HotSpots for 09/12/2018 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.


09-12-2018 21-normal Entry Exit Trade Profit Profit
Contract Direction Time Time % % Points HeatMap
CL_F long 1426 1434 81 0.02 1.50
CL_F short 1418 1426 -86 -0.02 -1.45
ES_F long 1453 1515 90 0.01 27.75
ES_F short 1540 1554 -95 -0.01 -35.50
NQ_F long 1155 1217 86 0.01 38.00
NQ_F short 1540 1552 -86 -0.01 -111.25
YM_F long 0934 0944 81 0.01 178.00
YM_F short 1536 1553 -90 -0.01 -353.00

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","2018-08-30","2018-08-31","2018-09-04","2018-09-05","2018-09-06","2018-09-07","2018-09-10","2018-09-11"]

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.


09-12-2018 13-normal Entry Exit Trade Profit Profit
Contract Direction Time Time % % Points HeatMap
CL_F long 1245 1309 92 0.02 1.09
CL_F short 1410 1424 -100 -0.02 -1.43
ES_F long 1422 1448 100 0.01 17.75
ES_F short 1540 1551 -92 -0.01 -17.00
NQ_F long 0939 1004 85 0.01 102.50
NQ_F short 1056 1108 -92 -0.01 -72.50
YM_F long 1424 1449 92 0.01 208.00
YM_F short 1541 1553 -92 -0.01 -137.00

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","2018-09-10","2018-09-11"]

To read this chart using CL_F above, a Long from 12:45 until 13:09 ET has been profitable 92% of the time over the last 13 days.


09-12-2018 11-normal Entry Exit Trade Profit Profit
Contract Direction Time Time % % Points HeatMap
CL_F long 1245 1309 91 0.01 0.89
CL_F short 1410 1424 -100 -0.02 -1.34
ES_F long 1422 1448 100 0.01 16.25
ES_F short 1536 1551 -91 -0.01 -17.75
NQ_F long 1422 1438 91 0.01 72.50
NQ_F short 1515 1528 -91 -0.01 -58.75
YM_F long 1424 1449 91 0.01 195.00
YM_F short 1541 1553 -91 -0.00 -115.00

Trading dates are:

["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","2018-09-10","2018-09-11"]

To read this chart using CL_F above, a Long from 12:45 until 13:09 ET has been profitable 91% of the time over the last 11 days.


09-12-2018 8-normal Entry Exit Trade Profit Profit
Contract Direction Time Time % % Points HeatMap
CL_F long 1014 1023 100 0.01 0.47
CL_F short 1410 1424 -100 -0.02 -1.10
ES_F long 1420 1446 100 0.01 18.75
ES_F short 1513 1523 -100 -0.00 -12.00
NQ_F long 1422 1438 100 0.01 70.75
NQ_F short 1321 1341 -100 -0.00 -27.25
YM_F long 1424 1449 88 0.01 168.00
YM_F short 1023 1046 -87 -0.00 -125.00

Trading dates are:

["2018-08-30","2018-08-31","2018-09-04","2018-09-05","2018-09-06","2018-09-07","2018-09-10","2018-09-11"]

To read this chart using CL_F above, a Long from 10:14 until 10:23 ET has been profitable 100% of the time over the last 8 days.


09-12-2018 5-normal Entry Exit Trade Profit Profit
Contract Direction Time Time % % Points HeatMap
CL_F long 1426 1452 100 0.01 0.76
CL_F short 1028 1038 -100 -0.01 -0.68
ES_F long 0933 0950 100 0.01 22.25
ES_F short 1202 1227 -100 -0.00 -14.25
NQ_F long 1132 1152 100 0.01 76.25
NQ_F short 1201 1227 -100 -0.01 -86.50
YM_F long 0938 0959 80 0.01 157.00

Trading dates are:

["2018-09-05","2018-09-06","2018-09-07","2018-09-10","2018-09-11"]

To read this chart using CL_F above, a Long from 14:26 until 14:52 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.


09-12-2018 21-taylorPlus Entry Exit Trade Profit Profit
Contract Direction Time Time % % Points HeatMap
CL_F long 1255 1316 81 0.02 1.35
CL_F short 1203 1216 -81 -0.03 -1.89
ES_F long 0953 1007 86 0.01 30.00
ES_F short 1535 1557 -86 -0.01 -36.25
NQ_F long 0930 0942 81 0.02 171.50
NQ_F short 1536 1554 -81 -0.01 -89.75
YM_F long 0947 1002 81 0.01 250.00
YM_F short 1539 1558 -90 -0.02 -386.00

Trading dates are:

["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","2018-08-31","2018-09-06"]

To read this chart using CL_F above, a Long from 12:55 until 13:16 ET has been profitable 81% of the time over the last 21 days.


09-12-2018 13-taylorPlus Entry Exit Trade Profit Profit
Contract Direction Time Time % % Points HeatMap
CL_F long 1023 1046 92 0.03 1.77
CL_F short 1203 1216 -100 -0.02 -1.55
ES_F long 1030 1040 92 0.01 15.75
ES_F short 1535 1557 -92 -0.01 -18.00
NQ_F long 0953 1019 92 0.01 95.75
NQ_F short 1536 1554 -85 -0.01 -54.50
YM_F long 1029 1041 92 0.01 187.00
YM_F short 1539 1558 -100 -0.01 -194.00

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","2018-08-31","2018-09-06"]

To read this chart using CL_F above, a Long from 10:23 until 10:46 ET has been profitable 92% of the time over the last 13 days.


09-12-2018 11-taylorPlus Entry Exit Trade Profit Profit
Contract Direction Time Time % % Points HeatMap
CL_F long 1023 1046 91 0.02 1.58
CL_F short 1203 1216 -100 -0.02 -1.44
ES_F long 1030 1040 91 0.00 13.00
ES_F short 1256 1307 -100 -0.00 -11.75
NQ_F long 0953 1017 91 0.01 89.75
NQ_F short 1256 1307 -100 -0.01 -43.50
YM_F long 0931 0948 91 0.01 246.00
YM_F short 1539 1558 -100 -0.01 -164.00

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","2018-08-28","2018-08-31","2018-09-06"]

To read this chart using CL_F above, a Long from 10:23 until 10:46 ET has been profitable 91% of the time over the last 11 days.


09-12-2018 8-taylorPlus Entry Exit Trade Profit Profit
Contract Direction Time Time % % Points HeatMap
CL_F long 1322 1343 100 0.01 0.99
CL_F short 1206 1232 -100 -0.01 -0.76
ES_F long 1454 1519 100 0.00 14.00
ES_F short 1538 1552 -100 -0.01 -17.25
NQ_F long 1501 1519 88 0.01 47.75
NQ_F short 1256 1307 -100 -0.00 -34.50
YM_F long 1503 1515 100 0.00 94.00
YM_F short 1539 1552 -100 -0.01 -158.00

Trading dates are:

["2018-08-07","2018-08-10","2018-08-13","2018-08-16","2018-08-22","2018-08-28","2018-08-31","2018-09-06"]

To read this chart using CL_F above, a Long from 13:22 until 13:43 ET has been profitable 100% of the time over the last 8 days.


09-12-2018 5-taylorPlus Entry Exit Trade Profit Profit
Contract Direction Time Time % % Points HeatMap
CL_F long 1332 1343 100 0.01 0.63
CL_F short 1039 1103 -100 -0.01 -0.74
ES_F long 1311 1336 100 0.00 13.00
ES_F short 1538 1552 -100 -0.00 -10.75
NQ_F long 1443 1509 100 0.01 48.75
NQ_F short 1402 1429 -100 -0.00 -34.50
YM_F long 1311 1336 100 0.00 110.00
YM_F short 1046 1110 -100 -0.01 -179.00

Trading dates are:

["2018-08-16","2018-08-22","2018-08-28","2018-08-31","2018-09-06"]

To read this chart using CL_F above, a Long from 13:32 until 13:43 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.


09-12-2018 21-taylor3 Entry Exit Trade Profit Profit
Contract Direction Time Time % % Points HeatMap
CL_F long 1257 1310 90 0.02 1.10
CL_F short 1429 1440 -90 -0.03 -1.93
ES_F long 1034 1049 90 0.02 45.50
ES_F short 1305 1314 -86 -0.01 -15.75
NQ_F long 0951 1012 86 0.02 158.75
NQ_F short 1329 1340 -86 -0.01 -42.25
YM_F long 1033 1050 86 0.01 269.00
YM_F short 1543 1553 -86 -0.01 -238.00

Trading dates are:

["2018-06-12","2018-06-15","2018-06-20","2018-06-25","2018-06-28","2018-07-05","2018-07-10","2018-07-13","2018-07-18","2018-07-23","2018-07-26","2018-07-31","2018-08-03","2018-08-08","2018-08-13","2018-08-16","2018-08-21","2018-08-24","2018-08-29","2018-09-04","2018-09-07"]

To read this chart using CL_F above, a Long from 12:57 until 13:10 ET has been profitable 90% of the time over the last 21 days.


09-12-2018 13-taylor3 Entry Exit Trade Profit Profit
Contract Direction Time Time % % Points HeatMap
CL_F long 1258 1318 100 0.02 1.50
CL_F short 1429 1440 -92 -0.02 -1.07
ES_F long 0947 1011 92 0.01 36.00
ES_F short 1331 1346 -85 -0.00 -13.25
NQ_F long 0947 1012 92 0.03 206.00
NQ_F short 1428 1443 -92 -0.00 -36.25
YM_F long 1127 1143 100 0.01 149.00
YM_F short 1530 1553 -92 -0.01 -244.00

Trading dates are:

["2018-07-18","2018-07-23","2018-07-26","2018-07-31","2018-08-03","2018-08-08","2018-08-13","2018-08-16","2018-08-21","2018-08-24","2018-08-29","2018-09-04","2018-09-07"]

To read this chart using CL_F above, a Long from 12:58 until 13:18 ET has been profitable 100% of the time over the last 13 days.


09-12-2018 11-taylor3 Entry Exit Trade Profit Profit
Contract Direction Time Time % % Points HeatMap
CL_F long 1258 1318 100 0.02 1.20
CL_F short 1429 1440 -91 -0.01 -0.86
ES_F long 0947 1011 100 0.01 36.00
ES_F short 1540 1552 -91 -0.01 -22.25
NQ_F long 0947 1011 100 0.03 198.25
NQ_F short 1430 1455 -91 -0.01 -69.50
YM_F long 1127 1143 100 0.01 140.00
YM_F short 1530 1553 -100 -0.01 -243.00

Trading dates are:

["2018-07-26","2018-07-31","2018-08-03","2018-08-08","2018-08-13","2018-08-16","2018-08-21","2018-08-24","2018-08-29","2018-09-04","2018-09-07"]

To read this chart using CL_F above, a Long from 12:58 until 13:18 ET has been profitable 100% of the time over the last 11 days.


09-12-2018 8-taylor3 Entry Exit Trade Profit Profit
Contract Direction Time Time % % Points HeatMap
CL_F long 1259 1320 100 0.02 1.27
CL_F short 1037 1103 -100 -0.02 -1.28
ES_F long 0947 1011 100 0.01 28.25
ES_F short 1535 1555 -100 -0.01 -19.00
NQ_F long 0947 1012 100 0.02 151.00
NQ_F short 1217 1224 -100 -0.00 -35.25
YM_F long 1352 1415 100 0.01 168.00
YM_F short 1536 1553 -100 -0.01 -197.00

Trading dates are:

["2018-08-08","2018-08-13","2018-08-16","2018-08-21","2018-08-24","2018-08-29","2018-09-04","2018-09-07"]

To read this chart using CL_F above, a Long from 12:59 until 13:20 ET has been profitable 100% of the time over the last 8 days.


09-12-2018 5-taylor3 Entry Exit Trade Profit Profit
Contract Direction Time Time % % Points HeatMap
CL_F long 1117 1141 100 0.01 0.90
CL_F short 1336 1344 -100 -0.01 -0.87
ES_F long 0950 1016 100 0.01 21.00
ES_F short 1540 1551 -100 -0.00 -9.75
NQ_F long 0938 1004 100 0.01 101.75
NQ_F short 1139 1153 -100 -0.01 -43.75
YM_F long 1026 1052 100 0.01 135.00
YM_F short 1201 1224 -100 -0.01 -170.00

Trading dates are:

["2018-08-21","2018-08-24","2018-08-29","2018-09-04","2018-09-07"]

To read this chart using CL_F above, a Long from 11:17 until 11:41 ET has been profitable 100% of the time over the last 5 days.