HotSpots for 09/18/2018 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.


09-18-2018 21-normal Entry Exit Trade Profit Profit
Contract Direction Time Time % % Points HeatMap
CL_F long 1300 1320 81 0.02 1.28
CL_F short 1410 1423 -90 -0.02 -1.12
ES_F long 0932 0949 86 0.01 26.50
ES_F short 1535 1552 -86 -0.01 -28.00
NQ_F long 1350 1402 90 0.01 64.00
NQ_F short 1254 1310 -81 -0.01 -79.75
YM_F long 1433 1444 95 0.00 124.00
YM_F short 1535 1554 -90 -0.01 -261.00

Trading dates are:

["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","2018-09-17"]

To read this chart using CL_F above, a Long from 13:00 until 13:20 ET has been profitable 81% of the time over the last 21 days.


09-18-2018 13-normal Entry Exit Trade Profit Profit
Contract Direction Time Time % % Points HeatMap
CL_F long 1246 1257 92 0.01 0.70
CL_F short 1400 1424 -92 -0.02 -1.46
ES_F long 1420 1440 92 0.01 16.50
ES_F short 1535 1552 -85 -0.00 -12.50
NQ_F long 1350 1402 92 0.01 38.50
NQ_F short 1327 1349 -92 -0.00 -35.75
YM_F long 1422 1440 100 0.01 170.00
YM_F short 1201 1211 -85 -0.01 -166.00

Trading dates are:

["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","2018-09-17"]

To read this chart using CL_F above, a Long from 12:46 until 12:57 ET has been profitable 92% of the time over the last 13 days.


09-18-2018 11-normal Entry Exit Trade Profit Profit
Contract Direction Time Time % % Points HeatMap
CL_F long 1322 1341 91 0.01 0.71
CL_F short 1418 1426 -91 -0.01 -1.04
ES_F long 0938 0947 91 0.01 17.25
ES_F short 1203 1224 -91 -0.01 -19.25
NQ_F long 0941 0950 91 0.01 82.50
NQ_F short 1516 1541 -91 -0.01 -63.25
YM_F long 1414 1440 100 0.01 156.00
YM_F short 1158 1216 -91 -0.01 -275.00

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","2018-09-13","2018-09-14","2018-09-17"]

To read this chart using CL_F above, a Long from 13:22 until 13:41 ET has been profitable 91% of the time over the last 11 days.


09-18-2018 8-normal Entry Exit Trade Profit Profit
Contract Direction Time Time % % Points HeatMap
CL_F long 1313 1335 100 0.01 0.85
CL_F short 1144 1210 -87 -0.02 -1.52
ES_F long 1103 1129 100 0.01 21.75
ES_F short 1203 1219 -100 -0.00 -13.25
NQ_F long 1351 1413 100 0.01 52.00
NQ_F short 1250 1310 -100 -0.01 -62.50
YM_F long 1105 1131 100 0.01 260.00
YM_F short 1158 1216 -100 -0.01 -233.00

Trading dates are:

["2018-09-06","2018-09-07","2018-09-10","2018-09-11","2018-09-12","2018-09-13","2018-09-14","2018-09-17"]

To read this chart using CL_F above, a Long from 13:13 until 13:35 ET has been profitable 100% of the time over the last 8 days.


09-18-2018 5-normal Entry Exit Trade Profit Profit
Contract Direction Time Time % % Points HeatMap
CL_F long 1101 1118 100 0.01 0.98
CL_F short 1230 1248 -100 -0.01 -0.93
ES_F long 1101 1124 100 0.01 20.00
ES_F short 1031 1050 -100 -0.00 -10.00
NQ_F long 1101 1125 100 0.01 78.75
NQ_F short 1024 1050 -100 -0.01 -73.75
YM_F long 1101 1127 100 0.01 230.00
YM_F short 1158 1216 -100 -0.00 -105.00

Trading dates are:

["2018-09-11","2018-09-12","2018-09-13","2018-09-14","2018-09-17"]

To read this chart using CL_F above, a Long from 11:01 until 11:18 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.


09-18-2018 21-taylorPlus Entry Exit Trade Profit Profit
Contract Direction Time Time % % Points HeatMap
CL_F long 1228 1236 86 0.02 1.24
CL_F short 1203 1216 -86 -0.03 -2.15
ES_F long 0950 1002 90 0.01 29.25
ES_F short 1535 1557 -86 -0.01 -32.75
NQ_F long 1523 1535 81 0.01 65.75
NQ_F short 1431 1441 -81 -0.00 -36.00
YM_F long 0947 1002 86 0.01 308.00
YM_F short 1538 1558 -90 -0.02 -385.00

Trading dates are:

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

To read this chart using CL_F above, a Long from 12:28 until 12:36 ET has been profitable 86% of the time over the last 21 days.


09-18-2018 13-taylorPlus Entry Exit Trade Profit Profit
Contract Direction Time Time % % Points HeatMap
CL_F long 1022 1040 92 0.03 2.00
CL_F short 1203 1217 -100 -0.03 -1.82
ES_F long 0930 0948 85 0.01 21.00
ES_F short 1535 1557 -92 -0.01 -17.00
NQ_F long 1113 1124 85 0.01 54.50
NQ_F short 1254 1307 -92 -0.01 -43.75
YM_F long 0930 0948 92 0.01 303.00
YM_F short 1538 1558 -100 -0.01 -200.00

Trading dates are:

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

To read this chart using CL_F above, a Long from 10:22 until 10:40 ET has been profitable 92% of the time over the last 13 days.


09-18-2018 11-taylorPlus Entry Exit Trade Profit Profit
Contract Direction Time Time % % Points HeatMap
CL_F long 1023 1044 91 0.03 1.85
CL_F short 1203 1217 -100 -0.01 -1.00
ES_F long 0930 0948 91 0.01 19.75
ES_F short 1540 1550 -100 -0.01 -16.50
NQ_F long 1304 1324 82 0.01 67.75
NQ_F short 1256 1307 -100 -0.01 -43.00
YM_F long 0930 0948 91 0.01 260.00
YM_F short 1538 1558 -100 -0.01 -175.00

Trading dates are:

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

To read this chart using CL_F above, a Long from 10:23 until 10:44 ET has been profitable 91% of the time over the last 11 days.


09-18-2018 8-taylorPlus Entry Exit Trade Profit Profit
Contract Direction Time Time % % Points HeatMap
CL_F long 1322 1343 100 0.02 1.03
CL_F short 1206 1232 -100 -0.01 -0.86
ES_F long 1500 1519 100 0.01 18.75
ES_F short 1538 1552 -100 -0.01 -15.50
NQ_F long 1501 1515 100 0.01 59.25
NQ_F short 1336 1358 -100 -0.01 -70.00
YM_F long 1503 1515 100 0.00 96.00
YM_F short 1537 1552 -100 -0.01 -157.00

Trading dates are:

["2018-08-10","2018-08-13","2018-08-16","2018-08-22","2018-08-28","2018-08-31","2018-09-06","2018-09-12"]

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.


09-18-2018 5-taylorPlus Entry Exit Trade Profit Profit
Contract Direction Time Time % % Points HeatMap
CL_F long 1247 1304 100 0.01 0.74
CL_F short 1116 1139 -100 -0.02 -1.07
ES_F long 1500 1516 100 0.00 14.00
ES_F short 1141 1204 -100 -0.01 -15.50
NQ_F long 1110 1125 100 0.01 68.25
NQ_F short 1018 1035 -100 -0.01 -65.00
YM_F long 1500 1516 100 0.00 110.00
YM_F short 1046 1109 -100 -0.01 -166.00

Trading dates are:

["2018-08-22","2018-08-28","2018-08-31","2018-09-06","2018-09-12"]

To read this chart using CL_F above, a Long from 12:47 until 13:04 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.


09-18-2018 21-taylor3 Entry Exit Trade Profit Profit
Contract Direction Time Time % % Points HeatMap
CL_F long 1424 1441 81 0.04 2.42
CL_F short 1357 1422 -86 -0.02 -1.59
ES_F long 0931 0944 81 0.01 35.75
ES_F short 1535 1546 -81 -0.01 -28.00
NQ_F long 1523 1535 86 0.01 69.50
NQ_F short 1401 1421 -81 -0.01 -103.00
YM_F long 1025 1043 81 0.01 211.00
YM_F short 1243 1258 -81 -0.01 -227.00

Trading dates are:

["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","2018-09-13"]

To read this chart using CL_F above, a Long from 14:24 until 14:41 ET has been profitable 81% of the time over the last 21 days.


09-18-2018 13-taylor3 Entry Exit Trade Profit Profit
Contract Direction Time Time % % Points HeatMap
CL_F long 1426 1448 85 0.02 1.05
CL_F short 1118 1134 -92 -0.02 -1.44
ES_F long 0932 0943 92 0.01 21.25
ES_F short 1405 1415 -92 -0.00 -11.75
NQ_F long 1423 1434 100 0.01 46.00
NQ_F short 1236 1249 -92 -0.01 -54.75
YM_F long 1427 1444 92 0.01 150.00
YM_F short 1235 1247 -92 -0.00 -104.00

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","2018-09-10","2018-09-13"]

To read this chart using CL_F above, a Long from 14:26 until 14:48 ET has been profitable 85% of the time over the last 13 days.


09-18-2018 11-taylor3 Entry Exit Trade Profit Profit
Contract Direction Time Time % % Points HeatMap
CL_F long 1424 1434 91 0.01 0.99
CL_F short 1118 1134 -100 -0.02 -1.42
ES_F long 0932 0943 100 0.01 17.75
ES_F short 1535 1552 -100 -0.01 -15.75
NQ_F long 1423 1434 100 0.00 31.50
NQ_F short 1342 1352 -100 -0.00 -22.50
YM_F long 1033 1048 91 0.01 174.00
YM_F short 1535 1554 -91 -0.01 -181.00

Trading dates are:

["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","2018-09-13"]

To read this chart using CL_F above, a Long from 14:24 until 14:34 ET has been profitable 91% of the time over the last 11 days.


09-18-2018 8-taylor3 Entry Exit Trade Profit Profit
Contract Direction Time Time % % Points HeatMap
CL_F long 1424 1441 100 0.01 0.73
CL_F short 1017 1031 -100 -0.02 -1.28
ES_F long 1140 1202 100 0.01 22.00
ES_F short 1535 1551 -100 -0.00 -12.25
NQ_F long 1136 1201 100 0.01 93.25
NQ_F short 0946 0954 -100 -0.01 -82.25
YM_F long 1147 1209 100 0.01 174.00
YM_F short 1528 1554 -100 -0.00 -115.00

Trading dates are:

["2018-08-14","2018-08-17","2018-08-22","2018-08-27","2018-08-30","2018-09-05","2018-09-10","2018-09-13"]

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.


09-18-2018 5-taylor3 Entry Exit Trade Profit Profit
Contract Direction Time Time % % Points HeatMap
CL_F long 1041 1050 100 0.01 0.65
CL_F short 1015 1041 -100 -0.02 -1.57
ES_F long 1142 1203 100 0.01 19.25
ES_F short 1404 1423 -100 -0.01 -15.50
NQ_F long 1136 1202 100 0.01 60.25
NQ_F short 1404 1424 -100 -0.01 -68.00
YM_F long 1145 1203 100 0.01 192.00
YM_F short 1404 1424 -100 -0.01 -155.00

Trading dates are:

["2018-08-27","2018-08-30","2018-09-05","2018-09-10","2018-09-13"]

To read this chart using CL_F above, a Long from 10:41 until 10:50 ET has been profitable 100% of the time over the last 5 days.