HotSpots for 09/21/2018 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.


09-21-2018 21-normal Entry Exit Trade Profit Profit
Contract Direction Time Time % % Points HeatMap
CL_F long 1245 1305 86 0.02 1.11
CL_F short 1414 1426 -90 -0.02 -1.54
ES_F long 0932 0944 86 0.01 17.25
ES_F short 1535 1552 -81 -0.01 -24.25
NQ_F long 1350 1402 95 0.01 65.25
NQ_F short 1254 1310 -81 -0.01 -72.50
YM_F long 1424 1442 90 0.01 257.00
YM_F short 1528 1551 -90 -0.01 -205.00

Trading dates are:

["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","2018-09-20"]

To read this chart using CL_F above, a Long from 12:45 until 13:05 ET has been profitable 86% of the time over the last 21 days.


09-21-2018 13-normal Entry Exit Trade Profit Profit
Contract Direction Time Time % % Points HeatMap
CL_F long 1103 1114 85 0.01 0.97
CL_F short 1020 1046 -85 -0.03 -1.77
ES_F long 1348 1402 100 0.00 12.25
ES_F short 1203 1219 -92 -0.01 -18.50
NQ_F long 1349 1402 100 0.01 56.25
NQ_F short 1024 1041 -85 -0.01 -99.50
YM_F long 1414 1440 92 0.01 181.00
YM_F short 1528 1551 -92 -0.01 -175.00

Trading dates are:

["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","2018-09-20"]

To read this chart using CL_F above, a Long from 11:03 until 11:14 ET has been profitable 85% of the time over the last 13 days.


09-21-2018 11-normal Entry Exit Trade Profit Profit
Contract Direction Time Time % % Points HeatMap
CL_F long 1245 1305 91 0.01 0.79
CL_F short 1024 1046 -82 -0.02 -1.59
ES_F long 1105 1130 100 0.01 28.00
ES_F short 1201 1219 -91 -0.01 -18.25
NQ_F long 1351 1413 100 0.01 64.25
NQ_F short 1201 1215 -91 -0.01 -47.75
YM_F long 1105 1131 100 0.01 319.00
YM_F short 1201 1219 -91 -0.01 -193.00

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","2018-09-18","2018-09-19","2018-09-20"]

To read this chart using CL_F above, a Long from 12:45 until 13:05 ET has been profitable 91% of the time over the last 11 days.


09-21-2018 8-normal Entry Exit Trade Profit Profit
Contract Direction Time Time % % Points HeatMap
CL_F long 1046 1100 88 0.02 1.06
CL_F short 1520 1533 -100 -0.01 -0.38
ES_F long 1059 1125 100 0.01 26.75
ES_F short 1301 1317 -87 -0.00 -10.50
NQ_F long 1101 1125 100 0.02 120.25
NQ_F short 1026 1052 -100 -0.01 -83.00
YM_F long 0931 0947 100 0.01 294.00
YM_F short 1301 1323 -87 -0.00 -99.00

Trading dates are:

["2018-09-11","2018-09-12","2018-09-13","2018-09-14","2018-09-17","2018-09-18","2018-09-19","2018-09-20"]

To read this chart using CL_F above, a Long from 10:46 until 11:00 ET has been profitable 88% of the time over the last 8 days.


09-21-2018 5-normal Entry Exit Trade Profit Profit
Contract Direction Time Time % % Points HeatMap
CL_F long 1334 1359 100 0.01 0.62
CL_F short 1020 1046 -100 -0.02 -1.12
ES_F long 1054 1116 100 0.00 14.25
ES_F short 1200 1224 -100 -0.00 -12.75
NQ_F long 1053 1110 100 0.01 59.00
NQ_F short 1004 1013 -100 -0.01 -51.75
YM_F long 0931 0947 100 0.01 203.00
YM_F short 0947 1001 -100 -0.00 -89.00

Trading dates are:

["2018-09-14","2018-09-17","2018-09-18","2018-09-19","2018-09-20"]

To read this chart using CL_F above, a Long from 13:34 until 13:59 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.


09-21-2018 21-taylorPlus Entry Exit Trade Profit Profit
Contract Direction Time Time % % Points HeatMap
CL_F long 1228 1236 86 0.02 1.29
CL_F short 1203 1216 -90 -0.04 -2.40
ES_F long 0950 1002 86 0.01 23.25
ES_F short 1535 1557 -86 -0.01 -34.00
NQ_F long 1053 1103 81 0.01 70.25
YM_F long 0947 1002 81 0.01 223.00
YM_F short 1538 1558 -90 -0.02 -382.00

Trading dates are:

["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","2018-09-18"]

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.


09-21-2018 13-taylorPlus Entry Exit Trade Profit Profit
Contract Direction Time Time % % Points HeatMap
CL_F long 1022 1040 85 0.03 1.76
CL_F short 1203 1217 -100 -0.03 -1.82
ES_F long 0930 0948 85 0.01 26.50
ES_F short 1536 1556 -92 -0.01 -20.75
NQ_F long 0955 1015 85 0.01 93.25
NQ_F short 1256 1307 -92 -0.01 -40.50
YM_F long 0930 0948 92 0.01 324.00
YM_F short 1538 1558 -100 -0.01 -198.00

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","2018-09-12","2018-09-18"]

To read this chart using CL_F above, a Long from 10:22 until 10:40 ET has been profitable 85% of the time over the last 13 days.


09-21-2018 11-taylorPlus Entry Exit Trade Profit Profit
Contract Direction Time Time % % Points HeatMap
CL_F long 1501 1519 91 0.02 1.53
CL_F short 1203 1217 -100 -0.01 -0.95
ES_F long 0930 0948 91 0.01 22.75
ES_F short 1540 1550 -100 -0.01 -17.00
NQ_F long 1057 1105 91 0.00 26.00
NQ_F short 1024 1050 -91 -0.01 -83.25
YM_F long 0930 0948 91 0.01 221.00
YM_F short 1538 1558 -100 -0.01 -176.00

Trading dates are:

["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","2018-09-18"]

To read this chart using CL_F above, a Long from 15:01 until 15:19 ET has been profitable 91% of the time over the last 11 days.


09-21-2018 8-taylorPlus Entry Exit Trade Profit Profit
Contract Direction Time Time % % Points HeatMap
CL_F long 1333 1343 100 0.01 0.93
CL_F short 1206 1231 -100 -0.02 -1.09
ES_F long 1307 1324 100 0.01 16.50
ES_F short 1538 1552 -100 -0.01 -17.25
NQ_F long 1501 1515 100 0.01 54.50
NQ_F short 1141 1156 -100 -0.01 -62.00
YM_F long 1036 1046 100 0.00 104.00
YM_F short 1539 1552 -100 -0.01 -168.00

Trading dates are:

["2018-08-13","2018-08-16","2018-08-22","2018-08-28","2018-08-31","2018-09-06","2018-09-12","2018-09-18"]

To read this chart using CL_F above, a Long from 13:33 until 13:43 ET has been profitable 100% of the time over the last 8 days.


09-21-2018 5-taylorPlus Entry Exit Trade Profit Profit
Contract Direction Time Time % % Points HeatMap
CL_F long 1247 1301 100 0.01 0.64
CL_F short 1114 1140 -100 -0.02 -1.14
ES_F long 1500 1515 100 0.00 12.50
ES_F short 1016 1035 -100 -0.00 -13.00
NQ_F long 1110 1125 100 0.01 77.50
NQ_F short 1024 1050 -100 -0.01 -76.50
YM_F long 1106 1114 100 0.00 114.00
YM_F short 1030 1050 -100 -0.00 -108.00

Trading dates are:

["2018-08-28","2018-08-31","2018-09-06","2018-09-12","2018-09-18"]

To read this chart using CL_F above, a Long from 12:47 until 13:01 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.


09-21-2018 21-taylor3 Entry Exit Trade Profit Profit
Contract Direction Time Time % % Points HeatMap
CL_F long 1424 1441 86 0.04 2.56
CL_F short 1118 1134 -81 -0.03 -1.77
ES_F long 0931 0944 81 0.01 39.25
ES_F short 1535 1555 -81 -0.01 -38.25
NQ_F long 1351 1402 86 0.01 79.50
NQ_F short 1402 1421 -81 -0.02 -111.25
YM_F long 1310 1320 86 0.00 109.00
YM_F short 1505 1529 -86 -0.01 -156.00

Trading dates are:

["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","2018-09-18"]

To read this chart using CL_F above, a Long from 14:24 until 14:41 ET has been profitable 86% of the time over the last 21 days.


09-21-2018 13-taylor3 Entry Exit Trade Profit Profit
Contract Direction Time Time % % Points HeatMap
CL_F long 1424 1434 92 0.02 1.27
CL_F short 1118 1134 -92 -0.02 -1.33
ES_F long 0932 0943 92 0.01 19.00
ES_F short 1535 1552 -92 -0.01 -17.75
NQ_F long 1423 1434 100 0.01 45.25
NQ_F short 1236 1249 -92 -0.01 -42.75
YM_F long 1427 1444 92 0.01 169.00
YM_F short 1533 1554 -92 -0.01 -202.00

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","2018-09-13","2018-09-18"]

To read this chart using CL_F above, a Long from 14:24 until 14:34 ET has been profitable 92% of the time over the last 13 days.


09-21-2018 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 1123 1133 -100 -0.02 -1.19
ES_F long 0931 0944 100 0.01 24.25
ES_F short 1535 1551 -100 -0.01 -19.25
NQ_F long 1425 1444 100 0.01 47.50
NQ_F short 1236 1249 -100 -0.00 -31.00
YM_F long 1148 1209 100 0.01 224.00
YM_F short 1528 1554 -100 -0.01 -224.00

Trading dates are:

["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","2018-09-18"]

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.


09-21-2018 8-taylor3 Entry Exit Trade Profit Profit
Contract Direction Time Time % % Points HeatMap
CL_F long 1422 1447 100 0.01 0.88
CL_F short 1016 1031 -100 -0.02 -1.50
ES_F long 1140 1202 100 0.01 24.00
ES_F short 1535 1551 -100 -0.00 -12.25
NQ_F long 1136 1202 100 0.01 90.50
NQ_F short 1405 1413 -100 -0.00 -30.25
YM_F long 1145 1204 100 0.01 237.00
YM_F short 1019 1033 -100 -0.01 -142.00

Trading dates are:

["2018-08-17","2018-08-22","2018-08-27","2018-08-30","2018-09-05","2018-09-10","2018-09-13","2018-09-18"]

To read this chart using CL_F above, a Long from 14:22 until 14:47 ET has been profitable 100% of the time over the last 8 days.


09-21-2018 5-taylor3 Entry Exit Trade Profit Profit
Contract Direction Time Time % % Points HeatMap
CL_F long 0935 1001 100 0.01 0.86
CL_F short 1016 1041 -100 -0.02 -1.49
ES_F long 1142 1203 100 0.01 17.00
ES_F short 0947 1001 -100 -0.00 -14.00
NQ_F long 1136 1202 100 0.01 63.50
NQ_F short 0947 1000 -100 -0.01 -77.00
YM_F long 0935 0950 100 0.01 169.00
YM_F short 0951 1017 -100 -0.01 -152.00

Trading dates are:

["2018-08-30","2018-09-05","2018-09-10","2018-09-13","2018-09-18"]

To read this chart using CL_F above, a Long from 09:35 until 10:01 ET has been profitable 100% of the time over the last 5 days.