HotSpots for 02/21/2019 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 1313 1410 86 0.02 56.75 chart
normal-13 1505 1542 92 0.01 24.25 chart
normal-11 1419 1449 91 0.01 21.50 chart
normal-8 1134 1221 100 0.01 31.50 chart
normal-5 0933 1032 100 0.01 31.75 chart
taylorPlus-21 1430 1528 81 0.02 59.00 chart
taylorPlus-13 1151 1240 92 0.02 59.25 chart
taylorPlus-11 1015 1106 91 0.03 81.75 chart
taylorPlus-8 1312 1355 100 0.01 23.25 chart
taylorPlus-5 1015 1106 100 0.01 28.00 chart
taylor3-21 1320 1403 81 0.02 43.00 chart
taylor3-13 1320 1407 100 0.03 65.25 chart
taylor3-11 1320 1411 100 0.02 50.50 chart
taylor3-8 1320 1407 100 0.01 38.00 chart
taylor3-5 1330 1429 100 0.01 29.75 chart

ES_F SHORT
Type Entry Exit Trade % Profit % Points HeatMap
normal-21 1044 1128 -81 -0.02 -61.00 chart
normal-13 1046 1129 -85 -0.01 -35.25 chart
normal-11 1046 1129 -91 -0.01 -37.50 chart
normal-8 1044 1130 -87 -0.00 -12.00 chart
normal-5 1030 1125 -100 -0.01 -16.50 chart
taylorPlus-11 1425 1513 -82 -0.01 -16.75 chart
taylorPlus-8 1355 1430 -87 -0.01 -20.00 chart
taylorPlus-5 1355 1426 -100 -0.00 -10.75 chart
taylor3-13 1441 1534 -92 -0.03 -64.75 chart
taylor3-11 1441 1534 -91 -0.01 -19.75 chart
taylor3-8 1457 1537 -100 -0.01 -26.75 chart
taylor3-5 1457 1535 -100 -0.01 -16.75 chart

NQ_F LONG
Type Entry Exit Trade % Profit % Points HeatMap
normal-21 1511 1547 86 0.01 98.50 chart
normal-13 0946 1042 92 0.02 171.00 chart
normal-11 0946 1042 91 0.02 116.50 chart
normal-8 0946 1042 100 0.01 93.25 chart
normal-5 0947 1037 100 0.01 71.50 chart
taylorPlus-21 0936 1032 81 0.04 305.75 chart
taylorPlus-13 1015 1106 85 0.04 223.00 chart
taylorPlus-11 1016 1110 91 0.04 256.50 chart
taylorPlus-8 1015 1057 88 0.01 69.75 chart
taylorPlus-5 1015 1106 100 0.01 93.00 chart
taylor3-21 1200 1243 81 0.04 259.50 chart
taylor3-13 1319 1410 100 0.02 139.75 chart
taylor3-11 1320 1410 100 0.02 115.00 chart
taylor3-8 1320 1406 100 0.01 98.75 chart
taylor3-5 1006 1042 100 0.02 102.50 chart

NQ_F SHORT
Type Entry Exit Trade % Profit % Points HeatMap
normal-21 1046 1132 -90 -0.04 -259.75 chart
normal-13 1226 1256 -92 -0.01 -72.75 chart
normal-11 1106 1136 -100 -0.02 -133.00 chart
normal-8 1101 1132 -100 -0.01 -79.25 chart
normal-5 1043 1132 -100 -0.01 -89.25 chart
taylorPlus-11 1419 1513 -82 -0.01 -68.00 chart
taylorPlus-8 1240 1312 -87 -0.01 -66.50 chart
taylorPlus-5 1240 1311 -100 -0.00 -27.75 chart
taylor3-13 1223 1320 -92 -0.02 -122.00 chart
taylor3-11 1223 1320 -91 -0.02 -120.25 chart
taylor3-8 1457 1537 -100 -0.01 -69.50 chart
taylor3-5 1104 1138 -100 -0.01 -69.75 chart

YM_F LONG
Type Entry Exit Trade % Profit % Points HeatMap
normal-21 1428 1525 90 0.02 403.00 chart
normal-13 1505 1543 92 0.01 236.00 chart
normal-11 1136 1215 91 0.01 264.00 chart
normal-8 1132 1205 100 0.01 300.00 chart
normal-5 0932 1031 100 0.01 323.00 chart
taylorPlus-21 1430 1528 81 0.02 531.00 chart
taylorPlus-13 1021 1052 92 0.03 642.00 chart
taylorPlus-11 0939 1038 100 0.03 742.00 chart
taylorPlus-8 0939 1038 100 0.01 325.00 chart
taylorPlus-5 1015 1057 100 0.01 291.00 chart
taylor3-21 1328 1412 81 0.02 593.00 chart
taylor3-13 1320 1407 100 0.03 621.00 chart
taylor3-11 1320 1417 100 0.02 519.00 chart
taylor3-8 1320 1417 100 0.02 387.00 chart
taylor3-5 1350 1448 100 0.01 295.00 chart

YM_F SHORT
Type Entry Exit Trade % Profit % Points HeatMap
normal-21 1044 1128 -86 -0.03 -716.00 chart
normal-13 1046 1128 -85 -0.01 -341.00 chart
normal-11 1046 1129 -91 -0.01 -368.00 chart
normal-8 1043 1129 -87 -0.01 -160.00 chart
normal-5 1043 1129 -100 -0.01 -177.00 chart
taylorPlus-11 1406 1453 -82 -0.01 -169.00 chart
taylorPlus-8 1229 1307 -87 -0.01 -198.00 chart
taylorPlus-5 1227 1259 -100 -0.00 -64.00 chart
taylor3-13 1502 1538 -85 -0.03 -693.00 chart
taylor3-11 1240 1320 -82 -0.02 -409.00 chart
taylor3-8 1457 1535 -100 -0.01 -242.00 chart
taylor3-5 1457 1535 -100 -0.01 -163.00 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.