HotSpots for 03/25/2019 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-13 1017 1115 85 0.01 41.75 chart
normal-11 1257 1345 91 0.01 25.50 chart
normal-8 1356 1444 88 0.02 42.25 chart
normal-5 1359 1447 100 0.02 50.00 chart
taylorPlus-21 1111 1159 86 0.02 48.50 chart
taylorPlus-13 1347 1445 85 0.02 53.25 chart
taylorPlus-11 1248 1331 91 0.01 28.25 chart
taylorPlus-8 1248 1331 100 0.01 27.50 chart
taylorPlus-5 1249 1331 100 0.01 21.00 chart
taylor3-21 1131 1207 81 0.02 39.25 chart
taylor3-13 1014 1047 92 0.01 35.00 chart
taylor3-11 1016 1047 91 0.01 22.50 chart
taylor3-8 1024 1120 88 0.01 14.25 chart
taylor3-5 1016 1048 100 0.00 12.00 chart

ES_F SHORT
Type Entry Exit Trade % Profit % Points HeatMap
normal-21 1444 1523 -86 -0.02 -45.00 chart
normal-13 1439 1530 -92 -0.02 -43.00 chart
normal-11 1444 1523 -91 -0.01 -36.00 chart
normal-8 1444 1526 -100 -0.01 -31.00 chart
normal-5 1447 1541 -100 -0.02 -50.00 chart
taylorPlus-13 1036 1111 -85 -0.01 -36.75 chart
taylorPlus-11 1036 1111 -91 -0.02 -41.75 chart
taylorPlus-8 1456 1530 -100 -0.01 -26.50 chart
taylorPlus-5 1431 1530 -100 -0.01 -32.00 chart
taylor3-11 0942 1014 -82 -0.01 -40.50 chart
taylor3-8 1433 1505 -87 -0.01 -20.50 chart
taylor3-5 0942 1018 -100 -0.01 -26.75 chart

NQ_F LONG
Type Entry Exit Trade % Profit % Points HeatMap
normal-21 1026 1120 86 0.03 179.00 chart
normal-13 1329 1427 85 0.02 150.75 chart
normal-11 1358 1443 91 0.03 177.50 chart
normal-8 1358 1444 100 0.02 158.75 chart
normal-5 1357 1449 100 0.02 166.00 chart
taylorPlus-21 1111 1205 81 0.03 218.75 chart
taylorPlus-13 1347 1437 92 0.02 130.25 chart
taylorPlus-11 1347 1437 91 0.01 59.00 chart
taylorPlus-8 1247 1317 100 0.01 60.25 chart
taylorPlus-5 1247 1317 100 0.01 37.50 chart
taylor3-21 1309 1339 86 0.02 112.75 chart
taylor3-13 1018 1050 92 0.02 153.25 chart
taylor3-11 1309 1407 91 0.02 144.25 chart
taylor3-8 1309 1405 88 0.01 89.00 chart
taylor3-5 1018 1050 100 0.01 68.00 chart

NQ_F SHORT
Type Entry Exit Trade % Profit % Points HeatMap
normal-21 1444 1530 -86 -0.02 -156.75 chart
normal-13 1444 1536 -92 -0.02 -153.75 chart
normal-11 1443 1536 -91 -0.02 -150.00 chart
normal-8 1458 1555 -100 -0.02 -155.50 chart
normal-5 1449 1540 -100 -0.02 -127.00 chart
taylorPlus-21 1457 1554 -81 -0.04 -292.00 chart
taylorPlus-13 1033 1109 -92 -0.01 -93.75 chart
taylorPlus-11 1036 1109 -91 -0.02 -118.00 chart
taylorPlus-8 1457 1553 -87 -0.01 -105.25 chart
taylorPlus-5 0939 1028 -100 -0.01 -101.75 chart
taylor3-13 1457 1553 -85 -0.02 -113.25 chart
taylor3-11 0949 1019 -82 -0.02 -112.00 chart
taylor3-8 1433 1531 -100 -0.01 -77.50 chart
taylor3-5 1433 1531 -100 -0.01 -69.75 chart

YM_F LONG
Type Entry Exit Trade % Profit % Points HeatMap
normal-21 1254 1339 81 0.01 316.00 chart
normal-13 1257 1350 92 0.01 273.00 chart
normal-11 1257 1339 100 0.01 270.00 chart
normal-8 1257 1339 100 0.01 143.00 chart
normal-5 1359 1450 100 0.02 432.00 chart
taylorPlus-21 1113 1205 86 0.03 634.00 chart
taylorPlus-13 1347 1445 85 0.02 420.00 chart
taylorPlus-11 1250 1331 91 0.01 306.00 chart
taylorPlus-8 1250 1332 100 0.01 289.00 chart
taylorPlus-5 1250 1331 100 0.01 216.00 chart
taylor3-21 1147 1238 81 0.02 587.00 chart
taylor3-13 1312 1411 85 0.02 422.00 chart
taylor3-11 1312 1411 82 0.01 358.00 chart
taylor3-8 1310 1401 88 0.01 244.00 chart
taylor3-5 1327 1401 100 0.01 189.00 chart

YM_F SHORT
Type Entry Exit Trade % Profit % Points HeatMap
normal-21 1431 1530 -90 -0.02 -471.00 chart
normal-13 1444 1530 -92 -0.01 -385.00 chart
normal-11 1443 1532 -91 -0.01 -354.00 chart
normal-8 1441 1536 -87 -0.01 -336.00 chart
normal-5 1450 1541 -100 -0.02 -456.00 chart
taylorPlus-13 1037 1111 -85 -0.01 -360.00 chart
taylorPlus-11 1003 1100 -91 -0.02 -426.00 chart
taylorPlus-8 1003 1100 -100 -0.01 -358.00 chart
taylorPlus-5 0937 1030 -100 -0.01 -353.00 chart
taylor3-11 0953 1024 -91 -0.01 -272.00 chart
taylor3-8 0942 1024 -87 -0.02 -410.00 chart
taylor3-5 0930 1018 -100 -0.02 -518.00 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.