HotSpots for 02/08/2019 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 66.50 chart
normal-13 1511 1559 92 0.02 54.00 chart
normal-11 1011 1046 100 0.02 51.75 chart
normal-8 1011 1046 100 0.01 37.00 chart
normal-5 1002 1046 100 0.01 31.00 chart
taylorPlus-21 1118 1153 86 0.03 84.00 chart
taylorPlus-13 1125 1159 92 0.03 77.00 chart
taylorPlus-11 1123 1159 100 0.03 73.75 chart
taylorPlus-8 1133 1216 100 0.03 63.00 chart
taylorPlus-5 1014 1106 100 0.01 37.75 chart
taylor3-21 1440 1533 86 0.01 34.75 chart
taylor3-13 0933 1004 85 0.03 70.50 chart
taylor3-11 1150 1243 91 0.02 59.00 chart
taylor3-8 1420 1501 100 0.01 25.75 chart
taylor3-5 1308 1406 100 0.01 32.50 chart

ES_F SHORT
Type Entry Exit Trade % Profit % Points HeatMap
normal-21 1236 1308 -81 -0.01 -35.25 chart
normal-13 1046 1120 -85 -0.02 -46.00 chart
normal-11 1222 1259 -91 -0.01 -31.50 chart
normal-8 1215 1300 -87 -0.01 -23.75 chart
normal-5 1152 1249 -100 -0.00 -13.25 chart
taylorPlus-21 1252 1329 -86 -0.03 -89.50 chart
taylorPlus-13 1250 1329 -92 -0.03 -70.50 chart
taylorPlus-11 1241 1336 -91 -0.02 -54.50 chart
taylorPlus-8 1247 1346 -100 -0.01 -28.50 chart
taylorPlus-5 1217 1316 -100 -0.01 -34.00 chart
taylor3-13 1340 1419 -85 -0.01 -25.75 chart
taylor3-11 1400 1438 -82 -0.02 -46.00 chart
taylor3-8 1407 1438 -87 -0.01 -15.25 chart
taylor3-5 1407 1438 -100 -0.00 -11.75 chart

NQ_F LONG
Type Entry Exit Trade % Profit % Points HeatMap
normal-21 1428 1523 86 0.02 161.75 chart
normal-13 1512 1556 100 0.02 111.00 chart
normal-11 1512 1556 100 0.01 83.25 chart
normal-8 1512 1556 100 0.01 68.00 chart
normal-5 1002 1046 100 0.02 114.75 chart
taylorPlus-21 1118 1153 81 0.04 243.00 chart
taylorPlus-13 1125 1159 92 0.03 229.00 chart
taylorPlus-11 1116 1201 100 0.03 223.00 chart
taylorPlus-8 1133 1203 100 0.03 180.50 chart
taylorPlus-5 1123 1218 100 0.02 115.00 chart
taylor3-13 1208 1241 92 0.02 110.75 chart
taylor3-11 1148 1218 91 0.02 124.00 chart
taylor3-8 0933 1022 100 0.03 194.75 chart
taylor3-5 1304 1403 100 0.01 94.25 chart

NQ_F SHORT
Type Entry Exit Trade % Profit % Points HeatMap
normal-21 1227 1308 -81 -0.01 -93.00 chart
normal-13 1046 1131 -92 -0.03 -171.50 chart
normal-11 1226 1259 -100 -0.01 -86.00 chart
normal-8 1226 1259 -100 -0.01 -51.25 chart
normal-5 1159 1258 -100 -0.01 -63.50 chart
taylorPlus-21 1254 1329 -86 -0.03 -232.00 chart
taylorPlus-13 1251 1326 -92 -0.03 -177.50 chart
taylorPlus-11 1252 1326 -91 -0.02 -121.00 chart
taylorPlus-8 1250 1349 -87 -0.01 -75.00 chart
taylorPlus-5 1223 1316 -100 -0.01 -68.25 chart
taylor3-11 1351 1422 -91 -0.02 -124.00 chart
taylor3-8 1351 1422 -87 -0.00 -21.00 chart
taylor3-5 1231 1304 -100 -0.01 -36.50 chart

YM_F LONG
Type Entry Exit Trade % Profit % Points HeatMap
normal-21 1428 1527 95 0.02 552.00 chart
normal-13 1003 1033 92 0.02 548.00 chart
normal-11 1003 1042 100 0.03 617.00 chart
normal-8 1003 1037 100 0.02 402.00 chart
normal-5 1002 1046 100 0.01 251.00 chart
taylorPlus-21 1117 1153 86 0.03 822.00 chart
taylorPlus-13 1123 1159 92 0.03 742.00 chart
taylorPlus-11 1123 1215 100 0.03 799.00 chart
taylorPlus-8 1133 1216 100 0.03 629.00 chart
taylorPlus-5 1014 1105 100 0.02 365.00 chart
taylor3-21 1442 1532 86 0.02 394.00 chart
taylor3-13 1147 1238 85 0.02 522.00 chart
taylor3-11 1147 1243 91 0.03 664.00 chart
taylor3-8 1420 1451 100 0.02 439.00 chart
taylor3-5 1419 1451 100 0.01 341.00 chart

YM_F SHORT
Type Entry Exit Trade % Profit % Points HeatMap
normal-21 1236 1308 -81 -0.02 -391.00 chart
normal-13 1044 1127 -85 -0.02 -603.00 chart
normal-11 1222 1300 -91 -0.01 -332.00 chart
normal-8 1222 1255 -100 -0.01 -203.00 chart
normal-5 1222 1255 -100 -0.00 -87.00 chart
taylorPlus-21 1251 1324 -90 -0.03 -647.00 chart
taylorPlus-13 1250 1329 -92 -0.03 -660.00 chart
taylorPlus-11 1241 1336 -91 -0.02 -603.00 chart
taylorPlus-8 1250 1349 -100 -0.02 -368.00 chart
taylorPlus-5 1217 1316 -100 -0.01 -351.00 chart
taylor3-21 1029 1127 -86 -0.03 -832.00 chart
taylor3-13 1030 1128 -85 -0.02 -471.00 chart
taylor3-11 1353 1423 -82 -0.02 -393.00 chart
taylor3-8 1030 1127 -87 -0.01 -224.00 chart
taylor3-5 1146 1230 -100 -0.00 -92.00 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.