HotSpots for 03/18/2019 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 1024 1118 81 0.01 40.75 chart
normal-13 1517 1547 85 0.01 34.25 chart
normal-11 1517 1547 100 0.01 38.50 chart
normal-8 1019 1117 100 0.01 41.75 chart
normal-5 1017 1116 100 0.01 31.00 chart
taylorPlus-13 1329 1405 85 0.01 22.75 chart
taylorPlus-11 1135 1213 82 0.01 24.25 chart
taylorPlus-8 1134 1208 88 0.01 19.25 chart
taylorPlus-5 1026 1121 100 0.00 13.75 chart
taylor3-21 0959 1048 90 0.05 120.75 chart
taylor3-13 1114 1144 92 0.02 40.50 chart
taylor3-11 1114 1144 91 0.01 29.25 chart
taylor3-8 1053 1149 100 0.01 22.00 chart
taylor3-5 1029 1126 100 0.01 30.50 chart

ES_F SHORT
Type Entry Exit Trade % Profit % Points HeatMap
normal-21 1431 1523 -81 -0.01 -32.25 chart
normal-13 1431 1523 -92 -0.01 -32.75 chart
normal-11 1431 1523 -91 -0.01 -29.25 chart
normal-8 1431 1523 -87 -0.01 -23.50 chart
normal-5 1407 1453 -100 -0.01 -15.75 chart
taylorPlus-21 1222 1257 -81 -0.01 -23.25 chart
taylorPlus-13 1410 1508 -85 -0.01 -28.25 chart
taylorPlus-11 1222 1257 -91 -0.01 -21.25 chart
taylorPlus-8 1226 1257 -100 -0.00 -9.75 chart
taylorPlus-5 1458 1557 -100 -0.01 -24.25 chart
taylor3-21 1306 1357 -81 -0.02 -57.25 chart
taylor3-11 1400 1451 -82 -0.01 -19.25 chart
taylor3-8 1443 1518 -87 -0.00 -12.00 chart
taylor3-5 1147 1238 -100 -0.01 -18.00 chart

NQ_F LONG
Type Entry Exit Trade % Profit % Points HeatMap
normal-21 1025 1118 86 0.03 178.75 chart
normal-13 1026 1118 92 0.02 150.50 chart
normal-11 1025 1118 91 0.02 123.75 chart
normal-8 1041 1138 100 0.02 148.25 chart
normal-5 0935 1034 100 0.02 113.75 chart
taylorPlus-21 1314 1344 81 0.01 46.50 chart
taylorPlus-13 1315 1345 92 0.01 54.50 chart
taylorPlus-11 0932 1008 91 0.02 119.50 chart
taylorPlus-8 1022 1117 100 0.01 64.25 chart
taylorPlus-5 1026 1121 100 0.01 56.25 chart
taylor3-21 1449 1539 86 0.03 173.50 chart
taylor3-13 1003 1048 92 0.02 131.25 chart
taylor3-11 1003 1050 91 0.01 70.25 chart
taylor3-8 1012 1050 100 0.01 87.75 chart
taylor3-5 1029 1126 100 0.02 123.50 chart

NQ_F SHORT
Type Entry Exit Trade % Profit % Points HeatMap
normal-21 1444 1530 -81 -0.01 -103.50 chart
normal-13 1443 1517 -92 -0.01 -92.75 chart
normal-11 1443 1517 -91 -0.01 -80.75 chart
normal-8 1432 1526 -87 -0.01 -83.50 chart
normal-5 1407 1453 -100 -0.01 -45.00 chart
taylorPlus-21 1438 1508 -81 -0.01 -53.00 chart
taylorPlus-13 1433 1528 -92 -0.01 -66.00 chart
taylorPlus-11 1433 1528 -100 -0.01 -72.75 chart
taylorPlus-8 1432 1528 -100 -0.01 -62.00 chart
taylorPlus-5 1458 1556 -100 -0.01 -101.00 chart
taylor3-13 1226 1257 -92 -0.01 -79.25 chart
taylor3-11 1226 1257 -91 -0.01 -58.75 chart
taylor3-8 1226 1257 -87 -0.01 -54.50 chart
taylor3-5 1153 1249 -100 -0.01 -50.00 chart

YM_F LONG
Type Entry Exit Trade % Profit % Points HeatMap
normal-21 1327 1401 86 0.01 292.00 chart
normal-13 1501 1544 92 0.01 254.00 chart
normal-11 1515 1546 100 0.02 435.00 chart
normal-8 1020 1110 100 0.01 351.00 chart
normal-5 1013 1112 100 0.01 303.00 chart
taylorPlus-21 1505 1543 81 0.03 707.00 chart
taylorPlus-13 1505 1543 92 0.01 253.00 chart
taylorPlus-11 1322 1354 91 0.01 221.00 chart
taylorPlus-8 1131 1206 100 0.01 187.00 chart
taylorPlus-5 1131 1216 100 0.01 157.00 chart
taylor3-21 0955 1044 86 0.05 1220.00 chart
taylor3-13 1114 1146 92 0.02 410.00 chart
taylor3-11 1114 1146 91 0.01 277.00 chart
taylor3-8 1110 1149 100 0.01 215.00 chart
taylor3-5 1029 1126 100 0.01 276.00 chart

YM_F SHORT
Type Entry Exit Trade % Profit % Points HeatMap
normal-21 1444 1530 -86 -0.01 -313.00 chart
normal-13 1443 1517 -92 -0.01 -305.00 chart
normal-11 1425 1519 -91 -0.01 -322.00 chart
normal-8 1425 1519 -87 -0.01 -286.00 chart
normal-5 1408 1451 -100 -0.01 -230.00 chart
taylorPlus-21 1216 1251 -81 -0.01 -198.00 chart
taylorPlus-13 1216 1251 -92 -0.00 -85.00 chart
taylorPlus-11 1216 1251 -100 -0.01 -187.00 chart
taylorPlus-8 1216 1314 -100 -0.01 -258.00 chart
taylorPlus-5 0950 1047 -100 -0.01 -251.00 chart
taylor3-21 1306 1355 -86 -0.03 -672.00 chart
taylor3-13 1359 1433 -85 -0.01 -216.00 chart
taylor3-11 1355 1451 -82 -0.01 -290.00 chart
taylor3-8 1148 1240 -87 -0.01 -138.00 chart
taylor3-5 1146 1239 -100 -0.01 -180.00 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.