HotSpots for 03/26/2019 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 1354 1444 81 0.02 63.50 chart
normal-13 1016 1115 85 0.02 57.75 chart
normal-11 0959 1031 91 0.01 23.00 chart
normal-8 1411 1447 100 0.01 32.00 chart
normal-5 1359 1447 100 0.02 52.00 chart
taylorPlus-21 1020 1113 90 0.05 128.75 chart
taylorPlus-13 1013 1112 100 0.02 60.25 chart
taylorPlus-11 1013 1112 100 0.02 56.75 chart
taylorPlus-8 1013 1112 100 0.01 36.25 chart
taylorPlus-5 1352 1447 100 0.01 35.75 chart
taylor3-21 0959 1048 90 0.04 107.25 chart
taylor3-13 1114 1144 85 0.01 27.25 chart
taylor3-11 1024 1105 91 0.01 35.25 chart
taylor3-8 1017 1103 100 0.01 31.75 chart
taylor3-5 1017 1116 100 0.01 33.75 chart

ES_F SHORT
Type Entry Exit Trade % Profit % Points HeatMap
normal-21 1444 1523 -86 -0.02 -43.75 chart
normal-13 1444 1523 -85 -0.01 -32.50 chart
normal-11 1213 1257 -91 -0.01 -23.75 chart
normal-8 1512 1556 -87 -0.01 -31.25 chart
normal-5 1501 1552 -100 -0.01 -42.50 chart
taylorPlus-11 1159 1255 -82 -0.01 -23.25 chart
taylorPlus-8 0941 1013 -87 -0.01 -27.50 chart
taylorPlus-5 1139 1225 -100 -0.01 -15.25 chart
taylor3-13 1442 1518 -85 -0.01 -16.50 chart
taylor3-11 1147 1220 -91 -0.01 -13.75 chart
taylor3-8 1147 1220 -100 -0.01 -17.00 chart
taylor3-5 1149 1235 -100 -0.01 -16.75 chart

NQ_F LONG
Type Entry Exit Trade % Profit % Points HeatMap
normal-21 1026 1120 86 0.03 195.25 chart
normal-13 1005 1058 92 0.02 168.00 chart
normal-11 1357 1443 91 0.03 178.50 chart
normal-8 1358 1447 100 0.03 182.75 chart
normal-5 1357 1449 100 0.02 174.25 chart
taylorPlus-21 1016 1110 90 0.06 389.50 chart
taylorPlus-13 1013 1112 100 0.03 235.00 chart
taylorPlus-11 1013 1112 100 0.03 221.50 chart
taylorPlus-8 1013 1110 100 0.02 149.50 chart
taylorPlus-5 1354 1453 100 0.02 123.50 chart
taylor3-21 1505 1544 86 0.04 254.00 chart
taylor3-13 1005 1050 92 0.01 69.75 chart
taylor3-11 1005 1050 100 0.02 106.75 chart
taylor3-8 1017 1106 100 0.02 126.25 chart
taylor3-5 1017 1113 100 0.02 121.50 chart

NQ_F SHORT
Type Entry Exit Trade % Profit % Points HeatMap
normal-21 1444 1530 -86 -0.02 -151.75 chart
normal-13 1444 1536 -85 -0.02 -135.25 chart
normal-11 1527 1557 -91 -0.01 -92.50 chart
normal-8 1458 1555 -87 -0.02 -127.00 chart
normal-5 1207 1250 -100 -0.01 -87.50 chart
taylorPlus-13 1458 1536 -85 -0.01 -61.25 chart
taylorPlus-11 1445 1536 -82 -0.01 -55.25 chart
taylorPlus-8 0933 1013 -87 -0.02 -111.00 chart
taylorPlus-5 1206 1240 -100 -0.01 -39.50 chart
taylor3-13 1444 1514 -85 -0.01 -48.25 chart
taylor3-11 1148 1220 -82 -0.01 -79.25 chart
taylor3-8 1153 1238 -100 -0.01 -104.00 chart
taylor3-5 1147 1236 -100 -0.01 -62.00 chart

YM_F LONG
Type Entry Exit Trade % Profit % Points HeatMap
normal-21 1412 1442 86 0.01 241.00 chart
normal-13 1257 1339 92 0.01 258.00 chart
normal-11 1257 1339 100 0.01 243.00 chart
normal-8 1417 1447 100 0.01 279.00 chart
normal-5 1359 1447 100 0.02 443.00 chart
taylorPlus-21 1016 1115 86 0.05 1184.00 chart
taylorPlus-13 1016 1114 92 0.02 572.00 chart
taylorPlus-11 1016 1114 100 0.02 549.00 chart
taylorPlus-8 1016 1114 100 0.01 340.00 chart
taylorPlus-5 1020 1118 100 0.01 329.00 chart
taylor3-21 0956 1053 86 0.04 1001.00 chart
taylor3-13 1459 1548 92 0.01 210.00 chart
taylor3-11 1459 1548 91 0.01 152.00 chart
taylor3-8 1327 1408 100 0.01 193.00 chart
taylor3-5 0930 1008 100 0.01 320.00 chart

YM_F SHORT
Type Entry Exit Trade % Profit % Points HeatMap
normal-21 1441 1530 -90 -0.01 -388.00 chart
normal-13 1212 1251 -85 -0.01 -371.00 chart
normal-11 1212 1251 -91 -0.01 -373.00 chart
normal-8 1216 1251 -87 -0.01 -298.00 chart
normal-5 1151 1250 -100 -0.02 -394.00 chart
taylorPlus-13 1227 1259 -85 -0.01 -216.00 chart
taylorPlus-11 1159 1250 -82 -0.01 -197.00 chart
taylorPlus-8 1443 1532 -87 -0.01 -197.00 chart
taylorPlus-5 1146 1241 -100 -0.01 -181.00 chart
taylor3-11 1148 1219 -82 -0.01 -149.00 chart
taylor3-8 1144 1239 -87 -0.01 -257.00 chart
taylor3-5 1149 1234 -100 -0.01 -160.00 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.