HotSpots for 09/20/2018 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.


09-20-2018 21-normal Entry Exit Trade Profit Profit
Contract Direction Time Time % % Points HeatMap
CL_F long 1249 1315 81 0.03 1.81
CL_F short 1414 1426 -86 -0.02 -1.39
ES_F long 0932 0944 86 0.01 19.50
ES_F short 1535 1552 -81 -0.01 -26.25
NQ_F long 1350 1402 90 0.01 58.50
NQ_F short 1254 1310 -86 -0.01 -78.25
YM_F long 1433 1444 95 0.01 141.00
YM_F short 1528 1551 -90 -0.01 -225.00

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","2018-09-10","2018-09-11","2018-09-12","2018-09-13","2018-09-14","2018-09-17","2018-09-18","2018-09-19"]

To read this chart using CL_F above, a Long from 12:49 until 13:15 ET has been profitable 81% of the time over the last 21 days.


09-20-2018 13-normal Entry Exit Trade Profit Profit
Contract Direction Time Time % % Points HeatMap
CL_F long 1245 1305 85 0.01 0.78
CL_F short 1151 1213 -85 -0.02 -1.62
ES_F long 0939 0947 92 0.01 14.50
ES_F short 1203 1224 -92 -0.01 -24.00
NQ_F long 1349 1402 92 0.01 50.75
NQ_F short 1024 1041 -85 -0.01 -93.50
YM_F long 0937 0947 92 0.01 270.00
YM_F short 1158 1216 -85 -0.01 -252.00

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","2018-09-18","2018-09-19"]

To read this chart using CL_F above, a Long from 12:45 until 13:05 ET has been profitable 85% of the time over the last 13 days.


09-20-2018 11-normal Entry Exit Trade Profit Profit
Contract Direction Time Time % % Points HeatMap
CL_F long 1426 1438 91 0.01 0.87
CL_F short 1022 1031 -91 -0.01 -0.71
ES_F long 0939 0947 100 0.01 17.25
ES_F short 1203 1219 -100 -0.01 -18.25
NQ_F long 1349 1402 100 0.01 49.25
NQ_F short 1004 1028 -91 -0.02 -150.00
YM_F long 1105 1124 100 0.01 274.00
YM_F short 1528 1551 -91 -0.01 -140.00

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","2018-09-17","2018-09-18","2018-09-19"]

To read this chart using CL_F above, a Long from 14:26 until 14:38 ET has been profitable 91% of the time over the last 11 days.


09-20-2018 8-normal Entry Exit Trade Profit Profit
Contract Direction Time Time % % Points HeatMap
CL_F long 1103 1118 88 0.01 0.94
CL_F short 1340 1350 -100 -0.01 -0.59
ES_F long 1101 1124 100 0.01 30.00
ES_F short 1203 1219 -100 -0.00 -10.00
NQ_F long 1101 1125 100 0.02 149.50
NQ_F short 0947 1011 -87 -0.01 -94.00
YM_F long 1101 1127 100 0.01 304.00
YM_F short 1158 1216 -87 -0.00 -92.00

Trading dates are:

["2018-09-10","2018-09-11","2018-09-12","2018-09-13","2018-09-14","2018-09-17","2018-09-18","2018-09-19"]

To read this chart using CL_F above, a Long from 11:03 until 11:18 ET has been profitable 88% of the time over the last 8 days.


09-20-2018 5-normal Entry Exit Trade Profit Profit
Contract Direction Time Time % % Points HeatMap
CL_F long 1409 1429 100 0.01 0.62
CL_F short 1020 1046 -100 -0.02 -1.15
ES_F long 1054 1116 100 0.00 14.50
ES_F short 1203 1224 -100 -0.00 -11.00
NQ_F long 1054 1110 100 0.01 63.75
NQ_F short 0947 1011 -100 -0.01 -68.75
YM_F long 0931 0947 100 0.01 216.00
YM_F short 1438 1459 -100 -0.00 -66.00

Trading dates are:

["2018-09-13","2018-09-14","2018-09-17","2018-09-18","2018-09-19"]

To read this chart using CL_F above, a Long from 14:09 until 14:29 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.


09-20-2018 21-taylorPlus Entry Exit Trade Profit Profit
Contract Direction Time Time % % Points HeatMap
CL_F long 1054 1102 81 0.01 0.95
CL_F short 0940 0958 -86 -0.03 -1.75
ES_F long 1252 1303 86 0.01 17.25
ES_F short 1303 1315 -81 -0.01 -24.75
NQ_F long 1124 1146 86 0.02 114.25
NQ_F short 1303 1315 -81 -0.01 -79.75
YM_F long 1028 1044 86 0.01 270.00
YM_F short 1543 1553 -86 -0.01 -183.00

Trading dates are:

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

To read this chart using CL_F above, a Long from 10:54 until 11:02 ET has been profitable 81% of the time over the last 21 days.


09-20-2018 13-taylorPlus Entry Exit Trade Profit Profit
Contract Direction Time Time % % Points HeatMap
CL_F long 1246 1254 92 0.01 0.41
CL_F short 1020 1046 -85 -0.02 -1.29
ES_F long 1207 1231 92 0.01 24.25
ES_F short 1356 1412 -85 -0.00 -13.00
NQ_F long 1151 1217 92 0.01 84.50
NQ_F short 1321 1337 -85 -0.01 -41.00
YM_F long 1424 1443 92 0.00 113.00
YM_F short 1535 1554 -85 -0.01 -181.00

Trading dates are:

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

To read this chart using CL_F above, a Long from 12:46 until 12:54 ET has been profitable 92% of the time over the last 13 days.


09-20-2018 11-taylorPlus Entry Exit Trade Profit Profit
Contract Direction Time Time % % Points HeatMap
CL_F long 1133 1159 91 0.02 1.20
CL_F short 0953 1007 -91 -0.02 -1.28
ES_F long 1207 1231 91 0.01 18.00
ES_F short 1304 1316 -91 -0.00 -8.75
NQ_F long 1148 1211 91 0.01 78.00
NQ_F short 1046 1108 -91 -0.01 -41.00
YM_F long 1148 1214 91 0.01 146.00
YM_F short 1535 1554 -91 -0.01 -162.00

Trading dates are:

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

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.


09-20-2018 8-taylorPlus Entry Exit Trade Profit Profit
Contract Direction Time Time % % Points HeatMap
CL_F long 1344 1401 100 0.01 0.67
CL_F short 0953 1008 -87 -0.02 -1.08
ES_F long 1130 1156 100 0.01 23.00
ES_F short 1442 1500 -87 -0.00 -12.75
NQ_F long 1130 1152 100 0.01 85.75
NQ_F short 1253 1315 -100 -0.01 -49.75
YM_F long 0935 0946 100 0.01 183.00
YM_F short 1438 1500 -100 -0.00 -114.00

Trading dates are:

["2018-08-21","2018-08-24","2018-08-27","2018-08-30","2018-09-05","2018-09-11","2018-09-14","2018-09-17"]

To read this chart using CL_F above, a Long from 13:44 until 14:01 ET has been profitable 100% of the time over the last 8 days.


09-20-2018 5-taylorPlus Entry Exit Trade Profit Profit
Contract Direction Time Time % % Points HeatMap
CL_F long 1011 1019 100 0.01 0.90
CL_F short 0940 0958 -100 -0.01 -0.48
ES_F long 1136 1157 100 0.01 15.50
ES_F short 1356 1408 -100 -0.00 -4.00
NQ_F long 1138 1200 100 0.01 70.50
NQ_F short 1458 1524 -100 -0.00 -37.50
YM_F long 0935 0948 100 0.01 172.00
YM_F short 1438 1500 -100 -0.00 -95.00

Trading dates are:

["2018-08-30","2018-09-05","2018-09-11","2018-09-14","2018-09-17"]

To read this chart using CL_F above, a Long from 10:11 until 10:19 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.


09-20-2018 21-taylor3 Entry Exit Trade Profit Profit
Contract Direction Time Time % % Points HeatMap
CL_F long 1257 1310 90 0.02 1.31
CL_F short 1429 1440 -90 -0.03 -2.04
ES_F long 1036 1044 90 0.01 29.00
ES_F short 1331 1346 -81 -0.01 -15.25
NQ_F long 1036 1045 81 0.02 120.50
NQ_F short 1323 1348 -86 -0.01 -47.25
YM_F long 1036 1045 81 0.01 259.00
YM_F short 1543 1552 -86 -0.01 -232.00

Trading dates are:

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

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.


09-20-2018 13-taylor3 Entry Exit Trade Profit Profit
Contract Direction Time Time % % Points HeatMap
CL_F long 1258 1318 100 0.02 1.57
CL_F short 1429 1440 -92 -0.02 -1.07
ES_F long 0951 1014 92 0.01 22.75
ES_F short 1535 1555 -92 -0.01 -25.00
NQ_F long 0947 1011 85 0.02 145.00
NQ_F short 1428 1451 -92 -0.01 -55.50
YM_F long 1027 1049 92 0.01 177.00
YM_F short 1529 1554 -100 -0.01 -272.00

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","2018-09-12","2018-09-17"]

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.


09-20-2018 11-taylor3 Entry Exit Trade Profit Profit
Contract Direction Time Time % % Points HeatMap
CL_F long 1247 1312 100 0.02 1.46
CL_F short 1038 1046 -100 -0.02 -1.36
ES_F long 1037 1045 100 0.00 11.00
ES_F short 1545 1554 -100 -0.01 -15.25
NQ_F long 1109 1135 91 0.01 72.75
NQ_F short 1429 1452 -91 -0.01 -61.50
YM_F long 1126 1139 100 0.01 163.00
YM_F short 1528 1554 -100 -0.01 -232.00

Trading dates are:

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

To read this chart using CL_F above, a Long from 12:47 until 13:12 ET has been profitable 100% of the time over the last 11 days.


09-20-2018 8-taylor3 Entry Exit Trade Profit Profit
Contract Direction Time Time % % Points HeatMap
CL_F long 1249 1315 100 0.02 1.36
CL_F short 1040 1105 -100 -0.02 -1.12
ES_F long 1113 1139 100 0.01 17.25
ES_F short 1535 1555 -100 -0.01 -18.50
NQ_F long 1109 1135 100 0.01 88.75
NQ_F short 1302 1319 -100 -0.01 -54.50
YM_F long 1122 1139 100 0.01 175.00
YM_F short 1533 1554 -100 -0.01 -182.00

Trading dates are:

["2018-08-16","2018-08-21","2018-08-24","2018-08-29","2018-09-04","2018-09-07","2018-09-12","2018-09-17"]

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 8 days.


09-20-2018 5-taylor3 Entry Exit Trade Profit Profit
Contract Direction Time Time % % Points HeatMap
CL_F long 1249 1315 100 0.02 1.12
CL_F short 1416 1440 -100 -0.01 -0.96
ES_F long 1038 1048 100 0.00 10.75
ES_F short 1139 1149 -100 -0.00 -11.25
NQ_F long 1109 1135 100 0.01 63.50
NQ_F short 1142 1151 -100 -0.01 -55.75
YM_F long 0950 1009 100 0.00 123.00
YM_F short 1139 1205 -100 -0.01 -210.00

Trading dates are:

["2018-08-29","2018-09-04","2018-09-07","2018-09-12","2018-09-17"]

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.