HotSpots for 12/06/2018 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 1408 1446 81 0.01 43.25
taylorPlus-13 1231 1330 92 0.02 53.50
taylorPlus-11 1404 1447 91 0.02 43.50
taylorPlus-8 1410 1447 88 0.01 22.75
taylorPlus-5 1259 1346 100 0.01 40.00
taylor3-13 1204 1247 85 0.03 99.25
taylor3-11 1145 1227 91 0.03 74.50
taylor3-8 1013 1112 88 0.02 46.25
taylor3-5 1423 1453 100 0.01 16.25

ES_F short
Type Entry Exit Trade % Profit % Points HeatMap
taylorPlus-8 1242 1317 -87 -0.01 -27.25
taylorPlus-5 1432 1503 -100 -0.01 -30.25
taylor3-21 0943 1014 -81 -0.03 -97.25
taylor3-13 0943 1014 -85 -0.03 -86.00
taylor3-11 0943 1014 -82 -0.02 -62.50
taylor3-8 1112 1158 -87 -0.01 -24.50
taylor3-5 1341 1416 -100 -0.01 -23.75

NQ_F long
Type Entry Exit Trade % Profit % Points HeatMap
taylorPlus-21 1403 1447 81 0.02 136.75
taylorPlus-13 1402 1442 92 0.02 120.75
taylorPlus-11 1402 1443 91 0.02 125.75
taylorPlus-8 1348 1443 88 0.01 95.50
taylorPlus-5 0953 1023 100 0.02 130.25
taylor3-13 1158 1228 92 0.04 287.25
taylor3-11 1158 1228 91 0.04 260.00
taylor3-8 1157 1228 88 0.02 162.50
taylor3-5 1423 1511 100 0.01 62.00

NQ_F short
Type Entry Exit Trade % Profit % Points HeatMap
taylorPlus-21 1135 1231 -81 -0.02 -162.75
taylorPlus-13 1124 1202 -85 -0.02 -122.25
taylorPlus-11 1124 1202 -91 -0.02 -122.25
taylorPlus-8 1024 1054 -87 -0.01 -101.75
taylorPlus-5 1432 1503 -100 -0.02 -107.25
taylor3-13 0932 1015 -85 -0.05 -382.00
taylor3-11 1111 1158 -91 -0.02 -144.00
taylor3-8 1112 1157 -100 -0.02 -147.50
taylor3-5 1113 1158 -100 -0.02 -112.75

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 1404 1453 92 0.02 469.00
taylorPlus-11 1404 1453 91 0.02 394.00
taylorPlus-8 1416 1451 100 0.01 204.00
taylorPlus-5 1258 1346 100 0.02 408.00
taylor3-21 1326 1402 81 0.01 142.00
taylor3-13 1204 1242 85 0.03 701.00
taylor3-11 1145 1227 91 0.03 695.00
taylor3-8 1141 1240 88 0.02 469.00
taylor3-5 1141 1240 100 0.02 480.00

YM_F short
Type Entry Exit Trade % Profit % Points HeatMap
taylorPlus-21 1202 1234 -81 -0.01 -327.00
taylorPlus-13 1147 1229 -85 -0.01 -162.00
taylorPlus-11 1120 1216 -82 -0.01 -283.00
taylorPlus-8 0936 1010 -87 -0.01 -340.00
taylor3-13 0943 1013 -92 -0.03 -725.00
taylor3-11 0943 1013 -91 -0.02 -536.00
taylor3-8 0943 1013 -87 -0.01 -225.00
taylor3-5 1340 1416 -100 -0.01 -222.00

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