HotSpots for 05/17/2019 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 1331 1426 90 0.02 46.75 chart
normal-13 1331 1426 92 0.02 45.50 chart
normal-11 1218 1251 91 0.01 40.00 chart
normal-8 1331 1426 100 0.01 30.50 chart
normal-5 1104 1200 100 0.01 36.75 chart
taylorPlus-21 0939 1031 86 0.02 61.00 chart
taylorPlus-13 0940 1026 92 0.02 55.00 chart
taylorPlus-11 0939 1033 91 0.02 46.25 chart
taylorPlus-8 1230 1300 100 0.00 14.00 chart
taylorPlus-5 0931 1026 100 0.01 32.00 chart
taylor3-21 1354 1431 81 0.01 34.75 chart
taylor3-13 1248 1347 92 0.01 40.00 chart
taylor3-11 1045 1139 91 0.01 36.50 chart
taylor3-8 1248 1347 100 0.01 22.00 chart
taylor3-5 1106 1156 100 0.01 35.75 chart

ES_F SHORT
Type Entry Exit Trade % Profit % Points HeatMap
normal-13 1455 1545 -85 -0.01 -42.00 chart
normal-11 1444 1543 -82 -0.01 -30.50 chart
normal-8 1454 1551 -87 -0.01 -39.25 chart
normal-5 1521 1551 -100 -0.01 -33.25 chart
taylorPlus-8 1507 1550 -100 -0.01 -19.25 chart
taylorPlus-5 1507 1548 -100 -0.01 -16.75 chart
taylor3-5 1022 1106 -100 -0.00 -6.00 chart

NQ_F LONG
Type Entry Exit Trade % Profit % Points HeatMap
normal-21 1344 1429 86 0.02 122.50 chart
normal-13 1318 1357 92 0.02 148.50 chart
normal-11 1318 1357 91 0.02 125.25 chart
normal-8 1140 1239 100 0.02 189.75 chart
normal-5 1117 1206 100 0.01 111.00 chart
taylorPlus-21 0951 1021 86 0.02 135.75 chart
taylorPlus-13 0958 1031 100 0.02 155.00 chart
taylorPlus-11 1000 1052 100 0.02 143.25 chart
taylorPlus-8 0957 1045 100 0.01 113.00 chart
taylorPlus-5 0951 1046 100 0.01 98.25 chart
taylor3-21 1354 1432 86 0.02 108.50 chart
taylor3-13 1401 1433 92 0.01 77.25 chart
taylor3-11 1101 1148 91 0.02 148.00 chart
taylor3-8 1107 1156 100 0.02 149.00 chart
taylor3-5 1106 1156 100 0.02 124.50 chart

NQ_F SHORT
Type Entry Exit Trade % Profit % Points HeatMap
normal-13 1454 1549 -85 -0.02 -118.00 chart
normal-11 1454 1549 -82 -0.01 -68.50 chart
normal-8 1454 1553 -87 -0.01 -94.00 chart
normal-5 1529 1559 -100 -0.01 -106.75 chart
taylorPlus-11 1327 1401 -82 -0.00 -25.50 chart
taylorPlus-8 1507 1550 -100 -0.01 -69.25 chart
taylorPlus-5 1133 1220 -100 -0.01 -85.50 chart
taylor3-11 1456 1526 -82 -0.01 -38.75 chart
taylor3-8 1023 1106 -87 -0.00 -28.75 chart
taylor3-5 1155 1225 -100 -0.01 -45.50 chart

YM_F LONG
Type Entry Exit Trade % Profit % Points HeatMap
normal-21 1345 1423 86 0.01 388.00 chart
normal-13 1333 1429 92 0.01 390.00 chart
normal-11 1333 1429 91 0.01 335.00 chart
normal-8 1344 1425 100 0.01 172.00 chart
normal-5 1105 1202 100 0.01 361.00 chart
taylorPlus-21 1501 1544 86 0.01 301.00 chart
taylorPlus-13 0940 1032 92 0.02 471.00 chart
taylorPlus-11 0940 1033 100 0.02 427.00 chart
taylorPlus-8 0940 1037 100 0.01 334.00 chart
taylorPlus-5 0939 1036 100 0.01 244.00 chart
taylor3-21 1403 1437 81 0.01 254.00 chart
taylor3-13 1252 1331 92 0.01 197.00 chart
taylor3-11 1045 1116 100 0.01 299.00 chart
taylor3-8 1057 1156 100 0.02 410.00 chart
taylor3-5 1100 1156 100 0.01 290.00 chart

YM_F SHORT
Type Entry Exit Trade % Profit % Points HeatMap
normal-13 1457 1549 -85 -0.01 -368.00 chart
normal-11 1453 1549 -82 -0.01 -252.00 chart
normal-8 1455 1550 -100 -0.01 -278.00 chart
normal-5 1521 1553 -100 -0.01 -268.00 chart
taylorPlus-11 1323 1403 -82 -0.01 -138.00 chart
taylorPlus-8 1507 1547 -87 -0.01 -139.00 chart
taylorPlus-5 1507 1547 -100 -0.01 -144.00 chart
taylor3-21 1425 1519 -81 -0.01 -179.00 chart
taylor3-11 1420 1450 -82 -0.01 -137.00 chart
taylor3-8 1420 1450 -87 -0.01 -138.00 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.