HotSpots for 01/04/2019 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 found for the heatmap calculation.


ES_F long
Type Entry Exit Trade % Profit % Points HeatMap
normal-21 1218 1249 81 0.02 55.75 chart
normal-11 1110 1206 82 0.02 57.25 chart
normal-8 1600 1600 88 0.03 83.25 chart
normal-5 1102 1157 100 0.02 53.50 chart
taylorPlus-13 1444 1518 92 0.03 77.50 chart
taylorPlus-11 1444 1518 91 0.02 60.00 chart
taylorPlus-8 1414 1513 88 0.03 80.75 chart
taylorPlus-5 1414 1513 100 0.03 78.00 chart
taylor3-13 1445 1515 85 0.03 68.75 chart
taylor3-11 1445 1515 82 0.02 49.25 chart
taylor3-5 1205 1245 100 0.01 30.75 chart

ES_F short
Type Entry Exit Trade % Profit % Points HeatMap
normal-21 1017 1114 -81 -0.05 -128.00 chart
normal-13 1600 1600 -85 -0.03 -80.25 chart
normal-11 1600 1600 -82 -0.03 -67.00 chart
normal-8 1027 1108 -87 -0.02 -53.50 chart
normal-5 1006 1039 -100 -0.02 -58.00 chart
taylorPlus-21 1224 1317 -90 -0.03 -94.50 chart
taylorPlus-13 1228 1308 -92 -0.03 -89.50 chart
taylorPlus-11 1227 1326 -91 -0.02 -64.25 chart
taylorPlus-8 1246 1337 -87 -0.02 -56.25 chart
taylorPlus-5 1246 1337 -100 -0.02 -49.25 chart
taylor3-21 1005 1102 -86 -0.04 -119.25 chart
taylor3-13 1003 1050 -100 -0.04 -103.25 chart
taylor3-11 1003 1050 -100 -0.03 -71.75 chart
taylor3-8 1003 1050 -100 -0.02 -48.25 chart
taylor3-5 1026 1115 -100 -0.02 -41.00 chart

NQ_F long
Type Entry Exit Trade % Profit % Points HeatMap
normal-21 1217 1252 86 0.03 227.00 chart
normal-13 1217 1252 85 0.01 97.25 chart
normal-11 1104 1158 82 0.01 85.75 chart
normal-8 1600 1600 88 0.04 262.00 chart
normal-5 1102 1150 100 0.02 152.00 chart
taylorPlus-13 1338 1434 85 0.04 260.25 chart
taylorPlus-11 1404 1434 82 0.03 189.50 chart
taylorPlus-8 1407 1446 88 0.03 184.75 chart
taylorPlus-5 1414 1512 80 0.03 188.25 chart
taylor3-21 1405 1458 81 0.04 291.00 chart
taylor3-13 1404 1434 85 0.03 173.00 chart
taylor3-11 1404 1434 82 0.02 144.00 chart
taylor3-8 1403 1433 88 0.02 136.50 chart
taylor3-5 1205 1245 100 0.01 79.25 chart

NQ_F short
Type Entry Exit Trade % Profit % Points HeatMap
normal-21 1253 1600 -81 -0.03 -212.00 chart
normal-13 1600 1600 -85 -0.04 -263.25 chart
normal-11 1600 1600 -82 -0.03 -218.25 chart
normal-8 0939 1037 -87 -0.06 -352.00 chart
normal-5 1010 1040 -100 -0.02 -128.00 chart
taylorPlus-13 1229 1317 -85 -0.03 -221.25 chart
taylorPlus-11 1259 1337 -82 -0.03 -196.00 chart
taylorPlus-8 1258 1337 -87 -0.03 -181.25 chart
taylorPlus-5 1258 1337 -100 -0.02 -158.00 chart
taylor3-21 1004 1101 -81 -0.04 -326.00 chart
taylor3-13 1003 1045 -92 -0.05 -342.25 chart
taylor3-11 1004 1101 -91 -0.03 -243.75 chart
taylor3-8 1004 1103 -100 -0.03 -210.00 chart
taylor3-5 1004 1101 -100 -0.02 -160.00 chart

YM_F long
Type Entry Exit Trade % Profit % Points HeatMap
normal-11 1110 1205 82 0.03 644.00 chart
normal-8 1600 1600 88 0.03 716.00 chart
normal-5 1102 1153 100 0.02 477.00 chart
taylorPlus-21 1414 1501 81 0.04 1141.00 chart
taylorPlus-13 1404 1434 92 0.04 875.00 chart
taylorPlus-11 1404 1434 91 0.03 723.00 chart
taylorPlus-8 1404 1434 100 0.03 617.00 chart
taylorPlus-5 1414 1513 100 0.03 708.00 chart
taylor3-13 1404 1500 85 0.03 733.00 chart
taylor3-11 1404 1434 82 0.02 514.00 chart
taylor3-8 1404 1434 88 0.02 429.00 chart
taylor3-5 1209 1246 100 0.01 244.00 chart

YM_F short
Type Entry Exit Trade % Profit % Points HeatMap
normal-21 1027 1115 -81 -0.06 -1397.00 chart
normal-13 1600 1600 -85 -0.03 -662.00 chart
normal-11 1600 1600 -82 -0.02 -569.00 chart
normal-8 1012 1108 -87 -0.02 -447.00 chart
normal-5 1007 1039 -100 -0.02 -515.00 chart
taylorPlus-21 1224 1319 -90 -0.03 -718.00 chart
taylorPlus-13 1231 1318 -92 -0.03 -769.00 chart
taylorPlus-11 0940 1037 -91 -0.03 -674.00 chart
taylorPlus-8 1001 1037 -100 -0.02 -382.00 chart
taylorPlus-5 0938 1036 -100 -0.02 -558.00 chart
taylor3-21 1010 1104 -81 -0.04 -1008.00 chart
taylor3-13 1005 1102 -92 -0.04 -888.00 chart
taylor3-11 1005 1102 -91 -0.03 -689.00 chart
taylor3-8 1025 1115 -100 -0.02 -451.00 chart
taylor3-5 1026 1115 -100 -0.02 -419.00 chart