HotSpots for 12/10/2018 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 found for the heatmap calculation.


ES_F long
Type Entry Exit Trade % Profit % Points HeatMap
normal-21 1414 1453 90 0.03 79.00
normal-13 1414 1453 100 0.01 40.00
normal-11 1414 1453 100 0.01 33.50
normal-8 1341 1432 100 0.02 65.00
normal-5 1341 1432 100 0.02 44.50
taylorPlus-13 1417 1447 85 0.00 3.75
taylorPlus-11 1232 1320 91 0.02 43.50
taylorPlus-8 1024 1108 88 0.02 49.50
taylorPlus-5 1029 1108 100 0.01 36.25
taylor3-11 0951 1036 82 0.01 38.50
taylor3-8 1224 1303 88 0.01 33.50
taylor3-5 1423 1453 100 0.01 16.25

ES_F short
Type Entry Exit Trade % Profit % Points HeatMap
normal-11 1108 1142 -82 -0.01 -39.50
normal-8 1014 1113 -87 -0.02 -40.00
normal-5 1031 1128 -100 -0.02 -60.25
taylorPlus-21 0946 1024 -81 -0.03 -99.25
taylorPlus-13 0938 1024 -85 -0.03 -95.50
taylorPlus-11 1306 1404 -91 -0.02 -65.75
taylorPlus-8 1155 1232 -87 -0.01 -36.25
taylorPlus-5 1248 1329 -100 -0.02 -50.00
taylor3-21 1209 1239 -81 -0.01 -27.25
taylor3-11 1346 1417 -82 -0.02 -58.00
taylor3-8 1340 1416 -87 -0.01 -39.75
taylor3-5 1341 1416 -100 -0.01 -23.75

NQ_F long
Type Entry Exit Trade % Profit % Points HeatMap
normal-21 1337 1435 81 0.04 308.00
normal-13 1337 1435 92 0.04 268.75
normal-11 1337 1435 91 0.03 194.25
normal-8 1341 1436 100 0.03 203.50
normal-5 1341 1436 100 0.02 129.00
taylorPlus-11 1231 1306 82 0.04 264.00
taylorPlus-8 0947 1017 88 0.01 98.25
taylorPlus-5 1424 1455 100 0.02 107.75
taylor3-11 0947 1017 91 0.02 127.25
taylor3-8 0947 1017 100 0.02 136.25
taylor3-5 1423 1511 100 0.01 62.00

NQ_F short
Type Entry Exit Trade % Profit % Points HeatMap
normal-13 1240 1322 -85 -0.02 -134.25
normal-11 1241 1328 -91 -0.02 -129.75
normal-8 1014 1102 -87 -0.02 -133.50
normal-5 1036 1128 -100 -0.02 -161.25
taylorPlus-21 1318 1408 -81 -0.02 -144.25
taylorPlus-13 1317 1404 -85 -0.02 -155.25
taylorPlus-11 1313 1409 -91 -0.02 -161.75
taylorPlus-8 1157 1231 -87 -0.02 -132.25
taylorPlus-5 1113 1155 -100 -0.02 -159.50
taylor3-21 1200 1234 -81 -0.01 -110.50
taylor3-13 1432 1509 -85 -0.02 -173.25
taylor3-11 1433 1509 -91 -0.02 -148.25
taylor3-8 1341 1416 -87 -0.02 -114.25
taylor3-5 1113 1158 -100 -0.02 -112.75

YM_F long
Type Entry Exit Trade % Profit % Points HeatMap
normal-21 1423 1453 90 0.02 599.00
normal-13 1335 1434 92 0.03 709.00
normal-11 1335 1434 91 0.02 534.00
normal-8 1341 1432 100 0.02 603.00
normal-5 1341 1432 100 0.02 410.00
taylorPlus-21 1204 1244 81 0.02 489.00
taylorPlus-13 1423 1453 85 0.00 51.00
taylorPlus-11 1233 1317 91 0.01 289.00
taylorPlus-8 1024 1101 100 0.01 366.00
taylorPlus-5 1031 1108 100 0.01 334.00
taylor3-13 1142 1215 85 0.02 463.00
taylor3-11 1142 1215 91 0.02 442.00
taylor3-8 1204 1248 88 0.01 356.00
taylor3-5 1141 1240 100 0.02 480.00

YM_F short
Type Entry Exit Trade % Profit % Points HeatMap
normal-21 0940 1012 -81 -0.04 -914.00
normal-13 1108 1142 -85 -0.02 -472.00
normal-11 1108 1142 -91 -0.02 -458.00
normal-8 1108 1144 -87 -0.01 -267.00
normal-5 1036 1128 -100 -0.02 -626.00
taylorPlus-13 0952 1024 -85 -0.02 -654.00
taylorPlus-11 1313 1404 -91 -0.02 -442.00
taylorPlus-8 1254 1327 -87 -0.01 -306.00
taylorPlus-5 1248 1328 -100 -0.02 -397.00
taylor3-13 1439 1509 -85 -0.02 -566.00
taylor3-11 1439 1509 -91 -0.02 -535.00
taylor3-8 1340 1416 -87 -0.01 -367.00
taylor3-5 1340 1416 -100 -0.01 -222.00