01 245.00
YM_F short 1433 1443 -92 -0.01 -338.00

Trading dates are:

["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","2018-10-11"]

To read this chart using CL_F above, a Long from 11:14 until 11:35 ET has been profitable 92% of the time over the last 13 days.


10-12-2018 11-normal Entry Exit Trade Profit Profit
Contract Direction Time Time % % Points HeatMap
CL_F long 1114 1129 91 0.02 1.75
CL_F short 1352 1418 -100 -0.02 -1.09
ES_F long 1019 1028 91 0.01 20.75
ES_F short 1236 1302 -100 -0.01 -40.25
NQ_F long 1302 1317 91 0.01 105.50
NQ_F short 1236 1302 -100 -0.02 -170.50
YM_F long 1019 1032 91 0.01 254.00
YM_F short 1235 1301 -100 -0.01 -325.00

Trading dates are:

["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","2018-10-11"]

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.


10-12-2018 8-normal Entry Exit Trade Profit Profit
Contract Direction Time Time % % Points HeatMap
CL_F long 1114 1129 88 0.01 1.09
CL_F short 1352 1413 -100 -0.01 -1.05
ES_F long 1303 1317 88 0.01 21.00
ES_F short 1053 1119 -100 -0.02 -46.00
NQ_F long 1302 1317 100 0.01 100.50
NQ_F short 1051 1112 -100 -0.02 -190.75
YM_F long 1446 1506 88 0.01 336.00
YM_F short 1237 1303 -100 -0.01 -345.00

Trading dates are:

["2018-10-02","2018-10-03","2018-10-04","2018-10-05","2018-10-08","2018-10-09","2018-10-10","2018-10-11"]

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.


10-12-2018 5-normal Entry Exit Trade Profit Profit
Contract Direction Time Time % % Points HeatMap
CL_F long 1114 1129 100 0.01 1.09
CL_F short 1013 1029 -100 -0.02 -1.31
ES_F long 1446 1459 100 0.01 25.25
ES_F short 1045 1111 -100 -0.02 -59.75
NQ_F long 1006 1032 100 0.02 117.50
NQ_F short 1045 1111 -100 -0.03 -204.50
YM_F long 1446 1506 100 0.01 308.00
YM_F short 1045 1111 -100 -0.02 -550.00

Trading dates are:

["2018-10-05","2018-10-08","2018-10-09","2018-10-10","2018-10-11"]

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.