HotSpots for 09/17/2018 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.


09-17-2018 21-normal Entry Exit Trade Profit Profit
Contract Direction Time Time % % Points HeatMap
CL_F long 1246 1256 86 0.01 0.59
CL_F short 1418 1426 -86 -0.02 -1.36
ES_F long 0932 0942 90 0.01 18.00
ES_F short 1535 1552 -86 -0.01 -33.25
NQ_F long 1313 1327 86 0.01 56.75
NQ_F short 1254 1310 -81 -0.01 -77.50
YM_F long 1433 1444 95 0.01 148.00
YM_F short 1535 1554 -90 -0.01 -309.00

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","2018-09-05","2018-09-06","2018-09-07","2018-09-10","2018-09-11","2018-09-12","2018-09-13","2018-09-14"]

To read this chart using CL_F above, a Long from 12:46 until 12:56 ET has been profitable 86% of the time over the last 21 days.


09-17-2018 13-normal Entry Exit Trade Profit Profit
Contract Direction Time Time % % Points HeatMap
CL_F long 1246 1256 100 0.01 0.63
CL_F short 1400 1424 -92 -0.02 -1.36
ES_F long 1424 1448 92 0.01 21.25
ES_F short 1536 1551 -85 -0.01 -15.75
NQ_F long 1350 1402 92 0.00 34.75
NQ_F short 1254 1310 -85 -0.01 -64.50
YM_F long 1433 1444 100 0.00 116.00
YM_F short 1011 1027 -85 -0.01 -168.00

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","2018-09-13","2018-09-14"]

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 13 days.


09-17-2018 11-normal Entry Exit Trade Profit Profit
Contract Direction Time Time % % Points HeatMap
CL_F long 1246 1256 100 0.01 0.51
CL_F short 1400 1424 -91 -0.02 -1.17
ES_F long 1420 1440 100 0.01 16.25
ES_F short 1203 1227 -82 -0.01 -22.50
NQ_F long 0941 0950 91 0.01 86.25
NQ_F short 1335 1348 -91 -0.01 -44.75
YM_F long 1422 1440 100 0.01 158.00
YM_F short 1203 1213 -91 -0.01 -183.00

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","2018-09-12","2018-09-13","2018-09-14"]

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.


09-17-2018 8-normal Entry Exit Trade Profit Profit
Contract Direction Time Time % % Points HeatMap
CL_F long 1055 1107 100 0.02 1.05
CL_F short 1151 1200 -87 -0.01 -1.01
ES_F long 0936 0951 100 0.01 30.25
ES_F short 1203 1219 -100 -0.00 -13.25
NQ_F long 1455 1503 100 0.00 37.50
NQ_F short 1250 1310 -100 -0.01 -70.50
YM_F long 0937 0951 100 0.01 263.00
YM_F short 1202 1219 -100 -0.01 -174.00

Trading dates are:

["2018-09-05","2018-09-06","2018-09-07","2018-09-10","2018-09-11","2018-09-12","2018-09-13","2018-09-14"]

To read this chart using CL_F above, a Long from 10:55 until 11:07 ET has been profitable 100% of the time over the last 8 days.


09-17-2018 5-normal Entry Exit Trade Profit Profit
Contract Direction Time Time % % Points HeatMap
CL_F long 1132 1144 100 0.02 1.35
CL_F short 1230 1248 -100 -0.01 -0.90
ES_F long 1101 1127 100 0.01 22.75
ES_F short 1331 1348 -100 -0.00 -8.50
NQ_F long 1101 1125 100 0.01 105.25
NQ_F short 1246 1310 -100 -0.01 -37.50
YM_F long 1101 1127 100 0.01 240.00
YM_F short 1200 1218 -100 -0.00 -118.00

Trading dates are:

["2018-09-10","2018-09-11","2018-09-12","2018-09-13","2018-09-14"]

To read this chart using CL_F above, a Long from 11:32 until 11:44 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.


09-17-2018 21-taylorPlus Entry Exit Trade Profit Profit
Contract Direction Time Time % % Points HeatMap
CL_F long 1223 1234 86 0.01 0.65
CL_F short 0940 0958 -81 -0.02 -1.26
ES_F long 1252 1303 90 0.01 20.75
ES_F short 1543 1554 -81 -0.01 -17.25
NQ_F long 1124 1146 86 0.02 113.50
NQ_F short 1303 1314 -81 -0.01 -49.25
YM_F long 1248 1303 90 0.01 226.00
YM_F short 1543 1553 -86 -0.01 -196.00

Trading dates are:

["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","2018-09-05","2018-09-11","2018-09-14"]

To read this chart using CL_F above, a Long from 12:23 until 12:34 ET has been profitable 86% of the time over the last 21 days.


09-17-2018 13-taylorPlus Entry Exit Trade Profit Profit
Contract Direction Time Time % % Points HeatMap
CL_F long 1133 1159 92 0.02 1.38
CL_F short 1409 1428 -85 -0.01 -0.92
ES_F long 1207 1231 92 0.01 23.75
ES_F short 1304 1316 -85 -0.00 -11.00
NQ_F long 1151 1217 92 0.01 83.25
NQ_F short 1305 1316 -85 -0.01 -38.25
YM_F long 1154 1217 92 0.01 157.00
YM_F short 1543 1553 -85 -0.00 -89.00

Trading dates are:

["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","2018-09-05","2018-09-11","2018-09-14"]

To read this chart using CL_F above, a Long from 11:33 until 11:59 ET has been profitable 92% of the time over the last 13 days.


09-17-2018 11-taylorPlus Entry Exit Trade Profit Profit
Contract Direction Time Time % % Points HeatMap
CL_F long 1133 1159 91 0.01 0.87
CL_F short 1315 1324 -91 -0.01 -0.53
ES_F long 0931 0944 100 0.01 16.75
ES_F short 1543 1554 -82 -0.00 -12.25
NQ_F long 1151 1217 91 0.01 68.50
NQ_F short 1046 1108 -91 -0.01 -43.25
YM_F long 1153 1217 91 0.01 128.00
YM_F short 1543 1553 -91 -0.00 -109.00

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","2018-09-05","2018-09-11","2018-09-14"]

To read this chart using CL_F above, a Long from 11:33 until 11:59 ET has been profitable 91% of the time over the last 11 days.


09-17-2018 8-taylorPlus Entry Exit Trade Profit Profit
Contract Direction Time Time % % Points HeatMap
CL_F long 1133 1159 100 0.02 1.33
CL_F short 1019 1041 -87 -0.02 -1.28
ES_F long 1130 1150 100 0.01 15.25
ES_F short 1540 1554 -87 -0.00 -7.50
NQ_F long 1124 1150 100 0.01 65.50
NQ_F short 1111 1126 -100 -0.00 -31.00
YM_F long 0935 0944 100 0.01 202.00
YM_F short 1442 1452 -100 -0.00 -93.00

Trading dates are:

["2018-08-15","2018-08-21","2018-08-24","2018-08-27","2018-08-30","2018-09-05","2018-09-11","2018-09-14"]

To read this chart using CL_F above, a Long from 11:33 until 11:59 ET has been profitable 100% of the time over the last 8 days.


09-17-2018 5-taylorPlus Entry Exit Trade Profit Profit
Contract Direction Time Time % % Points HeatMap
CL_F long 1132 1151 100 0.02 1.27
CL_F short 0940 0958 -100 -0.01 -0.41
ES_F long 1140 1159 100 0.01 18.00
ES_F short 1104 1116 -100 -0.00 -7.25
NQ_F long 1138 1200 100 0.01 67.00
NQ_F short 1104 1117 -100 -0.01 -40.50
YM_F long 0931 0948 100 0.01 204.00
YM_F short 1402 1419 -100 -0.00 -81.00

Trading dates are:

["2018-08-27","2018-08-30","2018-09-05","2018-09-11","2018-09-14"]

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.


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.


09-17-2018 21-taylor3 Entry Exit Trade Profit Profit
Contract Direction Time Time % % Points HeatMap
CL_F long 1257 1310 90 0.02 1.27
CL_F short 1429 1440 -90 -0.03 -2.04
ES_F long 1034 1049 90 0.02 47.00
ES_F short 1331 1346 -86 -0.01 -16.75
NQ_F long 1036 1046 86 0.02 133.75
NQ_F short 1323 1348 -86 -0.01 -49.00
YM_F long 1033 1050 86 0.01 256.00
YM_F short 1543 1552 -90 -0.01 -255.00

Trading dates are:

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

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.


09-17-2018 13-taylor3 Entry Exit Trade Profit Profit
Contract Direction Time Time % % Points HeatMap
CL_F long 1258 1318 100 0.02 1.41
CL_F short 1429 1440 -92 -0.02 -1.16
ES_F long 0947 1011 92 0.01 32.50
ES_F short 1535 1555 -85 -0.01 -23.50
NQ_F long 0947 1011 92 0.02 181.75
NQ_F short 1428 1451 -85 -0.01 -47.50
YM_F long 1127 1143 100 0.01 151.00
YM_F short 1529 1554 -100 -0.01 -259.00

Trading dates are:

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

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.


09-17-2018 11-taylor3 Entry Exit Trade Profit Profit
Contract Direction Time Time % % Points HeatMap
CL_F long 1258 1318 100 0.02 1.25
CL_F short 1038 1046 -91 -0.02 -1.07
ES_F long 0947 1011 91 0.01 28.50
ES_F short 1544 1553 -100 -0.01 -19.75
NQ_F long 0947 1011 91 0.02 147.75
NQ_F short 1428 1451 -91 -0.01 -51.25
YM_F long 1127 1143 100 0.01 131.00
YM_F short 1528 1551 -100 -0.01 -248.00

Trading dates are:

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

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.


09-17-2018 8-taylor3 Entry Exit Trade Profit Profit
Contract Direction Time Time % % Points HeatMap
CL_F long 1254 1320 100 0.02 1.33
CL_F short 1203 1221 -100 -0.02 -1.14
ES_F long 0937 1003 100 0.01 21.50
ES_F short 1540 1552 -100 -0.01 -19.50
NQ_F long 1234 1256 100 0.01 55.25
NQ_F short 1331 1350 -100 -0.01 -63.75
YM_F long 0938 1004 100 0.01 177.00
YM_F short 1533 1552 -100 -0.01 -200.00

Trading dates are:

["2018-08-13","2018-08-16","2018-08-21","2018-08-24","2018-08-29","2018-09-04","2018-09-07","2018-09-12"]

To read this chart using CL_F above, a Long from 12:54 until 13:20 ET has been profitable 100% of the time over the last 8 days.


09-17-2018 5-taylor3 Entry Exit Trade Profit Profit
Contract Direction Time Time % % Points HeatMap
CL_F long 1249 1315 100 0.02 1.06
CL_F short 1204 1221 -100 -0.01 -0.85
ES_F long 1033 1055 100 0.01 19.25
ES_F short 1138 1153 -100 -0.00 -13.00
NQ_F long 1033 1058 100 0.01 84.00
NQ_F short 1136 1200 -100 -0.01 -90.25
YM_F long 1113 1139 100 0.01 205.00
YM_F short 1201 1218 -100 -0.01 -138.00

Trading dates are:

["2018-08-24","2018-08-29","2018-09-04","2018-09-07","2018-09-12"]

To read this chart using CL_F above, a Long from 12:49 until 13:15 ET has been profitable 100% of the time over the last 5 days.