HotSpots for 08/27/2018 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.


08-27-2018 21-normal Entry Exit Trade Profit Profit
Contract Direction Time Time % % Points HeatMap
CL_F long 1352 1400 86 0.01 0.74
CL_F short 1004 1024 -81 -0.02 -1.20
ES_F long 1015 1037 81 0.01 28.75
ES_F short 1535 1555 -90 -0.01 -38.75
NQ_F long 1017 1039 90 0.02 117.50
NQ_F short 1546 1555 -86 -0.01 -75.75
YM_F long 1028 1039 81 0.01 207.00
YM_F short 1544 1556 -95 -0.01 -274.00

Trading dates are:

["2018-07-27","2018-07-30","2018-07-31","2018-08-01","2018-08-02","2018-08-03","2018-08-06","2018-08-07","2018-08-08","2018-08-09","2018-08-10","2018-08-13","2018-08-14","2018-08-15","2018-08-16","2018-08-17","2018-08-20","2018-08-21","2018-08-22","2018-08-23","2018-08-24"]

To read this chart using CL_F above, a Long from 13:52 until 14:00 ET has been profitable 86% of the time over the last 21 days.


08-27-2018 13-normal Entry Exit Trade Profit Profit
Contract Direction Time Time % % Points HeatMap
CL_F long 1426 1434 92 0.02 1.06
CL_F short 1038 1100 -92 -0.02 -1.34
ES_F long 0931 0941 92 0.01 22.50
ES_F short 1535 1555 -100 -0.01 -30.25
NQ_F long 1025 1038 100 0.01 71.50
NQ_F short 1535 1552 -92 -0.01 -91.75
YM_F long 1124 1142 92 0.01 145.00
YM_F short 1535 1554 -100 -0.01 -316.00

Trading dates are:

["2018-08-08","2018-08-09","2018-08-10","2018-08-13","2018-08-14","2018-08-15","2018-08-16","2018-08-17","2018-08-20","2018-08-21","2018-08-22","2018-08-23","2018-08-24"]

To read this chart using CL_F above, a Long from 14:26 until 14:34 ET has been profitable 92% of the time over the last 13 days.


08-27-2018 11-normal Entry Exit Trade Profit Profit
Contract Direction Time Time % % Points HeatMap
CL_F long 1426 1442 91 0.01 0.98
CL_F short 1004 1024 -91 -0.02 -1.01
ES_F long 1451 1516 100 0.00 12.25
ES_F short 1535 1555 -100 -0.01 -24.00
NQ_F long 1017 1039 100 0.01 75.00
NQ_F short 1536 1552 -91 -0.01 -79.50
YM_F long 1120 1143 91 0.01 174.00
YM_F short 1535 1552 -100 -0.01 -245.00

Trading dates are:

["2018-08-10","2018-08-13","2018-08-14","2018-08-15","2018-08-16","2018-08-17","2018-08-20","2018-08-21","2018-08-22","2018-08-23","2018-08-24"]

To read this chart using CL_F above, a Long from 14:26 until 14:42 ET has been profitable 91% of the time over the last 11 days.


08-27-2018 8-normal Entry Exit Trade Profit Profit
Contract Direction Time Time % % Points HeatMap
CL_F long 1152 1203 100 0.01 0.64
CL_F short 1004 1024 -100 -0.02 -1.19
ES_F long 0931 0941 100 0.01 18.00
ES_F short 1535 1555 -100 -0.01 -19.75
NQ_F long 1026 1039 100 0.01 65.50
NQ_F short 1543 1559 -100 -0.01 -37.25
YM_F long 0931 0941 100 0.01 159.00
YM_F short 1535 1552 -100 -0.01 -183.00

Trading dates are:

["2018-08-15","2018-08-16","2018-08-17","2018-08-20","2018-08-21","2018-08-22","2018-08-23","2018-08-24"]

To read this chart using CL_F above, a Long from 11:52 until 12:03 ET has been profitable 100% of the time over the last 8 days.


08-27-2018 5-normal Entry Exit Trade Profit Profit
Contract Direction Time Time % % Points HeatMap
CL_F long 1137 1203 100 0.02 1.04
CL_F short 1336 1349 -100 -0.01 -0.81
ES_F long 1126 1152 100 0.00 12.25
ES_F short 1536 1555 -100 -0.00 -10.00
NQ_F long 1015 1036 100 0.01 60.25
NQ_F short 1430 1455 -100 -0.01 -39.25
YM_F long 0932 0952 100 0.00 125.00
YM_F short 1526 1552 -100 -0.00 -110.00

Trading dates are:

["2018-08-20","2018-08-21","2018-08-22","2018-08-23","2018-08-24"]

To read this chart using CL_F above, a Long from 11:37 until 12:03 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.


08-27-2018 21-taylorPlus Entry Exit Trade Profit Profit
Contract Direction Time Time % % Points HeatMap
CL_F long 1057 1108 90 0.02 1.02
CL_F short 1034 1054 -81 -0.03 -2.09
ES_F long 1249 1303 86 0.01 24.25
ES_F short 1323 1332 -81 -0.01 -18.50
NQ_F long 1118 1141 86 0.01 99.75
NQ_F short 1327 1335 -81 -0.01 -46.50
YM_F long 1248 1305 86 0.01 141.00
YM_F short 1305 1315 -86 -0.01 -183.00

Trading dates are:

["2018-05-29","2018-06-01","2018-06-04","2018-06-07","2018-06-13","2018-06-19","2018-06-22","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"]

To read this chart using CL_F above, a Long from 10:57 until 11:08 ET has been profitable 90% of the time over the last 21 days.


08-27-2018 13-taylorPlus Entry Exit Trade Profit Profit
Contract Direction Time Time % % Points HeatMap
CL_F long 1221 1245 85 0.01 0.86
CL_F short 1434 1458 -92 -0.01 -0.85
ES_F long 1252 1303 100 0.01 16.25
ES_F short 1303 1315 -85 -0.01 -17.50
NQ_F long 1119 1145 92 0.02 109.25
NQ_F short 0941 0949 -85 -0.01 -101.50
YM_F long 1028 1044 100 0.01 237.00
YM_F short 1544 1553 -92 -0.01 -182.00

Trading dates are:

["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"]

To read this chart using CL_F above, a Long from 12:21 until 12:45 ET has been profitable 85% of the time over the last 13 days.


08-27-2018 11-taylorPlus Entry Exit Trade Profit Profit
Contract Direction Time Time % % Points HeatMap
CL_F long 1355 1407 91 0.01 0.74
CL_F short 1434 1451 -100 -0.01 -0.59
ES_F long 1026 1044 100 0.01 21.25
ES_F short 1303 1316 -91 -0.01 -17.00
NQ_F long 1109 1135 100 0.01 81.00
NQ_F short 1040 1051 -91 -0.01 -69.25
YM_F long 1026 1044 100 0.01 241.00
YM_F short 1305 1316 -100 -0.00 -109.00

Trading dates are:

["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"]

To read this chart using CL_F above, a Long from 13:55 until 14:07 ET has been profitable 91% of the time over the last 11 days.


08-27-2018 8-taylorPlus Entry Exit Trade Profit Profit
Contract Direction Time Time % % Points HeatMap
CL_F long 1145 1204 88 0.01 0.75
CL_F short 0932 0945 -100 -0.01 -0.83
ES_F long 1201 1226 100 0.01 19.25
ES_F short 1041 1054 -87 -0.01 -15.75
NQ_F long 1159 1225 100 0.01 87.00
NQ_F short 1040 1054 -87 -0.01 -64.50
YM_F long 1027 1046 100 0.01 187.00
YM_F short 1049 1059 -100 -0.00 -102.00

Trading dates are:

["2018-07-25","2018-07-31","2018-08-03","2018-08-06","2018-08-09","2018-08-15","2018-08-21","2018-08-24"]

To read this chart using CL_F above, a Long from 11:45 until 12:04 ET has been profitable 88% of the time over the last 8 days.


08-27-2018 5-taylorPlus Entry Exit Trade Profit Profit
Contract Direction Time Time % % Points HeatMap
CL_F long 1131 1156 100 0.01 0.44
CL_F short 1334 1349 -100 -0.01 -0.82
ES_F long 1124 1136 100 0.00 13.75
ES_F short 1535 1555 -100 -0.00 -12.25
NQ_F long 1122 1136 100 0.01 63.75
NQ_F short 1046 1108 -100 -0.00 -31.00
YM_F long 1028 1045 100 0.00 121.00
YM_F short 0943 1006 -100 -0.01 -154.00

Trading dates are:

["2018-08-06","2018-08-09","2018-08-15","2018-08-21","2018-08-24"]

To read this chart using CL_F above, a Long from 11:31 until 11:56 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.


08-27-2018 21-taylor3 Entry Exit Trade Profit Profit
Contract Direction Time Time % % Points HeatMap
CL_F long 1426 1442 81 0.02 1.17
CL_F short 1400 1415 -81 -0.02 -1.37
ES_F long 1050 1116 81 0.01 33.50
ES_F short 0943 0952 -81 -0.01 -24.75
NQ_F long 1302 1322 86 0.01 96.75
NQ_F short 1535 1559 -81 -0.01 -98.50
YM_F long 1008 1034 86 0.01 248.00
YM_F short 0943 0952 -90 -0.02 -383.00

Trading dates are:

["2018-05-25","2018-05-31","2018-06-05","2018-06-08","2018-06-13","2018-06-18","2018-06-21","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"]

To read this chart using CL_F above, a Long from 14:26 until 14:42 ET has been profitable 81% of the time over the last 21 days.


08-27-2018 13-taylor3 Entry Exit Trade Profit Profit
Contract Direction Time Time % % Points HeatMap
CL_F long 1426 1448 85 0.02 1.70
CL_F short 1115 1130 -85 -0.03 -2.06
ES_F long 1028 1039 92 0.01 14.50
ES_F short 1535 1559 -92 -0.01 -26.00
NQ_F long 0930 0938 85 0.01 102.75
NQ_F short 1544 1555 -92 -0.01 -62.75
YM_F long 0930 0944 92 0.01 292.00
YM_F short 0943 0952 -92 -0.01 -232.00

Trading dates are:

["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"]

To read this chart using CL_F above, a Long from 14:26 until 14:48 ET has been profitable 85% of the time over the last 13 days.


08-27-2018 11-taylor3 Entry Exit Trade Profit Profit
Contract Direction Time Time % % Points HeatMap
CL_F long 1426 1448 91 0.02 1.55
CL_F short 1122 1134 -91 -0.02 -1.27
ES_F long 1518 1539 91 0.00 12.75
ES_F short 0944 1003 -91 -0.01 -20.75
NQ_F long 1013 1021 91 0.01 56.75
NQ_F short 1544 1554 -91 -0.01 -49.00
YM_F long 1030 1039 100 0.01 149.00
YM_F short 0943 0951 -91 -0.01 -229.00

Trading dates are:

["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"]

To read this chart using CL_F above, a Long from 14:26 until 14:48 ET has been profitable 91% of the time over the last 11 days.


08-27-2018 8-taylor3 Entry Exit Trade Profit Profit
Contract Direction Time Time % % Points HeatMap
CL_F long 1134 1200 100 0.01 0.94
CL_F short 1256 1322 -87 -0.02 -1.07
ES_F long 1030 1040 100 0.00 12.75
ES_F short 1542 1550 -100 -0.00 -9.25
NQ_F long 1421 1434 100 0.01 43.75
NQ_F short 0948 1005 -87 -0.01 -82.25
YM_F long 1030 1046 100 0.01 175.00
YM_F short 0942 1006 -100 -0.00 -114.00

Trading dates are:

["2018-07-24","2018-07-27","2018-08-01","2018-08-06","2018-08-09","2018-08-14","2018-08-17","2018-08-22"]

To read this chart using CL_F above, a Long from 11:34 until 12:00 ET has been profitable 100% of the time over the last 8 days.


08-27-2018 5-taylor3 Entry Exit Trade Profit Profit
Contract Direction Time Time % % Points HeatMap
CL_F long 1134 1158 100 0.01 0.71
CL_F short 0940 1001 -100 -0.01 -0.75
ES_F long 1030 1052 100 0.01 20.50
ES_F short 1539 1554 -100 -0.00 -12.25
NQ_F long 1027 1052 100 0.01 60.00
NQ_F short 1544 1554 -100 -0.00 -33.50
YM_F long 1030 1049 100 0.01 170.00
YM_F short 1528 1554 -100 -0.01 -140.00

Trading dates are:

["2018-08-06","2018-08-09","2018-08-14","2018-08-17","2018-08-22"]

To read this chart using CL_F above, a Long from 11:34 until 11:58 ET has been profitable 100% of the time over the last 5 days.