HotSpots for 10/26/2018 for $ES $CL $YM $NQ

Commentary, HotSpot, Technical Analysis, Trades

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-13 1415 1453 85 0.02 53.25
normal-11 1416 1458 91 0.02 52.75
normal-8 1404 1458 100 0.02 65.50
normal-5 1406 1451 100 0.02 58.25
taylorPlus-21 1152 1228 95 0.02 65.50
taylorPlus-13 1151 1229 92 0.01 42.75
taylorPlus-11 1152 1229 91 0.01 39.50
taylorPlus-8 1152 1228 100 0.02 44.50
taylorPlus-5 1446 1526 100 0.02 61.00
taylor3-13 1407 1456 85 0.01 35.00
taylor3-11 1407 1456 82 0.01 30.50
taylor3-8 1200 1250 88 0.01 39.00
taylor3-5 1202 1256 100 0.01 41.25

ES_F short
Type Entry Exit Trade % Profit % Points HeatMap
normal-21 1502 1559 -86 -0.03 -98.75
normal-13 1526 1559 -85 -0.04 -109.50
normal-11 1527 1559 -82 -0.03 -88.25
normal-8 1500 1559 -87 -0.02 -68.00
normal-5 1500 1559 -100 -0.02 -68.75
taylorPlus-11 1502 1559 -91 -0.01 -40.25
taylorPlus-8 1002 1037 -100 -0.01 -43.00
taylorPlus-5 1012 1105 -100 -0.02 -64.50
taylor3-11 0947 1017 -82 -0.02 -65.00
taylor3-8 1453 1543 -100 -0.02 -56.25
taylor3-5 1101 1200 -100 -0.02 -68.25

NQ_F long
Type Entry Exit Trade % Profit % Points HeatMap
normal-21 1302 1342 86 0.01 110.00
normal-13 1414 1459 85 0.02 168.25
normal-11 1428 1527 91 0.03 192.00
normal-8 1401 1458 100 0.03 205.25
normal-5 1406 1451 100 0.03 180.25
taylorPlus-21 1120 1217 86 0.03 223.25
taylorPlus-13 1115 1153 85 0.01 106.25
taylorPlus-11 1445 1523 82 0.01 103.00
taylorPlus-8 1446 1525 88 0.02 175.50
taylorPlus-5 1446 1523 100 0.03 189.50
taylor3-11 1329 1422 82 0.02 126.75
taylor3-8 1017 1100 88 0.02 132.25
taylor3-5 1410 1459 100 0.02 128.00

NQ_F short
Type Entry Exit Trade % Profit % Points HeatMap
normal-21 1316 1406 -81 -0.01 -81.75
normal-13 0954 1027 -92 -0.03 -196.50
normal-11 0954 1027 -100 -0.03 -215.50
normal-8 0954 1028 -100 -0.02 -127.75
normal-5 1458 1556 -100 -0.03 -193.75
taylorPlus-13 1515 1559 -85 -0.02 -133.50
taylorPlus-11 1515 1559 -91 -0.02 -148.25
taylorPlus-8 1514 1559 -87 -0.02 -120.75
taylorPlus-5 0955 1054 -100 -0.03 -226.50
taylor3-13 1503 1534 -85 -0.01 -86.00
taylor3-11 1503 1536 -91 -0.01 -97.25
taylor3-8 1503 1536 -100 -0.01 -107.00
taylor3-5 0930 1017 -100 -0.04 -335.00

CL_F long
Type Entry Exit Trade % Profit % Points HeatMap
normal-21 1045 1129 81 0.05 3.71
normal-11 1219 1259 82 0.01 0.91
normal-8 1219 1255 88 0.02 1.38
normal-5 1207 1248 100 0.00 0.31
taylorPlus-8 1212 1242 88 0.01 0.73
taylorPlus-5 1218 1256 80 0.02 1.26
taylor3-21 1224 1256 86 0.03 1.90
taylor3-13 1013 1107 85 0.03 2.43
taylor3-11 1013 1107 91 0.04 2.56
taylor3-8 1053 1129 88 0.02 1.11
taylor3-5 1218 1257 100 0.02 1.55

CL_F short
Type Entry Exit Trade % Profit % Points HeatMap
normal-21 1352 1427 -81 -0.03 -1.92
normal-13 1336 1407 -92 -0.02 -1.29
normal-11 1308 1407 -91 -0.02 -1.61
normal-8 1329 1427 -87 -0.02 -1.46
normal-5 1248 1344 -100 -0.01 -0.67
taylorPlus-21 0959 1058 -81 -0.05 -3.76
taylorPlus-13 1002 1059 -85 -0.04 -2.66
taylorPlus-11 1002 1059 -91 -0.04 -2.48
taylorPlus-8 1002 1059 -100 -0.04 -2.54
taylorPlus-5 1001 1048 -100 -0.03 -2.16
taylor3-21 1142 1215 -81 -0.03 -2.22
taylor3-13 1136 1223 -92 -0.03 -2.01
taylor3-11 1136 1223 -91 -0.02 -1.48
taylor3-8 1136 1223 -100 -0.02 -1.50
taylor3-5 1129 1218 -100 -0.04 -3.01

YM_F long
Type Entry Exit Trade % Profit % Points HeatMap
normal-13 1415 1455 85 0.02 468.00
normal-11 1415 1455 91 0.02 470.00
normal-8 1404 1458 100 0.02 586.00
normal-5 1406 1451 100 0.02 502.00
taylorPlus-21 1149 1229 95 0.03 707.00
taylorPlus-13 1147 1227 92 0.02 503.00
taylorPlus-11 1152 1227 91 0.02 454.00
taylorPlus-8 1152 1227 100 0.02 519.00
taylorPlus-5 1446 1522 100 0.02 568.00
taylor3-13 1242 1341 85 0.00 31.00
taylor3-11 1215 1256 82 0.01 243.00
taylor3-8 1200 1233 100 0.01 271.00
taylor3-5 1414 1453 100 0.01 357.00

YM_F short
Type Entry Exit Trade % Profit % Points HeatMap
normal-21 1503 1536 -81 -0.01 -303.00
normal-13 1527 1559 -85 -0.04 -994.00
normal-11 0953 1025 -91 -0.02 -562.00
normal-8 1527 1559 -87 -0.02 -517.00
normal-5 1527 1559 -100 -0.02 -544.00
taylorPlus-13 1003 1041 -85 -0.01 -337.00
taylorPlus-11 1003 1037 -82 -0.01 -275.00
taylorPlus-8 1001 1037 -100 -0.01 -370.00
taylorPlus-5 1011 1105 -100 -0.02 -597.00
taylor3-21 1524 1557 -81 -0.02 -461.00
taylor3-13 1445 1544 -85 -0.01 -328.00
taylor3-11 1454 1543 -91 -0.02 -511.00
taylor3-8 0946 1023 -100 -0.02 -529.00
taylor3-5 1059 1158 -100 -0.02 -625.00
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