HotSpots for 05/24/2019 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 1312 1359 90 0.02 63.50 chart
normal-13 1013 1047 92 0.02 63.50 chart
normal-11 1013 1052 91 0.02 66.50 chart
normal-8 0951 1044 100 0.03 89.50 chart
normal-5 1014 1100 100 0.02 45.75 chart
taylorPlus-21 1252 1350 81 0.02 42.75 chart
taylorPlus-13 1152 1240 92 0.01 41.25 chart
taylorPlus-11 1152 1240 100 0.01 41.50 chart
taylorPlus-8 1152 1242 100 0.01 42.00 chart
taylorPlus-5 0954 1053 100 0.02 46.75 chart
taylor3-21 1024 1108 86 0.03 73.25 chart
taylor3-13 1024 1108 85 0.01 40.75 chart
taylor3-11 1028 1100 91 0.01 40.25 chart
taylor3-8 1028 1100 100 0.01 40.00 chart
taylor3-5 1013 1101 100 0.02 44.75 chart

ES_F SHORT
Type Entry Exit Trade % Profit % Points HeatMap
normal-11 1433 1516 -91 -0.01 -40.25 chart
normal-8 1435 1516 -100 -0.01 -41.00 chart
normal-5 1133 1232 -100 -0.01 -29.00 chart
taylorPlus-11 0940 1013 -82 -0.01 -20.75 chart
taylorPlus-8 1451 1544 -100 -0.01 -15.75 chart
taylorPlus-5 1451 1523 -100 -0.01 -17.50 chart
taylor3-21 1458 1528 -81 -0.01 -34.25 chart
taylor3-11 0949 1028 -82 -0.01 -19.25 chart
taylor3-8 1431 1506 -100 -0.01 -14.75 chart
taylor3-5 1453 1551 -100 -0.01 -32.25 chart

NQ_F LONG
Type Entry Exit Trade % Profit % Points HeatMap
normal-21 1600 1600 86 0.02 180.00 chart
normal-13 1013 1052 85 0.03 229.25 chart
normal-11 1013 1052 91 0.03 256.00 chart
normal-8 0952 1044 100 0.04 321.25 chart
normal-5 1014 1055 100 0.02 152.50 chart
taylorPlus-21 1248 1341 81 0.02 137.50 chart
taylorPlus-13 1204 1242 85 0.02 134.25 chart
taylorPlus-11 1204 1242 91 0.02 134.75 chart
taylorPlus-8 1300 1350 100 0.02 144.75 chart
taylorPlus-5 0953 1052 100 0.02 182.75 chart
taylor3-21 1013 1101 86 0.04 293.50 chart
taylor3-13 1028 1115 85 0.02 164.50 chart
taylor3-11 1028 1115 91 0.02 148.25 chart
taylor3-8 1028 1101 88 0.02 185.25 chart
taylor3-5 1013 1101 100 0.02 174.25 chart

NQ_F SHORT
Type Entry Exit Trade % Profit % Points HeatMap
normal-11 1600 1600 -82 -0.02 -164.25 chart
normal-8 1202 1600 -100 -0.01 -88.00 chart
normal-5 1133 1232 -100 -0.01 -104.00 chart
taylorPlus-13 1451 1523 -85 -0.01 -68.25 chart
taylorPlus-11 1451 1523 -91 -0.01 -66.00 chart
taylorPlus-8 1451 1523 -100 -0.01 -69.75 chart
taylorPlus-5 1451 1523 -100 -0.01 -57.75 chart
taylor3-21 1450 1530 -90 -0.02 -110.00 chart
taylor3-13 1428 1526 -85 -0.01 -96.00 chart
taylor3-11 1448 1531 -82 -0.01 -77.75 chart
taylor3-8 1431 1513 -100 -0.01 -64.25 chart
taylor3-5 1101 1136 -100 -0.01 -93.50 chart

YM_F LONG
Type Entry Exit Trade % Profit % Points HeatMap
normal-21 1309 1359 86 0.02 533.00 chart
normal-13 1312 1359 85 0.01 355.00 chart
normal-11 1305 1359 100 0.02 387.00 chart
normal-8 0952 1044 100 0.03 729.00 chart
normal-5 0952 1044 100 0.02 391.00 chart
taylorPlus-21 1249 1323 86 0.01 340.00 chart
taylorPlus-13 1148 1242 92 0.02 438.00 chart
taylorPlus-11 1152 1243 100 0.02 419.00 chart
taylorPlus-8 1152 1242 100 0.01 383.00 chart
taylorPlus-5 1152 1242 100 0.01 349.00 chart
taylor3-21 1028 1108 86 0.02 580.00 chart
taylor3-13 1013 1108 85 0.02 404.00 chart
taylor3-11 1333 1431 91 0.01 233.00 chart
taylor3-8 1333 1431 100 0.01 224.00 chart
taylor3-5 1013 1101 100 0.01 324.00 chart

YM_F SHORT
Type Entry Exit Trade % Profit % Points HeatMap
normal-13 1431 1506 -85 -0.01 -238.00 chart
normal-11 1433 1516 -91 -0.01 -309.00 chart
normal-8 1435 1516 -100 -0.01 -292.00 chart
normal-5 1434 1513 -100 -0.01 -191.00 chart
taylorPlus-21 0930 1008 -86 -0.03 -680.00 chart
taylorPlus-13 0930 1008 -92 -0.01 -311.00 chart
taylorPlus-11 0930 1005 -91 -0.01 -239.00 chart
taylorPlus-8 0939 1011 -87 -0.01 -222.00 chart
taylor3-21 1158 1248 -81 -0.01 -295.00 chart
taylor3-13 0931 1012 -85 -0.01 -321.00 chart
taylor3-11 0949 1028 -82 -0.01 -316.00 chart
taylor3-8 0949 1028 -87 -0.01 -276.00 chart
taylor3-5 1458 1556 -100 -0.01 -225.00 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.