HotSpots for 01/30/2019 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 1156 1241 86 0.02 60.00 chart
normal-13 1317 1407 100 0.02 43.00 chart
normal-11 1317 1407 100 0.01 34.50 chart
normal-8 1316 1407 100 0.01 30.00 chart
normal-5 1315 1410 100 0.01 26.75 chart
taylorPlus-21 1104 1153 81 0.03 97.00 chart
taylorPlus-13 1119 1153 85 0.03 69.25 chart
taylorPlus-11 1119 1153 91 0.03 75.25 chart
taylorPlus-8 1133 1225 100 0.03 79.50 chart
taylorPlus-5 1050 1147 100 0.03 64.75 chart
taylor3-13 1203 1235 92 0.01 30.75 chart
taylor3-11 1113 1150 91 0.02 47.25 chart
taylor3-8 1319 1417 100 0.02 45.75 chart
taylor3-5 1320 1417 100 0.01 25.50 chart

ES_F SHORT
Type Entry Exit Trade % Profit % Points HeatMap
normal-13 1229 1309 -92 -0.01 -36.25 chart
normal-11 1231 1308 -100 -0.01 -29.75 chart
normal-8 1231 1308 -100 -0.01 -24.75 chart
normal-5 1030 1127 -100 -0.02 -42.25 chart
taylorPlus-21 1306 1405 -81 -0.03 -89.25 chart
taylorPlus-13 1252 1329 -92 -0.03 -68.75 chart
taylorPlus-11 1250 1329 -91 -0.02 -66.50 chart
taylorPlus-8 1247 1346 -100 -0.01 -37.50 chart
taylorPlus-5 1248 1318 -100 -0.01 -31.75 chart
taylor3-21 1439 1510 -81 -0.03 -97.00 chart
taylor3-13 1021 1054 -92 -0.04 -100.00 chart
taylor3-11 1021 1054 -91 -0.04 -94.00 chart
taylor3-8 1229 1318 -100 -0.02 -44.25 chart
taylor3-5 1229 1314 -100 -0.01 -24.25 chart

NQ_F LONG
Type Entry Exit Trade % Profit % Points HeatMap
normal-21 1210 1245 90 0.03 180.25 chart
normal-13 1443 1542 92 0.02 127.50 chart
normal-11 1443 1542 91 0.02 98.50 chart
normal-8 1511 1543 100 0.01 90.75 chart
normal-5 1312 1410 100 0.01 87.25 chart
taylorPlus-21 1116 1153 81 0.04 258.50 chart
taylorPlus-13 1119 1201 85 0.03 206.00 chart
taylorPlus-11 1119 1154 91 0.03 220.75 chart
taylorPlus-8 1115 1205 100 0.03 216.25 chart
taylorPlus-5 1050 1147 100 0.03 186.00 chart
taylor3-13 1206 1248 92 0.02 157.75 chart
taylor3-11 1206 1248 91 0.02 102.75 chart
taylor3-8 1321 1420 100 0.02 98.75 chart
taylor3-5 1320 1417 100 0.01 73.25 chart

NQ_F SHORT
Type Entry Exit Trade % Profit % Points HeatMap
normal-13 1231 1308 -92 -0.01 -85.50 chart
normal-11 1227 1308 -91 -0.01 -73.75 chart
normal-8 1232 1308 -100 -0.01 -73.25 chart
normal-5 1032 1127 -100 -0.02 -143.25 chart
taylorPlus-21 1321 1405 -81 -0.03 -244.75 chart
taylorPlus-13 1002 1101 -92 -0.03 -229.25 chart
taylorPlus-11 1011 1101 -91 -0.03 -199.25 chart
taylorPlus-8 1250 1349 -100 -0.01 -89.25 chart
taylorPlus-5 1409 1457 -100 -0.01 -80.00 chart
taylor3-21 1437 1507 -81 -0.04 -285.00 chart
taylor3-13 0947 1042 -92 -0.05 -357.50 chart
taylor3-11 0947 1042 -91 -0.05 -349.25 chart
taylor3-8 1223 1309 -100 -0.01 -59.75 chart
taylor3-5 1229 1316 -100 -0.01 -60.00 chart

YM_F LONG
Type Entry Exit Trade % Profit % Points HeatMap
normal-21 1203 1241 86 0.02 499.00 chart
normal-13 1431 1524 100 0.02 495.00 chart
normal-11 1431 1524 100 0.02 483.00 chart
normal-8 1431 1524 100 0.01 338.00 chart
normal-5 1313 1410 100 0.01 270.00 chart
taylorPlus-21 1116 1215 81 0.04 1055.00 chart
taylorPlus-13 1125 1215 85 0.03 729.00 chart
taylorPlus-11 1119 1153 91 0.03 743.00 chart
taylorPlus-8 1133 1225 100 0.03 772.00 chart
taylorPlus-5 1050 1147 100 0.02 572.00 chart
taylor3-21 1316 1352 81 0.01 233.00 chart
taylor3-13 1200 1240 85 0.02 517.00 chart
taylor3-11 1320 1352 91 0.02 376.00 chart
taylor3-8 1320 1407 100 0.02 369.00 chart
taylor3-5 1320 1417 100 0.01 270.00 chart

YM_F SHORT
Type Entry Exit Trade % Profit % Points HeatMap
normal-13 1229 1308 -92 -0.02 -381.00 chart
normal-11 1229 1307 -91 -0.01 -302.00 chart
normal-8 1232 1307 -100 -0.01 -252.00 chart
normal-5 1030 1127 -100 -0.02 -420.00 chart
taylorPlus-21 1251 1324 -81 -0.02 -441.00 chart
taylorPlus-13 1255 1329 -92 -0.03 -651.00 chart
taylorPlus-11 1250 1329 -91 -0.02 -604.00 chart
taylorPlus-8 1247 1345 -100 -0.02 -392.00 chart
taylorPlus-5 1227 1317 -100 -0.01 -311.00 chart
taylor3-21 1438 1511 -81 -0.03 -890.00 chart
taylor3-13 1021 1115 -85 -0.04 -1055.00 chart
taylor3-11 1021 1115 -91 -0.04 -1016.00 chart
taylor3-8 1244 1317 -100 -0.02 -498.00 chart
taylor3-5 1229 1316 -100 -0.01 -292.00 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.