HotSpots for 08/31/2018 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.


08-31-2018 21-normal Entry Exit Trade Profit Profit
Contract Direction Time Time % % Points HeatMap
CL_F long 1023 1038 81 0.02 1.26
CL_F short 1124 1132 -81 -0.02 -1.46
ES_F long 1156 1221 86 0.01 35.75
ES_F short 1535 1554 -86 -0.01 -39.00
NQ_F long 1026 1039 90 0.02 132.75
NQ_F short 1535 1552 -86 -0.01 -102.00
YM_F long 1156 1213 86 0.01 240.00
YM_F short 1543 1553 -95 -0.01 -243.00

Trading dates are:

["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","2018-08-30"]

To read this chart using CL_F above, a Long from 10:23 until 10:38 ET has been profitable 81% of the time over the last 21 days.


08-31-2018 13-normal Entry Exit Trade Profit Profit
Contract Direction Time Time % % Points HeatMap
CL_F long 1250 1304 92 0.01 0.48
CL_F short 1039 1053 -92 -0.02 -1.20
ES_F long 1155 1219 92 0.01 20.50
ES_F short 1540 1554 -100 -0.01 -22.25
NQ_F long 1017 1039 92 0.01 99.50
NQ_F short 1535 1552 -92 -0.01 -77.00
YM_F long 0934 0944 100 0.01 196.00
YM_F short 1535 1554 -100 -0.01 -266.00

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","2018-08-24","2018-08-27","2018-08-28","2018-08-29","2018-08-30"]

To read this chart using CL_F above, a Long from 12:50 until 13:04 ET has been profitable 92% of the time over the last 13 days.


08-31-2018 11-normal Entry Exit Trade Profit Profit
Contract Direction Time Time % % Points HeatMap
CL_F long 1028 1038 91 0.02 1.45
CL_F short 1039 1053 -91 -0.02 -1.05
ES_F long 0932 0942 100 0.01 15.50
ES_F short 1540 1554 -100 -0.01 -19.25
NQ_F long 1013 1037 91 0.01 90.50
NQ_F short 1259 1314 -100 -0.00 -27.25
YM_F long 0934 0944 100 0.01 174.00
YM_F short 1535 1554 -100 -0.01 -221.00

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","2018-08-28","2018-08-29","2018-08-30"]

To read this chart using CL_F above, a Long from 10:28 until 10:38 ET has been profitable 91% of the time over the last 11 days.


08-31-2018 8-normal Entry Exit Trade Profit Profit
Contract Direction Time Time % % Points HeatMap
CL_F long 1250 1316 100 0.01 0.86
CL_F short 1014 1028 -100 -0.01 -0.80
ES_F long 0932 0943 100 0.00 13.25
ES_F short 1540 1554 -100 -0.00 -12.75
NQ_F long 0950 1016 100 0.01 80.25
NQ_F short 1414 1426 -100 -0.01 -49.75
YM_F long 0934 0944 100 0.00 118.00
YM_F short 1533 1554 -100 -0.01 -153.00

Trading dates are:

["2018-08-21","2018-08-22","2018-08-23","2018-08-24","2018-08-27","2018-08-28","2018-08-29","2018-08-30"]

To read this chart using CL_F above, a Long from 12:50 until 13:16 ET has been profitable 100% of the time over the last 8 days.


08-31-2018 5-normal Entry Exit Trade Profit Profit
Contract Direction Time Time % % Points HeatMap
CL_F long 1344 1409 100 0.01 0.72
CL_F short 0954 1006 -100 -0.01 -0.66
ES_F long 1033 1059 100 0.00 10.25
ES_F short 1417 1425 -100 -0.00 -11.75
NQ_F long 0950 1016 100 0.01 62.75
NQ_F short 1416 1424 -100 -0.01 -43.25
YM_F long 1033 1059 100 0.00 106.00
YM_F short 1415 1424 -100 -0.01 -129.00

Trading dates are:

["2018-08-24","2018-08-27","2018-08-28","2018-08-29","2018-08-30"]

To read this chart using CL_F above, a Long from 13:44 until 14:09 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.


08-31-2018 21-taylorPlus Entry Exit Trade Profit Profit
Contract Direction Time Time % % Points HeatMap
CL_F long 1228 1238 86 0.02 1.19
ES_F long 0953 1010 90 0.01 37.75
ES_F short 1535 1557 -81 -0.01 -34.50
NQ_F long 0934 0942 86 0.01 73.00
NQ_F short 1125 1136 -81 -0.01 -75.25
YM_F long 0947 1002 81 0.01 259.00
YM_F short 1535 1558 -81 -0.02 -414.00

Trading dates are:

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

To read this chart using CL_F above, a Long from 12:28 until 12:38 ET has been profitable 86% of the time over the last 21 days.


08-31-2018 13-taylorPlus Entry Exit Trade Profit Profit
Contract Direction Time Time % % Points HeatMap
CL_F long 1023 1039 100 0.02 1.32
CL_F short 1203 1216 -100 -0.03 -1.86
ES_F long 0953 1010 92 0.01 17.75
ES_F short 1535 1557 -92 -0.01 -19.00
NQ_F long 0953 1019 92 0.02 117.50
NQ_F short 1536 1554 -85 -0.01 -53.75
YM_F long 1029 1039 92 0.01 192.00
YM_F short 1535 1558 -92 -0.01 -249.00

Trading dates are:

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

To read this chart using CL_F above, a Long from 10:23 until 10:39 ET has been profitable 100% of the time over the last 13 days.


08-31-2018 11-taylorPlus Entry Exit Trade Profit Profit
Contract Direction Time Time % % Points HeatMap
CL_F long 1023 1046 100 0.03 1.75
CL_F short 1203 1216 -100 -0.02 -1.42
ES_F long 1030 1040 100 0.01 19.25
ES_F short 1535 1557 -100 -0.01 -19.00
NQ_F long 0953 1019 100 0.02 127.50
NQ_F short 1536 1554 -91 -0.01 -57.75
YM_F long 1029 1039 91 0.01 175.00
YM_F short 1535 1558 -100 -0.01 -227.00

Trading dates are:

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

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 11 days.


08-31-2018 8-taylorPlus Entry Exit Trade Profit Profit
Contract Direction Time Time % % Points HeatMap
CL_F long 1023 1046 100 0.02 1.47
CL_F short 1203 1217 -100 -0.01 -0.58
ES_F long 1030 1039 100 0.00 14.00
ES_F short 1536 1552 -100 -0.01 -18.00
NQ_F long 0953 1017 100 0.01 93.50
NQ_F short 1125 1138 -100 -0.01 -58.50
YM_F long 1357 1417 100 0.00 99.00
YM_F short 1535 1557 -100 -0.01 -180.00

Trading dates are:

["2018-07-26","2018-08-01","2018-08-07","2018-08-10","2018-08-13","2018-08-16","2018-08-22","2018-08-28"]

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.


08-31-2018 5-taylorPlus Entry Exit Trade Profit Profit
Contract Direction Time Time % % Points HeatMap
CL_F long 1414 1436 100 0.02 1.02
CL_F short 0951 1002 -100 -0.01 -0.59
ES_F long 1030 1039 100 0.00 10.50
ES_F short 1526 1552 -100 -0.01 -18.75
NQ_F long 1000 1017 100 0.01 59.50
NQ_F short 1526 1552 -100 -0.01 -55.50
YM_F long 1357 1413 100 0.00 86.00
YM_F short 1526 1552 -100 -0.01 -178.00

Trading dates are:

["2018-08-10","2018-08-13","2018-08-16","2018-08-22","2018-08-28"]

To read this chart using CL_F above, a Long from 14:14 until 14:36 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.


08-31-2018 21-taylor3 Entry Exit Trade Profit Profit
Contract Direction Time Time % % Points HeatMap
CL_F long 0938 0952 95 0.03 1.75
CL_F short 1403 1425 -81 -0.03 -1.82
ES_F long 1131 1157 81 0.01 25.50
ES_F short 1039 1055 -81 -0.01 -23.00
NQ_F long 1059 1124 90 0.01 94.75
YM_F long 1440 1451 86 0.01 148.00
YM_F short 1039 1053 -90 -0.01 -249.00

Trading dates are:

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

To read this chart using CL_F above, a Long from 09:38 until 09:52 ET has been profitable 95% of the time over the last 21 days.


08-31-2018 13-taylor3 Entry Exit Trade Profit Profit
Contract Direction Time Time % % Points HeatMap
CL_F long 1023 1040 92 0.02 1.43
CL_F short 1003 1023 -92 -0.02 -1.78
ES_F long 1213 1225 92 0.01 18.00
ES_F short 1039 1052 -92 -0.01 -22.75
NQ_F long 1025 1039 100 0.01 78.75
NQ_F short 1040 1053 -85 -0.02 -110.75
YM_F long 1015 1040 92 0.01 255.00
YM_F short 1039 1053 -100 -0.01 -247.00

Trading dates are:

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

To read this chart using CL_F above, a Long from 10:23 until 10:40 ET has been profitable 92% of the time over the last 13 days.


08-31-2018 11-taylor3 Entry Exit Trade Profit Profit
Contract Direction Time Time % % Points HeatMap
CL_F long 1023 1040 91 0.02 1.28
CL_F short 1406 1427 -100 -0.02 -1.19
ES_F long 1213 1225 100 0.01 18.75
ES_F short 1039 1052 -100 -0.01 -21.50
NQ_F long 1213 1228 100 0.01 91.50
NQ_F short 1408 1422 -100 -0.01 -39.75
YM_F long 1015 1040 91 0.01 181.00
YM_F short 1039 1053 -100 -0.01 -238.00

Trading dates are:

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

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.


08-31-2018 8-taylor3 Entry Exit Trade Profit Profit
Contract Direction Time Time % % Points HeatMap
CL_F long 1232 1258 100 0.01 0.95
CL_F short 1400 1424 -100 -0.01 -0.91
ES_F long 1213 1225 100 0.00 12.50
ES_F short 1040 1053 -100 -0.01 -21.50
NQ_F long 1213 1238 100 0.01 63.50
NQ_F short 1040 1059 -100 -0.02 -118.25
YM_F long 1201 1225 88 0.01 179.00
YM_F short 1039 1054 -100 -0.01 -204.00

Trading dates are:

["2018-07-30","2018-08-02","2018-08-07","2018-08-10","2018-08-15","2018-08-20","2018-08-23","2018-08-28"]

To read this chart using CL_F above, a Long from 12:32 until 12:58 ET has been profitable 100% of the time over the last 8 days.


08-31-2018 5-taylor3 Entry Exit Trade Profit Profit
Contract Direction Time Time % % Points HeatMap
CL_F long 1424 1432 100 0.01 0.80
CL_F short 1004 1022 -100 -0.01 -0.70
ES_F long 1202 1225 100 0.01 16.00
ES_F short 1037 1053 -100 -0.01 -14.50
NQ_F long 1202 1228 100 0.01 67.00
NQ_F short 1040 1053 -100 -0.01 -67.25
YM_F long 1452 1518 100 0.01 146.00
YM_F short 1036 1054 -100 -0.00 -122.00

Trading dates are:

["2018-08-10","2018-08-15","2018-08-20","2018-08-23","2018-08-28"]

To read this chart using CL_F above, a Long from 14:24 until 14:32 ET has been profitable 100% of the time over the last 5 days.