HotSpots for 08/28/2018 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.


08-28-2018 21-normal Entry Exit Trade Profit Profit
Contract Direction Time Time % % Points HeatMap
CL_F long 1352 1400 86 0.01 0.79
CL_F short 1113 1133 -81 -0.03 -1.97
ES_F long 0958 1024 86 0.01 20.00
ES_F short 1535 1555 -90 -0.01 -39.00
NQ_F long 1017 1039 90 0.02 118.00
NQ_F short 1547 1555 -86 -0.01 -68.50
YM_F long 1201 1212 81 0.01 187.00
YM_F short 1535 1557 -95 -0.02 -406.00

Trading dates are:

["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","2018-08-27"]

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.


08-28-2018 13-normal Entry Exit Trade Profit Profit
Contract Direction Time Time % % Points HeatMap
CL_F long 1152 1203 92 0.01 0.60
CL_F short 1113 1133 -85 -0.02 -1.32
ES_F long 0931 0944 92 0.01 23.25
ES_F short 1535 1555 -100 -0.01 -29.00
NQ_F long 1017 1039 100 0.01 85.25
NQ_F short 1536 1552 -92 -0.01 -88.75
YM_F long 1156 1208 92 0.01 134.00
YM_F short 1535 1554 -100 -0.01 -302.00

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","2018-08-24","2018-08-27"]

To read this chart using CL_F above, a Long from 11:52 until 12:03 ET has been profitable 92% of the time over the last 13 days.


08-28-2018 11-normal Entry Exit Trade Profit Profit
Contract Direction Time Time % % Points HeatMap
CL_F long 1352 1400 91 0.01 0.54
CL_F short 1040 1053 -91 -0.01 -0.98
ES_F long 0931 0944 91 0.01 19.00
ES_F short 1535 1555 -100 -0.01 -24.00
NQ_F long 1017 1039 100 0.01 77.50
NQ_F short 1547 1555 -100 -0.01 -48.00
YM_F long 1156 1208 100 0.01 147.00
YM_F short 1535 1552 -100 -0.01 -240.00

Trading dates are:

["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","2018-08-27"]

To read this chart using CL_F above, a Long from 13:52 until 14:00 ET has been profitable 91% of the time over the last 11 days.


08-28-2018 8-normal Entry Exit Trade Profit Profit
Contract Direction Time Time % % Points HeatMap
CL_F long 1152 1203 100 0.01 0.73
CL_F short 1341 1349 -100 -0.01 -0.57
ES_F long 1140 1204 100 0.01 20.75
ES_F short 1535 1555 -100 -0.01 -18.00
NQ_F long 1015 1037 100 0.01 68.25
NQ_F short 1417 1440 -100 -0.01 -42.75
YM_F long 1140 1204 100 0.01 243.00
YM_F short 1526 1552 -100 -0.01 -186.00

Trading dates are:

["2018-08-16","2018-08-17","2018-08-20","2018-08-21","2018-08-22","2018-08-23","2018-08-24","2018-08-27"]

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.


08-28-2018 5-normal Entry Exit Trade Profit Profit
Contract Direction Time Time % % Points HeatMap
CL_F long 1031 1057 100 0.01 0.84
CL_F short 1336 1349 -100 -0.01 -0.78
ES_F long 0930 0952 100 0.00 14.00
ES_F short 1535 1555 -100 -0.00 -9.50
NQ_F long 0930 0955 100 0.01 86.75
NQ_F short 1111 1124 -100 -0.00 -35.00
YM_F long 1140 1206 100 0.01 144.00
YM_F short 1533 1555 -100 -0.00 -118.00

Trading dates are:

["2018-08-21","2018-08-22","2018-08-23","2018-08-24","2018-08-27"]

To read this chart using CL_F above, a Long from 10:31 until 10:57 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.


08-28-2018 21-taylorPlus Entry Exit Trade Profit Profit
Contract Direction Time Time % % Points HeatMap
CL_F long 0950 1001 86 0.02 1.36
CL_F short 1401 1411 -81 -0.02 -1.05
ES_F long 0953 1010 90 0.01 38.50
ES_F short 1345 1359 -81 -0.01 -15.00
NQ_F long 0930 0947 86 0.03 221.50
NQ_F short 1345 1400 -81 -0.00 -34.25
YM_F long 0958 1012 81 0.01 219.00

Trading dates are:

["2018-05-30","2018-06-05","2018-06-08","2018-06-11","2018-06-14","2018-06-20","2018-06-26","2018-06-29","2018-07-02","2018-07-05","2018-07-11","2018-07-17","2018-07-20","2018-07-23","2018-07-26","2018-08-01","2018-08-07","2018-08-10","2018-08-13","2018-08-16","2018-08-22"]

To read this chart using CL_F above, a Long from 09:50 until 10:01 ET has been profitable 86% of the time over the last 21 days.


08-28-2018 13-taylorPlus Entry Exit Trade Profit Profit
Contract Direction Time Time % % Points HeatMap
CL_F long 1024 1045 92 0.02 1.75
CL_F short 1203 1216 -92 -0.02 -1.63
ES_F long 0954 1010 92 0.01 22.00
ES_F short 1434 1443 -85 -0.00 -10.25
NQ_F long 0959 1025 92 0.02 128.25
NQ_F short 1431 1441 -85 -0.01 -35.50
YM_F long 1029 1039 92 0.01 212.00
YM_F short 1040 1052 -92 -0.00 -89.00

Trading dates are:

["2018-07-02","2018-07-05","2018-07-11","2018-07-17","2018-07-20","2018-07-23","2018-07-26","2018-08-01","2018-08-07","2018-08-10","2018-08-13","2018-08-16","2018-08-22"]

To read this chart using CL_F above, a Long from 10:24 until 10:45 ET has been profitable 92% of the time over the last 13 days.


08-28-2018 11-taylorPlus Entry Exit Trade Profit Profit
Contract Direction Time Time % % Points HeatMap
CL_F long 1024 1045 100 0.02 1.63
CL_F short 1203 1216 -100 -0.02 -1.42
ES_F long 0958 1023 100 0.01 20.50
ES_F short 1535 1557 -100 -0.01 -19.50
NQ_F long 0959 1025 100 0.02 140.50
NQ_F short 1536 1554 -91 -0.01 -52.50
YM_F long 0930 0948 91 0.01 222.00
YM_F short 1535 1557 -100 -0.01 -233.00

Trading dates are:

["2018-07-11","2018-07-17","2018-07-20","2018-07-23","2018-07-26","2018-08-01","2018-08-07","2018-08-10","2018-08-13","2018-08-16","2018-08-22"]

To read this chart using CL_F above, a Long from 10:24 until 10:45 ET has been profitable 100% of the time over the last 11 days.


08-28-2018 8-taylorPlus Entry Exit Trade Profit Profit
Contract Direction Time Time % % Points HeatMap
CL_F long 1023 1046 100 0.02 1.55
CL_F short 1203 1216 -100 -0.02 -1.25
ES_F long 0958 1013 100 0.01 16.75
ES_F short 1535 1557 -100 -0.01 -14.25
NQ_F long 0953 1017 100 0.01 110.00
NQ_F short 1256 1307 -100 -0.00 -33.75
YM_F long 0930 0948 100 0.01 192.00
YM_F short 1535 1558 -100 -0.01 -171.00

Trading dates are:

["2018-07-23","2018-07-26","2018-08-01","2018-08-07","2018-08-10","2018-08-13","2018-08-16","2018-08-22"]

To read this chart using CL_F above, a Long from 10:23 until 10:46 ET has been profitable 100% of the time over the last 8 days.


08-28-2018 5-taylorPlus Entry Exit Trade Profit Profit
Contract Direction Time Time % % Points HeatMap
CL_F long 1028 1039 100 0.01 0.95
CL_F short 1203 1211 -100 -0.01 -0.37
ES_F long 1501 1526 100 0.00 14.00
ES_F short 1526 1552 -100 -0.01 -20.50
NQ_F long 1005 1031 100 0.01 70.50
NQ_F short 1526 1552 -100 -0.01 -56.00
YM_F long 1507 1526 100 0.01 146.00
YM_F short 1526 1552 -100 -0.01 -190.00

Trading dates are:

["2018-08-07","2018-08-10","2018-08-13","2018-08-16","2018-08-22"]

To read this chart using CL_F above, a Long from 10:28 until 10:39 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.


08-28-2018 21-taylor3 Entry Exit Trade Profit Profit
Contract Direction Time Time % % Points HeatMap
CL_F long 0938 0952 90 0.02 1.65
CL_F short 1402 1427 -81 -0.03 -1.83
ES_F long 1213 1224 81 0.01 20.50
NQ_F long 1321 1347 86 0.01 99.00
YM_F long 1213 1226 81 0.01 172.00
YM_F short 1039 1053 -90 -0.01 -255.00

Trading dates are:

["2018-05-29","2018-06-01","2018-06-06","2018-06-11","2018-06-14","2018-06-19","2018-06-22","2018-06-27","2018-07-02","2018-07-09","2018-07-12","2018-07-17","2018-07-20","2018-07-25","2018-07-30","2018-08-02","2018-08-07","2018-08-10","2018-08-15","2018-08-20","2018-08-23"]

To read this chart using CL_F above, a Long from 09:38 until 09:52 ET has been profitable 90% of the time over the last 21 days.


08-28-2018 13-taylor3 Entry Exit Trade Profit Profit
Contract Direction Time Time % % Points HeatMap
CL_F long 1024 1040 92 0.02 1.32
CL_F short 1406 1427 -92 -0.02 -1.37
ES_F long 1015 1040 92 0.01 37.50
ES_F short 1039 1052 -92 -0.01 -20.75
NQ_F long 1017 1039 100 0.02 128.25
NQ_F short 1040 1053 -85 -0.02 -110.50
YM_F long 1015 1040 92 0.01 341.00
YM_F short 1040 1051 -100 -0.01 -229.00

Trading dates are:

["2018-07-02","2018-07-09","2018-07-12","2018-07-17","2018-07-20","2018-07-25","2018-07-30","2018-08-02","2018-08-07","2018-08-10","2018-08-15","2018-08-20","2018-08-23"]

To read this chart using CL_F above, a Long from 10:24 until 10:40 ET has been profitable 92% of the time over the last 13 days.


08-28-2018 11-taylor3 Entry Exit Trade Profit Profit
Contract Direction Time Time % % Points HeatMap
CL_F long 1023 1040 91 0.02 1.30
CL_F short 1406 1427 -100 -0.02 -1.28
ES_F long 1214 1225 100 0.01 18.50
ES_F short 1039 1052 -100 -0.01 -20.50
NQ_F long 1017 1039 100 0.01 98.00
NQ_F short 1042 1059 -91 -0.01 -87.75
YM_F long 1015 1040 91 0.01 202.00
YM_F short 1039 1053 -100 -0.01 -227.00

Trading dates are:

["2018-07-12","2018-07-17","2018-07-20","2018-07-25","2018-07-30","2018-08-02","2018-08-07","2018-08-10","2018-08-15","2018-08-20","2018-08-23"]

To read this chart using CL_F above, a Long from 10:23 until 10:40 ET has been profitable 91% of the time over the last 11 days.


08-28-2018 8-taylor3 Entry Exit Trade Profit Profit
Contract Direction Time Time % % Points HeatMap
CL_F long 1150 1211 100 0.01 0.81
CL_F short 1400 1424 -100 -0.01 -0.90
ES_F long 1214 1225 100 0.00 12.25
ES_F short 1039 1054 -100 -0.01 -23.25
NQ_F long 1017 1039 100 0.01 68.25
NQ_F short 1040 1059 -100 -0.02 -127.25
YM_F long 0935 0945 100 0.00 81.00
YM_F short 1041 1054 -100 -0.01 -221.00

Trading dates are:

["2018-07-25","2018-07-30","2018-08-02","2018-08-07","2018-08-10","2018-08-15","2018-08-20","2018-08-23"]

To read this chart using CL_F above, a Long from 11:50 until 12:11 ET has been profitable 100% of the time over the last 8 days.


08-28-2018 5-taylor3 Entry Exit Trade Profit Profit
Contract Direction Time Time % % Points HeatMap
CL_F long 1311 1337 100 0.01 0.84
CL_F short 1104 1128 -100 -0.02 -1.22
ES_F long 1201 1225 100 0.01 15.00
ES_F short 1040 1053 -100 -0.00 -13.75
NQ_F long 1201 1227 100 0.01 64.50
NQ_F short 1040 1059 -100 -0.01 -77.75
YM_F long 1501 1526 100 0.01 147.00
YM_F short 1041 1054 -100 -0.00 -123.00

Trading dates are:

["2018-08-07","2018-08-10","2018-08-15","2018-08-20","2018-08-23"]

To read this chart using CL_F above, a Long from 13:11 until 13:37 ET has been profitable 100% of the time over the last 5 days.