HotSpots for 09/10/2018 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.


09-10-2018 21-normal Entry Exit Trade Profit Profit
Contract Direction Time Time % % Points HeatMap
CL_F long 1426 1434 81 0.02 1.37
CL_F short 1037 1103 -81 -0.03 -1.80
ES_F long 1453 1516 81 0.01 23.50
ES_F short 1540 1554 -95 -0.01 -38.00
NQ_F long 1155 1217 86 0.00 36.00
NQ_F short 1533 1551 -86 -0.02 -131.25
YM_F long 1433 1446 81 0.01 144.00
YM_F short 1536 1553 -90 -0.02 -386.00

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″,”2018-08-28″,”2018-08-29″,”2018-08-30″,”2018-08-31″,”2018-09-04″,”2018-09-05″,”2018-09-06″,”2018-09-07”]

To read this chart using CL_F above, a Long from 14:26 until 14:34 ET has been profitable 81% of the time over the last 21 days.


09-10-2018 13-normal Entry Exit Trade Profit Profit
Contract Direction Time Time % % Points HeatMap
CL_F long 1512 1534 92 0.01 0.60
CL_F short 1410 1424 -92 -0.02 -1.24
ES_F long 1425 1444 92 0.01 15.00
ES_F short 1540 1551 -92 -0.01 -19.75
NQ_F long 1312 1323 92 0.01 46.25
NQ_F short 1101 1110 -92 -0.01 -82.75
YM_F long 1433 1446 92 0.00 104.00
YM_F short 1541 1553 -92 -0.01 -168.00

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″,”2018-08-31″,”2018-09-04″,”2018-09-05″,”2018-09-06″,”2018-09-07”]

To read this chart using CL_F above, a Long from 15:12 until 15:34 ET has been profitable 92% of the time over the last 13 days.


09-10-2018 11-normal Entry Exit Trade Profit Profit
Contract Direction Time Time % % Points HeatMap
CL_F long 1245 1256 100 0.01 0.68
CL_F short 1410 1424 -100 -0.02 -1.26
ES_F long 1425 1444 100 0.01 16.00
ES_F short 1059 1110 -91 -0.01 -17.50
NQ_F long 0939 1004 91 0.01 82.00
NQ_F short 1059 1110 -100 -0.01 -90.75
YM_F long 1424 1450 91 0.01 192.00
YM_F short 1541 1553 -91 -0.00 -116.00

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″,”2018-09-05″,”2018-09-06″,”2018-09-07”]

To read this chart using CL_F above, a Long from 12:45 until 12:56 ET has been profitable 100% of the time over the last 11 days.


09-10-2018 8-normal Entry Exit Trade Profit Profit
Contract Direction Time Time % % Points HeatMap
CL_F long 1224 1250 100 0.01 0.69
CL_F short 1410 1424 -100 -0.02 -1.12
ES_F long 1422 1448 100 0.00 13.25
ES_F short 1540 1550 -100 -0.00 -12.00
NQ_F long 1424 1436 100 0.01 59.00
NQ_F short 1059 1110 -100 -0.01 -75.50
YM_F long 1424 1450 88 0.01 162.00
YM_F short 1541 1553 -87 -0.00 -92.00

Trading dates are:

[“2018-08-28″,”2018-08-29″,”2018-08-30″,”2018-08-31″,”2018-09-04″,”2018-09-05″,”2018-09-06″,”2018-09-07”]

To read this chart using CL_F above, a Long from 12:24 until 12:50 ET has been profitable 100% of the time over the last 8 days.


09-10-2018 5-normal Entry Exit Trade Profit Profit
Contract Direction Time Time % % Points HeatMap
CL_F long 1240 1250 100 0.01 0.59
CL_F short 1109 1124 -100 -0.02 -1.16
ES_F long 1453 1516 100 0.01 16.00
ES_F short 1011 1037 -100 -0.01 -17.75
NQ_F long 1044 1058 100 0.01 67.25
NQ_F short 1140 1206 -100 -0.01 -102.50
YM_F long 0945 1011 80 0.01 174.00

Trading dates are:

[“2018-08-31″,”2018-09-04″,”2018-09-05″,”2018-09-06″,”2018-09-07”]

To read this chart using CL_F above, a Long from 12:40 until 12:50 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.


09-10-2018 21-taylorPlus Entry Exit Trade Profit Profit
Contract Direction Time Time % % Points HeatMap
CL_F long 1507 1527 86 0.01 0.53
ES_F long 1346 1402 81 0.01 27.00
ES_F short 1436 1451 -81 -0.01 -19.00
NQ_F long 1347 1402 86 0.01 91.25
YM_F long 1352 1406 90 0.01 204.00
YM_F short 1244 1254 -81 -0.00 -90.00

Trading dates are:

[“2018-06-12″,”2018-06-15″,”2018-06-18″,”2018-06-21″,”2018-06-27″,”2018-07-06″,”2018-07-09″,”2018-07-12″,”2018-07-18″,”2018-07-24″,”2018-07-27″,”2018-07-30″,”2018-08-02″,”2018-08-08″,”2018-08-14″,”2018-08-17″,”2018-08-20″,”2018-08-23″,”2018-08-29″,”2018-09-04″,”2018-09-07”]

To read this chart using CL_F above, a Long from 15:07 until 15:27 ET has been profitable 86% of the time over the last 21 days.


09-10-2018 13-taylorPlus Entry Exit Trade Profit Profit
Contract Direction Time Time % % Points HeatMap
CL_F long 1134 1154 92 0.01 0.96
CL_F short 1207 1222 -85 -0.01 -0.86
ES_F long 1341 1402 92 0.01 24.25
ES_F short 1335 1346 -85 -0.00 -6.00
NQ_F long 1345 1411 100 0.02 111.75
NQ_F short 1517 1528 -92 -0.00 -27.00
YM_F long 0951 1012 92 0.01 222.00
YM_F short 1246 1307 -85 -0.00 -87.00

Trading dates are:

[“2018-07-18″,”2018-07-24″,”2018-07-27″,”2018-07-30″,”2018-08-02″,”2018-08-08″,”2018-08-14″,”2018-08-17″,”2018-08-20″,”2018-08-23″,”2018-08-29″,”2018-09-04″,”2018-09-07”]

To read this chart using CL_F above, a Long from 11:34 until 11:54 ET has been profitable 92% of the time over the last 13 days.


09-10-2018 11-taylorPlus Entry Exit Trade Profit Profit
Contract Direction Time Time % % Points HeatMap
CL_F long 1134 1154 91 0.01 0.64
CL_F short 1044 1101 -100 -0.02 -1.37
ES_F long 1345 1411 100 0.01 24.75
ES_F short 1535 1555 -91 -0.01 -18.50
NQ_F long 1345 1411 100 0.01 102.25
NQ_F short 1547 1555 -100 -0.00 -34.00
YM_F long 1352 1414 100 0.01 202.00
YM_F short 1446 1451 -100 -0.00 -64.00

Trading dates are:

[“2018-07-27″,”2018-07-30″,”2018-08-02″,”2018-08-08″,”2018-08-14″,”2018-08-17″,”2018-08-20″,”2018-08-23″,”2018-08-29″,”2018-09-04″,”2018-09-07”]

To read this chart using CL_F above, a Long from 11:34 until 11:54 ET has been profitable 91% of the time over the last 11 days.


09-10-2018 8-taylorPlus Entry Exit Trade Profit Profit
Contract Direction Time Time % % Points HeatMap
CL_F long 1318 1333 100 0.01 0.62
CL_F short 1038 1102 -100 -0.02 -1.58
ES_F long 1354 1418 100 0.01 17.50
ES_F short 1535 1553 -100 -0.01 -17.75
NQ_F long 1354 1421 100 0.01 59.50
NQ_F short 1535 1552 -100 -0.01 -58.50
YM_F long 1354 1418 100 0.01 192.00
YM_F short 1530 1553 -100 -0.01 -169.00

Trading dates are:

[“2018-08-08″,”2018-08-14″,”2018-08-17″,”2018-08-20″,”2018-08-23″,”2018-08-29″,”2018-09-04″,”2018-09-07”]

To read this chart using CL_F above, a Long from 13:18 until 13:33 ET has been profitable 100% of the time over the last 8 days.


09-10-2018 5-taylorPlus Entry Exit Trade Profit Profit
Contract Direction Time Time % % Points HeatMap
CL_F long 1306 1331 100 0.01 0.89
CL_F short 1037 1102 -100 -0.01 -0.76
ES_F long 0951 1011 100 0.01 19.75
ES_F short 1530 1553 -100 -0.00 -12.75
NQ_F long 0947 1005 100 0.01 71.00
NQ_F short 1533 1552 -100 -0.01 -61.25
YM_F long 0945 1011 100 0.01 170.00
YM_F short 1532 1553 -100 -0.00 -108.00

Trading dates are:

[“2018-08-20″,”2018-08-23″,”2018-08-29″,”2018-09-04″,”2018-09-07”]

To read this chart using CL_F above, a Long from 13:06 until 13:31 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.


09-10-2018 21-taylor3 Entry Exit Trade Profit Profit
Contract Direction Time Time % % Points HeatMap
CL_F short 1357 1422 -81 -0.02 -1.38
ES_F long 1040 1102 81 0.01 31.25
ES_F short 1402 1412 -86 -0.01 -24.75
NQ_F long 1303 1323 86 0.01 101.25
NQ_F short 1535 1558 -81 -0.01 -101.75
YM_F long 1600 1600 81 0.01 209.00
YM_F short 1600 1600 -81 -0.01 -307.00

Trading dates are:

[“2018-06-08″,”2018-06-13″,”2018-06-18″,”2018-06-21″,”2018-06-26″,”2018-06-29″,”2018-07-06″,”2018-07-11″,”2018-07-16″,”2018-07-19″,”2018-07-24″,”2018-07-27″,”2018-08-01″,”2018-08-06″,”2018-08-09″,”2018-08-14″,”2018-08-17″,”2018-08-22″,”2018-08-27″,”2018-08-30″,”2018-09-05”]

To read this chart using CL_F above, a Long from 10:40 until 11:02 ET has been profitable 81% of the time over the last 21 days.


09-10-2018 13-taylor3 Entry Exit Trade Profit Profit
Contract Direction Time Time % % Points HeatMap
CL_F long 1143 1158 92 0.01 0.39
CL_F short 1115 1130 -85 -0.02 -1.70
ES_F long 1523 1542 92 0.00 14.00
ES_F short 1401 1412 -92 -0.01 -15.50
NQ_F long 1518 1533 92 0.01 79.75
NQ_F short 1237 1245 -85 -0.01 -71.00
YM_F long 1600 1600 85 0.01 185.00

Trading dates are:

[“2018-07-16″,”2018-07-19″,”2018-07-24″,”2018-07-27″,”2018-08-01″,”2018-08-06″,”2018-08-09″,”2018-08-14″,”2018-08-17″,”2018-08-22″,”2018-08-27″,”2018-08-30″,”2018-09-05”]

To read this chart using CL_F above, a Long from 11:43 until 11:58 ET has been profitable 92% of the time over the last 13 days.


09-10-2018 11-taylor3 Entry Exit Trade Profit Profit
Contract Direction Time Time % % Points HeatMap
CL_F long 1148 1200 100 0.01 0.79
CL_F short 1118 1134 -91 -0.02 -1.11
ES_F long 0930 0948 91 0.01 17.00
ES_F short 1401 1412 -91 -0.01 -15.00
NQ_F long 1423 1434 100 0.00 37.25
NQ_F short 1104 1113 -91 -0.01 -80.25
YM_F long 1600 1600 82 0.01 172.00
YM_F short 1600 1600 -82 -0.01 -136.00

Trading dates are:

[“2018-07-24″,”2018-07-27″,”2018-08-01″,”2018-08-06″,”2018-08-09″,”2018-08-14″,”2018-08-17″,”2018-08-22″,”2018-08-27″,”2018-08-30″,”2018-09-05”]

To read this chart using CL_F above, a Long from 11:48 until 12:00 ET has been profitable 100% of the time over the last 11 days.


09-10-2018 8-taylor3 Entry Exit Trade Profit Profit
Contract Direction Time Time % % Points HeatMap
CL_F long 1145 1203 100 0.01 0.99
CL_F short 0940 1001 -100 -0.02 -1.25
ES_F long 0931 0948 100 0.01 18.50
ES_F short 1533 1554 -100 -0.01 -15.25
NQ_F long 1041 1104 100 0.01 66.00
NQ_F short 1344 1352 -100 -0.01 -43.00
YM_F long 1600 1600 88 0.01 149.00
YM_F short 1600 1600 -87 -0.01 -147.00

Trading dates are:

[“2018-08-06″,”2018-08-09″,”2018-08-14″,”2018-08-17″,”2018-08-22″,”2018-08-27″,”2018-08-30″,”2018-09-05”]

To read this chart using CL_F above, a Long from 11:45 until 12:03 ET has been profitable 100% of the time over the last 8 days.


09-10-2018 5-taylor3 Entry Exit Trade Profit Profit
Contract Direction Time Time % % Points HeatMap
CL_F long 1142 1203 100 0.01 0.75
CL_F short 0940 1003 -100 -0.01 -0.86
ES_F long 1140 1203 100 0.01 18.00
ES_F short 1405 1420 -100 -0.01 -19.00
NQ_F long 1137 1203 100 0.01 101.00
NQ_F short 0937 0954 -100 -0.01 -56.00
YM_F long 1600 1600 80 0.01 136.00

Trading dates are:

[“2018-08-17″,”2018-08-22″,”2018-08-27″,”2018-08-30″,”2018-09-05”]

To read this chart using CL_F above, a Long from 11:42 until 12:03 ET has been profitable 100% of the time over the last 5 days.