HotSpots for 05/22/2019 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 1600 1600 86 0.02 49.25 chart
normal-13 1006 1047 92 0.02 60.75 chart
normal-11 1013 1047 91 0.02 57.75 chart
normal-8 1013 1101 88 0.02 66.00 chart
normal-5 0931 1030 100 0.03 76.25 chart
taylorPlus-21 1042 1141 86 0.02 55.75 chart
taylorPlus-13 1042 1141 85 0.01 30.00 chart
taylorPlus-11 1344 1430 91 0.01 22.50 chart
taylorPlus-8 1104 1200 100 0.01 25.00 chart
taylorPlus-5 1345 1428 100 0.01 24.00 chart
taylor3-21 1248 1347 81 0.01 41.00 chart
taylor3-13 1248 1347 92 0.01 34.50 chart
taylor3-11 1045 1139 91 0.01 42.00 chart
taylor3-8 1018 1115 100 0.02 47.00 chart
taylor3-5 1006 1052 100 0.01 38.25 chart

ES_F SHORT
Type Entry Exit Trade % Profit % Points HeatMap
normal-8 1202 1242 -87 -0.00 -3.25 chart
normal-5 1202 1242 -100 -0.00 -8.75 chart
taylorPlus-21 0948 1024 -81 -0.02 -67.00 chart
taylorPlus-13 0947 1045 -85 -0.02 -62.50 chart
taylorPlus-11 1002 1055 -91 -0.01 -34.75 chart
taylorPlus-8 0948 1042 -87 -0.02 -51.75 chart
taylorPlus-5 1502 1541 -100 -0.01 -42.75 chart
taylor3-8 1507 1550 -87 -0.01 -21.75 chart
taylor3-5 1451 1549 -100 -0.01 -37.00 chart

NQ_F LONG
Type Entry Exit Trade % Profit % Points HeatMap
normal-21 0954 1047 81 0.03 218.00 chart
normal-13 1011 1052 85 0.03 243.25 chart
normal-11 1144 1243 91 0.03 232.50 chart
normal-8 1013 1101 88 0.03 239.75 chart
normal-5 1013 1101 100 0.04 265.25 chart
taylorPlus-21 1042 1141 86 0.03 198.00 chart
taylorPlus-13 1042 1141 85 0.01 103.50 chart
taylorPlus-11 1104 1142 91 0.01 81.00 chart
taylorPlus-8 1345 1428 88 0.01 89.00 chart
taylorPlus-5 1345 1428 100 0.01 75.25 chart
taylor3-21 1228 1320 86 0.02 129.25 chart
taylor3-13 1228 1315 85 0.02 118.75 chart
taylor3-11 1047 1139 91 0.02 125.50 chart
taylor3-8 0957 1051 100 0.02 159.50 chart
taylor3-5 0954 1052 100 0.02 152.75 chart

NQ_F SHORT
Type Entry Exit Trade % Profit % Points HeatMap
normal-11 1600 1600 -82 -0.01 -93.50 chart
normal-8 1202 1600 -87 -0.00 -25.50 chart
normal-5 1223 1600 -100 -0.01 -69.00 chart
taylorPlus-21 1458 1534 -86 -0.03 -181.00 chart
taylorPlus-13 1502 1543 -85 -0.02 -170.75 chart
taylorPlus-11 1502 1543 -82 -0.02 -146.75 chart
taylorPlus-8 1502 1541 -87 -0.02 -147.75 chart
taylorPlus-5 1502 1541 -100 -0.02 -126.00 chart
taylor3-11 1456 1526 -82 -0.01 -82.00 chart
taylor3-8 1453 1534 -87 -0.01 -82.00 chart
taylor3-5 1453 1551 -100 -0.02 -133.25 chart

YM_F LONG
Type Entry Exit Trade % Profit % Points HeatMap
normal-21 1331 1423 81 0.02 483.00 chart
normal-13 1329 1359 92 0.01 260.00 chart
normal-11 1329 1359 91 0.01 238.00 chart
normal-8 1305 1404 100 0.01 310.00 chart
normal-5 0939 1035 100 0.02 568.00 chart
taylorPlus-21 1344 1426 86 0.02 459.00 chart
taylorPlus-13 1337 1421 92 0.01 229.00 chart
taylorPlus-11 1345 1417 100 0.01 213.00 chart
taylorPlus-8 1345 1426 100 0.01 226.00 chart
taylorPlus-5 1345 1426 100 0.01 170.00 chart
taylor3-21 1041 1116 81 0.02 407.00 chart
taylor3-13 1045 1116 92 0.01 332.00 chart
taylor3-11 1045 1116 100 0.01 387.00 chart
taylor3-8 1041 1139 100 0.01 395.00 chart
taylor3-5 1040 1139 100 0.01 317.00 chart

YM_F SHORT
Type Entry Exit Trade % Profit % Points HeatMap
normal-21 1445 1543 -81 -0.01 -362.00 chart
normal-13 1431 1506 -85 -0.01 -149.00 chart
normal-11 1431 1506 -91 -0.01 -246.00 chart
normal-8 1431 1516 -87 -0.01 -206.00 chart
normal-5 1430 1513 -100 -0.01 -260.00 chart
taylorPlus-21 1159 1246 -81 -0.01 -246.00 chart
taylorPlus-13 1223 1316 -92 -0.01 -190.00 chart
taylorPlus-11 1223 1317 -91 -0.01 -196.00 chart
taylorPlus-8 0942 1041 -87 -0.02 -490.00 chart
taylorPlus-5 1454 1544 -100 -0.01 -312.00 chart
taylor3-21 1425 1519 -81 -0.01 -295.00 chart
taylor3-11 1350 1448 -82 -0.00 -114.00 chart
taylor3-8 1507 1547 -87 -0.00 -116.00 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.