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.


08-26-2018 21-normal Entry Exit Trade Profit Profit
Contract Direction Time Time % % Points HeatMap
CL_F long 1148 1200 86 0.01 0.61
CL_F short 1043 1057 -81 -0.01 -1.03
ES_F long 0931 0942 81 0.01 28.50
ES_F short 1535 1555 -90 -0.01 -40.50
NQ_F long 1017 1039 86 0.01 91.50
NQ_F short 1546 1555 -90 -0.01 -77.00
YM_F long 1205 1217 81 0.01 175.00
YM_F short 1544 1556 -95 -0.01 -267.00

Trading dates are:

["2018-07-26","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"]

To read this chart using CL_F above, a Long from 11:48 until 12:00 ET has been profitable 86% of the time over the last 21 days.


08-26-2018 13-normal Entry Exit Trade Profit Profit
Contract Direction Time Time % % Points HeatMap
CL_F long 1331 1342 92 0.01 0.61
CL_F short 1038 1102 -92 -0.02 -1.67
ES_F long 0931 0941 92 0.01 25.25
ES_F short 1535 1552 -100 -0.01 -34.00
NQ_F long 1025 1038 100 0.01 57.50
NQ_F short 1535 1552 -100 -0.01 -100.00
YM_F long 1500 1526 85 0.01 150.00
YM_F short 1535 1554 -100 -0.01 -333.00

Trading dates are:

["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"]

To read this chart using CL_F above, a Long from 13:31 until 13:42 ET has been profitable 92% of the time over the last 13 days.


08-26-2018 11-normal Entry Exit Trade Profit Profit
Contract Direction Time Time % % Points HeatMap
CL_F long 1321 1339 91 0.02 1.09
CL_F short 1039 1102 -91 -0.01 -0.96
ES_F long 0931 0941 91 0.01 21.25
ES_F short 1535 1552 -100 -0.01 -30.25
NQ_F long 1017 1039 100 0.01 61.00
NQ_F short 1537 1554 -100 -0.01 -93.75
YM_F long 1124 1142 91 0.00 114.00
YM_F short 1535 1554 -100 -0.01 -278.00

Trading dates are:

["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"]

To read this chart using CL_F above, a Long from 13:21 until 13:39 ET has been profitable 91% of the time over the last 11 days.


08-26-2018 8-normal Entry Exit Trade Profit Profit
Contract Direction Time Time % % Points HeatMap
CL_F long 1321 1338 100 0.01 0.93
CL_F short 1004 1024 -100 -0.02 -1.14
ES_F long 0931 0941 100 0.01 18.50
ES_F short 1535 1553 -100 -0.01 -23.50
NQ_F long 1026 1038 100 0.01 64.25
NQ_F short 0952 1009 -100 -0.01 -77.25
YM_F long 1440 1506 100 0.01 150.00
YM_F short 1535 1553 -100 -0.01 -198.00

Trading dates are:

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

To read this chart using CL_F above, a Long from 13:21 until 13:38 ET has been profitable 100% of the time over the last 8 days.


08-26-2018 5-normal Entry Exit Trade Profit Profit
Contract Direction Time Time % % Points HeatMap
CL_F long 1024 1039 100 0.01 0.83
CL_F short 1124 1138 -100 -0.01 -0.77
ES_F long 0931 0941 100 0.01 14.75
ES_F short 1533 1552 -100 -0.00 -13.25
NQ_F long 1122 1143 100 0.01 55.50
NQ_F short 1429 1451 -100 -0.01 -39.00
YM_F long 1138 1204 100 0.01 152.00
YM_F short 1526 1552 -100 -0.00 -127.00

Trading dates are:

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

To read this chart using CL_F above, a Long from 10:24 until 10:39 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.


08-26-2018 21-taylorPlus Entry Exit Trade Profit Profit
Contract Direction Time Time % % Points HeatMap
CL_F long 1057 1108 90 0.02 1.17
CL_F short 1033 1054 -81 -0.03 -2.37
ES_F long 1249 1303 81 0.01 23.00
ES_F short 1323 1332 -81 -0.01 -17.50
NQ_F long 1118 1141 86 0.01 100.00
NQ_F short 1327 1335 -81 -0.01 -43.75
YM_F long 1120 1132 81 0.01 129.00
YM_F short 1305 1315 -86 -0.01 -162.00

Trading dates are:

["2018-05-23","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"]

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.


08-26-2018 13-taylorPlus Entry Exit Trade Profit Profit
Contract Direction Time Time % % Points HeatMap
CL_F long 1223 1234 92 0.01 0.53
CL_F short 1033 1054 -92 -0.03 -2.10
ES_F long 1252 1303 100 0.01 17.50
ES_F short 1303 1315 -85 -0.01 -17.75
NQ_F long 1023 1044 92 0.01 82.50
NQ_F short 0941 0949 -85 -0.02 -114.50
YM_F long 1028 1044 100 0.01 226.00
YM_F short 1543 1553 -92 -0.01 -172.00

Trading dates are:

["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"]

To read this chart using CL_F above, a Long from 12:23 until 12:34 ET has been profitable 92% of the time over the last 13 days.


08-26-2018 11-taylorPlus Entry Exit Trade Profit Profit
Contract Direction Time Time % % Points HeatMap
CL_F long 1221 1245 91 0.01 0.97
CL_F short 1030 1054 -91 -0.03 -1.87
ES_F long 1026 1044 100 0.01 17.25
ES_F short 1535 1549 -91 -0.00 -4.75
NQ_F long 1120 1145 91 0.01 88.75
NQ_F short 1040 1051 -100 -0.01 -78.50
YM_F long 1028 1044 100 0.01 183.00
YM_F short 1305 1316 -100 -0.00 -87.00

Trading dates are:

["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"]

To read this chart using CL_F above, a Long from 12:21 until 12:45 ET has been profitable 91% of the time over the last 11 days.


08-26-2018 8-taylorPlus Entry Exit Trade Profit Profit
Contract Direction Time Time % % Points HeatMap
CL_F long 1121 1139 88 0.01 0.98
CL_F short 1338 1402 -100 -0.01 -0.64
ES_F long 0931 0942 100 0.00 13.75
ES_F short 1544 1553 -87 -0.00 -12.00
NQ_F long 1109 1135 100 0.01 59.75
NQ_F short 1040 1051 -100 -0.01 -56.75
YM_F long 1120 1136 100 0.01 160.00
YM_F short 1305 1316 -100 -0.00 -67.00

Trading dates are:

["2018-07-19","2018-07-25","2018-07-31","2018-08-03","2018-08-06","2018-08-09","2018-08-15","2018-08-21"]

To read this chart using CL_F above, a Long from 11:21 until 11:39 ET has been profitable 88% of the time over the last 8 days.


08-26-2018 5-taylorPlus Entry Exit Trade Profit Profit
Contract Direction Time Time % % Points HeatMap
CL_F long 1150 1214 100 0.01 0.50
CL_F short 0932 0958 -100 -0.01 -0.73
ES_F long 1159 1225 100 0.01 18.25
ES_F short 1044 1054 -100 -0.00 -10.75
NQ_F long 1200 1225 100 0.01 64.75
NQ_F short 1039 1054 -100 -0.01 -53.00
YM_F long 1159 1225 100 0.01 168.00
YM_F short 1536 1553 -100 -0.00 -100.00

Trading dates are:

["2018-08-03","2018-08-06","2018-08-09","2018-08-15","2018-08-21"]

To read this chart using CL_F above, a Long from 11:50 until 12:14 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.


08-26-2018 21-taylor3 Entry Exit Trade Profit Profit
Contract Direction Time Time % % Points HeatMap
CL_F long 1110 1124 81 0.02 1.16
CL_F short 1429 1440 -86 -0.02 -1.31
ES_F long 1034 1046 95 0.02 44.75
ES_F short 1539 1547 -81 -0.01 -23.25
NQ_F long 1034 1044 86 0.02 130.25
NQ_F short 1328 1340 -86 -0.01 -65.75
YM_F long 1034 1046 86 0.01 303.00
YM_F short 1538 1547 -86 -0.01 -195.00

Trading dates are:

["2018-05-24","2018-05-30","2018-06-04","2018-06-07","2018-06-12","2018-06-15","2018-06-20","2018-06-25","2018-06-28","2018-07-05","2018-07-10","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"]

To read this chart using CL_F above, a Long from 11:10 until 11:24 ET has been profitable 81% of the time over the last 21 days.


08-26-2018 13-taylor3 Entry Exit Trade Profit Profit
Contract Direction Time Time % % Points HeatMap
CL_F long 1458 1511 92 0.01 0.52
CL_F short 1429 1440 -100 -0.02 -1.19
ES_F long 1034 1046 92 0.01 23.75
ES_F short 1524 1548 -85 -0.01 -17.75
NQ_F long 1020 1046 92 0.01 100.00
NQ_F short 1323 1340 -92 -0.01 -47.00
YM_F long 1119 1145 92 0.01 231.00
YM_F short 1521 1547 -92 -0.01 -184.00

Trading dates are:

["2018-06-28","2018-07-05","2018-07-10","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"]

To read this chart using CL_F above, a Long from 14:58 until 15:11 ET has been profitable 92% of the time over the last 13 days.


08-26-2018 11-taylor3 Entry Exit Trade Profit Profit
Contract Direction Time Time % % Points HeatMap
CL_F long 1350 1411 100 0.02 1.15
CL_F short 1429 1440 -100 -0.01 -0.98
ES_F long 1153 1216 100 0.01 18.75
ES_F short 1524 1548 -91 -0.01 -14.00
NQ_F long 0958 1006 100 0.02 112.25
NQ_F short 0937 0947 -91 -0.01 -94.25
YM_F long 1156 1217 91 0.01 140.00
YM_F short 1527 1552 -91 -0.01 -219.00

Trading dates are:

["2018-07-10","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"]

To read this chart using CL_F above, a Long from 13:50 until 14:11 ET has been profitable 100% of the time over the last 11 days.


08-26-2018 8-taylor3 Entry Exit Trade Profit Profit
Contract Direction Time Time % % Points HeatMap
CL_F long 1354 1417 100 0.02 1.23
CL_F short 1134 1143 -100 -0.02 -1.28
ES_F long 0947 1011 100 0.01 17.75
ES_F short 1522 1547 -100 -0.00 -9.75
NQ_F long 0947 1011 100 0.02 122.25
NQ_F short 1429 1441 -100 -0.00 -35.50
YM_F long 1126 1147 100 0.00 94.00
YM_F short 1526 1552 -100 -0.01 -213.00

Trading dates are:

["2018-07-23","2018-07-26","2018-07-31","2018-08-03","2018-08-08","2018-08-13","2018-08-16","2018-08-21"]

To read this chart using CL_F above, a Long from 13:54 until 14:17 ET has been profitable 100% of the time over the last 8 days.


08-26-2018 5-taylor3 Entry Exit Trade Profit Profit
Contract Direction Time Time % % Points HeatMap
CL_F long 1354 1420 100 0.02 1.29
CL_F short 1126 1148 -100 -0.03 -1.96
ES_F long 1200 1221 100 0.00 12.00
ES_F short 1526 1552 -100 -0.01 -17.50
NQ_F long 0947 1011 100 0.01 86.75
NQ_F short 1429 1455 -100 -0.01 -59.25
YM_F long 1312 1331 100 0.00 125.00
YM_F short 1526 1552 -100 -0.01 -166.00

Trading dates are:

["2018-08-03","2018-08-08","2018-08-13","2018-08-16","2018-08-21"]

To read this chart using CL_F above, a Long from 13:54 until 14:20 ET has been profitable 100% of the time over the last 5 days.