HotSpots for 03/01/2019 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 1127 1204 86 0.01 39.75 chart
normal-13 1053 1149 92 0.01 31.50 chart
normal-11 1051 1149 91 0.01 26.00 chart
normal-8 1051 1150 100 0.01 34.50 chart
normal-5 1029 1126 100 0.01 25.50 chart
taylorPlus-21 1114 1159 86 0.02 58.75 chart
taylorPlus-13 1114 1159 100 0.02 59.50 chart
taylorPlus-11 1113 1159 100 0.02 46.50 chart
taylorPlus-8 1346 1438 100 0.02 45.25 chart
taylorPlus-5 1423 1509 100 0.01 17.75 chart
taylor3-21 1113 1154 81 0.02 46.00 chart
taylor3-13 1320 1407 92 0.02 48.00 chart
taylor3-11 1328 1401 100 0.01 22.50 chart
taylor3-8 1140 1223 100 0.01 20.75 chart
taylor3-5 0950 1027 100 0.01 22.25 chart

ES_F SHORT
Type Entry Exit Trade % Profit % Points HeatMap
normal-13 1226 1257 -85 -0.01 -14.75 chart
normal-11 1522 1553 -82 -0.01 -26.25 chart
normal-8 1522 1553 -87 -0.01 -22.75 chart
normal-5 1522 1553 -100 -0.01 -17.00 chart
taylorPlus-21 1251 1325 -86 -0.02 -67.25 chart
taylorPlus-13 1519 1555 -85 -0.01 -26.50 chart
taylorPlus-11 1519 1553 -82 -0.01 -30.75 chart
taylorPlus-8 1035 1114 -87 -0.01 -24.75 chart
taylorPlus-5 1036 1109 -100 -0.01 -20.75 chart
taylor3-21 1023 1054 -81 -0.04 -109.25 chart
taylor3-13 1443 1538 -85 -0.01 -25.75 chart
taylor3-11 1502 1537 -91 -0.01 -24.50 chart
taylor3-8 1502 1537 -100 -0.01 -22.00 chart
taylor3-5 1355 1426 -100 -0.00 -12.50 chart

NQ_F LONG
Type Entry Exit Trade % Profit % Points HeatMap
normal-21 1000 1046 86 0.03 194.25 chart
normal-13 1024 1106 85 0.01 59.50 chart
normal-11 1314 1345 91 0.00 10.25 chart
normal-8 1024 1121 100 0.01 103.25 chart
normal-5 1033 1132 100 0.01 92.25 chart
taylorPlus-21 1114 1159 81 0.02 157.25 chart
taylorPlus-13 1114 1202 92 0.03 187.00 chart
taylorPlus-11 0950 1037 100 0.02 115.50 chart
taylorPlus-8 1347 1437 100 0.02 120.75 chart
taylorPlus-5 0948 1041 100 0.01 89.00 chart
taylor3-21 1200 1243 81 0.04 251.00 chart
taylor3-13 1320 1414 85 0.02 112.00 chart
taylor3-11 1321 1406 91 0.01 84.25 chart
taylor3-8 0950 1046 100 0.02 123.25 chart
taylor3-5 0955 1042 100 0.01 86.00 chart

NQ_F SHORT
Type Entry Exit Trade % Profit % Points HeatMap
normal-21 1226 1256 -90 -0.02 -115.50 chart
normal-13 1226 1256 -92 -0.01 -75.75 chart
normal-11 1226 1256 -91 -0.01 -71.75 chart
normal-8 1241 1311 -100 -0.00 -19.00 chart
normal-5 1522 1553 -100 -0.01 -48.75 chart
taylorPlus-21 1252 1326 -81 -0.03 -200.00 chart
taylorPlus-13 1519 1550 -92 -0.01 -65.25 chart
taylorPlus-11 1519 1550 -91 -0.01 -56.50 chart
taylorPlus-8 1041 1138 -100 -0.01 -86.75 chart
taylorPlus-5 1041 1138 -100 -0.01 -75.00 chart
taylor3-21 1018 1049 -81 -0.03 -227.50 chart
taylor3-13 1223 1320 -85 -0.02 -120.50 chart
taylor3-11 1223 1320 -82 -0.01 -80.00 chart
taylor3-8 1223 1256 -87 -0.01 -57.50 chart
taylor3-5 1118 1149 -100 -0.01 -58.50 chart

YM_F LONG
Type Entry Exit Trade % Profit % Points HeatMap
normal-21 1129 1204 86 0.02 395.00 chart
normal-13 1102 1201 85 0.02 379.00 chart
normal-11 1104 1150 91 0.01 237.00 chart
normal-8 1104 1150 100 0.01 277.00 chart
normal-5 1052 1132 100 0.01 224.00 chart
taylorPlus-21 1116 1156 86 0.02 617.00 chart
taylorPlus-13 1113 1205 100 0.03 619.00 chart
taylorPlus-11 1113 1205 100 0.02 476.00 chart
taylorPlus-8 1349 1445 100 0.02 396.00 chart
taylorPlus-5 1102 1201 100 0.01 175.00 chart
taylor3-21 1319 1403 81 0.02 438.00 chart
taylor3-13 1320 1407 92 0.02 477.00 chart
taylor3-11 1329 1406 100 0.01 339.00 chart
taylor3-8 1331 1405 100 0.01 280.00 chart
taylor3-5 1137 1223 100 0.01 144.00 chart

YM_F SHORT
Type Entry Exit Trade % Profit % Points HeatMap
normal-13 1516 1553 -85 -0.01 -210.00 chart
normal-11 1518 1553 -82 -0.01 -210.00 chart
normal-8 1518 1553 -87 -0.01 -199.00 chart
normal-5 1003 1033 -100 -0.01 -144.00 chart
taylorPlus-21 1251 1323 -86 -0.02 -596.00 chart
taylorPlus-13 1519 1554 -85 -0.01 -311.00 chart
taylorPlus-11 1516 1553 -91 -0.01 -287.00 chart
taylorPlus-8 1516 1553 -100 -0.01 -165.00 chart
taylorPlus-5 1036 1107 -100 -0.01 -216.00 chart
taylor3-21 1020 1051 -81 -0.03 -843.00 chart
taylor3-13 1502 1538 -85 -0.01 -194.00 chart
taylor3-11 1457 1535 -91 -0.01 -231.00 chart
taylor3-8 1457 1535 -100 -0.01 -225.00 chart
taylor3-5 1158 1256 -100 -0.00 -102.00 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.