HotSpots for 02/12/2019 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 1511 1559 86 0.02 61.00 chart
normal-13 1014 1047 100 0.02 40.25 chart
normal-11 1511 1559 100 0.02 43.75 chart
normal-8 1506 1558 100 0.02 42.50 chart
normal-5 1505 1558 100 0.01 20.50 chart
taylorPlus-21 1444 1523 81 0.02 55.50 chart
taylorPlus-13 1020 1113 85 0.03 86.00 chart
taylorPlus-11 1020 1113 91 0.03 79.50 chart
taylorPlus-8 1001 1044 88 0.02 48.75 chart
taylorPlus-5 1015 1045 100 0.01 30.75 chart
taylor3-13 1320 1404 92 0.01 37.50 chart
taylor3-11 1320 1407 100 0.02 59.50 chart
taylor3-8 1320 1406 100 0.02 39.75 chart
taylor3-5 1320 1407 100 0.01 29.50 chart

ES_F SHORT
Type Entry Exit Trade % Profit % Points HeatMap
normal-13 1046 1120 -85 -0.02 -47.25 chart
normal-11 1046 1120 -82 -0.01 -35.75 chart
normal-8 1046 1120 -87 -0.01 -28.25 chart
normal-5 1041 1136 -100 -0.01 -39.50 chart
taylorPlus-21 1229 1308 -81 -0.03 -86.50 chart
taylorPlus-13 1353 1428 -85 -0.01 -36.00 chart
taylorPlus-11 1353 1428 -82 -0.01 -26.50 chart
taylorPlus-8 1408 1453 -87 -0.01 -22.50 chart
taylorPlus-5 1359 1443 -100 -0.01 -21.50 chart
taylor3-13 1435 1531 -85 -0.02 -65.00 chart
taylor3-11 1444 1536 -91 -0.03 -67.75 chart
taylor3-8 1223 1318 -87 -0.01 -21.00 chart
taylor3-5 1500 1537 -100 -0.01 -24.50 chart

NQ_F LONG
Type Entry Exit Trade % Profit % Points HeatMap
normal-21 1428 1523 86 0.02 140.00 chart
normal-13 1512 1556 100 0.01 87.50 chart
normal-11 1512 1559 100 0.01 87.25 chart
normal-8 1003 1042 100 0.03 175.00 chart
normal-5 1015 1046 100 0.01 85.00 chart
taylorPlus-13 1015 1112 85 0.04 245.50 chart
taylorPlus-11 1204 1242 91 0.02 118.00 chart
taylorPlus-8 1016 1114 88 0.02 158.25 chart
taylorPlus-5 1015 1045 100 0.01 92.25 chart
taylor3-21 1217 1303 86 0.03 179.75 chart
taylor3-13 1320 1407 85 0.02 109.25 chart
taylor3-11 1319 1410 100 0.02 120.50 chart
taylor3-8 1320 1409 100 0.02 100.00 chart
taylor3-5 1006 1039 100 0.01 84.25 chart

NQ_F SHORT
Type Entry Exit Trade % Profit % Points HeatMap
normal-21 1046 1131 -81 -0.03 -169.25 chart
normal-13 1046 1133 -92 -0.03 -178.75 chart
normal-11 1046 1133 -91 -0.02 -160.50 chart
normal-8 1046 1133 -87 -0.02 -127.00 chart
normal-5 1046 1137 -100 -0.02 -125.50 chart
taylorPlus-13 1353 1432 -85 -0.01 -85.50 chart
taylorPlus-11 1350 1420 -82 -0.01 -83.00 chart
taylorPlus-8 1422 1453 -87 -0.01 -61.00 chart
taylorPlus-5 1351 1443 -100 -0.01 -73.00 chart
taylor3-13 1223 1306 -92 -0.01 -49.25 chart
taylor3-11 1223 1320 -91 -0.02 -109.25 chart
taylor3-8 1223 1320 -87 -0.01 -70.75 chart
taylor3-5 1223 1320 -100 -0.01 -58.25 chart

YM_F LONG
Type Entry Exit Trade % Profit % Points HeatMap
normal-21 1428 1525 95 0.02 535.00 chart
normal-13 1003 1042 92 0.02 608.00 chart
normal-11 1511 1556 100 0.01 308.00 chart
normal-8 1507 1559 100 0.01 327.00 chart
normal-5 1015 1046 100 0.01 161.00 chart
taylorPlus-21 1451 1521 81 0.02 445.00 chart
taylorPlus-13 0951 1026 85 0.03 662.00 chart
taylorPlus-11 1017 1051 91 0.03 664.00 chart
taylorPlus-8 0940 1039 100 0.02 480.00 chart
taylorPlus-5 0951 1043 100 0.01 346.00 chart
taylor3-21 1204 1248 81 0.02 591.00 chart
taylor3-13 1319 1403 92 0.01 292.00 chart
taylor3-11 1320 1407 100 0.02 546.00 chart
taylor3-8 1320 1417 100 0.02 452.00 chart
taylor3-5 1320 1417 100 0.01 284.00 chart

YM_F SHORT
Type Entry Exit Trade % Profit % Points HeatMap
normal-13 1044 1127 -85 -0.02 -551.00 chart
normal-11 1046 1136 -82 -0.02 -407.00 chart
normal-8 1046 1137 -87 -0.01 -332.00 chart
normal-5 1046 1137 -100 -0.01 -359.00 chart
taylorPlus-13 1353 1429 -85 -0.01 -277.00 chart
taylorPlus-11 1353 1429 -82 -0.01 -198.00 chart
taylorPlus-8 1408 1453 -87 -0.01 -170.00 chart
taylorPlus-5 1044 1128 -100 -0.01 -205.00 chart
taylor3-13 1224 1320 -85 -0.03 -658.00 chart
taylor3-11 1444 1535 -91 -0.02 -568.00 chart
taylor3-8 1227 1301 -87 -0.01 -253.00 chart
taylor3-5 1500 1537 -100 -0.01 -234.00 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.