HotSpots for 01/28/2019 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 1049 1140 86 0.05 107.75 chart
normal-13 1317 1407 100 0.02 45.25 chart
normal-11 1317 1407 100 0.01 38.00 chart
normal-8 1316 1407 100 0.01 30.75 chart
normal-5 1449 1523 100 0.01 23.00 chart
taylorPlus-13 0952 1026 85 0.02 65.75 chart
taylorPlus-11 0955 1026 91 0.03 67.25 chart
taylorPlus-8 1204 1239 100 0.02 37.50 chart
taylorPlus-5 0954 1027 100 0.01 29.25 chart
taylor3-21 1431 1517 86 0.03 85.00 chart
taylor3-13 1209 1246 85 0.02 41.50 chart
taylor3-11 1209 1246 91 0.02 47.00 chart
taylor3-8 1147 1246 100 0.03 80.75 chart
taylor3-5 0933 1005 100 0.02 51.50 chart

ES_F SHORT
Type Entry Exit Trade % Profit % Points HeatMap
normal-13 1235 1308 -92 -0.01 -33.00 chart
normal-11 1235 1307 -100 -0.01 -26.75 chart
normal-8 1231 1308 -100 -0.01 -25.25 chart
normal-5 1232 1308 -100 -0.01 -22.00 chart
taylorPlus-21 1229 1308 -86 -0.04 -112.75 chart
taylorPlus-13 1259 1342 -85 -0.03 -70.25 chart
taylorPlus-11 1258 1347 -91 -0.03 -70.50 chart
taylorPlus-8 1259 1342 -87 -0.02 -47.50 chart
taylorPlus-5 1421 1453 -100 -0.01 -27.75 chart
taylor3-21 1003 1047 -81 -0.04 -115.25 chart
taylor3-13 1003 1047 -85 -0.02 -56.75 chart
taylor3-11 1030 1126 -82 -0.02 -53.25 chart
taylor3-8 1350 1422 -100 -0.02 -46.00 chart
taylor3-5 1333 1420 -100 -0.01 -23.75 chart

NQ_F LONG
Type Entry Exit Trade % Profit % Points HeatMap
normal-21 1055 1146 90 0.06 387.50 chart
normal-13 1430 1523 92 0.02 145.50 chart
normal-11 0945 1018 91 0.02 116.00 chart
normal-8 0942 1016 88 0.01 98.50 chart
normal-5 1450 1542 100 0.01 83.75 chart
taylorPlus-13 0941 1031 85 0.04 233.00 chart
taylorPlus-11 1216 1246 91 0.01 74.00 chart
taylorPlus-8 1158 1242 100 0.02 97.25 chart
taylorPlus-5 1042 1136 100 0.01 79.25 chart
taylor3-21 1439 1516 81 0.02 136.75 chart
taylor3-13 0931 1002 85 0.03 230.25 chart
taylor3-11 1209 1245 91 0.01 85.00 chart
taylor3-8 1149 1246 100 0.03 180.75 chart
taylor3-5 0933 1011 100 0.02 139.00 chart

NQ_F SHORT
Type Entry Exit Trade % Profit % Points HeatMap
normal-13 1227 1308 -92 -0.01 -88.00 chart
normal-11 1219 1316 -91 -0.01 -83.75 chart
normal-8 1245 1316 -87 -0.01 -77.25 chart
normal-5 1409 1449 -100 -0.01 -97.25 chart
taylorPlus-21 1229 1316 -81 -0.05 -335.25 chart
taylorPlus-13 1258 1347 -85 -0.03 -192.75 chart
taylorPlus-11 1258 1347 -91 -0.03 -221.25 chart
taylorPlus-8 1258 1347 -87 -0.02 -102.50 chart
taylorPlus-5 1421 1453 -100 -0.01 -80.50 chart
taylor3-13 1003 1045 -85 -0.02 -141.75 chart
taylor3-11 1322 1421 -91 -0.03 -180.50 chart
taylor3-8 1350 1423 -100 -0.02 -156.50 chart
taylor3-5 1333 1420 -100 -0.01 -71.25 chart

YM_F LONG
Type Entry Exit Trade % Profit % Points HeatMap
normal-21 1101 1200 86 0.05 1098.00 chart
normal-13 1431 1524 100 0.02 535.00 chart
normal-11 1433 1523 100 0.02 440.00 chart
normal-8 1431 1523 100 0.02 384.00 chart
normal-5 1317 1409 100 0.01 234.00 chart
taylorPlus-21 1404 1434 81 0.04 1033.00 chart
taylorPlus-13 0951 1026 85 0.02 536.00 chart
taylorPlus-11 0951 1026 91 0.02 531.00 chart
taylorPlus-8 1205 1240 100 0.01 337.00 chart
taylorPlus-5 0936 1035 100 0.01 346.00 chart
taylor3-21 1429 1516 90 0.03 849.00 chart
taylor3-13 1428 1518 92 0.00 110.00 chart
taylor3-11 1209 1246 91 0.02 428.00 chart
taylor3-8 1147 1246 100 0.03 774.00 chart
taylor3-5 0930 1005 100 0.02 468.00 chart

YM_F SHORT
Type Entry Exit Trade % Profit % Points HeatMap
normal-13 1229 1308 -92 -0.02 -393.00 chart
normal-11 1219 1316 -91 -0.02 -357.00 chart
normal-8 1244 1316 -87 -0.01 -280.00 chart
normal-5 1232 1308 -100 -0.01 -221.00 chart
taylorPlus-21 1229 1316 -81 -0.04 -1096.00 chart
taylorPlus-13 1259 1342 -85 -0.02 -583.00 chart
taylorPlus-11 1258 1347 -91 -0.02 -587.00 chart
taylorPlus-8 1259 1342 -87 -0.02 -426.00 chart
taylorPlus-5 1417 1453 -100 -0.01 -238.00 chart
taylor3-21 1005 1041 -86 -0.04 -951.00 chart
taylor3-13 1030 1126 -85 -0.02 -542.00 chart
taylor3-11 1030 1101 -91 -0.02 -443.00 chart
taylor3-8 1353 1423 -87 -0.02 -428.00 chart
taylor3-5 1520 1554 -100 -0.01 -192.00 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.