HotSpots for 11/28/2018 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
normal-13 1404 1453 85 0.02 49.25
normal-11 1404 1453 91 0.02 48.25
normal-8 1405 1435 100 0.02 54.00
normal-5 1010 1056 100 0.01 37.25
taylorPlus-21 1206 1244 81 0.02 58.25
taylorPlus-11 1211 1254 91 0.02 49.00
taylorPlus-8 1218 1306 88 0.02 64.25
taylorPlus-5 1024 1109 100 0.02 49.00
taylor3-13 1328 1413 85 -0.00 -0.25
taylor3-11 1204 1247 82 0.03 81.50
taylor3-8 1030 1128 88 0.02 56.00
taylor3-5 1024 1120 100 0.02 55.50

ES_F short
Type Entry Exit Trade % Profit % Points HeatMap
normal-21 1159 1234 -81 -0.02 -43.75
normal-13 1200 1234 -92 -0.01 -35.25
normal-11 1244 1317 -91 -0.02 -49.00
normal-8 1201 1234 -100 -0.01 -33.75
normal-5 1111 1208 -100 -0.01 -35.75
taylorPlus-11 1308 1404 -91 -0.02 -52.00
taylorPlus-8 1306 1404 -100 -0.02 -60.75
taylorPlus-5 1306 1405 -100 -0.01 -27.75
taylor3-13 1454 1543 -92 -0.03 -82.75
taylor3-11 1454 1544 -91 -0.03 -83.00
taylor3-8 1508 1545 -87 -0.02 -47.75
taylor3-5 1450 1535 -100 -0.01 -19.00

NQ_F long
Type Entry Exit Trade % Profit % Points HeatMap
normal-13 1013 1057 85 0.03 240.75
normal-11 1013 1056 82 0.03 195.75
normal-8 1012 1057 88 0.03 228.75
normal-5 1012 1056 100 0.03 186.75
taylorPlus-11 1212 1254 82 0.02 151.75
taylorPlus-8 1231 1306 88 0.03 241.00
taylorPlus-5 1007 1103 100 0.03 201.00
taylor3-13 1013 1044 92 0.02 127.00
taylor3-11 1210 1244 91 0.03 226.75
taylor3-8 1050 1129 88 0.03 175.50
taylor3-5 1024 1107 100 0.02 163.75

NQ_F short
Type Entry Exit Trade % Profit % Points HeatMap
normal-13 1113 1153 -85 -0.02 -149.50
normal-11 1108 1159 -82 -0.02 -157.75
normal-8 1143 1233 -87 -0.02 -113.00
normal-5 1111 1208 -100 -0.02 -117.25
taylorPlus-13 1317 1404 -85 -0.02 -134.00
taylorPlus-11 1315 1408 -91 -0.02 -168.00
taylorPlus-8 1313 1409 -100 -0.03 -180.25
taylorPlus-5 1331 1415 -100 -0.01 -58.25
taylor3-21 1503 1534 -81 -0.02 -153.50
taylor3-13 1455 1543 -100 -0.03 -249.25
taylor3-11 1455 1543 -100 -0.03 -223.25
taylor3-8 1455 1543 -100 -0.01 -95.75
taylor3-5 1112 1208 -100 -0.02 -115.25

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
normal-21 1327 1358 81 0.02 460.00
normal-13 1404 1453 85 0.02 409.00
normal-11 1404 1453 91 0.02 392.00
normal-8 1403 1433 100 0.02 474.00
normal-5 1038 1109 100 0.01 321.00
taylorPlus-21 1204 1244 86 0.03 740.00
taylorPlus-13 1204 1244 85 0.03 685.00
taylorPlus-11 1204 1244 91 0.03 718.00
taylorPlus-8 1208 1306 88 0.02 585.00
taylorPlus-5 1024 1109 100 0.02 420.00
taylor3-21 1326 1402 81 0.01 152.00
taylor3-13 1330 1402 85 0.01 197.00
taylor3-11 1204 1242 82 0.02 550.00
taylor3-8 1033 1129 88 0.02 495.00
taylor3-5 1030 1120 100 0.02 485.00

YM_F short
Type Entry Exit Trade % Profit % Points HeatMap
normal-13 1202 1234 -85 -0.01 -284.00
normal-11 1111 1209 -91 -0.02 -506.00
normal-8 1108 1142 -87 -0.02 -446.00
normal-5 1109 1208 -100 -0.01 -357.00
taylorPlus-13 1244 1326 -85 -0.01 -218.00
taylorPlus-11 1313 1404 -91 -0.01 -392.00
taylorPlus-8 1304 1403 -100 -0.02 -392.00
taylorPlus-5 1303 1402 -100 -0.01 -230.00
taylor3-21 1456 1544 -81 -0.03 -790.00
taylor3-13 1454 1543 -92 -0.03 -755.00
taylor3-11 1454 1543 -91 -0.03 -726.00
taylor3-8 1438 1535 -87 -0.02 -414.00
taylor3-5 1436 1535 -100 -0.01 -211.00