HotSpots for 03/20/2019 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 1025 1120 81 0.02 44.75 chart
normal-13 1517 1547 92 0.01 36.00 chart
normal-11 1017 1116 91 0.02 44.75 chart
normal-8 0935 1034 88 0.01 36.75 chart
normal-5 1136 1207 100 0.01 17.25 chart
taylorPlus-21 1020 1113 86 0.04 116.25 chart
taylorPlus-13 1013 1112 100 0.02 58.00 chart
taylorPlus-11 1013 1112 100 0.02 56.25 chart
taylorPlus-8 1013 1112 100 0.01 39.75 chart
taylorPlus-5 1030 1129 100 0.01 31.25 chart
taylor3-21 1150 1246 81 0.03 72.00 chart
taylor3-13 1304 1401 85 0.02 43.50 chart
taylor3-11 1016 1047 91 0.01 25.50 chart
taylor3-8 1016 1049 88 0.01 15.75 chart
taylor3-5 1016 1049 100 0.00 11.25 chart

ES_F SHORT
Type Entry Exit Trade % Profit % Points HeatMap
normal-21 1444 1523 -81 -0.01 -37.50 chart
normal-13 1431 1524 -92 -0.01 -38.25 chart
normal-11 1444 1523 -91 -0.01 -33.50 chart
normal-8 1443 1526 -87 -0.01 -28.00 chart
normal-5 1444 1526 -100 -0.01 -22.25 chart
taylorPlus-11 1159 1230 -82 -0.00 -11.50 chart
taylorPlus-8 0949 1029 -87 -0.01 -17.25 chart
taylor3-11 1420 1507 -82 -0.01 -16.25 chart
taylor3-8 0956 1040 -87 -0.01 -14.50 chart
taylor3-5 0942 1016 -100 -0.01 -35.75 chart

NQ_F LONG
Type Entry Exit Trade % Profit % Points HeatMap
normal-21 1026 1118 86 0.03 199.00 chart
normal-13 1026 1118 85 0.02 115.00 chart
normal-11 1026 1118 91 0.02 148.75 chart
normal-8 0935 1022 100 0.02 129.00 chart
normal-5 0941 1021 100 0.01 71.00 chart
taylorPlus-21 1016 1110 90 0.06 377.00 chart
taylorPlus-13 1016 1110 100 0.03 207.75 chart
taylorPlus-11 1013 1112 100 0.03 218.25 chart
taylorPlus-8 1013 1112 100 0.02 158.50 chart
taylorPlus-5 1040 1139 100 0.02 111.25 chart
taylor3-21 1153 1250 81 0.03 184.25 chart
taylor3-13 1304 1403 92 0.02 137.75 chart
taylor3-11 1018 1050 91 0.02 130.75 chart
taylor3-8 1018 1050 88 0.01 86.00 chart
taylor3-5 1018 1050 100 0.01 56.00 chart

NQ_F SHORT
Type Entry Exit Trade % Profit % Points HeatMap
normal-21 1444 1530 -81 -0.02 -133.25 chart
normal-13 1444 1530 -92 -0.02 -119.50 chart
normal-11 1444 1530 -91 -0.02 -108.25 chart
normal-8 1443 1526 -87 -0.01 -93.75 chart
normal-5 1443 1541 -100 -0.01 -82.00 chart
taylorPlus-13 1242 1312 -85 -0.01 -66.75 chart
taylorPlus-11 1229 1302 -82 -0.01 -40.25 chart
taylorPlus-8 1443 1520 -87 -0.00 -31.75 chart
taylorPlus-5 1205 1255 -100 -0.00 -35.25 chart
taylor3-11 1457 1553 -82 -0.01 -75.25 chart
taylor3-8 1001 1039 -87 -0.01 -73.00 chart
taylor3-5 0956 1026 -100 -0.01 -65.50 chart

YM_F LONG
Type Entry Exit Trade % Profit % Points HeatMap
normal-21 1327 1401 81 0.01 239.00 chart
normal-13 1515 1546 92 0.02 407.00 chart
normal-11 1030 1117 91 0.01 364.00 chart
normal-8 1257 1339 100 0.01 195.00 chart
normal-5 1030 1117 100 0.01 212.00 chart
taylorPlus-21 1016 1115 81 0.04 1027.00 chart
taylorPlus-13 1016 1114 92 0.02 553.00 chart
taylorPlus-11 1016 1114 100 0.02 554.00 chart
taylorPlus-8 1030 1128 100 0.02 396.00 chart
taylorPlus-5 1030 1129 100 0.01 335.00 chart
taylor3-21 1147 1238 86 0.03 687.00 chart
taylor3-13 1304 1401 85 0.02 397.00 chart
taylor3-11 1135 1210 91 0.01 229.00 chart
taylor3-8 1313 1353 88 0.01 137.00 chart
taylor3-5 1257 1351 100 0.01 142.00 chart

YM_F SHORT
Type Entry Exit Trade % Profit % Points HeatMap
normal-21 1444 1530 -86 -0.02 -388.00 chart
normal-13 1443 1524 -92 -0.01 -349.00 chart
normal-11 1443 1517 -91 -0.01 -293.00 chart
normal-8 1214 1255 -87 -0.01 -239.00 chart
normal-5 1401 1453 -100 -0.01 -184.00 chart
taylorPlus-11 1227 1259 -82 -0.00 -101.00 chart
taylorPlus-8 1203 1254 -87 -0.01 -128.00 chart
taylorPlus-5 1205 1255 -100 -0.00 -106.00 chart
taylor3-13 0937 1010 -85 -0.01 -350.00 chart
taylor3-11 0942 1025 -82 -0.02 -439.00 chart
taylor3-8 0941 1024 -87 -0.02 -433.00 chart
taylor3-5 0931 1018 -100 -0.02 -511.00 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.