HotSpots for 05/07/2019 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 1450 1521 81 0.01 25.25 chart
normal-13 1307 1347 92 0.01 27.25 chart
normal-11 1309 1408 91 0.01 36.00 chart
normal-8 1309 1408 100 0.01 32.00 chart
normal-5 1309 1408 100 0.01 26.25 chart
taylorPlus-21 1038 1133 90 0.02 58.75 chart
taylorPlus-13 1043 1130 100 0.01 35.00 chart
taylorPlus-11 1044 1127 100 0.01 25.25 chart
taylorPlus-8 1046 1139 100 0.01 30.25 chart
taylorPlus-5 1046 1144 100 0.01 26.50 chart
taylor3-21 1304 1403 86 0.02 52.00 chart
taylor3-13 1306 1336 92 0.01 18.75 chart
taylor3-11 1306 1336 100 0.01 19.75 chart
taylor3-8 1306 1358 100 0.01 22.25 chart
taylor3-5 1203 1241 100 0.01 18.50 chart

ES_F SHORT
Type Entry Exit Trade % Profit % Points HeatMap
normal-11 1457 1533 -82 -0.00 -5.25 chart
normal-5 1507 1543 -100 -0.00 -9.75 chart
taylorPlus-13 1156 1254 -92 -0.01 -35.25 chart
taylorPlus-11 1003 1036 -100 -0.01 -38.50 chart
taylorPlus-8 1003 1033 -100 -0.01 -32.75 chart
taylorPlus-5 1002 1033 -100 -0.01 -19.75 chart
taylor3-21 1522 1553 -81 -0.01 -38.50 chart
taylor3-13 1527 1557 -85 -0.01 -32.50 chart
taylor3-11 1056 1147 -82 -0.01 -41.00 chart
taylor3-8 1056 1130 -87 -0.01 -20.50 chart
taylor3-5 1113 1146 -100 -0.01 -22.25 chart

NQ_F LONG
Type Entry Exit Trade % Profit % Points HeatMap
normal-21 1307 1406 81 0.02 128.00 chart
normal-13 1307 1406 92 0.02 137.25 chart
normal-11 1309 1408 100 0.02 140.00 chart
normal-8 1309 1408 100 0.01 117.25 chart
normal-5 0931 1012 100 0.02 146.50 chart
taylorPlus-21 1036 1114 90 0.03 229.00 chart
taylorPlus-13 1040 1139 92 0.03 179.00 chart
taylorPlus-11 1045 1140 91 0.02 135.50 chart
taylorPlus-8 1045 1140 100 0.02 121.00 chart
taylorPlus-5 1045 1142 100 0.01 82.25 chart
taylor3-21 1306 1405 90 0.03 180.50 chart
taylor3-13 1306 1405 92 0.02 114.25 chart
taylor3-11 1306 1405 91 0.01 108.00 chart
taylor3-8 1306 1405 100 0.01 70.75 chart
taylor3-5 1306 1405 100 0.01 56.25 chart

NQ_F SHORT
Type Entry Exit Trade % Profit % Points HeatMap
normal-13 1457 1531 -85 -0.01 -63.75 chart
normal-11 1509 1550 -82 -0.01 -58.75 chart
normal-8 1509 1550 -87 -0.01 -45.25 chart
normal-5 1235 1309 -100 -0.00 -24.00 chart
taylorPlus-21 1459 1535 -86 -0.02 -119.50 chart
taylorPlus-13 1139 1225 -85 -0.02 -126.50 chart
taylorPlus-11 1500 1535 -91 -0.02 -120.25 chart
taylorPlus-8 1138 1219 -100 -0.01 -73.25 chart
taylorPlus-5 1406 1442 -100 -0.01 -52.25 chart
taylor3-21 1527 1557 -81 -0.01 -89.75 chart
taylor3-13 1527 1557 -100 -0.01 -80.25 chart
taylor3-11 1527 1557 -100 -0.01 -64.75 chart
taylor3-8 1527 1557 -100 -0.01 -41.50 chart
taylor3-5 1522 1553 -100 -0.00 -38.25 chart

YM_F LONG
Type Entry Exit Trade % Profit % Points HeatMap
normal-21 1045 1142 86 0.01 311.00 chart
normal-13 1306 1351 92 0.01 202.00 chart
normal-11 1332 1423 91 0.01 218.00 chart
normal-8 1325 1423 100 0.01 243.00 chart
normal-5 1305 1353 100 0.01 203.00 chart
taylorPlus-21 1016 1112 95 0.03 705.00 chart
taylorPlus-13 1036 1135 100 0.02 498.00 chart
taylorPlus-11 1036 1135 100 0.01 361.00 chart
taylorPlus-8 1045 1143 100 0.01 368.00 chart
taylorPlus-5 1045 1144 100 0.01 276.00 chart
taylor3-21 1347 1443 81 0.02 432.00 chart
taylor3-13 1346 1444 85 0.01 293.00 chart
taylor3-11 1346 1444 91 0.01 298.00 chart
taylor3-8 1302 1354 100 0.01 174.00 chart
taylor3-5 1302 1354 100 0.01 155.00 chart

YM_F SHORT
Type Entry Exit Trade % Profit % Points HeatMap
normal-13 1221 1259 -85 -0.00 -52.00 chart
normal-11 1221 1259 -91 -0.00 -60.00 chart
normal-8 1509 1548 -87 -0.01 -156.00 chart
normal-5 1509 1548 -100 -0.01 -140.00 chart
taylorPlus-21 1159 1246 -81 -0.02 -385.00 chart
taylorPlus-13 1159 1253 -100 -0.01 -331.00 chart
taylorPlus-11 1159 1253 -100 -0.01 -246.00 chart
taylorPlus-8 1159 1252 -100 -0.01 -178.00 chart
taylorPlus-5 1517 1558 -100 -0.01 -229.00 chart
taylor3-21 0932 1018 -81 -0.03 -772.00 chart
taylor3-13 0932 1004 -92 -0.02 -424.00 chart
taylor3-11 0933 1004 -91 -0.01 -323.00 chart
taylor3-8 1521 1557 -100 -0.00 -108.00 chart
taylor3-5 1110 1143 -100 -0.01 -194.00 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.