HotSpots for 12/14/2018 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 76.75
normal-13 1414 1453 92 0.02 51.25
normal-11 1440 1539 91 0.02 51.50
normal-8 0955 1030 100 0.02 42.00
normal-5 1450 1533 100 0.02 60.50
taylorPlus-21 1407 1459 81 0.04 125.00
taylorPlus-13 1411 1459 92 0.05 132.00
taylorPlus-11 1410 1459 91 0.04 115.25
taylorPlus-8 1428 1516 100 0.02 50.25
taylorPlus-5 1410 1500 100 0.03 74.00
taylor3-21 1409 1457 86 0.04 124.50
taylor3-13 1405 1458 92 0.05 147.75
taylor3-11 1405 1458 91 0.05 134.00
taylor3-8 1405 1458 88 0.04 98.00
taylor3-5 1405 1455 100 0.02 65.75

ES_F short
Type Entry Exit Trade % Profit % Points HeatMap
normal-21 1010 1045 -81 -0.01 -24.75
normal-13 1017 1051 -92 -0.02 -66.00
normal-11 1017 1051 -91 -0.02 -60.25
normal-8 1036 1135 -100 -0.04 -98.00
normal-5 1017 1114 -100 -0.03 -85.50
taylorPlus-21 1227 1302 -86 -0.03 -80.00
taylorPlus-13 0946 1028 -92 -0.03 -72.50
taylorPlus-11 1227 1326 -91 -0.03 -87.75
taylorPlus-8 0946 1028 -100 -0.02 -57.25
taylorPlus-5 1037 1135 -100 -0.02 -44.75
taylor3-21 1005 1038 -86 -0.03 -79.25
taylor3-13 1005 1038 -100 -0.03 -77.25
taylor3-11 1200 1236 -100 -0.03 -85.75
taylor3-8 0946 1044 -100 -0.03 -80.50
taylor3-5 1200 1236 -100 -0.02 -65.50

NQ_F long
Type Entry Exit Trade % Profit % Points HeatMap
normal-21 1422 1453 81 0.03 209.50
normal-13 0954 1031 92 0.04 240.75
normal-11 0955 1025 91 0.04 252.75
normal-8 0955 1027 100 0.03 232.75
normal-5 1209 1254 100 0.03 180.50
taylorPlus-13 1410 1458 85 0.04 312.75
taylorPlus-11 1338 1434 91 0.04 259.25
taylorPlus-8 1405 1454 88 0.03 187.50
taylorPlus-5 1410 1501 80 0.02 145.25
taylor3-21 1405 1458 81 0.05 379.00
taylor3-13 1405 1458 92 0.05 370.50
taylor3-11 1405 1458 91 0.04 316.50
taylor3-8 1405 1454 88 0.03 215.50
taylor3-5 1405 1455 100 0.03 189.75

NQ_F short
Type Entry Exit Trade % Profit % Points HeatMap
normal-21 1250 1320 -86 -0.02 -173.50
normal-13 1014 1102 -85 -0.04 -278.25
normal-11 1256 1328 -91 -0.02 -148.25
normal-8 1027 1116 -87 -0.04 -263.25
normal-5 1023 1102 -100 -0.03 -193.75
taylorPlus-21 1224 1304 -81 -0.03 -190.50
taylorPlus-13 0956 1050 -85 -0.03 -221.75
taylorPlus-11 1231 1307 -91 -0.03 -187.00
taylorPlus-8 1200 1239 -87 -0.02 -122.25
taylor3-21 1157 1236 -81 -0.04 -319.00
taylor3-13 1200 1236 -92 -0.04 -272.25
taylor3-11 1158 1236 -91 -0.04 -262.75
taylor3-8 1200 1236 -87 -0.03 -230.75
taylor3-5 1159 1236 -100 -0.03 -205.50

YM_F long
Type Entry Exit Trade % Profit % Points HeatMap
normal-21 1445 1539 86 0.03 735.00
normal-13 1416 1454 92 0.02 536.00
normal-11 1440 1539 91 0.02 590.00
normal-8 1428 1511 100 0.02 398.00
normal-5 1450 1533 100 0.02 556.00
taylorPlus-21 1414 1501 86 0.04 954.00
taylorPlus-13 1411 1459 92 0.05 1239.00
taylorPlus-11 1410 1459 91 0.04 1074.00
taylorPlus-8 1406 1500 88 0.03 823.00
taylorPlus-5 1410 1500 100 0.03 694.00
taylor3-21 1412 1455 81 0.04 1059.00
taylor3-13 1429 1516 100 0.04 1019.00
taylor3-11 1429 1516 100 0.03 859.00
taylor3-8 1429 1516 100 0.02 533.00
taylor3-5 1405 1455 100 0.02 626.00

YM_F short
Type Entry Exit Trade % Profit % Points HeatMap
normal-13 1020 1050 -85 -0.02 -489.00
normal-11 1036 1135 -82 -0.04 -960.00
normal-8 1036 1135 -100 -0.04 -1016.00
normal-5 1022 1116 -100 -0.03 -861.00
taylorPlus-21 1228 1302 -86 -0.03 -707.00
taylorPlus-13 0942 1015 -85 -0.03 -700.00
taylorPlus-11 1208 1306 -91 -0.03 -763.00
taylorPlus-8 1200 1238 -100 -0.02 -589.00
taylorPlus-5 1040 1135 -100 -0.02 -485.00
taylor3-21 1144 1241 -81 -0.04 -984.00
taylor3-13 1200 1234 -92 -0.04 -959.00
taylor3-11 1200 1234 -100 -0.03 -890.00
taylor3-8 1200 1238 -100 -0.03 -802.00
taylor3-5 1142 1236 -100 -0.03 -682.00