HotSpots for 11/08/2018 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-8 1600 1600 88 0.01 19.00
normal-5 1600 1600 80 0.01 35.00
taylorPlus-13 1415 1452 85 0.02 58.50
taylorPlus-11 1407 1456 91 0.02 51.00
taylorPlus-8 1415 1458 100 0.03 86.75
taylorPlus-5 1416 1458 100 0.02 57.00
taylor3-11 1200 1250 82 0.02 67.75
taylor3-8 1202 1256 88 0.02 68.50
taylor3-5 1219 1316 100 0.02 61.00

ES_F short
Type Entry Exit Trade % Profit % Points HeatMap
normal-11 1600 1600 -82 -0.03 -71.00
taylorPlus-21 1148 1247 -86 -0.02 -47.75
taylorPlus-13 1230 1329 -92 -0.02 -64.00
taylorPlus-11 1230 1329 -91 -0.02 -62.25
taylorPlus-8 1208 1306 -87 -0.02 -61.25
taylorPlus-5 1230 1329 -100 -0.02 -56.75
taylor3-21 0944 1014 -81 -0.04 -101.75
taylor3-13 0944 1014 -92 -0.03 -92.75
taylor3-11 1453 1543 -100 -0.03 -82.50
taylor3-8 0944 1014 -100 -0.03 -86.00
taylor3-5 0944 1014 -100 -0.02 -57.00

NQ_F long
Type Entry Exit Trade % Profit % Points HeatMap
normal-11 1600 1600 82 0.02 153.75
normal-5 1600 1600 80 0.01 103.50
taylorPlus-11 1409 1455 82 0.02 159.75
taylorPlus-8 1417 1458 100 0.04 259.25
taylorPlus-5 1410 1458 100 0.02 167.25
taylor3-13 1014 1044 85 0.02 114.25
taylor3-11 1212 1251 82 0.03 223.00
taylor3-8 1158 1228 100 0.02 165.75
taylor3-5 1150 1247 100 0.03 253.25

NQ_F short
Type Entry Exit Trade % Profit % Points HeatMap
normal-21 1600 1600 -86 -0.04 -303.75
normal-11 1600 1600 -82 -0.04 -252.25
taylorPlus-21 1230 1302 -86 -0.03 -213.00
taylorPlus-13 1230 1302 -92 -0.02 -170.75
taylorPlus-11 1230 1302 -91 -0.02 -165.25
taylorPlus-8 0958 1030 -87 -0.03 -192.75
taylorPlus-5 0943 1041 -100 -0.03 -230.25
taylor3-21 0954 1051 -81 -0.04 -306.50
taylor3-13 1454 1543 -85 -0.03 -200.00
taylor3-11 1453 1543 -91 -0.03 -229.25
taylor3-8 1508 1559 -100 -0.04 -270.50
taylor3-5 1303 1338 -100 -0.02 -133.00

CL_F long
Type Entry Exit Trade % Profit % Points HeatMap

CL_F short
Type Entry Exit Trade % Profit % Points HeatMap

YM_F long
Type Entry Exit Trade % Profit % Points HeatMap
normal-11 1600 1600 82 0.01 377.00
normal-5 1600 1600 80 0.01 345.00
taylorPlus-21 1420 1517 81 0.02 529.00
taylorPlus-13 1414 1458 85 0.03 713.00
taylorPlus-11 1407 1456 91 0.02 470.00
taylorPlus-8 1415 1458 100 0.03 833.00
taylorPlus-5 1416 1458 100 0.02 531.00
taylor3-13 1326 1402 85 0.00 103.00
taylor3-11 1200 1251 82 0.02 525.00
taylor3-8 1200 1251 88 0.02 519.00
taylor3-5 1339 1438 100 0.02 438.00

YM_F short
Type Entry Exit Trade % Profit % Points HeatMap
normal-11 1600 1600 -82 -0.02 -391.00
normal-8 1600 1600 -87 -0.02 -398.00
taylorPlus-21 1220 1302 -86 -0.02 -489.00
taylorPlus-13 1227 1302 -92 -0.02 -474.00
taylorPlus-11 1227 1302 -91 -0.02 -459.00
taylorPlus-8 1154 1252 -87 -0.02 -493.00
taylorPlus-5 1208 1306 -100 -0.02 -517.00
taylor3-13 1453 1543 -92 -0.03 -720.00
taylor3-11 1453 1543 -100 -0.03 -736.00
taylor3-8 1500 1559 -100 -0.03 -782.00
taylor3-5 0944 1014 -100 -0.02 -434.00

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