HotSpots for 02/06/2019 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 1317 1407 90 0.03 66.25 chart
normal-13 1511 1559 92 0.02 54.50 chart
normal-11 1315 1407 91 0.02 51.25 chart
normal-8 1011 1045 100 0.01 39.50 chart
normal-5 1003 1045 100 0.02 40.00 chart
taylorPlus-21 1444 1523 81 0.03 68.75 chart
taylorPlus-13 0951 1027 92 0.03 85.00 chart
taylorPlus-11 1020 1113 91 0.03 87.75 chart
taylorPlus-8 0953 1030 100 0.03 66.50 chart
taylorPlus-5 0951 1027 100 0.01 28.00 chart
taylor3-21 1116 1200 86 0.03 69.75 chart
taylor3-13 0955 1044 92 0.05 142.25 chart
taylor3-11 1012 1044 100 0.03 66.25 chart
taylor3-8 0936 1033 100 0.03 67.00 chart
taylor3-5 1120 1218 100 0.01 38.00 chart

ES_F SHORT
Type Entry Exit Trade % Profit % Points HeatMap
normal-21 1236 1308 -86 -0.01 -36.50 chart
normal-13 1236 1308 -92 -0.01 -24.50 chart
normal-11 1222 1303 -91 -0.01 -24.25 chart
normal-8 1222 1301 -100 -0.01 -23.25 chart
normal-5 1200 1245 -100 -0.01 -22.50 chart
taylorPlus-21 1229 1308 -86 -0.04 -96.50 chart
taylorPlus-13 1258 1347 -85 -0.02 -63.75 chart
taylorPlus-11 1259 1342 -82 -0.02 -48.75 chart
taylorPlus-8 1410 1459 -87 -0.01 -14.50 chart
taylorPlus-5 1229 1304 -100 -0.01 -17.50 chart
taylor3-13 1259 1349 -85 -0.02 -63.25 chart
taylor3-11 1308 1351 -91 -0.02 -49.50 chart
taylor3-8 1406 1456 -87 -0.01 -30.75 chart
taylor3-5 1218 1317 -100 -0.01 -31.00 chart

NQ_F LONG
Type Entry Exit Trade % Profit % Points HeatMap
normal-21 1428 1523 86 0.03 171.00 chart
normal-13 1512 1559 92 0.02 109.25 chart
normal-11 1323 1401 100 0.01 91.00 chart
normal-8 1323 1401 100 0.01 77.50 chart
normal-5 0930 1026 100 0.02 167.00 chart
taylorPlus-13 0954 1043 85 0.04 279.00 chart
taylorPlus-11 1151 1223 91 0.02 137.25 chart
taylorPlus-8 1102 1137 100 0.01 63.75 chart
taylorPlus-5 1320 1401 100 0.01 54.25 chart
taylor3-21 1504 1541 81 0.05 310.00 chart
taylor3-13 0956 1044 92 0.06 399.00 chart
taylor3-11 0956 1044 91 0.05 331.25 chart
taylor3-8 1102 1201 100 0.03 166.75 chart
taylor3-5 1125 1218 100 0.02 113.50 chart

NQ_F SHORT
Type Entry Exit Trade % Profit % Points HeatMap
normal-21 1227 1308 -81 -0.02 -109.00 chart
normal-13 1232 1304 -92 -0.01 -87.25 chart
normal-11 1045 1130 -91 -0.02 -119.75 chart
normal-8 1222 1301 -100 -0.01 -67.25 chart
normal-5 1222 1321 -100 -0.01 -57.00 chart
taylorPlus-21 1229 1316 -81 -0.04 -244.50 chart
taylorPlus-13 1258 1347 -85 -0.03 -210.00 chart
taylorPlus-11 1258 1347 -82 -0.02 -147.75 chart
taylorPlus-8 1421 1511 -87 -0.01 -83.75 chart
taylorPlus-5 1244 1316 -100 -0.01 -50.00 chart
taylor3-13 1326 1420 -85 -0.04 -243.50 chart
taylor3-11 1249 1324 -91 -0.01 -70.25 chart
taylor3-8 1410 1459 -87 -0.01 -89.25 chart
taylor3-5 1358 1431 -100 -0.01 -79.75 chart

YM_F LONG
Type Entry Exit Trade % Profit % Points HeatMap
normal-21 1430 1524 95 0.03 630.00 chart
normal-13 1003 1033 92 0.02 501.00 chart
normal-11 1315 1409 91 0.02 450.00 chart
normal-8 1003 1042 100 0.02 408.00 chart
normal-5 1003 1045 100 0.01 293.00 chart
taylorPlus-21 1451 1521 81 0.02 481.00 chart
taylorPlus-13 0951 1026 92 0.03 701.00 chart
taylorPlus-11 0951 1031 91 0.03 709.00 chart
taylorPlus-8 0936 1033 100 0.03 784.00 chart
taylorPlus-5 0941 1033 100 0.01 319.00 chart
taylor3-21 0955 1044 90 0.05 1184.00 chart
taylor3-13 0955 1044 100 0.05 1152.00 chart
taylor3-11 0955 1044 100 0.05 1102.00 chart
taylor3-8 0955 1046 100 0.03 731.00 chart
taylor3-5 1102 1201 100 0.02 384.00 chart

YM_F SHORT
Type Entry Exit Trade % Profit % Points HeatMap
normal-21 1236 1308 -86 -0.02 -393.00 chart
normal-13 1222 1306 -92 -0.01 -302.00 chart
normal-11 1222 1305 -91 -0.01 -308.00 chart
normal-8 1222 1301 -100 -0.01 -271.00 chart
normal-5 1200 1247 -100 -0.01 -227.00 chart
taylorPlus-21 1229 1308 -81 -0.04 -858.00 chart
taylorPlus-13 1258 1347 -85 -0.02 -503.00 chart
taylorPlus-11 1259 1342 -82 -0.02 -385.00 chart
taylorPlus-8 1406 1453 -87 -0.01 -167.00 chart
taylorPlus-5 1231 1307 -100 -0.01 -183.00 chart
taylor3-13 1359 1429 -92 -0.02 -571.00 chart
taylor3-11 1306 1405 -91 -0.03 -699.00 chart
taylor3-8 1406 1458 -87 -0.01 -309.00 chart
taylor3-5 1218 1317 -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.