HotSpots for 03/22/2019 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 1120 81 0.02 56.75 chart
normal-13 1018 1117 92 0.02 58.25 chart
normal-11 1018 1117 91 0.02 51.50 chart
normal-8 0943 1033 100 0.01 24.50 chart
normal-5 1417 1447 100 0.01 22.75 chart
taylorPlus-21 1113 1159 90 0.02 65.50 chart
taylorPlus-13 1347 1445 85 0.02 53.75 chart
taylorPlus-11 1347 1445 82 0.01 25.50 chart
taylorPlus-8 1250 1330 100 0.01 23.00 chart
taylorPlus-5 1250 1330 100 0.01 16.00 chart
taylor3-21 1321 1407 81 0.02 51.00 chart
taylor3-13 1137 1210 85 0.01 32.00 chart
taylor3-11 1137 1210 82 0.01 24.50 chart
taylor3-8 1136 1208 88 0.01 18.00 chart
taylor3-5 1134 1208 100 0.01 17.50 chart

ES_F SHORT
Type Entry Exit Trade % Profit % Points HeatMap
normal-21 1431 1524 -86 -0.02 -46.25 chart
normal-13 1444 1523 -92 -0.01 -40.75 chart
normal-11 1439 1530 -91 -0.01 -35.50 chart
normal-8 1444 1523 -100 -0.01 -34.50 chart
normal-5 1447 1540 -100 -0.01 -41.00 chart
taylorPlus-13 1035 1114 -85 -0.01 -33.50 chart
taylorPlus-11 1036 1111 -91 -0.01 -31.25 chart
taylorPlus-8 1455 1530 -100 -0.01 -20.00 chart
taylorPlus-5 1429 1524 -100 -0.01 -29.50 chart
taylor3-21 1441 1534 -81 -0.03 -80.00 chart
taylor3-13 1222 1255 -85 -0.01 -31.75 chart
taylor3-11 1210 1254 -82 -0.01 -26.50 chart
taylor3-8 0957 1053 -87 -0.01 -14.25 chart
taylor3-5 1430 1502 -100 -0.00 -8.00 chart

NQ_F LONG
Type Entry Exit Trade % Profit % Points HeatMap
normal-21 1026 1118 90 0.03 232.25 chart
normal-13 1026 1118 92 0.03 183.25 chart
normal-11 1016 1114 91 0.03 191.75 chart
normal-8 0944 1035 100 0.02 116.75 chart
normal-5 1358 1447 100 0.02 131.25 chart
taylorPlus-21 1113 1159 86 0.03 198.00 chart
taylorPlus-13 1347 1437 92 0.02 137.25 chart
taylorPlus-11 1347 1437 91 0.01 65.50 chart
taylorPlus-8 1255 1345 88 0.01 65.25 chart
taylorPlus-5 1247 1317 100 0.00 28.25 chart
taylor3-21 1354 1441 81 0.02 145.50 chart
taylor3-13 1137 1233 92 0.02 132.75 chart
taylor3-11 1137 1233 91 0.01 83.75 chart
taylor3-8 1143 1218 100 0.01 84.75 chart
taylor3-5 1134 1207 100 0.01 68.50 chart

NQ_F SHORT
Type Entry Exit Trade % Profit % Points HeatMap
normal-21 1444 1530 -86 -0.02 -149.00 chart
normal-13 1444 1536 -92 -0.02 -129.50 chart
normal-11 1444 1536 -91 -0.02 -125.25 chart
normal-8 1444 1536 -100 -0.02 -131.75 chart
normal-5 1447 1536 -100 -0.01 -103.50 chart
taylorPlus-13 1033 1109 -92 -0.01 -83.50 chart
taylorPlus-11 1033 1109 -91 -0.01 -62.50 chart
taylorPlus-8 1035 1107 -87 -0.01 -67.00 chart
taylorPlus-5 0939 1026 -100 -0.01 -85.00 chart
taylor3-21 1223 1306 -86 -0.01 -86.00 chart
taylor3-13 1223 1255 -85 -0.01 -85.00 chart
taylor3-11 1443 1538 -82 -0.01 -102.25 chart
taylor3-8 1003 1035 -87 -0.01 -43.75 chart
taylor3-5 1003 1035 -100 -0.01 -52.75 chart

YM_F LONG
Type Entry Exit Trade % Profit % Points HeatMap
normal-21 1030 1117 81 0.02 480.00 chart
normal-13 1020 1110 92 0.02 486.00 chart
normal-11 1018 1113 91 0.02 487.00 chart
normal-8 1257 1339 100 0.00 124.00 chart
normal-5 1420 1450 100 0.01 203.00 chart
taylorPlus-21 1113 1156 90 0.02 460.00 chart
taylorPlus-13 1114 1145 92 0.00 77.00 chart
taylorPlus-11 1257 1350 91 0.01 175.00 chart
taylorPlus-8 1250 1331 100 0.01 260.00 chart
taylorPlus-5 1250 1331 100 0.01 168.00 chart
taylor3-21 1319 1407 81 0.02 489.00 chart
taylor3-13 1134 1231 92 0.01 278.00 chart
taylor3-11 1134 1233 91 0.01 202.00 chart
taylor3-8 1101 1141 88 0.01 221.00 chart
taylor3-5 1259 1339 100 0.01 176.00 chart

YM_F SHORT
Type Entry Exit Trade % Profit % Points HeatMap
normal-21 1431 1530 -90 -0.02 -447.00 chart
normal-13 1444 1530 -92 -0.01 -360.00 chart
normal-11 1443 1532 -91 -0.01 -310.00 chart
normal-8 1437 1536 -87 -0.01 -315.00 chart
normal-5 1447 1541 -100 -0.01 -357.00 chart
taylorPlus-13 1037 1111 -85 -0.01 -271.00 chart
taylorPlus-11 1037 1111 -91 -0.01 -292.00 chart
taylorPlus-8 1444 1530 -100 -0.01 -219.00 chart
taylorPlus-5 0937 1032 -100 -0.01 -367.00 chart
taylor3-13 1222 1255 -85 -0.01 -353.00 chart
taylor3-11 1202 1256 -82 -0.01 -238.00 chart
taylor3-8 1202 1256 -87 -0.01 -222.00 chart
taylor3-5 1425 1524 -100 -0.01 -163.00 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.