HotSpots for 09/05/2018 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.


09-05-2018 21-normal Entry Exit Trade Profit Profit
Contract Direction Time Time % % Points HeatMap
CL_F long 1352 1400 81 0.01 0.65
CL_F short 1039 1053 -86 -0.02 -1.46
ES_F long 0958 1023 86 0.01 20.75
ES_F short 1535 1554 -90 -0.01 -41.75
NQ_F long 1201 1220 86 0.01 90.25
NQ_F short 1535 1552 -90 -0.02 -118.50
YM_F long 1205 1217 81 0.01 174.00
YM_F short 1535 1554 -95 -0.02 -422.00

Trading dates are:

["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","2018-08-31","2018-09-04"]

To read this chart using CL_F above, a Long from 13:52 until 14:00 ET has been profitable 81% of the time over the last 21 days.


09-05-2018 13-normal Entry Exit Trade Profit Profit
Contract Direction Time Time % % Points HeatMap
CL_F long 1246 1303 92 0.01 0.44
CL_F short 1039 1053 -92 -0.02 -1.17
ES_F long 0932 0942 92 0.00 8.00
ES_F short 1540 1554 -92 -0.01 -21.00
NQ_F long 1313 1327 92 0.00 31.25
NQ_F short 1535 1552 -85 -0.01 -66.50
YM_F long 0934 0944 92 0.00 119.00
YM_F short 1540 1551 -100 -0.01 -179.00

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","2018-08-31","2018-09-04"]

To read this chart using CL_F above, a Long from 12:46 until 13:03 ET has been profitable 92% of the time over the last 13 days.


09-05-2018 11-normal Entry Exit Trade Profit Profit
Contract Direction Time Time % % Points HeatMap
CL_F long 1246 1303 100 0.01 0.49
CL_F short 1410 1424 -91 -0.01 -0.97
ES_F long 0958 1023 91 0.01 24.00
ES_F short 1540 1554 -91 -0.01 -15.75
NQ_F long 0958 1024 91 0.02 111.50
NQ_F short 1408 1420 -91 -0.01 -52.50
YM_F long 0934 0944 91 0.00 98.00
YM_F short 1540 1551 -100 -0.01 -145.00

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","2018-08-30","2018-08-31","2018-09-04"]

To read this chart using CL_F above, a Long from 12:46 until 13:03 ET has been profitable 100% of the time over the last 11 days.


09-05-2018 8-normal Entry Exit Trade Profit Profit
Contract Direction Time Time % % Points HeatMap
CL_F long 1245 1309 100 0.01 0.63
CL_F short 1409 1424 -100 -0.01 -0.93
ES_F long 0951 1008 100 0.01 20.50
ES_F short 1101 1109 -100 -0.00 -9.00
NQ_F long 0950 1016 100 0.01 106.25
NQ_F short 1133 1145 -100 -0.01 -52.25
YM_F long 1424 1448 100 0.00 116.00
YM_F short 1540 1551 -100 -0.00 -87.00

Trading dates are:

["2018-08-23","2018-08-24","2018-08-27","2018-08-28","2018-08-29","2018-08-30","2018-08-31","2018-09-04"]

To read this chart using CL_F above, a Long from 12:45 until 13:09 ET has been profitable 100% of the time over the last 8 days.


09-05-2018 5-normal Entry Exit Trade Profit Profit
Contract Direction Time Time % % Points HeatMap
CL_F long 1121 1130 100 0.01 0.60
CL_F short 1410 1424 -100 -0.01 -0.77
ES_F long 0953 1008 100 0.01 14.75
ES_F short 1134 1159 -100 -0.00 -13.00
NQ_F long 0950 1015 100 0.01 72.25
NQ_F short 1132 1145 -100 -0.01 -43.00
YM_F long 1048 1104 100 0.00 98.00
YM_F short 1133 1159 -100 -0.00 -120.00

Trading dates are:

["2018-08-28","2018-08-29","2018-08-30","2018-08-31","2018-09-04"]

To read this chart using CL_F above, a Long from 11:21 until 11:30 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.


09-05-2018 21-taylorPlus Entry Exit Trade Profit Profit
Contract Direction Time Time % % Points HeatMap
CL_F long 1057 1108 86 0.01 0.88
CL_F short 1124 1132 -81 -0.01 -0.95
ES_F long 1249 1303 90 0.01 27.25
ES_F short 1543 1554 -86 -0.01 -17.75
NQ_F long 1125 1145 86 0.02 106.75
NQ_F short 1303 1314 -81 -0.01 -54.00
YM_F long 1248 1303 90 0.01 218.00
YM_F short 1543 1553 -86 -0.01 -221.00

Trading dates are:

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

To read this chart using CL_F above, a Long from 10:57 until 11:08 ET has been profitable 86% of the time over the last 21 days.


09-05-2018 13-taylorPlus Entry Exit Trade Profit Profit
Contract Direction Time Time % % Points HeatMap
CL_F long 1155 1213 85 0.01 1.03
CL_F short 1434 1451 -92 -0.01 -0.61
ES_F long 1249 1303 100 0.01 16.25
ES_F short 1303 1315 -85 -0.01 -18.50
NQ_F long 1109 1135 92 0.01 78.50
NQ_F short 1303 1315 -85 -0.01 -55.25
YM_F long 1248 1303 100 0.01 131.00
YM_F short 1543 1553 -92 -0.00 -116.00

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","2018-08-27","2018-08-30"]

To read this chart using CL_F above, a Long from 11:55 until 12:13 ET has been profitable 85% of the time over the last 13 days.


09-05-2018 11-taylorPlus Entry Exit Trade Profit Profit
Contract Direction Time Time % % Points HeatMap
CL_F long 1155 1213 91 0.01 0.97
CL_F short 1033 1053 -91 -0.02 -1.36
ES_F long 1249 1303 100 0.01 14.25
ES_F short 1303 1315 -82 -0.01 -15.75
NQ_F long 1109 1135 91 0.01 69.00
NQ_F short 1407 1421 -91 -0.01 -55.00
YM_F long 1156 1213 100 0.01 163.00
YM_F short 1545 1554 -91 -0.00 -118.00

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

To read this chart using CL_F above, a Long from 11:55 until 12:13 ET has been profitable 91% of the time over the last 11 days.


09-05-2018 8-taylorPlus Entry Exit Trade Profit Profit
Contract Direction Time Time % % Points HeatMap
CL_F long 1247 1303 100 0.01 0.36
CL_F short 1111 1129 -100 -0.01 -0.73
ES_F long 1207 1231 100 0.01 18.00
ES_F short 1115 1124 -100 -0.00 -8.50
NQ_F long 1201 1225 100 0.01 64.50
NQ_F short 1046 1108 -100 -0.01 -44.25
YM_F long 1153 1219 100 0.01 180.00
YM_F short 1545 1554 -100 -0.00 -114.00

Trading dates are:

["2018-08-03","2018-08-06","2018-08-09","2018-08-15","2018-08-21","2018-08-24","2018-08-27","2018-08-30"]

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.


09-05-2018 5-taylorPlus Entry Exit Trade Profit Profit
Contract Direction Time Time % % Points HeatMap
CL_F long 1248 1314 100 0.01 0.60
CL_F short 1015 1041 -100 -0.02 -1.16
ES_F long 1124 1137 100 0.00 11.50
ES_F short 1358 1420 -100 -0.01 -14.50
NQ_F long 1018 1039 100 0.01 47.75
NQ_F short 1414 1434 -100 -0.00 -34.25
YM_F long 1520 1535 100 0.01 130.00
YM_F short 1535 1554 -100 -0.00 -83.00

Trading dates are:

["2018-08-15","2018-08-21","2018-08-24","2018-08-27","2018-08-30"]

To read this chart using CL_F above, a Long from 12:48 until 13:14 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.