HotSpots for 02/15/2019 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 1410 86 0.02 57.75 chart
normal-13 1133 1215 92 0.02 41.00 chart
normal-11 1505 1542 100 0.01 26.25 chart
normal-8 1505 1542 100 0.01 18.25 chart
normal-5 1132 1231 100 0.01 29.00 chart
taylorPlus-21 1444 1523 81 0.02 55.00 chart
taylorPlus-13 1020 1113 92 0.04 103.00 chart
taylorPlus-11 1020 1118 91 0.04 91.50 chart
taylorPlus-8 1317 1352 100 0.01 20.50 chart
taylorPlus-5 0959 1057 100 0.01 29.00 chart
taylor3-13 1320 1407 92 0.02 52.75 chart
taylor3-11 1320 1407 100 0.02 61.25 chart
taylor3-8 1320 1407 100 0.01 36.50 chart
taylor3-5 1320 1407 100 0.01 26.50 chart

ES_F SHORT
Type Entry Exit Trade % Profit % Points HeatMap
normal-11 1046 1120 -82 -0.01 -25.50 chart
normal-8 1102 1135 -100 -0.01 -35.25 chart
normal-5 1102 1132 -100 -0.01 -16.25 chart
taylorPlus-13 1353 1428 -85 -0.01 -33.25 chart
taylorPlus-11 1402 1459 -82 -0.01 -21.50 chart
taylorPlus-8 1231 1307 -87 -0.01 -18.50 chart
taylorPlus-5 1355 1434 -100 -0.01 -18.00 chart
taylor3-13 1441 1534 -92 -0.03 -70.25 chart
taylor3-11 1441 1534 -91 -0.02 -43.50 chart
taylor3-8 1441 1534 -100 -0.01 -17.75 chart
taylor3-5 1457 1535 -100 -0.01 -21.75 chart

NQ_F LONG
Type Entry Exit Trade % Profit % Points HeatMap
normal-21 1511 1547 86 0.01 95.75 chart
normal-13 1137 1215 92 0.02 105.75 chart
normal-11 1004 1051 100 0.02 130.75 chart
normal-8 1004 1051 100 0.01 62.50 chart
normal-5 1132 1226 100 0.01 83.00 chart
taylorPlus-13 1020 1113 85 0.04 294.25 chart
taylorPlus-11 1016 1113 91 0.05 301.00 chart
taylorPlus-8 1016 1114 88 0.02 136.50 chart
taylorPlus-5 1015 1112 100 0.02 108.00 chart
taylor3-21 1217 1303 81 0.02 158.50 chart
taylor3-13 1319 1410 92 0.02 121.75 chart
taylor3-11 1320 1410 100 0.02 138.50 chart
taylor3-8 1320 1409 100 0.01 86.00 chart
taylor3-5 0950 1037 100 0.01 94.50 chart

NQ_F SHORT
Type Entry Exit Trade % Profit % Points HeatMap
normal-21 1226 1257 -86 -0.01 -58.50 chart
normal-13 1226 1257 -92 -0.01 -43.50 chart
normal-11 1226 1256 -91 -0.01 -45.50 chart
normal-8 1059 1135 -100 -0.02 -123.75 chart
normal-5 1059 1132 -100 -0.01 -64.00 chart
taylorPlus-11 1416 1459 -82 -0.01 -68.00 chart
taylorPlus-8 1240 1312 -87 -0.01 -72.00 chart
taylorPlus-5 1355 1434 -100 -0.01 -51.50 chart
taylor3-13 1223 1320 -92 -0.02 -117.50 chart
taylor3-11 1223 1320 -91 -0.02 -108.75 chart
taylor3-8 1223 1320 -87 -0.01 -67.25 chart
taylor3-5 1457 1537 -100 -0.01 -50.00 chart

YM_F LONG
Type Entry Exit Trade % Profit % Points HeatMap
normal-21 1428 1525 90 0.02 453.00 chart
normal-13 1136 1215 92 0.01 363.00 chart
normal-11 1504 1542 100 0.01 209.00 chart
normal-8 1136 1215 100 0.01 180.00 chart
normal-5 1132 1226 100 0.01 287.00 chart
taylorPlus-21 1436 1523 81 0.01 284.00 chart
taylorPlus-13 1021 1052 92 0.03 660.00 chart
taylorPlus-11 1014 1111 91 0.03 762.00 chart
taylorPlus-8 0939 1038 100 0.01 310.00 chart
taylorPlus-5 0959 1057 100 0.01 304.00 chart
taylor3-21 1328 1412 81 0.02 588.00 chart
taylor3-13 1320 1407 92 0.02 496.00 chart
taylor3-11 1320 1417 100 0.03 706.00 chart
taylor3-8 1320 1417 100 0.02 394.00 chart
taylor3-5 1320 1415 100 0.01 277.00 chart

YM_F SHORT
Type Entry Exit Trade % Profit % Points HeatMap
normal-11 1046 1136 -82 -0.02 -421.00 chart
normal-8 1048 1135 -87 -0.02 -456.00 chart
normal-5 1519 1552 -100 -0.00 -94.00 chart
taylorPlus-13 1353 1429 -85 -0.01 -275.00 chart
taylorPlus-11 1406 1453 -82 -0.01 -163.00 chart
taylorPlus-8 1231 1307 -87 -0.01 -202.00 chart
taylorPlus-5 1355 1435 -100 -0.01 -159.00 chart
taylor3-21 1438 1511 -81 -0.02 -544.00 chart
taylor3-13 1440 1537 -85 -0.03 -744.00 chart
taylor3-11 1000 1051 -82 -0.02 -526.00 chart
taylor3-8 1457 1535 -87 -0.01 -221.00 chart
taylor3-5 1457 1535 -100 -0.01 -215.00 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.