HotSpots for 08/30/2018 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.


08-30-2018 21-normal Entry Exit Trade Profit Profit
Contract Direction Time Time % % Points HeatMap
CL_F long 1352 1400 86 0.01 0.74
ES_F long 0931 0941 86 0.01 30.50
ES_F short 1535 1555 -90 -0.01 -37.50
NQ_F long 1158 1220 86 0.02 124.50
NQ_F short 1547 1555 -86 -0.01 -62.50
YM_F long 1201 1213 86 0.01 212.00
YM_F short 1535 1557 -95 -0.02 -385.00

Trading dates are:

["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","2018-08-28","2018-08-29"]

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.


08-30-2018 13-normal Entry Exit Trade Profit Profit
Contract Direction Time Time % % Points HeatMap
CL_F long 1426 1434 85 0.02 1.03
CL_F short 1039 1053 -92 -0.02 -1.34
ES_F long 1156 1221 92 0.01 20.75
ES_F short 1535 1555 -100 -0.01 -27.75
NQ_F long 1017 1039 92 0.01 86.00
NQ_F short 1547 1555 -100 -0.01 -50.25
YM_F long 1156 1213 92 0.01 169.00
YM_F short 1535 1552 -100 -0.01 -276.00

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","2018-08-28","2018-08-29"]

To read this chart using CL_F above, a Long from 14:26 until 14:34 ET has been profitable 85% of the time over the last 13 days.


08-30-2018 11-normal Entry Exit Trade Profit Profit
Contract Direction Time Time % % Points HeatMap
CL_F long 1310 1320 91 0.01 0.68
CL_F short 1004 1024 -91 -0.02 -1.21
ES_F long 0932 0942 100 0.01 15.75
ES_F short 1535 1555 -100 -0.01 -24.50
NQ_F long 1026 1039 91 0.01 72.50
NQ_F short 1547 1555 -100 -0.01 -37.50
YM_F long 0934 0944 100 0.01 158.00
YM_F short 1535 1554 -100 -0.01 -229.00

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","2018-08-27","2018-08-28","2018-08-29"]

To read this chart using CL_F above, a Long from 13:10 until 13:20 ET has been profitable 91% of the time over the last 11 days.


08-30-2018 8-normal Entry Exit Trade Profit Profit
Contract Direction Time Time % % Points HeatMap
CL_F long 1247 1303 100 0.01 0.46
CL_F short 1124 1132 -100 -0.01 -0.65
ES_F long 0930 0941 100 0.00 12.50
ES_F short 1536 1555 -100 -0.01 -15.25
NQ_F long 1019 1039 100 0.01 58.75
NQ_F short 1259 1312 -100 -0.00 -28.50
YM_F long 0934 0944 100 0.00 127.00
YM_F short 1533 1555 -100 -0.01 -158.00

Trading dates are:

["2018-08-20","2018-08-21","2018-08-22","2018-08-23","2018-08-24","2018-08-27","2018-08-28","2018-08-29"]

To read this chart using CL_F above, a Long from 12:47 until 13:03 ET has been profitable 100% of the time over the last 8 days.


08-30-2018 5-normal Entry Exit Trade Profit Profit
Contract Direction Time Time % % Points HeatMap
CL_F long 0938 0954 100 0.01 0.62
CL_F short 1014 1025 -100 -0.01 -0.53
ES_F long 0947 1010 100 0.00 10.75
ES_F short 1536 1555 -100 -0.00 -8.25
NQ_F long 0938 1003 100 0.01 67.50
NQ_F short 1046 1108 -100 -0.00 -31.75
YM_F long 1149 1215 100 0.00 111.00
YM_F short 1535 1555 -100 -0.00 -98.00

Trading dates are:

["2018-08-23","2018-08-24","2018-08-27","2018-08-28","2018-08-29"]

To read this chart using CL_F above, a Long from 09:38 until 09:54 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.


08-30-2018 21-taylorPlus Entry Exit Trade Profit Profit
Contract Direction Time Time % % Points HeatMap
CL_F long 1057 1108 90 0.02 1.07
CL_F short 1324 1348 -81 -0.02 -1.24
ES_F long 1250 1303 90 0.01 25.25
ES_F short 1543 1554 -81 -0.01 -15.75
NQ_F long 1125 1145 86 0.02 112.75
NQ_F short 1327 1335 -81 -0.01 -38.00
YM_F long 1248 1305 90 0.01 169.00
YM_F short 1305 1315 -86 -0.01 -171.00

Trading dates are:

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

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.


08-30-2018 13-taylorPlus Entry Exit Trade Profit Profit
Contract Direction Time Time % % Points HeatMap
CL_F long 1355 1409 92 0.01 0.89
CL_F short 1033 1054 -85 -0.02 -1.53
ES_F long 1252 1303 100 0.01 14.75
ES_F short 1303 1325 -85 -0.01 -19.00
NQ_F long 1207 1230 92 0.01 73.25
NQ_F short 1040 1051 -85 -0.01 -68.00
YM_F long 1248 1303 100 0.00 108.00
YM_F short 1305 1316 -100 -0.00 -118.00

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

To read this chart using CL_F above, a Long from 13:55 until 14:09 ET has been profitable 92% of the time over the last 13 days.


08-30-2018 11-taylorPlus Entry Exit Trade Profit Profit
Contract Direction Time Time % % Points HeatMap
CL_F long 1355 1407 91 0.01 0.68
CL_F short 1033 1053 -91 -0.02 -1.47
ES_F long 1110 1136 100 0.01 19.25
ES_F short 1303 1316 -91 -0.01 -15.75
NQ_F long 1109 1135 100 0.01 76.50
NQ_F short 1036 1051 -91 -0.01 -50.25
YM_F long 1120 1138 100 0.01 183.00
YM_F short 1305 1316 -100 -0.00 -106.00

Trading dates are:

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

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.


08-30-2018 8-taylorPlus Entry Exit Trade Profit Profit
Contract Direction Time Time % % Points HeatMap
CL_F long 1247 1303 100 0.00 0.34
CL_F short 1334 1348 -100 -0.01 -0.89
ES_F long 1157 1219 100 0.01 19.00
ES_F short 1545 1554 -100 -0.00 -12.50
NQ_F long 1201 1225 100 0.01 64.75
NQ_F short 1305 1331 -87 -0.01 -42.75
YM_F long 1153 1219 100 0.01 194.00
YM_F short 1545 1554 -100 -0.01 -140.00

Trading dates are:

["2018-07-31","2018-08-03","2018-08-06","2018-08-09","2018-08-15","2018-08-21","2018-08-24","2018-08-27"]

To read this chart using CL_F above, a Long from 12:47 until 13:03 ET has been profitable 100% of the time over the last 8 days.


08-30-2018 5-taylorPlus Entry Exit Trade Profit Profit
Contract Direction Time Time % % Points HeatMap
CL_F long 1349 1357 100 0.01 0.45
CL_F short 1015 1041 -100 -0.02 -1.24
ES_F long 1124 1136 100 0.00 12.75
ES_F short 1535 1555 -100 -0.00 -11.50
NQ_F long 1124 1136 100 0.01 54.00
NQ_F short 1046 1054 -100 -0.00 -28.25
YM_F long 1153 1219 100 0.00 115.00
YM_F short 1535 1554 -100 -0.01 -132.00

Trading dates are:

["2018-08-09","2018-08-15","2018-08-21","2018-08-24","2018-08-27"]

To read this chart using CL_F above, a Long from 13:49 until 13:57 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.