HotSpots for 11/30/2018 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
taylorPlus-21 1405 1447 81 0.01 42.25
taylorPlus-13 1231 1330 85 0.02 45.50
taylorPlus-11 1231 1330 91 0.02 48.00
taylorPlus-8 1404 1447 88 0.01 37.50
taylorPlus-5 1355 1435 100 0.01 24.00
taylor3-21 1411 1459 81 0.02 68.00
taylor3-13 1404 1453 100 0.02 70.25
taylor3-11 1404 1453 100 0.02 59.75
taylor3-8 1338 1435 100 0.03 76.75
taylor3-5 1320 1419 100 0.02 47.75

ES_F short
Type Entry Exit Trade % Profit % Points HeatMap
taylorPlus-21 1130 1229 -81 -0.03 -83.00
taylorPlus-11 1129 1224 -82 -0.02 -44.50
taylorPlus-8 1244 1317 -87 -0.01 -25.25
taylorPlus-5 1243 1317 -100 -0.01 -27.50
taylor3-21 1208 1304 -81 -0.04 -106.50
taylor3-13 1208 1252 -92 -0.03 -77.50
taylor3-11 1208 1252 -91 -0.02 -63.75
taylor3-8 1208 1246 -100 -0.02 -44.25
taylor3-5 0936 1007 -100 -0.01 -38.75

NQ_F long
Type Entry Exit Trade % Profit % Points HeatMap
taylorPlus-21 1403 1447 81 0.02 144.50
taylorPlus-13 1402 1442 85 0.01 92.50
taylorPlus-11 1402 1442 91 0.01 106.75
taylorPlus-8 1337 1435 88 0.02 141.25
taylorPlus-5 1350 1435 100 0.02 131.50
taylor3-21 1042 1112 81 0.03 213.00
taylor3-13 1403 1455 100 0.03 258.00
taylor3-11 1403 1455 100 0.03 213.00
taylor3-8 1338 1435 100 0.04 255.75
taylor3-5 1134 1206 100 0.02 152.25

NQ_F short
Type Entry Exit Trade % Profit % Points HeatMap
taylorPlus-21 1159 1231 -86 -0.02 -189.50
taylorPlus-11 1129 1226 -82 -0.02 -162.75
taylorPlus-8 1004 1102 -87 -0.02 -109.25
taylorPlus-5 1242 1317 -100 -0.01 -90.75
taylor3-21 1208 1300 -86 -0.04 -335.50
taylor3-13 1208 1300 -92 -0.04 -289.00
taylor3-11 1208 1300 -91 -0.03 -222.50
taylor3-8 1206 1305 -100 -0.04 -255.25
taylor3-5 1435 1506 -100 -0.02 -136.00

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
taylorPlus-13 1410 1453 92 0.01 401.00
taylorPlus-11 1404 1453 91 0.02 399.00
taylorPlus-8 1327 1357 100 0.01 307.00
taylorPlus-5 1317 1402 100 0.02 400.00
taylor3-21 1411 1446 86 0.02 547.00
taylor3-13 1405 1459 92 0.03 708.00
taylor3-11 1405 1459 91 0.02 592.00
taylor3-8 1338 1435 100 0.03 658.00
taylor3-5 1350 1435 100 0.02 403.00

YM_F short
Type Entry Exit Trade % Profit % Points HeatMap
taylorPlus-21 1202 1234 -86 -0.02 -512.00
taylorPlus-13 1148 1231 -92 -0.01 -324.00
taylorPlus-11 1139 1227 -91 -0.01 -265.00
taylorPlus-8 1155 1234 -87 -0.01 -237.00
taylorPlus-5 0930 1010 -100 -0.01 -330.00
taylor3-21 1208 1303 -81 -0.03 -863.00
taylor3-13 1208 1247 -92 -0.02 -591.00
taylor3-11 1208 1247 -100 -0.02 -523.00
taylor3-8 1206 1246 -100 -0.01 -367.00
taylor3-5 0930 1007 -100 -0.02 -520.00