HotSpots for 04/02/2019 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 1517 1548 86 0.01 27.75 chart
normal-13 1421 1458 92 0.01 31.75 chart
normal-11 1247 1331 100 0.01 34.50 chart
normal-8 1248 1331 100 0.01 31.50 chart
normal-5 1443 1542 100 0.01 20.75 chart
taylorPlus-21 1313 1406 86 0.02 47.75 chart
taylorPlus-13 1329 1405 92 0.01 24.25 chart
taylorPlus-11 1329 1405 91 0.01 18.25 chart
taylorPlus-8 1258 1353 88 0.01 20.50 chart
taylorPlus-5 0930 1029 100 0.01 36.25 chart
taylor3-21 1236 1331 81 0.02 50.00 chart
taylor3-13 1016 1047 85 0.01 27.25 chart
taylor3-11 1018 1115 82 0.01 25.00 chart
taylor3-8 1245 1331 88 0.01 21.75 chart
taylor3-5 1235 1314 100 0.01 16.25 chart

ES_F SHORT
Type Entry Exit Trade % Profit % Points HeatMap
normal-11 1108 1201 -82 -0.02 -51.75 chart
normal-8 1118 1215 -87 -0.02 -47.00 chart
normal-5 1108 1201 -100 -0.01 -32.75 chart
taylorPlus-13 1431 1513 -85 -0.01 -23.75 chart
taylorPlus-11 1433 1524 -91 -0.01 -17.25 chart
taylorPlus-8 1431 1515 -100 -0.01 -23.25 chart
taylorPlus-5 1437 1517 -100 -0.01 -16.25 chart
taylor3-11 1007 1041 -82 -0.00 -10.75 chart
taylor3-8 0942 1018 -87 -0.02 -49.00 chart

NQ_F LONG
Type Entry Exit Trade % Profit % Points HeatMap
normal-21 1249 1348 81 0.02 133.75 chart
normal-13 1247 1345 85 0.01 96.75 chart
normal-11 1251 1322 100 0.01 82.50 chart
normal-8 1251 1322 100 0.01 62.00 chart
normal-5 1227 1315 100 0.01 67.50 chart
taylorPlus-21 1311 1342 90 0.01 91.25 chart
taylorPlus-13 1311 1342 100 0.01 72.75 chart
taylorPlus-11 1311 1342 100 0.01 69.50 chart
taylorPlus-8 1254 1345 100 0.01 73.50 chart
taylorPlus-5 0930 1029 100 0.02 134.25 chart
taylor3-21 1019 1115 81 0.03 200.25 chart
taylor3-13 1017 1047 92 0.02 126.50 chart
taylor3-11 1017 1047 91 0.01 89.75 chart
taylor3-8 1017 1047 100 0.01 73.00 chart
taylor3-5 0947 1034 100 0.01 77.25 chart

NQ_F SHORT
Type Entry Exit Trade % Profit % Points HeatMap
normal-21 1457 1535 -81 -0.01 -96.25 chart
normal-11 1109 1201 -82 -0.02 -170.50 chart
normal-8 1109 1201 -87 -0.02 -155.00 chart
normal-5 1112 1201 -100 -0.01 -103.75 chart
taylorPlus-21 1438 1508 -81 -0.01 -54.75 chart
taylorPlus-13 1433 1528 -92 -0.01 -63.50 chart
taylorPlus-11 1433 1528 -91 -0.01 -56.75 chart
taylorPlus-8 1430 1514 -100 -0.01 -52.00 chart
taylorPlus-5 1437 1518 -100 -0.01 -39.75 chart
taylor3-11 1006 1040 -82 -0.01 -55.50 chart
taylor3-8 0953 1024 -87 -0.01 -75.25 chart
taylor3-5 1516 1556 -100 -0.01 -42.75 chart

YM_F LONG
Type Entry Exit Trade % Profit % Points HeatMap
normal-21 1349 1444 81 0.02 509.00 chart
normal-13 1422 1458 100 0.01 327.00 chart
normal-11 0956 1031 100 0.01 380.00 chart
normal-8 1359 1458 100 0.01 353.00 chart
normal-5 0957 1030 100 0.01 179.00 chart
taylorPlus-21 1313 1405 86 0.02 500.00 chart
taylorPlus-13 1323 1405 92 0.01 318.00 chart
taylorPlus-11 1323 1405 91 0.01 246.00 chart
taylorPlus-8 1514 1544 88 0.01 242.00 chart
taylorPlus-5 1142 1213 100 0.01 231.00 chart
taylor3-13 1304 1342 85 0.00 88.00 chart
taylor3-11 1254 1331 82 0.01 168.00 chart
taylor3-8 1247 1331 88 0.01 193.00 chart
taylor3-5 1429 1500 100 0.00 126.00 chart

YM_F SHORT
Type Entry Exit Trade % Profit % Points HeatMap
normal-13 0933 1013 -85 -0.01 -318.00 chart
normal-11 1118 1215 -82 -0.02 -439.00 chart
normal-8 1118 1215 -87 -0.02 -402.00 chart
normal-5 1118 1215 -100 -0.01 -292.00 chart
taylorPlus-13 1216 1251 -85 -0.01 -146.00 chart
taylorPlus-11 1216 1311 -82 -0.01 -185.00 chart
taylorPlus-8 1443 1518 -100 -0.01 -210.00 chart
taylorPlus-5 1437 1513 -100 -0.01 -140.00 chart
taylor3-13 0934 1016 -85 -0.03 -651.00 chart
taylor3-11 0933 1016 -82 -0.02 -599.00 chart
taylor3-8 0933 1018 -100 -0.03 -683.00 chart
taylor3-5 0932 1016 -100 -0.01 -281.00 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.