HotSpots for 12/05/2018 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 1407 1459 81 0.04 104.25
taylorPlus-13 1406 1458 92 0.04 117.25
taylorPlus-11 1406 1458 91 0.04 101.75
taylorPlus-8 1431 1517 100 0.02 57.50
taylorPlus-5 1445 1521 100 0.01 32.75
taylor3-21 1411 1459 86 0.03 78.25
taylor3-13 1404 1453 100 0.02 67.00
taylor3-11 1404 1453 100 0.02 61.25
taylor3-8 1338 1435 100 0.03 70.50
taylor3-5 1320 1416 100 0.02 54.75

ES_F short
Type Entry Exit Trade % Profit % Points HeatMap
taylorPlus-21 1227 1302 -81 -0.03 -77.50
taylorPlus-13 1208 1307 -85 -0.03 -87.50
taylorPlus-11 0943 1041 -91 -0.03 -69.50
taylorPlus-8 0943 1041 -100 -0.02 -61.50
taylorPlus-5 0946 1028 -100 -0.01 -35.75
taylor3-21 1208 1304 -86 -0.04 -116.00
taylor3-13 1208 1246 -92 -0.03 -79.50
taylor3-11 1206 1238 -91 -0.02 -48.00
taylor3-8 1206 1247 -100 -0.02 -50.00
taylor3-5 1206 1304 -100 -0.02 -46.00

NQ_F long
Type Entry Exit Trade % Profit % Points HeatMap
taylorPlus-13 1406 1458 85 0.04 267.75
taylorPlus-11 1338 1435 82 0.03 226.00
taylorPlus-8 1338 1434 88 0.03 215.25
taylorPlus-5 1337 1436 80 0.01 100.00
taylor3-21 1117 1159 81 0.03 209.25
taylor3-13 1403 1452 100 0.03 213.00
taylor3-11 1403 1452 100 0.02 178.75
taylor3-8 1338 1435 100 0.03 215.25
taylor3-5 1322 1416 100 0.02 165.75

NQ_F short
Type Entry Exit Trade % Profit % Points HeatMap
taylorPlus-11 0959 1030 -82 -0.03 -225.25
taylorPlus-8 1231 1307 -87 -0.02 -138.25
taylor3-21 1208 1300 -90 -0.05 -366.75
taylor3-13 1208 1300 -92 -0.04 -279.50
taylor3-11 1207 1304 -91 -0.04 -263.50
taylor3-8 1206 1305 -100 -0.04 -263.50
taylor3-5 1206 1304 -100 -0.02 -151.00

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 1414 1501 86 0.03 790.00
taylorPlus-13 1411 1459 92 0.04 1075.00
taylorPlus-11 1406 1459 91 0.04 920.00
taylorPlus-8 1410 1459 88 0.03 752.00
taylorPlus-5 1445 1521 100 0.01 264.00
taylor3-21 1411 1446 90 0.02 623.00
taylor3-13 1337 1434 92 0.03 674.00
taylor3-11 1334 1433 91 0.02 627.00
taylor3-8 1338 1434 100 0.03 668.00
taylor3-5 1322 1418 100 0.02 448.00

YM_F short
Type Entry Exit Trade % Profit % Points HeatMap
taylorPlus-21 1228 1302 -81 -0.03 -678.00
taylorPlus-13 1226 1302 -85 -0.02 -636.00
taylorPlus-11 1230 1329 -82 -0.03 -720.00
taylorPlus-8 1201 1237 -100 -0.01 -347.00
taylorPlus-5 1200 1238 -100 -0.01 -233.00
taylor3-21 1208 1303 -86 -0.04 -938.00
taylor3-13 1208 1247 -100 -0.02 -653.00
taylor3-11 1208 1247 -100 -0.02 -414.00
taylor3-8 1206 1246 -100 -0.02 -391.00
taylor3-5 1206 1304 -100 -0.01 -355.00