HotSpots for 02/27/2019 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 1001 1046 86 0.02 65.50 chart
normal-13 0958 1046 92 0.01 24.25 chart
normal-11 0933 1020 91 0.01 40.00 chart
normal-8 0950 1046 100 0.01 33.00 chart
normal-5 0950 1046 100 0.01 22.25 chart
taylorPlus-21 0951 1027 81 0.03 69.75 chart
taylorPlus-13 1015 1106 92 0.04 92.25 chart
taylorPlus-11 1015 1106 91 0.02 57.75 chart
taylorPlus-8 1015 1106 100 0.01 35.50 chart
taylorPlus-5 1013 1106 100 0.01 32.75 chart
taylor3-21 1439 1515 81 0.01 22.75 chart
taylor3-13 0930 1007 92 0.02 57.75 chart
taylor3-11 1437 1535 100 0.02 44.50 chart
taylor3-8 1304 1403 100 0.01 36.00 chart
taylor3-5 1317 1415 100 0.01 22.50 chart

ES_F SHORT
Type Entry Exit Trade % Profit % Points HeatMap
normal-21 1227 1257 -81 -0.01 -20.75 chart
normal-13 1226 1257 -85 -0.01 -17.00 chart
normal-11 1226 1257 -91 -0.01 -14.50 chart
normal-8 1222 1256 -87 -0.01 -16.00 chart
normal-5 1158 1237 -100 -0.01 -17.25 chart
taylorPlus-11 1408 1453 -82 -0.01 -34.50 chart
taylorPlus-8 1355 1430 -100 -0.01 -28.50 chart
taylorPlus-5 1402 1434 -100 -0.01 -13.75 chart
taylor3-11 1522 1553 -82 -0.01 -29.50 chart
taylor3-8 1522 1553 -87 -0.00 -13.00 chart
taylor3-5 1201 1234 -100 -0.00 -11.75 chart

NQ_F LONG
Type Entry Exit Trade % Profit % Points HeatMap
normal-21 0958 1046 90 0.03 218.00 chart
normal-13 0956 1046 100 0.02 121.75 chart
normal-11 0956 1046 100 0.01 87.25 chart
normal-8 0955 1050 100 0.01 78.75 chart
normal-5 1024 1120 100 0.01 66.25 chart
taylorPlus-13 1016 1110 92 0.05 295.25 chart
taylorPlus-11 1016 1110 91 0.03 187.00 chart
taylorPlus-8 1015 1106 100 0.02 129.25 chart
taylorPlus-5 1014 1106 100 0.02 122.00 chart
taylor3-21 1419 1452 81 0.01 92.50 chart
taylor3-13 1309 1339 92 0.01 73.00 chart
taylor3-11 1308 1407 91 0.02 139.00 chart
taylor3-8 1304 1403 100 0.02 118.25 chart
taylor3-5 0930 1008 100 0.02 105.50 chart

NQ_F SHORT
Type Entry Exit Trade % Profit % Points HeatMap
normal-21 1226 1257 -90 -0.02 -101.50 chart
normal-13 1226 1256 -85 -0.01 -79.25 chart
normal-11 1226 1256 -91 -0.01 -70.50 chart
normal-8 1226 1256 -87 -0.01 -65.25 chart
normal-5 1120 1152 -100 -0.00 -17.50 chart
taylorPlus-11 1240 1331 -82 -0.01 -85.25 chart
taylorPlus-8 1241 1311 -100 -0.01 -66.25 chart
taylorPlus-5 1240 1331 -100 -0.01 -38.25 chart
taylor3-11 1524 1554 -82 -0.02 -106.25 chart
taylor3-8 1044 1133 -87 -0.02 -102.50 chart
taylor3-5 1201 1259 -100 -0.01 -50.75 chart

YM_F LONG
Type Entry Exit Trade % Profit % Points HeatMap
normal-21 1010 1043 86 0.02 525.00 chart
normal-13 1328 1408 92 0.01 189.00 chart
normal-11 1131 1205 91 0.01 289.00 chart
normal-8 0950 1020 100 0.01 330.00 chart
normal-5 0950 1020 100 0.01 193.00 chart
taylorPlus-21 1152 1236 81 0.01 202.00 chart
taylorPlus-13 1014 1111 92 0.04 816.00 chart
taylorPlus-11 1013 1057 91 0.02 554.00 chart
taylorPlus-8 1013 1057 100 0.02 380.00 chart
taylorPlus-5 1013 1106 100 0.01 313.00 chart
taylor3-21 1442 1532 86 0.00 120.00 chart
taylor3-13 1438 1535 92 0.02 573.00 chart
taylor3-11 1438 1535 100 0.02 500.00 chart
taylor3-8 1442 1536 100 0.01 302.00 chart
taylor3-5 1135 1205 100 0.01 191.00 chart

YM_F SHORT
Type Entry Exit Trade % Profit % Points HeatMap
normal-13 1226 1257 -85 -0.01 -153.00 chart
normal-11 1226 1257 -91 -0.01 -128.00 chart
normal-8 1225 1311 -87 -0.00 -119.00 chart
normal-5 1158 1256 -100 -0.01 -144.00 chart
taylorPlus-11 1408 1453 -82 -0.01 -276.00 chart
taylorPlus-8 1355 1429 -87 -0.01 -251.00 chart
taylor3-21 1029 1127 -86 -0.02 -602.00 chart
taylor3-13 1030 1127 -85 -0.01 -336.00 chart
taylor3-11 1523 1553 -82 -0.01 -259.00 chart
taylor3-8 1044 1128 -87 -0.01 -294.00 chart
taylor3-5 1249 1341 -100 -0.00 -65.00 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.