HotSpots for 03/28/2019 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 1249 1319 81 0.02 45.50 chart
normal-13 1250 1331 85 0.01 33.00 chart
normal-11 1248 1318 91 0.01 29.75 chart
normal-8 1402 1449 100 0.01 37.50 chart
normal-5 1244 1315 100 0.01 32.50 chart
taylorPlus-21 1112 1205 81 0.02 57.00 chart
taylorPlus-13 1347 1445 85 0.01 34.00 chart
taylorPlus-11 1248 1331 91 0.01 28.25 chart
taylorPlus-8 1248 1319 100 0.01 28.75 chart
taylorPlus-5 0959 1056 100 0.01 24.75 chart
taylor3-21 1019 1114 81 0.02 55.50 chart
taylor3-13 1016 1047 92 0.01 35.00 chart
taylor3-11 1023 1115 91 0.01 28.75 chart
taylor3-8 1016 1049 100 0.01 21.25 chart
taylor3-5 1022 1121 100 0.01 34.50 chart

ES_F SHORT
Type Entry Exit Trade % Profit % Points HeatMap
normal-21 1445 1523 -86 -0.01 -40.00 chart
normal-13 1213 1257 -85 -0.01 -24.75 chart
normal-11 1213 1257 -82 -0.01 -23.00 chart
normal-8 1449 1522 -87 -0.01 -19.75 chart
normal-5 1133 1229 -100 -0.01 -27.00 chart
taylorPlus-13 1036 1111 -85 -0.01 -33.25 chart
taylorPlus-11 1035 1112 -82 -0.01 -28.50 chart
taylorPlus-8 1132 1219 -87 -0.02 -48.00 chart
taylorPlus-5 1314 1359 -100 -0.01 -27.25 chart
taylor3-11 0941 1016 -82 -0.02 -62.00 chart
taylor3-8 0941 1016 -87 -0.02 -51.50 chart
taylor3-5 0939 1018 -100 -0.01 -39.00 chart

NQ_F LONG
Type Entry Exit Trade % Profit % Points HeatMap
normal-21 1026 1118 81 0.02 127.75 chart
normal-13 0949 1034 85 0.02 109.25 chart
normal-11 1359 1431 91 0.02 138.25 chart
normal-8 1249 1319 100 0.01 87.75 chart
normal-5 1244 1315 100 0.01 89.00 chart
taylorPlus-21 1112 1205 81 0.03 188.75 chart
taylorPlus-13 1347 1437 92 0.01 77.25 chart
taylorPlus-11 1347 1437 91 0.01 41.25 chart
taylorPlus-8 1247 1317 100 0.01 70.25 chart
taylorPlus-5 0959 1056 100 0.01 61.50 chart
taylor3-21 1019 1115 86 0.04 239.50 chart
taylor3-13 1016 1051 92 0.03 182.25 chart
taylor3-11 1016 1051 91 0.02 151.50 chart
taylor3-8 1014 1054 100 0.02 119.50 chart
taylor3-5 1018 1117 100 0.02 117.00 chart

NQ_F SHORT
Type Entry Exit Trade % Profit % Points HeatMap
normal-21 1444 1530 -86 -0.02 -134.50 chart
normal-13 1527 1557 -85 -0.01 -75.00 chart
normal-11 1118 1148 -82 -0.02 -115.00 chart
normal-8 1105 1203 -87 -0.02 -157.75 chart
normal-5 1105 1203 -100 -0.02 -137.25 chart
taylorPlus-21 1519 1550 -81 -0.02 -151.75 chart
taylorPlus-13 1033 1108 -85 -0.01 -73.50 chart
taylorPlus-11 0939 1015 -82 -0.02 -148.50 chart
taylorPlus-8 0940 1028 -87 -0.02 -152.75 chart
taylorPlus-5 0939 1015 -100 -0.02 -147.25 chart
taylor3-13 1216 1304 -85 -0.01 -59.75 chart
taylor3-11 0953 1024 -82 -0.01 -102.75 chart
taylor3-8 0953 1024 -87 -0.01 -87.50 chart
taylor3-5 1231 1329 -100 -0.01 -51.00 chart

YM_F LONG
Type Entry Exit Trade % Profit % Points HeatMap
normal-21 1412 1442 86 0.01 209.00 chart
normal-13 1257 1339 92 0.01 231.00 chart
normal-11 1247 1319 91 0.01 273.00 chart
normal-8 1359 1447 100 0.02 505.00 chart
normal-5 1244 1315 100 0.01 300.00 chart
taylorPlus-21 1113 1156 86 0.02 352.00 chart
taylorPlus-13 1250 1331 85 0.01 317.00 chart
taylorPlus-11 1250 1331 91 0.01 321.00 chart
taylorPlus-8 1250 1322 100 0.01 280.00 chart
taylorPlus-5 0959 1056 100 0.01 238.00 chart
taylor3-11 1254 1331 82 0.01 162.00 chart
taylor3-8 1016 1058 88 0.01 244.00 chart
taylor3-5 1018 1057 100 0.01 283.00 chart

YM_F SHORT
Type Entry Exit Trade % Profit % Points HeatMap
normal-21 1443 1518 -86 -0.01 -344.00 chart
normal-13 1213 1251 -85 -0.02 -387.00 chart
normal-11 1213 1251 -82 -0.01 -327.00 chart
normal-8 1151 1236 -87 -0.01 -251.00 chart
normal-5 1132 1228 -100 -0.01 -317.00 chart
taylorPlus-21 0937 1015 -81 -0.04 -1029.00 chart
taylorPlus-13 1037 1111 -85 -0.01 -328.00 chart
taylorPlus-11 0931 1004 -82 -0.02 -496.00 chart
taylorPlus-8 0939 1030 -87 -0.02 -550.00 chart
taylorPlus-5 0937 1030 -100 -0.02 -427.00 chart
taylor3-13 0953 1024 -85 -0.01 -254.00 chart
taylor3-11 0942 1024 -91 -0.03 -681.00 chart
taylor3-8 0930 1016 -87 -0.02 -627.00 chart
taylor3-5 0930 1018 -100 -0.02 -508.00 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.