HotSpots for 05/14/2019 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 1201 1239 86 0.02 62.00 chart
normal-13 1320 1408 100 0.02 48.00 chart
normal-11 1320 1408 100 0.02 44.50 chart
normal-8 1152 1240 100 0.02 64.50 chart
normal-5 1151 1238 100 0.02 59.75 chart
taylorPlus-21 0939 1031 86 0.02 53.75 chart
taylorPlus-13 0940 1026 92 0.02 53.00 chart
taylorPlus-11 0939 1026 91 0.01 39.00 chart
taylorPlus-8 1204 1301 100 0.01 28.25 chart
taylorPlus-5 0939 1026 100 0.01 30.25 chart
taylor3-21 1354 1431 81 0.01 33.50 chart
taylor3-13 1248 1347 85 0.01 34.25 chart
taylor3-11 1248 1347 91 0.01 29.25 chart
taylor3-8 1059 1156 88 0.01 31.00 chart
taylor3-5 1106 1156 100 0.01 33.25 chart

ES_F SHORT
Type Entry Exit Trade % Profit % Points HeatMap
normal-11 1507 1543 -91 -0.01 -21.00 chart
normal-8 1000 1039 -87 -0.02 -47.50 chart
normal-5 0942 1041 -100 -0.03 -82.50 chart
taylorPlus-11 1116 1203 -82 -0.01 -40.00 chart
taylorPlus-8 1116 1203 -87 -0.01 -32.50 chart
taylorPlus-5 1507 1548 -100 -0.00 -13.25 chart
taylor3-8 1303 1337 -87 -0.00 -4.75 chart

NQ_F LONG
Type Entry Exit Trade % Profit % Points HeatMap
normal-21 1203 1239 86 0.03 237.25 chart
normal-13 1318 1409 92 0.02 166.75 chart
normal-11 1208 1241 91 0.03 218.25 chart
normal-8 1208 1241 100 0.03 219.50 chart
normal-5 1144 1241 100 0.03 224.50 chart
taylorPlus-21 1314 1345 86 0.01 70.00 chart
taylorPlus-13 0958 1031 100 0.02 125.75 chart
taylorPlus-11 0958 1031 100 0.02 111.00 chart
taylorPlus-8 1202 1257 100 0.01 96.75 chart
taylorPlus-5 0940 1026 100 0.01 99.25 chart
taylor3-21 1354 1432 90 0.02 114.00 chart
taylor3-13 1354 1432 92 0.01 95.75 chart
taylor3-11 1333 1431 91 0.01 87.75 chart
taylor3-8 1120 1150 100 0.01 64.00 chart
taylor3-5 1106 1156 100 0.02 117.25 chart

NQ_F SHORT
Type Entry Exit Trade % Profit % Points HeatMap
normal-13 1241 1312 -85 -0.02 -120.75 chart
normal-11 1241 1312 -82 -0.01 -107.00 chart
normal-8 1119 1153 -100 -0.01 -108.50 chart
normal-5 0942 1041 -100 -0.04 -300.25 chart
taylorPlus-11 1111 1204 -82 -0.02 -155.50 chart
taylorPlus-8 1116 1202 -87 -0.02 -117.50 chart
taylorPlus-5 1521 1554 -100 -0.01 -56.75 chart
taylor3-13 1456 1526 -85 -0.01 -90.75 chart
taylor3-11 1456 1526 -82 -0.01 -47.25 chart
taylor3-8 1456 1526 -87 -0.00 -36.25 chart

YM_F LONG
Type Entry Exit Trade % Profit % Points HeatMap
normal-21 1317 1409 86 0.02 451.00 chart
normal-13 1337 1423 100 0.02 397.00 chart
normal-11 1331 1408 100 0.01 373.00 chart
normal-8 1151 1238 100 0.02 551.00 chart
normal-5 1151 1249 100 0.02 467.00 chart
taylorPlus-21 1501 1544 90 0.01 308.00 chart
taylorPlus-13 1501 1544 100 0.01 232.00 chart
taylorPlus-11 1501 1540 100 0.01 198.00 chart
taylorPlus-8 0940 1037 100 0.01 331.00 chart
taylorPlus-5 0939 1026 100 0.01 209.00 chart
taylor3-21 1459 1555 81 -0.00 -119.00 chart
taylor3-13 1252 1331 92 0.01 174.00 chart
taylor3-11 1152 1241 91 0.01 364.00 chart
taylor3-8 1058 1156 100 0.01 288.00 chart
taylor3-5 1058 1156 100 0.01 250.00 chart

YM_F SHORT
Type Entry Exit Trade % Profit % Points HeatMap
normal-21 0942 1022 -81 -0.03 -724.00 chart
normal-13 1507 1543 -85 -0.01 -166.00 chart
normal-11 0946 1041 -82 -0.02 -538.00 chart
normal-8 1000 1059 -87 -0.02 -499.00 chart
normal-5 0942 1041 -100 -0.03 -679.00 chart
taylorPlus-11 1130 1202 -91 -0.01 -199.00 chart
taylorPlus-8 1133 1203 -87 -0.01 -240.00 chart
taylorPlus-5 1507 1547 -100 -0.00 -93.00 chart
taylor3-21 1425 1519 -81 -0.01 -152.00 chart
taylor3-11 1419 1450 -82 -0.00 -85.00 chart
taylor3-8 0930 1021 -87 -0.00 -128.00 chart
taylor3-5 1239 1318 -100 -0.00 -48.00 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.