HotSpots for 03/15/2019 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 1327 1408 81 0.01 25.75 chart
normal-13 1024 1118 85 0.01 30.75 chart
normal-11 1517 1547 91 0.01 37.00 chart
normal-8 1020 1117 100 0.01 41.50 chart
normal-5 1007 1054 100 0.01 33.00 chart
taylorPlus-13 1329 1405 92 0.01 23.75 chart
taylorPlus-11 1328 1402 91 0.01 15.25 chart
taylorPlus-8 1328 1405 100 0.01 14.00 chart
taylorPlus-5 1026 1057 100 0.01 16.00 chart
taylor3-13 1304 1401 92 0.02 50.75 chart
taylor3-11 1304 1401 91 0.01 37.50 chart
taylor3-8 1307 1401 88 0.01 23.25 chart
taylor3-5 1014 1050 100 0.01 15.00 chart

ES_F SHORT
Type Entry Exit Trade % Profit % Points HeatMap
normal-13 1431 1523 -85 -0.01 -26.25 chart
normal-11 1431 1523 -91 -0.01 -32.00 chart
normal-8 1159 1233 -100 -0.01 -14.75 chart
normal-5 1156 1254 -100 -0.01 -16.00 chart
taylorPlus-21 1219 1253 -81 -0.01 -21.50 chart
taylorPlus-13 1221 1254 -92 -0.00 -12.75 chart
taylorPlus-11 1221 1254 -100 -0.01 -22.25 chart
taylorPlus-8 1221 1254 -100 -0.01 -19.00 chart
taylorPlus-5 1418 1517 -100 -0.01 -23.25 chart
taylor3-11 1043 1119 -82 -0.01 -24.50 chart
taylor3-8 0956 1040 -87 -0.00 -9.00 chart
taylor3-5 1413 1507 -100 -0.01 -20.75 chart

NQ_F LONG
Type Entry Exit Trade % Profit % Points HeatMap
normal-21 1013 1050 81 0.02 165.75 chart
normal-13 1026 1118 92 0.02 139.50 chart
normal-11 1026 1118 91 0.02 117.25 chart
normal-8 1041 1138 100 0.02 148.50 chart
normal-5 1016 1114 100 0.02 126.25 chart
taylorPlus-13 1311 1342 92 0.00 32.00 chart
taylorPlus-11 1324 1357 91 0.01 35.50 chart
taylorPlus-8 1315 1345 100 0.00 27.75 chart
taylorPlus-5 1024 1057 100 0.01 67.75 chart
taylor3-21 1309 1339 81 0.01 82.50 chart
taylor3-13 1304 1403 92 0.02 141.75 chart
taylor3-11 1018 1050 91 0.02 132.75 chart
taylor3-8 1219 1249 100 0.01 43.00 chart
taylor3-5 1018 1050 100 0.01 68.50 chart

NQ_F SHORT
Type Entry Exit Trade % Profit % Points HeatMap
normal-21 1444 1520 -81 -0.01 -74.50 chart
normal-13 1444 1530 -85 -0.01 -72.25 chart
normal-11 1443 1517 -91 -0.01 -75.00 chart
normal-8 1444 1530 -87 -0.01 -57.50 chart
normal-5 1203 1256 -100 -0.00 -31.50 chart
taylorPlus-13 1222 1254 -92 -0.01 -44.00 chart
taylorPlus-11 1433 1528 -100 -0.01 -73.25 chart
taylorPlus-8 1432 1528 -100 -0.01 -62.75 chart
taylorPlus-5 1428 1526 -100 -0.01 -80.25 chart
taylor3-11 1457 1553 -82 -0.01 -69.25 chart
taylor3-8 0939 1019 -87 -0.02 -149.75 chart
taylor3-5 0939 1019 -100 -0.02 -110.25 chart

YM_F LONG
Type Entry Exit Trade % Profit % Points HeatMap
normal-21 1328 1408 86 0.01 339.00 chart
normal-13 1344 1426 92 0.01 228.00 chart
normal-11 1501 1545 100 0.01 311.00 chart
normal-8 1020 1110 100 0.01 349.00 chart
normal-5 1007 1054 100 0.01 293.00 chart
taylorPlus-21 1505 1543 81 0.03 720.00 chart
taylorPlus-13 1315 1404 92 0.01 319.00 chart
taylorPlus-11 1322 1400 91 0.01 245.00 chart
taylorPlus-8 1323 1405 100 0.01 168.00 chart
taylorPlus-5 1328 1421 100 0.01 134.00 chart
taylor3-21 1147 1238 81 0.02 497.00 chart
taylor3-13 1304 1401 92 0.02 463.00 chart
taylor3-11 1304 1401 91 0.01 338.00 chart
taylor3-8 1307 1401 88 0.01 209.00 chart
taylor3-5 1310 1401 100 0.01 176.00 chart

YM_F SHORT
Type Entry Exit Trade % Profit % Points HeatMap
normal-21 1444 1530 -81 -0.01 -244.00 chart
normal-13 1441 1530 -92 -0.01 -195.00 chart
normal-11 1144 1220 -91 -0.01 -358.00 chart
normal-8 1146 1224 -100 -0.01 -215.00 chart
normal-5 1200 1254 -100 -0.01 -177.00 chart
taylorPlus-13 1222 1255 -92 -0.01 -158.00 chart
taylorPlus-11 1222 1255 -100 -0.01 -220.00 chart
taylorPlus-8 1158 1254 -100 -0.01 -218.00 chart
taylorPlus-5 1424 1517 -100 -0.01 -252.00 chart
taylor3-13 0937 1010 -85 -0.01 -328.00 chart
taylor3-11 1045 1128 -82 -0.01 -334.00 chart
taylor3-8 0941 1024 -87 -0.02 -513.00 chart
taylor3-5 0938 1012 -100 -0.01 -308.00 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.