HotSpots for 01/01/2020 for $ES $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.

ES_F LONG
Type Entry Exit Trade % Profit % Points HeatMap
normal-21 1225 1317 86 0.01 33.00 chart
normal-13 1225 1317 92 0.01 23.75 chart
normal-11 1225 1317 91 0.00 12.00 chart
normal-8 1032 1122 100 0.01 24.75 chart
normal-5 1032 1122 100 0.00 13.50 chart
taylorPlus-21 1337 1420 86 0.02 49.00 chart
taylorPlus-13 1358 1457 92 0.02 46.75 chart
taylorPlus-11 1358 1457 91 0.01 32.50 chart
taylorPlus-8 1352 1449 88 0.01 21.00 chart
taylorPlus-5 0948 1029 100 0.00 10.25 chart
taylor3-21 1407 1448 95 0.01 42.50 chart
taylor3-13 1407 1448 100 0.01 28.00 chart
taylor3-11 1406 1448 100 0.01 22.25 chart
taylor3-8 1406 1454 100 0.01 20.00 chart
taylor3-5 0959 1036 100 0.01 17.75 chart

ES_F SHORT
Type Entry Exit Trade % Profit % Points HeatMap
normal-21 1457 1556 -81 -0.01 -23.00 chart
normal-11 1451 1537 -91 -0.00 -9.50 chart
normal-8 0933 1028 -87 -0.01 -30.50 chart
taylorPlus-21 1308 1339 -81 -0.00 -12.75 chart
taylorPlus-11 1212 1310 -82 -0.01 -20.00 chart
taylorPlus-8 1454 1524 -100 -0.01 -15.75 chart
taylorPlus-5 1457 1543 -100 -0.00 -10.50 chart
taylor3-13 1321 1407 -85 -0.00 -14.00 chart
taylor3-11 1321 1402 -91 -0.00 -9.50 chart
taylor3-8 1454 1546 -87 -0.00 -14.00 chart
taylor3-5 1308 1403 -100 -0.00 -11.50 chart

NQ_F LONG
Type Entry Exit Trade % Profit % Points HeatMap
normal-21 1104 1148 86 0.01 94.25 chart
normal-13 0959 1043 92 0.01 95.00 chart
normal-11 1100 1159 100 0.01 95.25 chart
normal-8 1051 1149 100 0.01 97.75 chart
normal-5 1051 1149 100 0.01 66.25 chart
taylorPlus-21 1336 1419 86 0.02 165.75 chart
taylorPlus-13 1352 1451 92 0.01 112.50 chart
taylorPlus-11 1336 1434 91 0.01 89.50 chart
taylorPlus-8 1100 1151 100 0.01 61.00 chart
taylorPlus-5 1249 1344 100 0.01 45.25 chart
taylor3-21 1207 1300 90 0.02 160.00 chart
taylor3-13 1407 1445 100 0.01 80.25 chart
taylor3-11 1407 1445 100 0.01 55.50 chart
taylor3-8 1425 1504 100 0.01 59.75 chart
taylor3-5 1425 1503 100 0.01 50.50 chart

NQ_F SHORT
Type Entry Exit Trade % Profit % Points HeatMap
normal-21 1457 1553 -81 -0.01 -79.75 chart
normal-13 1507 1549 -85 -0.01 -63.50 chart
normal-11 1457 1549 -91 -0.01 -74.75 chart
normal-8 0933 1006 -87 -0.01 -118.75 chart
normal-5 1149 1223 -100 -0.00 -26.75 chart
taylorPlus-11 1445 1517 -82 -0.00 -14.75 chart
taylorPlus-8 1445 1517 -100 -0.00 -22.75 chart
taylorPlus-5 1501 1549 -100 -0.01 -44.25 chart
taylor3-11 1309 1404 -82 -0.00 -41.00 chart
taylor3-8 1309 1404 -87 -0.00 -36.50 chart
taylor3-5 1139 1224 -100 -0.01 -66.50 chart

YM_F LONG
Type Entry Exit Trade % Profit % Points HeatMap
normal-21 1224 1316 81 0.01 260.00 chart
normal-13 0935 1008 85 0.02 458.00 chart
normal-11 1108 1155 91 0.00 130.00 chart
normal-8 1034 1123 100 0.01 255.00 chart
normal-5 1033 1122 100 0.01 147.00 chart
taylorPlus-21 1338 1419 86 0.01 365.00 chart
taylorPlus-13 1400 1457 92 0.01 369.00 chart
taylorPlus-11 1400 1457 91 0.01 242.00 chart
taylorPlus-8 1107 1155 100 0.00 120.00 chart
taylorPlus-5 1057 1148 100 0.00 112.00 chart
taylor3-21 1209 1300 95 0.01 387.00 chart
taylor3-13 1209 1300 100 0.01 160.00 chart
taylor3-11 1404 1446 100 0.01 210.00 chart
taylor3-8 1406 1445 100 0.01 189.00 chart
taylor3-5 1408 1458 100 0.01 151.00 chart

YM_F SHORT
Type Entry Exit Trade % Profit % Points HeatMap
normal-21 1457 1556 -81 -0.01 -201.00 chart
normal-13 1457 1537 -92 -0.00 -81.00 chart
normal-11 1457 1537 -91 -0.00 -65.00 chart
normal-8 0933 1027 -87 -0.01 -291.00 chart
normal-5 0949 1035 -100 -0.01 -193.00 chart
taylorPlus-21 1308 1338 -86 -0.01 -150.00 chart
taylorPlus-13 0953 1035 -85 -0.01 -271.00 chart
taylorPlus-11 0957 1036 -82 -0.01 -269.00 chart
taylorPlus-8 0953 1039 -87 -0.01 -205.00 chart
taylorPlus-5 1458 1543 -100 -0.00 -82.00 chart
taylor3-21 1447 1537 -81 -0.01 -209.00 chart
taylor3-13 1325 1358 -92 -0.00 -130.00 chart
taylor3-11 1325 1358 -91 -0.00 -98.00 chart
taylor3-8 1151 1223 -100 -0.01 -150.00 chart
taylor3-5 1151 1225 -100 -0.01 -142.00 chart

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 lookback period. 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 non-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.