HotSpots for 01/31/2019 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 1240 86 0.02 54.00 chart
normal-13 1317 1407 100 0.02 47.00 chart
normal-11 1316 1407 100 0.02 47.25 chart
normal-8 1317 1407 100 0.01 39.50 chart
normal-5 1317 1415 100 0.01 30.25 chart
taylorPlus-21 1444 1523 81 0.02 49.00 chart
taylorPlus-13 0955 1026 85 0.03 68.50 chart
taylorPlus-11 0955 1026 91 0.03 70.25 chart
taylorPlus-8 1203 1241 100 0.02 43.25 chart
taylorPlus-5 1320 1417 100 0.01 26.50 chart
taylor3-21 1431 1517 86 0.03 85.50 chart
taylor3-13 1209 1246 92 0.02 57.25 chart
taylor3-11 1209 1246 100 0.02 65.50 chart
taylor3-8 1147 1246 100 0.03 71.25 chart
taylor3-5 1426 1524 100 0.01 36.75 chart

ES_F SHORT
Type Entry Exit Trade % Profit % Points HeatMap
normal-13 1229 1306 -92 -0.01 -32.25 chart
normal-11 1231 1308 -100 -0.01 -29.75 chart
normal-8 1231 1308 -100 -0.01 -25.50 chart
normal-5 1229 1305 -100 -0.01 -21.00 chart
taylorPlus-21 1229 1308 -86 -0.04 -110.00 chart
taylorPlus-13 1259 1342 -85 -0.02 -65.50 chart
taylorPlus-11 1259 1342 -82 -0.02 -54.50 chart
taylorPlus-8 1417 1453 -87 -0.01 -21.75 chart
taylorPlus-5 1229 1308 -100 -0.01 -21.75 chart
taylor3-13 1030 1118 -85 -0.02 -45.75 chart
taylor3-11 1333 1419 -91 -0.01 -36.75 chart
taylor3-8 1350 1422 -100 -0.01 -22.50 chart
taylor3-5 1524 1554 -100 -0.01 -25.00 chart

NQ_F LONG
Type Entry Exit Trade % Profit % Points HeatMap
normal-21 1210 1245 90 0.03 191.25 chart
normal-13 1158 1243 92 0.01 81.50 chart
normal-11 1315 1409 91 0.02 118.75 chart
normal-8 1511 1546 100 0.01 69.00 chart
normal-5 1316 1415 100 0.01 93.75 chart
taylorPlus-13 1216 1246 92 0.01 100.25 chart
taylorPlus-11 1151 1223 91 0.02 135.50 chart
taylorPlus-8 1204 1246 100 0.02 131.75 chart
taylorPlus-5 1320 1417 100 0.01 71.50 chart
taylor3-21 1439 1516 81 0.02 129.75 chart
taylor3-13 1209 1245 92 0.02 117.00 chart
taylor3-11 1209 1245 100 0.02 149.00 chart
taylor3-8 1156 1249 100 0.03 184.50 chart
taylor3-5 1426 1525 100 0.02 113.75 chart

NQ_F SHORT
Type Entry Exit Trade % Profit % Points HeatMap
normal-13 1227 1308 -92 -0.01 -78.50 chart
normal-11 1227 1308 -91 -0.01 -69.75 chart
normal-8 1227 1308 -100 -0.01 -70.25 chart
normal-5 1045 1128 -100 -0.01 -69.00 chart
taylorPlus-21 1229 1316 -81 -0.04 -302.25 chart
taylorPlus-13 1258 1347 -85 -0.03 -200.75 chart
taylorPlus-11 1258 1347 -82 -0.02 -155.25 chart
taylorPlus-8 1416 1459 -87 -0.01 -68.00 chart
taylorPlus-5 1248 1320 -100 -0.01 -71.25 chart
taylor3-13 1453 1552 -85 -0.02 -162.25 chart
taylor3-11 1333 1418 -91 -0.03 -169.75 chart
taylor3-8 1350 1423 -100 -0.01 -84.25 chart
taylor3-5 1524 1554 -100 -0.01 -74.50 chart

YM_F LONG
Type Entry Exit Trade % Profit % Points HeatMap
normal-21 1151 1240 86 0.02 425.00 chart
normal-13 1432 1521 100 0.02 478.00 chart
normal-11 1431 1523 100 0.02 453.00 chart
normal-8 1315 1409 100 0.01 365.00 chart
normal-5 0943 1032 100 0.02 393.00 chart
taylorPlus-21 1404 1434 81 0.04 1000.00 chart
taylorPlus-13 1215 1245 92 0.01 240.00 chart
taylorPlus-11 0954 1026 91 0.02 603.00 chart
taylorPlus-8 1203 1241 100 0.02 404.00 chart
taylorPlus-5 1320 1417 100 0.01 292.00 chart
taylor3-21 1429 1516 90 0.03 863.00 chart
taylor3-13 1209 1246 92 0.02 516.00 chart
taylor3-11 1209 1246 100 0.02 598.00 chart
taylor3-8 1148 1246 100 0.03 692.00 chart
taylor3-5 1420 1451 100 0.02 411.00 chart

YM_F SHORT
Type Entry Exit Trade % Profit % Points HeatMap
normal-13 1229 1308 -92 -0.01 -356.00 chart
normal-11 1229 1308 -91 -0.01 -319.00 chart
normal-8 1232 1308 -100 -0.01 -280.00 chart
normal-5 1229 1305 -100 -0.01 -242.00 chart
taylorPlus-21 1229 1308 -81 -0.04 -977.00 chart
taylorPlus-13 1259 1342 -85 -0.02 -510.00 chart
taylorPlus-11 1259 1342 -82 -0.02 -434.00 chart
taylorPlus-8 1417 1453 -87 -0.01 -199.00 chart
taylorPlus-5 1137 1216 -100 -0.01 -284.00 chart
taylor3-21 1005 1041 -81 -0.03 -801.00 chart
taylor3-13 1030 1101 -92 -0.02 -490.00 chart
taylor3-11 1030 1101 -91 -0.02 -428.00 chart
taylor3-8 1030 1101 -100 -0.01 -280.00 chart
taylor3-5 1523 1553 -100 -0.01 -225.00 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.