HotSpots for 02/11/2019 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 51.00 chart
normal-11 1010 1042 100 0.02 45.00 chart
normal-8 1003 1042 100 0.02 51.50 chart
normal-5 1005 1041 100 0.01 23.50 chart
taylorPlus-21 1118 1153 81 0.02 62.25 chart
taylorPlus-13 1124 1159 100 0.03 86.25 chart
taylorPlus-11 1133 1215 100 0.03 85.75 chart
taylorPlus-8 1133 1216 100 0.02 54.50 chart
taylorPlus-5 1345 1424 100 0.02 42.50 chart
taylor3-21 0957 1055 86 0.05 141.25 chart
taylor3-13 0956 1055 92 0.04 111.25 chart
taylor3-11 1012 1044 100 0.02 60.75 chart
taylor3-8 1127 1200 100 0.02 53.50 chart
taylor3-5 1125 1200 100 0.01 25.25 chart

ES_F SHORT
Type Entry Exit Trade % Profit % Points HeatMap
normal-13 1045 1126 -85 -0.02 -52.00 chart
normal-11 1046 1120 -82 -0.01 -37.75 chart
normal-5 0936 1006 -100 -0.01 -22.75 chart
taylorPlus-21 1254 1329 -81 -0.03 -82.00 chart
taylorPlus-13 1251 1325 -92 -0.02 -49.00 chart
taylorPlus-11 1252 1325 -91 -0.02 -41.50 chart
taylorPlus-8 1252 1325 -100 -0.01 -28.25 chart
taylorPlus-5 0932 1005 -100 -0.01 -16.25 chart
taylor3-13 1328 1418 -85 -0.04 -96.50 chart
taylor3-11 1328 1418 -82 -0.03 -68.25 chart
taylor3-8 1410 1456 -87 -0.01 -29.25 chart
taylor3-5 1358 1431 -100 -0.01 -16.00 chart

NQ_F LONG
Type Entry Exit Trade % Profit % Points HeatMap
normal-21 1428 1523 86 0.02 138.00 chart
normal-13 1512 1556 100 0.02 106.00 chart
normal-11 1512 1556 100 0.01 78.50 chart
normal-8 1003 1042 100 0.03 182.50 chart
normal-5 1005 1046 100 0.02 108.75 chart
taylorPlus-13 1121 1201 100 0.04 254.75 chart
taylorPlus-11 1133 1205 100 0.04 255.00 chart
taylorPlus-8 1133 1203 100 0.03 161.25 chart
taylorPlus-5 1003 1044 100 0.02 125.25 chart
taylor3-21 1504 1541 81 0.04 294.50 chart
taylor3-13 1102 1141 92 0.02 106.00 chart
taylor3-11 1507 1559 100 0.03 205.75 chart
taylor3-8 1127 1201 100 0.03 167.25 chart
taylor3-5 1127 1159 100 0.01 66.25 chart

NQ_F SHORT
Type Entry Exit Trade % Profit % Points HeatMap
normal-13 1046 1133 -92 -0.03 -190.25 chart
normal-11 1045 1136 -91 -0.02 -150.00 chart
normal-8 1046 1133 -87 -0.02 -115.00 chart
normal-5 1105 1138 -100 -0.01 -66.50 chart
taylorPlus-21 1254 1329 -81 -0.03 -207.25 chart
taylorPlus-13 1251 1326 -85 -0.02 -142.75 chart
taylorPlus-11 1459 1554 -82 -0.03 -215.00 chart
taylorPlus-8 1521 1551 -87 -0.01 -56.75 chart
taylorPlus-5 0938 1010 -100 -0.01 -63.25 chart
taylor3-13 1321 1420 -85 -0.04 -271.25 chart
taylor3-11 1321 1420 -82 -0.03 -190.50 chart
taylor3-8 1409 1449 -100 -0.01 -87.75 chart
taylor3-5 1227 1312 -100 -0.01 -60.50 chart

YM_F LONG
Type Entry Exit Trade % Profit % Points HeatMap
normal-21 1428 1527 95 0.02 498.00 chart
normal-13 1003 1042 92 0.02 503.00 chart
normal-11 1003 1042 100 0.02 539.00 chart
normal-8 1003 1042 100 0.02 406.00 chart
normal-5 1300 1359 100 0.01 228.00 chart
taylorPlus-21 1116 1156 86 0.03 679.00 chart
taylorPlus-13 1124 1215 100 0.04 912.00 chart
taylorPlus-11 1133 1215 100 0.04 875.00 chart
taylorPlus-8 1133 1216 100 0.02 573.00 chart
taylorPlus-5 1348 1424 100 0.02 391.00 chart
taylor3-21 0955 1044 95 0.05 1358.00 chart
taylor3-13 0955 1044 100 0.05 1139.00 chart
taylor3-11 0955 1044 100 0.04 966.00 chart
taylor3-8 0955 1046 100 0.03 595.00 chart
taylor3-5 0945 1044 100 0.01 328.00 chart

YM_F SHORT
Type Entry Exit Trade % Profit % Points HeatMap
normal-13 1042 1127 -85 -0.03 -646.00 chart
normal-11 1045 1127 -82 -0.02 -468.00 chart
normal-8 0932 1003 -87 -0.01 -283.00 chart
normal-5 0936 1010 -100 -0.01 -198.00 chart
taylorPlus-21 1251 1323 -90 -0.03 -637.00 chart
taylorPlus-13 1251 1326 -92 -0.02 -515.00 chart
taylorPlus-11 1250 1349 -100 -0.02 -446.00 chart
taylorPlus-8 1252 1349 -100 -0.02 -385.00 chart
taylorPlus-5 0932 1005 -100 -0.01 -229.00 chart
taylor3-13 1306 1405 -92 -0.03 -794.00 chart
taylor3-11 1306 1405 -91 -0.02 -551.00 chart
taylor3-8 1257 1349 -87 -0.01 -302.00 chart
taylor3-5 1400 1431 -100 -0.01 -165.00 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.