HotSpots for 02/01/2019 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
taylorPlus-21 1238 1328 81 0.02 50.75 chart
taylorPlus-13 1156 1246 85 0.02 46.50 chart
taylorPlus-11 1113 1150 91 0.00 12.00 chart
taylorPlus-8 1212 1310 100 0.01 35.75 chart
taylorPlus-5 0932 1005 100 0.01 30.25 chart
taylor3-21 1007 1044 81 0.03 80.75 chart
taylor3-13 0955 1044 92 0.05 140.25 chart
taylor3-11 0954 1044 91 0.05 127.00 chart
taylor3-8 1501 1558 100 0.03 83.75 chart
taylor3-5 1127 1225 100 0.02 38.75 chart

ES_F SHORT
Type Entry Exit Trade % Profit % Points HeatMap
taylorPlus-13 1404 1435 -85 -0.01 -42.00 chart
taylorPlus-11 1404 1435 -91 -0.01 -34.75 chart
taylorPlus-8 1006 1040 -87 -0.02 -36.75 chart
taylorPlus-5 1015 1052 -100 -0.01 -22.25 chart
taylor3-13 1357 1429 -85 -0.02 -53.75 chart
taylor3-11 1308 1351 -91 -0.02 -48.00 chart
taylor3-8 1308 1351 -87 -0.01 -29.50 chart
taylor3-5 1225 1316 -100 -0.01 -35.50 chart

NQ_F LONG
Type Entry Exit Trade % Profit % Points HeatMap
taylorPlus-21 1213 1249 81 0.03 231.75 chart
taylorPlus-13 1209 1246 92 0.02 176.00 chart
taylorPlus-11 1238 1327 91 0.02 131.00 chart
taylorPlus-8 1505 1557 88 0.03 193.25 chart
taylorPlus-5 1502 1533 100 0.01 60.00 chart
taylor3-21 1102 1157 81 0.04 247.25 chart
taylor3-13 0956 1044 92 0.06 399.25 chart
taylor3-11 0956 1044 91 0.05 324.50 chart
taylor3-8 1501 1558 100 0.03 215.75 chart
taylor3-5 1126 1225 100 0.02 123.75 chart

NQ_F SHORT
Type Entry Exit Trade % Profit % Points HeatMap
taylorPlus-13 1326 1420 -85 -0.02 -147.75 chart
taylorPlus-11 1335 1423 -82 -0.02 -153.00 chart
taylorPlus-8 1010 1040 -87 -0.02 -99.75 chart
taylorPlus-5 1235 1308 -100 -0.00 -26.25 chart
taylor3-13 1350 1420 -85 -0.02 -171.25 chart
taylor3-11 1331 1429 -82 -0.04 -241.25 chart
taylor3-8 1249 1326 -87 -0.01 -41.75 chart
taylor3-5 1225 1316 -100 -0.01 -86.25 chart

YM_F LONG
Type Entry Exit Trade % Profit % Points HeatMap
taylorPlus-21 1238 1326 86 0.02 503.00 chart
taylorPlus-13 1156 1255 85 0.02 480.00 chart
taylorPlus-11 1236 1323 91 0.01 282.00 chart
taylorPlus-8 1505 1559 88 0.03 787.00 chart
taylorPlus-5 1434 1533 100 0.01 278.00 chart
taylor3-21 0955 1044 86 0.04 1000.00 chart
taylor3-13 0955 1044 100 0.04 1123.00 chart
taylor3-11 0955 1044 100 0.04 1047.00 chart
taylor3-8 1501 1558 100 0.04 847.00 chart
taylor3-5 1125 1201 100 0.02 369.00 chart

YM_F SHORT
Type Entry Exit Trade % Profit % Points HeatMap
taylorPlus-13 1014 1051 -92 -0.02 -498.00 chart
taylorPlus-11 1404 1435 -91 -0.02 -387.00 chart
taylorPlus-8 1006 1052 -87 -0.02 -402.00 chart
taylorPlus-5 1004 1052 -100 -0.01 -301.00 chart
taylor3-13 1359 1429 -85 -0.02 -507.00 chart
taylor3-11 1306 1405 -91 -0.03 -704.00 chart
taylor3-8 1259 1355 -87 -0.02 -392.00 chart
taylor3-5 1225 1316 -100 -0.01 -338.00 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.