HotSpots for 03/21/2019 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 48.25 chart
normal-13 1018 1117 85 0.01 37.50 chart
normal-11 1018 1117 91 0.01 41.50 chart
normal-8 0943 1033 100 0.01 23.75 chart
normal-5 1417 1447 100 0.01 19.00 chart
taylorPlus-21 1313 1345 81 0.01 30.50 chart
taylorPlus-13 0939 1031 85 0.01 31.50 chart
taylorPlus-11 1329 1405 91 0.01 19.25 chart
taylorPlus-8 1134 1208 88 0.01 18.00 chart
taylorPlus-5 1134 1212 100 0.00 12.25 chart
taylor3-21 0959 1048 90 0.04 116.50 chart
taylor3-13 1114 1144 85 0.01 29.00 chart
taylor3-11 0959 1050 91 0.01 28.25 chart
taylor3-8 0953 1050 88 0.01 28.75 chart
taylor3-5 1017 1103 100 0.01 16.25 chart

ES_F SHORT
Type Entry Exit Trade % Profit % Points HeatMap
normal-21 1431 1524 -81 -0.02 -41.75 chart
normal-13 1444 1523 -92 -0.01 -40.25 chart
normal-11 1439 1530 -91 -0.01 -38.75 chart
normal-8 1439 1530 -87 -0.01 -30.50 chart
normal-5 1444 1526 -100 -0.01 -22.50 chart
taylorPlus-13 1410 1506 -85 -0.01 -26.75 chart
taylorPlus-11 1431 1528 -82 -0.01 -17.50 chart
taylorPlus-8 1433 1524 -100 -0.01 -16.75 chart
taylorPlus-5 1419 1515 -100 -0.01 -17.25 chart
taylor3-13 1147 1220 -85 -0.00 -12.00 chart
taylor3-11 1147 1220 -91 -0.01 -14.25 chart
taylor3-8 1455 1530 -87 -0.01 -20.25 chart
taylor3-5 1147 1220 -100 -0.00 -13.00 chart

NQ_F LONG
Type Entry Exit Trade % Profit % Points HeatMap
normal-21 1026 1120 90 0.03 206.50 chart
normal-13 1329 1427 85 0.02 126.50 chart
normal-11 1041 1117 91 0.02 140.75 chart
normal-8 0935 1021 100 0.02 112.00 chart
normal-5 1358 1447 100 0.01 99.75 chart
taylorPlus-21 1314 1344 86 0.01 80.50 chart
taylorPlus-13 1324 1357 92 0.01 48.00 chart
taylorPlus-11 1315 1345 100 0.01 43.25 chart
taylorPlus-8 1025 1101 100 0.01 62.50 chart
taylorPlus-5 1134 1216 100 0.01 56.75 chart
taylor3-21 0956 1044 81 0.06 365.50 chart
taylor3-13 1510 1544 92 0.01 34.25 chart
taylor3-11 1005 1050 100 0.01 95.50 chart
taylor3-8 1007 1055 100 0.01 97.75 chart
taylor3-5 1017 1103 100 0.01 81.75 chart

NQ_F SHORT
Type Entry Exit Trade % Profit % Points HeatMap
normal-21 1444 1530 -81 -0.02 -144.00 chart
normal-13 1444 1530 -92 -0.02 -128.75 chart
normal-11 1444 1538 -91 -0.02 -148.50 chart
normal-8 1442 1512 -100 -0.01 -65.25 chart
normal-5 1447 1540 -100 -0.01 -106.50 chart
taylorPlus-21 1438 1508 -81 -0.00 -17.50 chart
taylorPlus-13 1433 1528 -100 -0.01 -81.50 chart
taylorPlus-11 1433 1528 -100 -0.01 -66.75 chart
taylorPlus-8 1429 1526 -100 -0.01 -86.75 chart
taylorPlus-5 1458 1556 -100 -0.01 -84.50 chart
taylor3-13 1226 1257 -85 -0.01 -63.00 chart
taylor3-11 1149 1221 -82 -0.01 -88.50 chart
taylor3-8 1456 1530 -100 -0.01 -47.00 chart
taylor3-5 1458 1530 -100 -0.01 -39.50 chart

YM_F LONG
Type Entry Exit Trade % Profit % Points HeatMap
normal-21 1327 1401 81 0.01 308.00 chart
normal-13 1020 1110 85 0.01 281.00 chart
normal-11 1020 1110 91 0.01 359.00 chart
normal-8 1257 1339 100 0.01 171.00 chart
normal-5 1417 1447 100 0.01 167.00 chart
taylorPlus-21 1505 1543 81 0.03 619.00 chart
taylorPlus-13 1505 1543 92 0.01 224.00 chart
taylorPlus-11 1322 1354 91 0.01 243.00 chart
taylorPlus-8 1128 1208 100 0.01 234.00 chart
taylorPlus-5 1131 1216 100 0.01 178.00 chart
taylor3-21 0954 1053 86 0.05 1086.00 chart
taylor3-13 1459 1548 92 0.01 216.00 chart
taylor3-11 1459 1548 91 0.01 179.00 chart
taylor3-8 1327 1408 100 0.01 182.00 chart
taylor3-5 1451 1549 100 0.01 217.00 chart

YM_F SHORT
Type Entry Exit Trade % Profit % Points HeatMap
normal-21 1444 1530 -86 -0.02 -433.00 chart
normal-13 1444 1530 -92 -0.01 -357.00 chart
normal-11 1444 1530 -91 -0.01 -323.00 chart
normal-8 1443 1532 -87 -0.01 -270.00 chart
normal-5 1300 1330 -100 -0.00 -47.00 chart
taylorPlus-13 1216 1251 -92 -0.01 -184.00 chart
taylorPlus-11 1216 1251 -91 -0.01 -153.00 chart
taylorPlus-8 0954 1047 -87 -0.01 -263.00 chart
taylorPlus-5 0950 1047 -100 -0.01 -259.00 chart
taylor3-21 1306 1355 -81 -0.03 -615.00 chart
taylor3-13 1359 1433 -85 -0.01 -183.00 chart
taylor3-11 1149 1219 -82 -0.01 -162.00 chart
taylor3-8 1444 1530 -87 -0.01 -150.00 chart
taylor3-5 1129 1210 -100 -0.00 -98.00 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.