HotSpots for 12/20/2018 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.

Lookbacks:

The lookback period (number of days) is set at 21,13,11,8 and 5 days. A heat-map is generated for each of these lookback periods, the best trade from day is scored.
The period of time that has consistently produced the best results becomes the hotspot for that look back. There are also different look-back types like Taylor and Taylor Plus.
Taylor cycles are usually 3-day cycles. A Taylor-5 look-back would use the last 5 trading days skipping back by 3 trading days. Taylor Plus uses calendar days so weekends and none
trading days are counted as part of the skip count. If a lookback period falls on a none trading day, it is not used so a TaylorPlus will continue skipping back until 5 trading days are found for the heatmap calculation.


ES_F long
Type Entry Exit Trade % Profit % Points HeatMap
normal-21 1414 1453 81 0.01 30.75
normal-13 0955 1031 85 0.02 51.50
normal-11 0955 1026 82 0.02 51.50
normal-8 0954 1025 88 0.02 47.75
normal-5 0932 1017 100 0.01 39.00
taylorPlus-13 1404 1434 92 0.03 90.50
taylorPlus-11 1404 1434 91 0.03 75.00
taylorPlus-8 1404 1434 88 0.02 52.25
taylorPlus-5 1414 1513 100 0.02 46.25
taylor3-13 1412 1442 92 0.02 49.50
taylor3-11 1116 1200 91 0.02 44.00
taylor3-8 1011 1104 88 0.02 53.00
taylor3-5 0955 1028 100 0.02 49.25

ES_F short
Type Entry Exit Trade % Profit % Points HeatMap
normal-21 1108 1142 -81 -0.03 -71.75
normal-13 1017 1114 -92 -0.04 -106.75
normal-11 1057 1142 -100 -0.02 -57.75
normal-8 1320 1418 -100 -0.03 -89.00
normal-5 1430 1510 -100 -0.03 -92.50
taylorPlus-21 1227 1302 -90 -0.03 -100.00
taylorPlus-13 1207 1306 -92 -0.04 -107.25
taylorPlus-11 1206 1305 -91 -0.04 -105.00
taylorPlus-8 1311 1342 -100 -0.02 -43.25
taylorPlus-5 1500 1550 -100 -0.02 -40.25
taylor3-21 1458 1532 -81 -0.02 -55.25
taylor3-13 0930 1004 -85 -0.02 -62.00
taylor3-11 0937 1008 -82 -0.02 -61.25
taylor3-8 1225 1320 -87 -0.01 -38.25
taylor3-5 1104 1134 -100 -0.01 -29.75

NQ_F long
Type Entry Exit Trade % Profit % Points HeatMap
normal-21 0953 1033 81 0.04 254.00
normal-13 0953 1033 92 0.03 232.50
normal-11 0952 1029 100 0.03 229.25
normal-8 0940 1022 100 0.03 165.25
normal-5 0937 1017 100 0.02 156.75
taylorPlus-13 1338 1434 85 0.03 249.75
taylorPlus-11 1338 1434 82 0.03 218.00
taylorPlus-8 0937 1033 88 0.01 94.25
taylorPlus-5 0941 1031 100 0.01 90.75
taylor3-13 1013 1055 92 0.03 227.50
taylor3-11 1013 1055 91 0.03 192.50
taylor3-8 1013 1055 100 0.03 196.00
taylor3-5 0954 1045 100 0.03 209.75

NQ_F short
Type Entry Exit Trade % Profit % Points HeatMap
normal-21 1250 1320 -90 -0.03 -198.50
normal-13 1252 1328 -92 -0.03 -228.00
normal-11 1316 1414 -91 -0.05 -348.50
normal-8 1320 1419 -100 -0.04 -236.50
normal-5 1434 1510 -100 -0.04 -285.75
taylorPlus-21 1225 1302 -81 -0.04 -273.75
taylorPlus-13 1231 1307 -92 -0.03 -246.75
taylorPlus-11 1231 1307 -91 -0.03 -202.00
taylorPlus-8 1311 1341 -87 -0.02 -153.75
taylorPlus-5 1311 1341 -100 -0.02 -111.75
taylor3-21 1442 1532 -81 -0.03 -257.00
taylor3-11 1442 1522 -82 -0.02 -118.00
taylor3-8 1230 1320 -100 -0.03 -178.00
taylor3-5 1224 1320 -100 -0.02 -120.00

YM_F long
Type Entry Exit Trade % Profit % Points HeatMap
normal-13 0959 1031 92 0.01 288.00
normal-11 0959 1031 91 0.01 244.00
normal-8 0952 1026 88 0.02 392.00
normal-5 0932 1017 100 0.02 467.00
taylorPlus-21 1414 1501 81 0.03 910.00
taylorPlus-13 1404 1434 92 0.03 877.00
taylorPlus-11 1404 1434 91 0.03 726.00
taylorPlus-8 1404 1434 88 0.02 524.00
taylorPlus-5 1414 1513 100 0.02 475.00
taylor3-21 1414 1444 86 0.02 400.00
taylor3-13 1348 1441 92 0.02 542.00
taylor3-11 1116 1201 91 0.02 386.00
taylor3-8 1130 1205 88 0.02 503.00
taylor3-5 0955 1028 100 0.02 399.00

YM_F short
Type Entry Exit Trade % Profit % Points HeatMap
normal-21 1108 1142 -81 -0.03 -756.00
normal-13 1017 1114 -92 -0.05 -1156.00
normal-11 1022 1116 -91 -0.04 -1073.00
normal-8 1339 1414 -100 -0.03 -689.00
normal-5 1400 1453 -100 -0.03 -805.00
taylorPlus-21 1228 1302 -90 -0.03 -909.00
taylorPlus-13 1207 1306 -92 -0.04 -978.00
taylorPlus-11 1206 1302 -91 -0.04 -982.00
taylorPlus-8 1311 1342 -100 -0.01 -364.00
taylorPlus-5 1500 1550 -100 -0.02 -371.00
taylor3-21 0937 1010 -81 -0.03 -843.00
taylor3-13 0937 1010 -85 -0.03 -663.00
taylor3-11 0937 1008 -82 -0.02 -548.00
taylor3-8 0930 1006 -87 -0.02 -478.00
taylor3-5 1105 1135 -100 -0.01 -333.00