HotSpots for 03/29/2019 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 47.75 chart
normal-13 1250 1331 85 0.01 33.50 chart
normal-11 1248 1318 91 0.01 31.50 chart
normal-8 1250 1320 100 0.01 38.50 chart
normal-5 1244 1315 100 0.01 31.75 chart
taylorPlus-21 1013 1112 90 0.04 104.50 chart
taylorPlus-13 1013 1112 100 0.02 59.25 chart
taylorPlus-11 1013 1110 100 0.02 50.75 chart
taylorPlus-8 1024 1118 100 0.01 37.75 chart
taylorPlus-5 1353 1449 100 0.01 31.50 chart
taylor3-21 0957 1054 90 0.04 103.50 chart
taylor3-13 0957 1054 92 0.01 35.25 chart
taylor3-11 0953 1049 91 0.01 34.00 chart
taylor3-8 1017 1103 100 0.01 36.00 chart
taylor3-5 0930 1029 100 0.02 43.25 chart

ES_F SHORT
Type Entry Exit Trade % Profit % Points HeatMap
normal-21 1445 1523 -81 -0.01 -34.50 chart
normal-13 1151 1236 -85 -0.01 -20.75 chart
normal-11 1151 1236 -82 -0.01 -19.25 chart
normal-8 1207 1249 -87 -0.01 -38.50 chart
normal-5 1057 1153 -100 -0.02 -64.00 chart
taylorPlus-11 0943 1013 -82 -0.01 -28.00 chart
taylorPlus-8 0943 1013 -87 -0.01 -22.25 chart
taylorPlus-5 1217 1259 -100 -0.01 -21.50 chart
taylor3-13 1147 1220 -92 -0.01 -17.00 chart
taylor3-11 1147 1220 -91 -0.00 -12.75 chart
taylor3-8 1445 1526 -100 -0.01 -18.50 chart
taylor3-5 1143 1235 -100 -0.01 -22.75 chart

NQ_F LONG
Type Entry Exit Trade % Profit % Points HeatMap
normal-21 1249 1340 81 0.02 125.25 chart
normal-13 0949 1034 85 0.02 110.00 chart
normal-11 1248 1320 91 0.01 92.00 chart
normal-8 1250 1320 100 0.01 101.25 chart
normal-5 1244 1315 100 0.01 88.00 chart
taylorPlus-21 1015 1106 90 0.05 329.75 chart
taylorPlus-13 1015 1106 100 0.03 199.75 chart
taylorPlus-11 1017 1110 100 0.03 191.50 chart
taylorPlus-8 1017 1114 100 0.02 151.00 chart
taylorPlus-5 1038 1118 100 0.01 90.25 chart
taylor3-21 1456 1545 86 0.04 246.00 chart
taylor3-13 1005 1050 92 0.01 99.50 chart
taylor3-11 0953 1050 91 0.02 121.25 chart
taylor3-8 1017 1105 100 0.02 129.75 chart
taylor3-5 0930 1029 100 0.02 146.50 chart

NQ_F SHORT
Type Entry Exit Trade % Profit % Points HeatMap
normal-21 1444 1530 -81 -0.02 -113.75 chart
normal-13 1527 1557 -85 -0.01 -74.75 chart
normal-11 1118 1148 -82 -0.02 -121.25 chart
normal-8 1105 1203 -87 -0.02 -124.75 chart
normal-5 1056 1153 -100 -0.03 -208.25 chart
taylorPlus-13 1502 1532 -85 -0.01 -61.75 chart
taylorPlus-11 0949 1019 -82 -0.01 -97.25 chart
taylorPlus-8 1444 1532 -87 -0.01 -68.00 chart
taylorPlus-5 1218 1254 -100 -0.01 -55.25 chart
taylor3-13 1153 1238 -85 -0.01 -83.25 chart
taylor3-11 1456 1530 -91 -0.01 -42.25 chart
taylor3-8 1153 1238 -100 -0.01 -64.00 chart
taylor3-5 1143 1240 -100 -0.01 -74.25 chart

YM_F LONG
Type Entry Exit Trade % Profit % Points HeatMap
normal-21 1250 1341 81 0.02 488.00 chart
normal-13 1257 1339 92 0.01 174.00 chart
normal-11 1422 1458 100 0.01 284.00 chart
normal-8 1359 1458 100 0.02 462.00 chart
normal-5 1244 1315 100 0.01 289.00 chart
taylorPlus-21 1016 1113 86 0.05 1118.00 chart
taylorPlus-13 1016 1114 100 0.03 633.00 chart
taylorPlus-11 1016 1114 100 0.02 544.00 chart
taylorPlus-8 1016 1114 100 0.01 370.00 chart
taylorPlus-5 1025 1118 100 0.01 336.00 chart
taylor3-21 1459 1548 90 0.04 882.00 chart
taylor3-13 1459 1548 92 0.01 186.00 chart
taylor3-11 1459 1548 91 0.01 157.00 chart
taylor3-8 1027 1117 100 0.01 334.00 chart
taylor3-5 0930 1011 100 0.01 374.00 chart

YM_F SHORT
Type Entry Exit Trade % Profit % Points HeatMap
normal-21 1445 1518 -81 -0.01 -308.00 chart
normal-13 1151 1236 -85 -0.01 -297.00 chart
normal-11 0934 1006 -82 -0.01 -314.00 chart
normal-8 1207 1250 -87 -0.02 -437.00 chart
normal-5 1056 1154 -100 -0.02 -515.00 chart
taylorPlus-13 1227 1259 -85 -0.01 -138.00 chart
taylorPlus-11 1508 1538 -91 -0.00 -122.00 chart
taylorPlus-8 1207 1249 -87 -0.01 -203.00 chart
taylorPlus-5 1145 1241 -100 -0.01 -274.00 chart
taylor3-21 1359 1433 -81 -0.01 -283.00 chart
taylor3-13 1149 1219 -85 -0.01 -202.00 chart
taylor3-11 1148 1240 -82 -0.01 -260.00 chart
taylor3-8 1441 1530 -100 -0.01 -132.00 chart
taylor3-5 1149 1235 -100 -0.01 -209.00 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.