HotSpots for 11/29/2018 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-21 1408 1453 81 0.02 57.25
normal-13 1410 1453 85 0.01 36.50
normal-11 1408 1453 91 0.01 40.50
normal-8 1011 1056 100 0.02 52.25
normal-5 1013 1056 100 0.02 40.50
taylorPlus-13 1406 1458 85 0.03 95.50
taylorPlus-11 1406 1458 91 0.04 97.50
taylorPlus-8 1136 1208 100 0.01 40.50
taylorPlus-5 1444 1518 100 0.01 28.25
taylor3-21 1409 1440 81 0.01 24.50
taylor3-11 1446 1520 82 0.02 56.75
taylor3-5 1430 1519 100 0.02 58.75

ES_F short
Type Entry Exit Trade % Profit % Points HeatMap
normal-21 1200 1234 -81 -0.01 -31.75
normal-13 1240 1312 -85 -0.02 -59.50
normal-11 1112 1142 -91 -0.02 -45.00
normal-8 1112 1142 -87 -0.01 -25.25
normal-5 1435 1507 -100 -0.01 -27.00
taylorPlus-21 1148 1247 -86 -0.02 -52.25
taylorPlus-13 1227 1302 -92 -0.03 -76.75
taylorPlus-11 1208 1307 -91 -0.03 -77.75
taylorPlus-8 1208 1305 -100 -0.03 -88.25
taylorPlus-5 1205 1304 -100 -0.02 -42.75
taylor3-21 1311 1409 -81 -0.02 -51.75
taylor3-13 1037 1136 -92 -0.03 -102.00
taylor3-11 1037 1136 -91 -0.03 -86.50
taylor3-8 1101 1152 -100 -0.03 -70.25
taylor3-5 1056 1152 -100 -0.02 -56.75

NQ_F long
Type Entry Exit Trade % Profit % Points HeatMap
normal-11 1322 1418 82 0.03 179.75
normal-8 1322 1418 100 0.02 164.75
normal-5 1016 1114 100 0.03 182.50
taylorPlus-11 1410 1458 82 0.03 216.50
taylorPlus-8 1338 1434 88 0.03 185.25
taylorPlus-5 1015 1100 80 0.03 204.25
taylor3-5 1423 1514 80 0.02 132.50

NQ_F short
Type Entry Exit Trade % Profit % Points HeatMap
normal-13 1240 1322 -85 -0.02 -173.00
normal-11 1243 1317 -82 -0.02 -144.00
normal-8 1243 1317 -87 -0.02 -109.50
normal-5 1433 1510 -100 -0.01 -74.00
taylorPlus-21 1224 1304 -81 -0.03 -205.75
taylorPlus-13 1225 1302 -85 -0.03 -200.50
taylorPlus-11 0959 1030 -82 -0.03 -227.25
taylorPlus-8 1206 1305 -87 -0.03 -244.00
taylor3-13 1004 1103 -85 -0.04 -305.50
taylor3-11 1004 1103 -82 -0.04 -259.25

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 0.02 502.00
normal-13 1327 1357 85 0.01 335.00
normal-11 1410 1453 91 0.01 327.00
normal-8 1028 1108 100 0.02 449.00
normal-5 1142 1215 100 0.01 364.00
taylorPlus-21 1411 1443 86 0.02 435.00
taylorPlus-13 1411 1459 85 0.03 837.00
taylorPlus-11 1411 1459 91 0.03 887.00
taylorPlus-8 1410 1459 88 0.03 690.00
taylorPlus-5 1138 1208 100 0.01 203.00
taylor3-21 1409 1440 81 0.01 208.00
taylor3-13 1454 1537 85 -0.00 -45.00
taylor3-11 1446 1520 82 0.02 502.00
taylor3-8 1417 1458 88 0.01 343.00
taylor3-5 1412 1509 100 0.02 537.00

YM_F short
Type Entry Exit Trade % Profit % Points HeatMap
normal-13 1240 1312 -85 -0.02 -515.00
normal-11 1112 1142 -91 -0.02 -495.00
normal-8 1109 1142 -87 -0.01 -361.00
normal-5 1436 1507 -100 -0.01 -268.00
taylorPlus-21 1220 1302 -86 -0.02 -584.00
taylorPlus-13 1226 1302 -92 -0.02 -671.00
taylorPlus-11 1226 1302 -91 -0.02 -601.00
taylorPlus-8 1208 1305 -100 -0.03 -828.00
taylorPlus-5 1205 1304 -100 -0.02 -417.00
taylor3-21 1254 1327 -81 -0.01 -349.00
taylor3-13 1037 1136 -85 -0.03 -848.00
taylor3-11 1320 1414 -82 -0.03 -746.00
taylor3-8 1037 1136 -87 -0.02 -563.00
taylor3-5 1118 1216 -100 -0.02 -445.00