HotSpots for 09/13/2018 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.


09-13-2018 21-normal Entry Exit Trade Profit Profit
Contract Direction Time Time % % Points HeatMap
CL_F long 1247 1303 81 0.02 1.25
CL_F short 1418 1426 -90 -0.02 -1.60
ES_F long 1453 1515 90 0.01 25.00
ES_F short 1540 1554 -95 -0.01 -33.50
NQ_F long 1454 1505 86 0.01 67.25
NQ_F short 1536 1552 -86 -0.02 -117.00
YM_F long 1433 1444 95 0.01 174.00
YM_F short 1535 1554 -95 -0.01 -365.00

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","2018-08-31","2018-09-04","2018-09-05","2018-09-06","2018-09-07","2018-09-10","2018-09-11","2018-09-12"]

To read this chart using CL_F above, a Long from 12:47 until 13:03 ET has been profitable 81% of the time over the last 21 days.


09-13-2018 13-normal Entry Exit Trade Profit Profit
Contract Direction Time Time % % Points HeatMap
CL_F long 1245 1309 92 0.02 1.42
CL_F short 1410 1424 -100 -0.02 -1.48
ES_F long 1423 1449 100 0.01 18.00
ES_F short 1540 1554 -92 -0.01 -17.25
NQ_F long 1350 1402 92 0.00 21.25
NQ_F short 1056 1108 -85 -0.01 -50.00
YM_F long 1433 1442 100 0.00 109.00
YM_F short 1540 1551 -100 -0.01 -158.00

Trading dates are:

["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","2018-09-12"]

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.


09-13-2018 11-normal Entry Exit Trade Profit Profit
Contract Direction Time Time % % Points HeatMap
CL_F long 1246 1256 100 0.01 0.59
CL_F short 1403 1424 -100 -0.02 -1.46
ES_F long 1423 1449 100 0.01 16.50
ES_F short 1536 1551 -91 -0.01 -17.25
NQ_F long 1452 1516 91 0.01 59.00
NQ_F short 1528 1551 -91 -0.01 -50.25
YM_F long 1423 1448 100 0.01 165.00
YM_F short 1540 1551 -100 -0.01 -151.00

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","2018-09-10","2018-09-11","2018-09-12"]

To read this chart using CL_F above, a Long from 12:46 until 12:56 ET has been profitable 100% of the time over the last 11 days.


09-13-2018 8-normal Entry Exit Trade Profit Profit
Contract Direction Time Time % % Points HeatMap
CL_F long 1014 1023 100 0.01 0.59
CL_F short 1412 1426 -100 -0.01 -0.97
ES_F long 1454 1509 100 0.01 15.50
ES_F short 1538 1551 -100 -0.00 -12.25
NQ_F long 0941 0950 100 0.01 74.75
NQ_F short 1023 1036 -100 -0.01 -93.00
YM_F long 1423 1448 100 0.01 132.00
YM_F short 1158 1214 -100 -0.01 -190.00

Trading dates are:

["2018-08-31","2018-09-04","2018-09-05","2018-09-06","2018-09-07","2018-09-10","2018-09-11","2018-09-12"]

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.


09-13-2018 5-normal Entry Exit Trade Profit Profit
Contract Direction Time Time % % Points HeatMap
CL_F long 1248 1314 100 0.02 1.27
CL_F short 1202 1219 -100 -0.01 -0.67
ES_F long 1106 1132 100 0.01 22.50
ES_F short 1158 1219 -100 -0.00 -14.25
NQ_F long 1109 1135 100 0.01 93.50
NQ_F short 1024 1036 -100 -0.01 -59.75
YM_F long 1109 1134 100 0.01 270.00
YM_F short 1158 1220 -100 -0.01 -194.00

Trading dates are:

["2018-09-06","2018-09-07","2018-09-10","2018-09-11","2018-09-12"]

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.


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.


09-13-2018 21-taylorPlus Entry Exit Trade Profit Profit
Contract Direction Time Time % % Points HeatMap
CL_F long 1319 1334 81 0.02 1.35
ES_F long 1346 1411 86 0.01 20.00
ES_F short 1335 1346 -81 -0.00 -9.75
NQ_F long 1451 1500 90 0.00 35.25
YM_F long 1351 1402 86 0.01 225.00
YM_F short 1243 1254 -81 -0.00 -102.00

Trading dates are:

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

To read this chart using CL_F above, a Long from 13:19 until 13:34 ET has been profitable 81% of the time over the last 21 days.


09-13-2018 13-taylorPlus Entry Exit Trade Profit Profit
Contract Direction Time Time % % Points HeatMap
CL_F long 1544 1556 92 0.00 0.33
CL_F short 1044 1101 -92 -0.02 -1.45
ES_F long 1339 1403 92 0.01 25.00
ES_F short 1535 1555 -85 -0.01 -19.00
NQ_F long 1341 1405 100 0.02 116.00
NQ_F short 1547 1555 -92 -0.00 -27.00
YM_F long 1340 1403 92 0.01 174.00
YM_F short 1052 1102 -92 -0.01 -135.00

Trading dates are:

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

To read this chart using CL_F above, a Long from 15:44 until 15:56 ET has been profitable 92% of the time over the last 13 days.


09-13-2018 11-taylorPlus Entry Exit Trade Profit Profit
Contract Direction Time Time % % Points HeatMap
CL_F long 1318 1333 91 0.01 0.69
CL_F short 1044 1101 -100 -0.02 -1.49
ES_F long 1345 1411 100 0.01 24.75
ES_F short 1541 1552 -100 -0.01 -16.00
NQ_F long 1345 1406 100 0.01 96.00
NQ_F short 1547 1555 -100 -0.01 -40.75
YM_F long 1350 1415 100 0.01 230.00
YM_F short 1535 1557 -100 -0.01 -221.00

Trading dates are:

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

To read this chart using CL_F above, a Long from 13:18 until 13:33 ET has been profitable 91% of the time over the last 11 days.


09-13-2018 8-taylorPlus Entry Exit Trade Profit Profit
Contract Direction Time Time % % Points HeatMap
CL_F long 1314 1339 100 0.02 1.19
CL_F short 1037 1102 -100 -0.02 -1.21
ES_F long 1353 1417 100 0.01 19.25
ES_F short 1529 1552 -100 -0.01 -19.25
NQ_F long 1345 1406 100 0.01 62.50
NQ_F short 1535 1552 -100 -0.01 -60.50
YM_F long 1353 1417 100 0.01 194.00
YM_F short 1529 1553 -100 -0.01 -185.00

Trading dates are:

["2018-08-14","2018-08-17","2018-08-20","2018-08-23","2018-08-29","2018-09-04","2018-09-07","2018-09-10"]

To read this chart using CL_F above, a Long from 13:14 until 13:39 ET has been profitable 100% of the time over the last 8 days.


09-13-2018 5-taylorPlus Entry Exit Trade Profit Profit
Contract Direction Time Time % % Points HeatMap
CL_F long 1301 1327 100 0.01 0.89
CL_F short 1146 1159 -100 -0.02 -1.04
ES_F long 0937 1003 100 0.01 14.50
ES_F short 1530 1552 -100 -0.00 -14.25
NQ_F long 0940 0959 100 0.01 75.25
NQ_F short 1528 1552 -100 -0.01 -68.25
YM_F long 1421 1445 100 0.01 130.00
YM_F short 0930 0938 -100 -0.01 -137.00

Trading dates are:

["2018-08-23","2018-08-29","2018-09-04","2018-09-07","2018-09-10"]

To read this chart using CL_F above, a Long from 13:01 until 13:27 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.


09-13-2018 21-taylor3 Entry Exit Trade Profit Profit
Contract Direction Time Time % % Points HeatMap
CL_F long 1426 1447 81 0.03 1.79
CL_F short 1357 1422 -86 -0.02 -1.53
ES_F long 1300 1323 81 0.01 31.50
ES_F short 1402 1412 -86 -0.01 -25.50
NQ_F long 1303 1323 86 0.02 115.00
NQ_F short 1402 1425 -81 -0.02 -121.00
YM_F long 1025 1043 81 0.01 265.00
YM_F short 1535 1555 -81 -0.01 -350.00

Trading dates are:

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

To read this chart using CL_F above, a Long from 14:26 until 14:47 ET has been profitable 81% of the time over the last 21 days.


09-13-2018 13-taylor3 Entry Exit Trade Profit Profit
Contract Direction Time Time % % Points HeatMap
CL_F long 1424 1434 85 0.01 0.94
CL_F short 1405 1424 -85 -0.02 -1.17
ES_F long 0932 0943 92 0.01 19.50
ES_F short 1405 1413 -92 -0.01 -16.00
NQ_F long 1013 1021 92 0.01 52.25
NQ_F short 1236 1249 -92 -0.01 -69.00
YM_F long 1033 1048 92 0.01 242.00
YM_F short 1533 1554 -92 -0.01 -204.00

Trading dates are:

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

To read this chart using CL_F above, a Long from 14:24 until 14:34 ET has been profitable 85% of the time over the last 13 days.


09-13-2018 11-taylor3 Entry Exit Trade Profit Profit
Contract Direction Time Time % % Points HeatMap
CL_F long 1426 1447 91 0.01 0.78
CL_F short 1123 1131 -91 -0.01 -1.02
ES_F long 1033 1046 91 0.01 17.50
ES_F short 1535 1554 -91 -0.01 -19.25
NQ_F long 1423 1434 100 0.00 33.75
NQ_F short 0956 1004 -91 -0.01 -72.50
YM_F long 1033 1048 91 0.01 211.00
YM_F short 1533 1554 -100 -0.01 -181.00

Trading dates are:

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

To read this chart using CL_F above, a Long from 14:26 until 14:47 ET has been profitable 91% of the time over the last 11 days.


09-13-2018 8-taylor3 Entry Exit Trade Profit Profit
Contract Direction Time Time % % Points HeatMap
CL_F long 1424 1441 100 0.01 0.37
CL_F short 1123 1131 -100 -0.02 -1.02
ES_F long 1033 1046 100 0.01 17.25
ES_F short 1535 1554 -100 -0.01 -17.75
NQ_F long 1308 1321 100 0.01 52.25
NQ_F short 0932 0954 -100 -0.01 -97.50
YM_F long 1033 1048 100 0.01 183.00
YM_F short 1528 1554 -100 -0.01 -183.00

Trading dates are:

["2018-08-09","2018-08-14","2018-08-17","2018-08-22","2018-08-27","2018-08-30","2018-09-05","2018-09-10"]

To read this chart using CL_F above, a Long from 14:24 until 14:41 ET has been profitable 100% of the time over the last 8 days.


09-13-2018 5-taylor3 Entry Exit Trade Profit Profit
Contract Direction Time Time % % Points HeatMap
CL_F long 1132 1151 100 0.01 0.64
CL_F short 0953 1003 -100 -0.01 -0.63
ES_F long 1033 1057 100 0.01 14.50
ES_F short 1404 1423 -100 -0.01 -17.25
NQ_F long 1032 1057 100 0.01 77.25
NQ_F short 0936 0953 -100 -0.01 -70.50
YM_F long 1145 1204 100 0.00 125.00
YM_F short 1404 1424 -100 -0.01 -182.00

Trading dates are:

["2018-08-22","2018-08-27","2018-08-30","2018-09-05","2018-09-10"]

To read this chart using CL_F above, a Long from 11:32 until 11:51 ET has been profitable 100% of the time over the last 5 days.