HotSpots for 12/13/2018 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 1414 1453 86 0.03 73.75
normal-13 1340 1433 92 0.02 61.75
normal-11 1342 1441 91 0.02 66.25
normal-8 0955 1031 100 0.01 37.25
normal-5 0955 1030 100 0.01 30.25
taylorPlus-13 1212 1254 85 0.02 63.75
taylorPlus-11 1233 1320 91 0.02 62.75
taylorPlus-8 1423 1456 100 0.02 48.25
taylorPlus-5 1233 1320 100 0.02 41.75
taylor3-13 1220 1319 85 0.02 43.75
taylor3-11 1224 1320 82 0.02 53.50
taylor3-8 1421 1452 100 0.01 30.50
taylor3-5 1158 1250 100 0.03 80.75

ES_F short
Type Entry Exit Trade % Profit % Points HeatMap
normal-13 1017 1051 -85 -0.01 -30.25
normal-11 1017 1051 -91 -0.02 -45.75
normal-8 1036 1135 -100 -0.03 -94.75
normal-5 1017 1114 -100 -0.03 -75.75
taylorPlus-21 0938 1025 -81 -0.04 -113.00
taylorPlus-13 0938 1025 -85 -0.04 -100.75
taylorPlus-11 0939 1009 -82 -0.04 -98.50
taylorPlus-8 0939 1029 -87 -0.03 -68.25
taylorPlus-5 1254 1329 -100 -0.02 -44.75
taylor3-13 1341 1417 -85 -0.02 -69.00
taylor3-11 1339 1416 -91 -0.02 -58.50
taylor3-8 0934 1011 -87 -0.02 -48.75
taylor3-5 1339 1416 -100 -0.00 -8.50

NQ_F long
Type Entry Exit Trade % Profit % Points HeatMap
normal-21 1341 1435 81 0.04 249.25
normal-13 0954 1031 92 0.04 260.75
normal-11 0954 1031 91 0.03 204.75
normal-8 0954 1031 100 0.03 176.50
normal-5 0955 1025 100 0.02 147.50
taylorPlus-13 1208 1302 85 0.03 178.00
taylorPlus-11 1231 1306 82 0.04 289.75
taylorPlus-8 1423 1456 100 0.02 146.75
taylorPlus-5 1402 1448 100 0.02 133.00
taylor3-21 1507 1550 81 0.01 61.75
taylor3-13 1220 1319 85 0.02 151.25
taylor3-11 1224 1255 82 0.03 198.50
taylor3-8 1158 1254 88 0.03 227.75
taylor3-5 1159 1250 100 0.04 262.00

NQ_F short
Type Entry Exit Trade % Profit % Points HeatMap
normal-21 1256 1328 -81 -0.02 -171.50
normal-13 1256 1328 -85 -0.02 -157.75
normal-11 1017 1103 -82 -0.03 -225.75
normal-8 1031 1103 -87 -0.04 -241.25
normal-5 1254 1345 -100 -0.02 -168.00
taylorPlus-13 1320 1404 -85 -0.02 -171.25
taylorPlus-11 0939 1033 -82 -0.04 -269.75
taylorPlus-8 1254 1329 -87 -0.02 -119.00
taylorPlus-5 1017 1116 -100 -0.03 -176.50
taylor3-21 1200 1234 -81 -0.01 -107.50
taylor3-13 1433 1509 -92 -0.03 -197.00
taylor3-11 1037 1107 -91 -0.02 -150.50
taylor3-8 1037 1107 -87 -0.01 -54.25
taylor3-5 1026 1102 -100 -0.03 -180.25

YM_F long
Type Entry Exit Trade % Profit % Points HeatMap
normal-21 1445 1539 86 0.03 761.00
normal-13 1340 1436 85 0.03 660.00
normal-11 1342 1433 91 0.03 655.00
normal-8 1429 1511 100 0.02 417.00
normal-5 1233 1317 100 0.01 317.00
taylorPlus-21 1204 1244 81 0.03 675.00
taylorPlus-13 1204 1244 85 0.03 688.00
taylorPlus-11 1233 1317 91 0.02 508.00
taylorPlus-8 1422 1452 100 0.01 356.00
taylorPlus-5 1233 1320 100 0.02 411.00
taylor3-21 1142 1215 81 0.02 505.00
taylor3-13 1142 1215 92 0.02 553.00
taylor3-11 1224 1258 91 0.02 530.00
taylor3-8 1142 1215 100 0.02 434.00
taylor3-5 1158 1255 100 0.03 781.00

YM_F short
Type Entry Exit Trade % Profit % Points HeatMap
normal-21 0933 1032 -81 -0.03 -880.00
normal-13 0946 1044 -85 -0.03 -675.00
normal-11 1036 1135 -82 -0.04 -957.00
normal-8 1036 1135 -100 -0.04 -1017.00
normal-5 1036 1135 -100 -0.03 -753.00
taylorPlus-13 1313 1404 -85 -0.02 -412.00
taylorPlus-11 0938 1008 -82 -0.03 -844.00
taylorPlus-8 0939 1028 -87 -0.03 -652.00
taylorPlus-5 1255 1329 -100 -0.01 -355.00
taylor3-13 1439 1509 -92 -0.03 -668.00
taylor3-11 1439 1509 -91 -0.02 -558.00
taylor3-8 0934 1009 -87 -0.02 -514.00
taylor3-5 1435 1505 -100 -0.01 -156.00