HotSpots for 10/15/2018 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.


10-15-2018 21-normal Entry Exit Trade Profit Profit
Contract Direction Time Time % % Points HeatMap
CL_F long 1122 1132 86 0.02 1.07
CL_F short 1355 1411 -86 -0.02 -1.33
ES_F long 1413 1424 81 0.01 15.75
ES_F short 1237 1302 -81 -0.01 -40.50
NQ_F short 1230 1255 -86 -0.02 -152.75
YM_F long 1414 1422 81 0.01 225.00
YM_F short 1236 1245 -86 -0.01 -278.00

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","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","2018-10-12"]

To read this chart using CL_F above, a Long from 11:22 until 11:32 ET has been profitable 86% of the time over the last 21 days.


10-15-2018 13-normal Entry Exit Trade Profit Profit
Contract Direction Time Time % % Points HeatMap
CL_F long 1114 1129 92 0.03 1.95
CL_F short 1352 1416 -92 -0.02 -1.35
ES_F long 1303 1317 85 0.01 30.25
ES_F short 1236 1302 -92 -0.02 -44.25
NQ_F long 1302 1317 92 0.02 126.50
NQ_F short 1229 1253 -92 -0.02 -175.75
YM_F long 1544 1552 85 0.01 207.00
YM_F short 1433 1443 -92 -0.01 -360.00

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","2018-10-11","2018-10-12"]

To read this chart using CL_F above, a Long from 11:14 until 11:29 ET has been profitable 92% of the time over the last 13 days.


10-15-2018 11-normal Entry Exit Trade Profit Profit
Contract Direction Time Time % % Points HeatMap
CL_F long 1114 1129 91 0.02 1.74
CL_F short 1352 1418 -100 -0.02 -1.12
ES_F long 1303 1317 91 0.01 31.25
ES_F short 1236 1302 -100 -0.02 -44.50
NQ_F long 1302 1317 91 0.02 123.50
NQ_F short 1229 1253 -100 -0.02 -176.50
YM_F long 1542 1550 91 0.01 267.00
YM_F short 1235 1301 -100 -0.01 -337.00

Trading dates are:

["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","2018-10-12"]

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.


10-15-2018 8-normal Entry Exit Trade Profit Profit
Contract Direction Time Time % % Points HeatMap
CL_F long 1114 1129 88 0.01 0.91
CL_F short 1401 1427 -100 -0.02 -1.29
ES_F long 1447 1458 100 0.01 35.75
ES_F short 1051 1117 -100 -0.02 -55.25
NQ_F long 1302 1317 100 0.02 120.00
NQ_F short 1051 1117 -100 -0.03 -200.50
YM_F long 1446 1506 100 0.02 481.00
YM_F short 1236 1302 -100 -0.01 -335.00

Trading dates are:

["2018-10-03","2018-10-04","2018-10-05","2018-10-08","2018-10-09","2018-10-10","2018-10-11","2018-10-12"]

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.


10-15-2018 5-normal Entry Exit Trade Profit Profit
Contract Direction Time Time % % Points HeatMap
CL_F long 1114 1129 100 0.01 1.10
CL_F short 0959 1025 -100 -0.02 -1.43
ES_F long 1446 1459 100 0.01 38.25
ES_F short 1042 1106 -100 -0.02 -48.50
NQ_F long 1304 1326 100 0.02 126.00
NQ_F short 1042 1105 -100 -0.02 -179.50
YM_F long 1446 1506 100 0.01 381.00
YM_F short 1431 1446 -100 -0.02 -541.00

Trading dates are:

["2018-10-08","2018-10-09","2018-10-10","2018-10-11","2018-10-12"]

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.