HotSpots for 02/20/2019 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 56.25 chart
normal-13 1136 1206 92 0.01 37.50 chart
normal-11 1136 1235 91 0.01 36.00 chart
normal-8 1135 1231 100 0.01 39.50 chart
normal-5 0932 1026 100 0.01 36.00 chart
taylorPlus-21 1116 1201 86 0.03 75.50 chart
taylorPlus-13 1133 1215 100 0.04 96.25 chart
taylorPlus-11 1133 1216 100 0.03 75.00 chart
taylorPlus-8 1132 1217 100 0.02 47.00 chart
taylorPlus-5 1349 1447 100 0.01 38.75 chart
taylor3-21 0959 1048 90 0.05 134.25 chart
taylor3-13 0959 1048 92 0.04 97.00 chart
taylor3-11 1114 1144 100 0.02 38.25 chart
taylor3-8 1127 1216 100 0.02 42.50 chart
taylor3-5 1127 1216 100 0.01 16.75 chart

ES_F SHORT
Type Entry Exit Trade % Profit % Points HeatMap
normal-11 1102 1135 -82 -0.01 -31.00 chart
normal-8 1044 1130 -87 -0.01 -28.75 chart
normal-5 1452 1522 -100 -0.00 -5.00 chart
taylorPlus-21 1251 1325 -90 -0.03 -72.00 chart
taylorPlus-13 1247 1346 -92 -0.02 -47.50 chart
taylorPlus-11 1247 1346 -91 -0.01 -33.50 chart
taylorPlus-8 1249 1325 -100 -0.01 -17.00 chart
taylorPlus-5 1108 1139 -100 -0.00 -8.25 chart
taylor3-21 1225 1318 -81 -0.02 -53.50 chart
taylor3-13 1331 1420 -85 -0.03 -65.75 chart
taylor3-11 1423 1457 -91 -0.01 -30.75 chart
taylor3-8 1359 1457 -87 -0.01 -29.75 chart
taylor3-5 1359 1457 -100 -0.01 -22.50 chart

NQ_F LONG
Type Entry Exit Trade % Profit % Points HeatMap
normal-21 1511 1547 86 0.01 101.50 chart
normal-13 0946 1042 92 0.03 198.00 chart
normal-11 0946 1042 91 0.02 139.00 chart
normal-8 1137 1236 100 0.02 112.50 chart
normal-5 1132 1226 100 0.01 85.50 chart
taylorPlus-21 1134 1210 81 0.03 239.50 chart
taylorPlus-13 1133 1230 100 0.04 290.75 chart
taylorPlus-11 1133 1230 100 0.04 234.00 chart
taylorPlus-8 1133 1230 100 0.03 167.25 chart
taylorPlus-5 1349 1447 100 0.02 119.50 chart
taylor3-21 1502 1541 90 0.04 298.00 chart
taylor3-13 1458 1544 92 0.04 243.75 chart
taylor3-11 1511 1547 100 0.01 70.00 chart
taylor3-8 1452 1547 100 0.01 82.75 chart
taylor3-5 1458 1547 100 0.01 44.25 chart

NQ_F SHORT
Type Entry Exit Trade % Profit % Points HeatMap
normal-21 1226 1257 -90 -0.01 -75.50 chart
normal-13 1226 1256 -92 -0.01 -54.50 chart
normal-11 1106 1136 -91 -0.02 -121.75 chart
normal-8 1101 1137 -100 -0.02 -109.25 chart
normal-5 1101 1132 -100 -0.01 -63.75 chart
taylorPlus-21 1254 1329 -86 -0.03 -241.00 chart
taylorPlus-13 1252 1326 -85 -0.02 -111.00 chart
taylorPlus-11 1519 1550 -91 -0.01 -48.50 chart
taylorPlus-8 1106 1136 -100 -0.01 -45.75 chart
taylorPlus-5 1036 1132 -100 -0.01 -75.00 chart
taylor3-21 1344 1420 -81 -0.03 -230.50 chart
taylor3-13 1321 1420 -85 -0.03 -207.25 chart
taylor3-11 1424 1456 -91 -0.01 -91.00 chart
taylor3-8 1227 1312 -100 -0.01 -75.00 chart
taylor3-5 1037 1127 -100 -0.01 -87.00 chart

YM_F LONG
Type Entry Exit Trade % Profit % Points HeatMap
normal-21 1428 1525 90 0.01 335.00 chart
normal-13 1135 1206 92 0.01 361.00 chart
normal-11 1136 1215 100 0.01 296.00 chart
normal-8 1135 1226 100 0.02 390.00 chart
normal-5 0932 1026 100 0.01 359.00 chart
taylorPlus-21 1116 1215 86 0.03 889.00 chart
taylorPlus-13 1133 1215 100 0.04 968.00 chart
taylorPlus-11 1133 1215 100 0.03 751.00 chart
taylorPlus-8 1132 1205 100 0.02 456.00 chart
taylorPlus-5 1346 1424 100 0.01 308.00 chart
taylor3-21 0955 1044 90 0.05 1290.00 chart
taylor3-13 0955 1044 92 0.04 1015.00 chart
taylor3-11 1015 1046 100 0.02 496.00 chart
taylor3-8 1136 1206 100 0.01 333.00 chart
taylor3-5 1136 1206 100 0.01 151.00 chart

YM_F SHORT
Type Entry Exit Trade % Profit % Points HeatMap
normal-21 1046 1128 -81 -0.03 -655.00 chart
normal-13 1044 1128 -85 -0.01 -333.00 chart
normal-11 1046 1129 -82 -0.01 -309.00 chart
normal-8 1043 1129 -87 -0.01 -306.00 chart
normal-5 1226 1257 -100 -0.00 -52.00 chart
taylorPlus-21 1251 1323 -90 -0.02 -641.00 chart
taylorPlus-13 1247 1319 -92 -0.02 -545.00 chart
taylorPlus-11 1250 1349 -91 -0.02 -400.00 chart
taylorPlus-8 1247 1319 -100 -0.01 -238.00 chart
taylorPlus-5 1103 1139 -100 -0.00 -120.00 chart
taylor3-21 0930 1000 -81 -0.02 -552.00 chart
taylor3-13 1306 1405 -92 -0.03 -608.00 chart
taylor3-11 1406 1457 -91 -0.01 -323.00 chart
taylor3-8 1359 1433 -100 -0.01 -269.00 chart
taylor3-5 1359 1457 -100 -0.01 -220.00 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.