HotSpots for 01/03/2019 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
normal-21 1218 1249 81 0.02 57.25 chart
normal-8 1217 1248 88 0.02 39.50 chart
normal-5 1102 1200 100 0.03 72.50 chart
taylorPlus-21 1206 1244 81 0.03 73.25 chart
taylorPlus-13 1220 1250 85 0.02 49.25 chart
taylorPlus-11 1423 1455 91 0.02 51.00 chart
taylorPlus-8 1329 1359 88 0.01 40.25 chart
taylorPlus-5 1123 1153 100 0.02 47.00 chart
taylor3-21 1118 1153 81 0.02 46.25 chart
taylor3-13 1220 1250 85 0.02 55.75 chart
taylor3-11 1104 1137 91 0.01 27.75 chart
taylor3-8 1105 1137 100 0.01 32.00 chart
taylor3-5 1123 1153 100 0.02 40.50 chart

ES_F short
Type Entry Exit Trade % Profit % Points HeatMap
normal-21 1017 1114 -81 -0.05 -135.00 chart
normal-13 1600 1600 -85 -0.03 -88.25 chart
normal-11 1248 1600 -91 -0.02 -50.75 chart
normal-8 1028 1108 -87 -0.01 -37.75 chart
normal-5 1006 1037 -100 -0.02 -40.50 chart
taylorPlus-21 0949 1036 -81 -0.04 -121.50 chart
taylorPlus-11 1256 1327 -91 -0.02 -47.50 chart
taylorPlus-8 1017 1051 -100 -0.02 -54.50 chart
taylorPlus-5 1024 1123 -100 -0.03 -84.75 chart
taylor3-13 1341 1417 -85 -0.01 -39.75 chart
taylor3-11 1020 1051 -82 -0.02 -65.75 chart
taylor3-8 1021 1102 -100 -0.04 -106.00 chart
taylor3-5 1021 1119 -100 -0.04 -115.75 chart

NQ_F long
Type Entry Exit Trade % Profit % Points HeatMap
normal-21 1217 1252 86 0.04 245.00 chart
normal-13 1217 1252 85 0.01 102.00 chart
normal-11 1217 1252 82 0.01 72.75 chart
normal-8 1217 1252 88 0.02 104.25 chart
normal-5 1101 1200 100 0.04 219.00 chart
taylorPlus-13 1422 1452 85 0.02 125.75 chart
taylorPlus-11 1423 1455 91 0.02 154.75 chart
taylorPlus-8 1414 1452 100 0.02 114.75 chart
taylorPlus-5 1124 1154 100 0.02 157.25 chart
taylor3-13 1226 1314 92 0.03 209.00 chart
taylor3-11 1219 1249 91 0.03 192.75 chart
taylor3-8 1203 1248 100 0.03 207.50 chart
taylor3-5 1230 1314 100 0.02 133.50 chart

NQ_F short
Type Entry Exit Trade % Profit % Points HeatMap
normal-21 1254 1600 -81 -0.03 -208.50 chart
normal-13 1600 1600 -85 -0.04 -282.00 chart
normal-11 1600 1600 -82 -0.03 -210.25 chart
normal-8 1018 1108 -87 -0.03 -209.25 chart
normal-5 1010 1040 -100 -0.02 -123.50 chart
taylorPlus-13 1017 1052 -85 -0.02 -158.75 chart
taylorPlus-11 1254 1329 -91 -0.02 -174.25 chart
taylorPlus-8 1017 1116 -100 -0.04 -302.00 chart
taylorPlus-5 1024 1123 -100 -0.04 -246.25 chart
taylor3-13 1441 1512 -85 -0.02 -171.00 chart
taylor3-11 1441 1512 -91 -0.02 -116.50 chart
taylor3-8 0946 1045 -100 -0.04 -251.00 chart
taylor3-5 1021 1119 -100 -0.05 -299.25 chart

YM_F long
Type Entry Exit Trade % Profit % Points HeatMap
normal-11 1149 1222 82 0.01 332.00 chart
normal-8 1112 1157 88 0.02 369.00 chart
normal-5 1102 1200 100 0.03 675.00 chart
taylorPlus-21 1204 1244 86 0.03 831.00 chart
taylorPlus-13 1204 1241 85 0.02 383.00 chart
taylorPlus-11 1422 1452 91 0.01 382.00 chart
taylorPlus-8 1329 1359 88 0.01 364.00 chart
taylorPlus-5 1124 1215 100 0.02 467.00 chart
taylor3-13 1204 1248 85 0.02 613.00 chart
taylor3-11 1221 1256 91 0.02 450.00 chart
taylor3-8 1221 1256 100 0.02 383.00 chart
taylor3-5 1119 1153 100 0.02 419.00 chart

YM_F short
Type Entry Exit Trade % Profit % Points HeatMap
normal-13 1600 1600 -85 -0.03 -720.00 chart
normal-11 1248 1600 -91 -0.02 -465.00 chart
normal-8 1248 1600 -87 -0.01 -246.00 chart
normal-5 1006 1036 -100 -0.02 -342.00 chart
taylorPlus-13 1254 1327 -85 -0.02 -496.00 chart
taylorPlus-11 0939 1032 -82 -0.02 -632.00 chart
taylorPlus-8 1021 1119 -87 -0.03 -790.00 chart
taylorPlus-5 1021 1119 -100 -0.03 -745.00 chart
taylor3-21 1439 1509 -81 -0.03 -906.00 chart
taylor3-13 1439 1509 -85 -0.02 -548.00 chart
taylor3-11 1439 1509 -91 -0.02 -399.00 chart
taylor3-8 1020 1051 -100 -0.03 -677.00 chart
taylor3-5 1021 1119 -100 -0.04 -1051.00 chart