HotSpots for 05/08/2019 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 1203 1240 81 0.01 35.00 chart
normal-13 1332 1421 92 0.01 30.75 chart
normal-11 1326 1420 91 0.01 31.25 chart
normal-8 1320 1408 100 0.01 19.00 chart
normal-5 1310 1357 100 0.00 14.50 chart
taylorPlus-21 0939 1031 86 0.02 54.50 chart
taylorPlus-13 0940 1031 92 0.02 46.50 chart
taylorPlus-11 1002 1036 100 0.01 38.50 chart
taylorPlus-8 1002 1037 100 0.01 27.00 chart
taylorPlus-5 1010 1040 100 0.01 18.50 chart
taylor3-21 1517 1548 86 0.01 26.75 chart
taylor3-13 1524 1554 92 0.01 32.00 chart
taylor3-11 1524 1554 91 0.01 27.25 chart
taylor3-8 1113 1158 88 0.01 21.00 chart
taylor3-5 1109 1155 100 0.01 25.75 chart

ES_F SHORT
Type Entry Exit Trade % Profit % Points HeatMap
normal-13 1457 1533 -85 -0.00 -12.75 chart
normal-11 1457 1543 -82 -0.01 -21.75 chart
normal-8 1236 1309 -87 -0.01 -16.75 chart
normal-5 1236 1306 -100 -0.01 -15.25 chart
taylorPlus-8 1116 1203 -87 -0.01 -25.75 chart
taylorPlus-5 1507 1548 -100 -0.00 -8.75 chart
taylor3-13 1156 1232 -85 -0.01 -19.00 chart
taylor3-11 1158 1252 -91 -0.01 -18.75 chart
taylor3-8 0930 1028 -87 -0.01 -25.75 chart
taylor3-5 1006 1036 -100 -0.01 -16.25 chart

NQ_F LONG
Type Entry Exit Trade % Profit % Points HeatMap
normal-21 1202 1242 86 0.01 92.25 chart
normal-13 1326 1417 100 0.02 131.75 chart
normal-11 1326 1417 100 0.01 113.00 chart
normal-8 1321 1420 100 0.01 93.00 chart
normal-5 0952 1023 100 0.01 68.25 chart
taylorPlus-21 1304 1347 86 0.02 108.50 chart
taylorPlus-13 0959 1032 100 0.02 135.75 chart
taylorPlus-11 1002 1040 100 0.02 180.00 chart
taylorPlus-8 1002 1040 100 0.02 129.50 chart
taylorPlus-5 1002 1040 100 0.01 96.25 chart
taylor3-21 1024 1118 81 0.03 236.50 chart
taylor3-13 0936 1010 85 0.02 129.25 chart
taylor3-11 1045 1126 91 0.01 87.00 chart
taylor3-8 1028 1124 88 0.01 92.25 chart
taylor3-5 0932 1006 100 0.01 82.75 chart

NQ_F SHORT
Type Entry Exit Trade % Profit % Points HeatMap
normal-13 1237 1309 -85 -0.01 -97.75 chart
normal-11 1237 1309 -82 -0.01 -87.50 chart
normal-8 1237 1310 -87 -0.01 -80.75 chart
normal-5 1235 1305 -100 -0.01 -67.25 chart
taylorPlus-8 1116 1202 -87 -0.01 -90.50 chart
taylorPlus-5 1507 1548 -100 -0.00 -37.75 chart
taylor3-21 1456 1530 -81 -0.01 -58.50 chart
taylor3-13 1450 1530 -92 -0.01 -48.75 chart
taylor3-11 1448 1531 -91 -0.01 -54.50 chart
taylor3-8 1428 1527 -87 -0.00 -37.50 chart
taylor3-5 1448 1535 -100 -0.00 -33.00 chart

YM_F LONG
Type Entry Exit Trade % Profit % Points HeatMap
normal-21 1450 1521 86 0.01 276.00 chart
normal-13 1332 1423 92 0.01 273.00 chart
normal-11 1332 1423 91 0.01 244.00 chart
normal-8 1332 1423 100 0.01 239.00 chart
normal-5 1332 1423 100 0.01 170.00 chart
taylorPlus-21 1501 1544 90 0.01 349.00 chart
taylorPlus-13 1501 1544 100 0.01 230.00 chart
taylorPlus-11 1248 1323 100 0.01 220.00 chart
taylorPlus-8 0940 1033 100 0.01 297.00 chart
taylorPlus-5 0940 1037 100 0.01 193.00 chart
taylor3-21 1027 1117 81 0.02 464.00 chart
taylor3-13 1036 1108 92 0.01 325.00 chart
taylor3-11 1045 1139 91 0.02 429.00 chart
taylor3-8 1045 1139 88 0.01 249.00 chart
taylor3-5 1104 1156 100 0.01 316.00 chart

YM_F SHORT
Type Entry Exit Trade % Profit % Points HeatMap
normal-13 1232 1306 -85 -0.01 -178.00 chart
normal-11 1509 1548 -91 -0.01 -174.00 chart
normal-8 1509 1548 -100 -0.01 -165.00 chart
normal-5 1236 1310 -100 -0.01 -168.00 chart
taylorPlus-11 1130 1202 -82 -0.00 -114.00 chart
taylorPlus-8 1133 1203 -87 -0.01 -178.00 chart
taylorPlus-5 1030 1100 -100 -0.00 -109.00 chart
taylor3-13 1158 1251 -85 -0.01 -177.00 chart
taylor3-11 1158 1252 -91 -0.01 -199.00 chart
taylor3-8 0930 1015 -87 -0.01 -386.00 chart
taylor3-5 0938 1022 -100 -0.01 -233.00 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.