HotSpots for 03/19/2019 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 0.02 42.00 chart
normal-13 1517 1547 92 0.01 41.75 chart
normal-11 1517 1547 100 0.01 37.50 chart
normal-8 1018 1117 100 0.01 40.50 chart
normal-5 0934 1033 100 0.01 23.75 chart
taylorPlus-21 1113 1159 90 0.02 63.50 chart
taylorPlus-13 1347 1438 85 0.02 47.00 chart
taylorPlus-11 1347 1438 91 0.02 42.75 chart
taylorPlus-8 1448 1538 100 0.00 13.00 chart
taylorPlus-5 1449 1541 100 0.01 16.75 chart
taylor3-21 1319 1404 86 0.02 43.25 chart
taylor3-13 1328 1401 92 0.01 24.50 chart
taylor3-11 1329 1404 91 0.01 29.00 chart
taylor3-8 1053 1139 88 0.01 20.75 chart
taylor3-5 1353 1439 100 0.01 14.75 chart

ES_F SHORT
Type Entry Exit Trade % Profit % Points HeatMap
normal-21 1443 1523 -81 -0.01 -28.75 chart
normal-13 1431 1524 -92 -0.01 -32.25 chart
normal-11 1431 1524 -91 -0.01 -26.50 chart
normal-8 1443 1523 -87 -0.01 -18.00 chart
normal-5 1443 1523 -100 -0.01 -17.25 chart
taylorPlus-11 1035 1114 -82 -0.01 -22.50 chart
taylorPlus-8 1035 1110 -87 -0.01 -22.75 chart
taylorPlus-5 1132 1219 -100 -0.01 -35.25 chart
taylor3-21 1212 1301 -81 -0.01 -34.25 chart
taylor3-13 1210 1258 -85 -0.01 -20.75 chart
taylor3-11 1222 1255 -82 -0.01 -16.50 chart
taylor3-8 0957 1051 -87 -0.01 -13.75 chart
taylor3-5 1139 1225 -100 -0.00 -8.25 chart

NQ_F LONG
Type Entry Exit Trade % Profit % Points HeatMap
normal-21 1025 1118 86 0.03 177.75 chart
normal-13 1016 1050 92 0.01 99.00 chart
normal-11 1041 1114 91 0.01 106.75 chart
normal-8 1016 1114 100 0.02 151.50 chart
normal-5 0937 1034 100 0.01 85.75 chart
taylorPlus-21 1113 1159 86 0.03 196.25 chart
taylorPlus-13 1511 1547 92 0.01 45.75 chart
taylorPlus-11 1347 1437 91 0.02 116.75 chart
taylorPlus-8 1451 1547 100 0.01 60.25 chart
taylorPlus-5 1219 1316 100 0.01 51.75 chart
taylor3-21 1320 1407 81 0.02 137.00 chart
taylor3-13 1323 1406 85 0.02 131.00 chart
taylor3-11 1137 1233 91 0.01 98.50 chart
taylor3-8 1453 1542 100 0.00 27.75 chart
taylor3-5 1412 1507 100 0.01 51.75 chart

NQ_F SHORT
Type Entry Exit Trade % Profit % Points HeatMap
normal-21 1444 1530 -81 -0.01 -104.75 chart
normal-13 1443 1517 -92 -0.01 -90.50 chart
normal-11 1444 1530 -91 -0.01 -78.00 chart
normal-8 1443 1530 -87 -0.01 -67.75 chart
normal-5 1443 1522 -100 -0.01 -61.50 chart
taylorPlus-13 1033 1109 -85 -0.01 -41.75 chart
taylorPlus-11 1033 1109 -91 -0.01 -59.25 chart
taylorPlus-8 1035 1109 -87 -0.01 -73.50 chart
taylorPlus-5 1132 1204 -100 -0.01 -65.75 chart
taylor3-21 1223 1306 -86 -0.01 -70.50 chart
taylor3-13 1439 1537 -85 -0.01 -57.50 chart
taylor3-11 1118 1152 -82 -0.01 -88.00 chart
taylor3-8 1115 1152 -87 -0.01 -61.50 chart
taylor3-5 1003 1038 -100 -0.01 -56.00 chart

YM_F LONG
Type Entry Exit Trade % Profit % Points HeatMap
normal-21 1327 1401 86 0.01 303.00 chart
normal-13 1501 1544 100 0.01 276.00 chart
normal-11 1515 1546 100 0.02 435.00 chart
normal-8 1018 1113 100 0.01 384.00 chart
normal-5 1016 1112 100 0.01 196.00 chart
taylorPlus-21 1113 1156 90 0.02 524.00 chart
taylorPlus-13 1343 1415 92 0.01 342.00 chart
taylorPlus-11 1343 1415 91 0.01 274.00 chart
taylorPlus-8 1219 1318 100 0.01 217.00 chart
taylorPlus-5 1449 1541 100 0.01 201.00 chart
taylor3-21 1319 1403 86 0.02 405.00 chart
taylor3-13 1329 1407 92 0.01 337.00 chart
taylor3-11 1329 1407 91 0.01 309.00 chart
taylor3-8 1052 1141 88 0.01 264.00 chart
taylor3-5 1353 1443 100 0.01 192.00 chart

YM_F SHORT
Type Entry Exit Trade % Profit % Points HeatMap
normal-21 1444 1530 -86 -0.01 -287.00 chart
normal-13 1425 1514 -92 -0.01 -324.00 chart
normal-11 1425 1514 -91 -0.01 -289.00 chart
normal-8 1443 1517 -87 -0.01 -164.00 chart
normal-5 1401 1455 -100 -0.01 -162.00 chart
taylorPlus-11 0937 1025 -82 -0.02 -503.00 chart
taylorPlus-8 1003 1100 -87 -0.01 -311.00 chart
taylorPlus-5 1132 1219 -100 -0.01 -335.00 chart
taylor3-13 1457 1535 -85 -0.01 -198.00 chart
taylor3-11 1226 1259 -82 -0.01 -177.00 chart
taylor3-8 1425 1519 -87 -0.00 -108.00 chart
taylor3-5 1232 1306 -100 -0.00 -80.00 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.