HotSpots for 09/24/2018 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.


09-24-2018 21-normal Entry Exit Trade Profit Profit
Contract Direction Time Time % % Points HeatMap
CL_F long 1245 1305 90 0.02 1.51
CL_F short 1414 1426 -90 -0.03 -1.74
ES_F long 0932 0944 86 0.01 16.25
NQ_F long 1350 1402 95 0.01 64.00
NQ_F short 1254 1310 -81 -0.01 -70.50
YM_F long 1424 1444 90 0.01 266.00
YM_F short 1528 1551 -86 -0.01 -190.00

Trading dates are:

["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","2018-09-21"]

To read this chart using CL_F above, a Long from 12:45 until 13:05 ET has been profitable 90% of the time over the last 21 days.


09-24-2018 13-normal Entry Exit Trade Profit Profit
Contract Direction Time Time % % Points HeatMap
CL_F long 1245 1305 85 0.02 1.08
CL_F short 1003 1013 -85 -0.02 -1.09
ES_F long 1348 1402 100 0.00 10.75
ES_F short 1203 1224 -85 -0.01 -18.75
NQ_F long 1349 1402 100 0.01 55.00
NQ_F short 1004 1028 -85 -0.02 -169.25
YM_F long 1105 1131 92 0.01 311.00
YM_F short 1529 1550 -92 -0.01 -131.00

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","2018-09-20","2018-09-21"]

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.


09-24-2018 11-normal Entry Exit Trade Profit Profit
Contract Direction Time Time % % Points HeatMap
CL_F long 0945 1003 91 0.01 0.97
CL_F short 1003 1013 -91 -0.01 -0.84
ES_F long 1104 1130 100 0.01 29.25
ES_F short 1201 1219 -91 -0.01 -17.25
NQ_F long 1050 1110 100 0.01 92.00
NQ_F short 1221 1235 -91 -0.01 -41.75
YM_F long 1105 1131 100 0.01 327.00
YM_F short 1201 1219 -91 -0.01 -198.00

Trading dates are:

["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","2018-09-21"]

To read this chart using CL_F above, a Long from 09:45 until 10:03 ET has been profitable 91% of the time over the last 11 days.


09-24-2018 8-normal Entry Exit Trade Profit Profit
Contract Direction Time Time % % Points HeatMap
CL_F long 1012 1020 88 0.01 0.68
CL_F short 1003 1012 -100 -0.02 -1.13
ES_F long 1101 1125 100 0.01 24.25
ES_F short 0947 1000 -100 -0.00 -11.50
NQ_F long 1101 1125 100 0.02 123.50
NQ_F short 0947 0955 -100 -0.01 -79.00
YM_F long 1104 1130 100 0.01 265.00
YM_F short 1045 1054 -100 -0.00 -77.00

Trading dates are:

["2018-09-12","2018-09-13","2018-09-14","2018-09-17","2018-09-18","2018-09-19","2018-09-20","2018-09-21"]

To read this chart using CL_F above, a Long from 10:12 until 10:20 ET has been profitable 88% of the time over the last 8 days.


09-24-2018 5-normal Entry Exit Trade Profit Profit
Contract Direction Time Time % % Points HeatMap
CL_F long 1012 1020 100 0.01 0.93
CL_F short 1132 1147 -100 -0.01 -0.86
ES_F long 1054 1116 100 0.00 14.50
ES_F short 1044 1057 -100 -0.00 -10.25
NQ_F long 1054 1116 100 0.01 78.50
NQ_F short 1004 1029 -100 -0.01 -51.75
YM_F long 1034 1046 100 0.01 133.00
YM_F short 0947 1001 -100 -0.00 -85.00

Trading dates are:

["2018-09-17","2018-09-18","2018-09-19","2018-09-20","2018-09-21"]

To read this chart using CL_F above, a Long from 10:12 until 10:20 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.


09-24-2018 21-taylorPlus Entry Exit Trade Profit Profit
Contract Direction Time Time % % Points HeatMap
CL_F long 1228 1236 86 0.02 1.34
CL_F short 1203 1216 -86 -0.02 -1.55
ES_F long 0930 0948 81 0.01 39.25
ES_F short 1535 1558 -86 -0.01 -31.75
NQ_F long 1053 1103 81 0.01 66.25
YM_F long 1029 1043 81 0.01 226.00
YM_F short 1538 1558 -90 -0.02 -366.00

Trading dates are:

["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","2018-09-21"]

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.


09-24-2018 13-taylorPlus Entry Exit Trade Profit Profit
Contract Direction Time Time % % Points HeatMap
CL_F long 1025 1045 85 0.03 1.76
CL_F short 1203 1217 -92 -0.01 -0.74
ES_F long 0930 0948 92 0.01 27.75
ES_F short 1540 1550 -100 -0.01 -19.25
NQ_F long 0955 1015 85 0.01 66.25
NQ_F short 1025 1050 -92 -0.01 -89.50
YM_F long 1036 1046 92 0.00 126.00
YM_F short 1538 1558 -100 -0.01 -198.00

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","2018-09-18","2018-09-21"]

To read this chart using CL_F above, a Long from 10:25 until 10:45 ET has been profitable 85% of the time over the last 13 days.


09-24-2018 11-taylorPlus Entry Exit Trade Profit Profit
Contract Direction Time Time % % Points HeatMap
CL_F long 1334 1342 100 0.01 0.79
CL_F short 1129 1139 -91 -0.02 -1.43
ES_F long 0931 0949 91 0.01 24.75
ES_F short 1540 1550 -100 -0.01 -17.75
NQ_F long 1354 1402 91 0.00 23.50
NQ_F short 1540 1550 -100 -0.01 -44.75
YM_F long 1500 1526 91 0.01 213.00
YM_F short 1538 1558 -100 -0.01 -179.00

Trading dates are:

["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","2018-09-21"]

To read this chart using CL_F above, a Long from 13:34 until 13:42 ET has been profitable 100% of the time over the last 11 days.


09-24-2018 8-taylorPlus Entry Exit Trade Profit Profit
Contract Direction Time Time % % Points HeatMap
CL_F long 1247 1301 100 0.02 1.05
CL_F short 1041 1104 -100 -0.03 -1.76
ES_F long 1500 1515 100 0.01 15.00
ES_F short 1539 1550 -100 -0.00 -13.50
NQ_F long 1110 1125 100 0.01 100.50
NQ_F short 1018 1028 -100 -0.01 -63.75
YM_F long 1036 1046 100 0.00 118.00
YM_F short 1539 1550 -100 -0.00 -125.00

Trading dates are:

["2018-08-16","2018-08-22","2018-08-28","2018-08-31","2018-09-06","2018-09-12","2018-09-18","2018-09-21"]

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 8 days.


09-24-2018 5-taylorPlus Entry Exit Trade Profit Profit
Contract Direction Time Time % % Points HeatMap
CL_F long 1240 1304 100 0.02 1.08
CL_F short 1056 1122 -100 -0.04 -2.70
ES_F long 0931 0951 100 0.00 14.25
ES_F short 1016 1035 -100 -0.01 -16.25
NQ_F long 1110 1125 100 0.01 78.75
NQ_F short 1018 1035 -100 -0.01 -95.25
YM_F long 1110 1119 100 0.01 140.00
YM_F short 1044 1106 -100 -0.01 -131.00

Trading dates are:

["2018-08-31","2018-09-06","2018-09-12","2018-09-18","2018-09-21"]

To read this chart using CL_F above, a Long from 12:40 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.


09-24-2018 21-taylor3 Entry Exit Trade Profit Profit
Contract Direction Time Time % % Points HeatMap
CL_F long 1228 1254 86 0.03 1.85
CL_F short 1406 1427 -81 -0.03 -1.82
ES_F long 1053 1104 86 0.01 29.75
ES_F short 1039 1052 -90 -0.01 -35.25
NQ_F long 1323 1344 86 0.01 92.00
NQ_F short 1040 1053 -86 -0.02 -173.50
YM_F long 0936 1002 86 0.02 425.00
YM_F short 1040 1051 -90 -0.01 -337.00

Trading dates are:

["2018-06-22","2018-06-27","2018-07-02","2018-07-09","2018-07-12","2018-07-17","2018-07-20","2018-07-25","2018-07-30","2018-08-02","2018-08-07","2018-08-10","2018-08-15","2018-08-20","2018-08-23","2018-08-28","2018-08-31","2018-09-06","2018-09-11","2018-09-14","2018-09-19"]

To read this chart using CL_F above, a Long from 12:28 until 12:54 ET has been profitable 86% of the time over the last 21 days.