HotSpots for 12/04/2018 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 foundĀ for the heatmap calculation.


ES_F long
Type Entry Exit Trade % Profit % Points HeatMap
taylorPlus-21 1206 1244 81 0.02 62.50
taylorPlus-13 1159 1254 85 0.03 83.50
taylorPlus-11 1212 1254 91 0.02 55.00
taylorPlus-8 1213 1306 88 0.02 49.50
taylorPlus-5 1030 1109 100 0.02 44.00
taylor3-21 1409 1440 81 0.01 30.50
taylor3-13 1446 1520 85 0.02 62.25
taylor3-11 1408 1458 82 0.02 64.75
taylor3-8 1430 1500 88 0.02 44.25
taylor3-5 1412 1509 100 0.03 74.00

ES_F short
Type Entry Exit Trade % Profit % Points HeatMap
taylorPlus-11 1320 1404 -91 -0.02 -48.75
taylorPlus-8 1341 1416 -87 -0.02 -51.00
taylorPlus-5 1109 1142 -100 -0.01 -26.50
taylor3-21 1308 1407 -81 -0.02 -44.75
taylor3-13 1037 1136 -92 -0.03 -98.25
taylor3-11 1037 1136 -91 -0.02 -64.75
taylor3-8 1037 1136 -100 -0.02 -43.00
taylor3-5 1000 1053 -100 -0.02 -47.75

NQ_F long
Type Entry Exit Trade % Profit % Points HeatMap
taylorPlus-13 1446 1523 85 0.02 147.00
taylorPlus-11 1208 1302 91 0.03 181.25
taylorPlus-8 1225 1306 88 0.03 190.25
taylorPlus-5 1424 1514 100 0.02 136.50
taylor3-11 1231 1306 82 0.01 98.25
taylor3-8 1231 1306 88 0.02 107.50
taylor3-5 1411 1504 80 0.02 145.25

NQ_F short
Type Entry Exit Trade % Profit % Points HeatMap
taylorPlus-11 1315 1409 -91 -0.02 -161.00
taylorPlus-8 1341 1423 -87 -0.03 -183.25
taylorPlus-5 1113 1152 -100 -0.02 -114.25
taylor3-21 1004 1038 -81 -0.04 -267.50
taylor3-13 1004 1103 -85 -0.04 -310.50
taylor3-11 1005 1104 -82 -0.03 -205.00

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-21 1204 1244 86 0.03 825.00
taylorPlus-13 1201 1244 85 0.03 811.00
taylorPlus-11 1204 1244 91 0.03 754.00
taylorPlus-8 1204 1248 88 0.02 512.00
taylorPlus-5 1030 1109 100 0.02 434.00
taylor3-21 1409 1440 81 0.01 286.00
taylor3-13 1446 1520 85 0.02 554.00
taylor3-11 1417 1458 91 0.02 525.00
taylor3-8 1412 1509 88 0.02 431.00
taylor3-5 1412 1509 100 0.03 658.00

YM_F short
Type Entry Exit Trade % Profit % Points HeatMap
taylorPlus-11 1313 1404 -91 -0.01 -341.00
taylorPlus-8 1341 1416 -87 -0.02 -399.00
taylorPlus-5 1113 1144 -100 -0.01 -168.00
taylor3-21 1254 1327 -81 -0.01 -343.00
taylor3-13 1037 1136 -85 -0.03 -844.00
taylor3-11 1156 1226 -91 -0.01 -284.00
taylor3-8 1128 1223 -87 -0.02 -462.00
taylor3-5 1000 1053 -100 -0.02 -413.00