HotSpots for 05/28/2019 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 1313 1353 90 0.02 50.25 chart
normal-13 1312 1353 92 0.02 43.25 chart
normal-11 1257 1349 91 0.01 40.50 chart
normal-8 0952 1044 88 0.02 69.25 chart
normal-5 1314 1349 100 0.01 15.25 chart
taylorPlus-21 1042 1141 90 0.02 61.00 chart
taylorPlus-13 1344 1430 92 0.01 26.75 chart
taylorPlus-11 1344 1430 91 0.01 23.00 chart
taylorPlus-8 1104 1200 100 0.01 29.75 chart
taylorPlus-5 1151 1221 100 0.01 28.50 chart
taylor3-21 1248 1347 86 0.02 45.50 chart
taylor3-13 1045 1139 92 0.02 44.50 chart
taylor3-11 1045 1139 91 0.01 42.75 chart
taylor3-8 1039 1131 100 0.02 53.25 chart
taylor3-5 0954 1052 100 0.02 47.00 chart

ES_F SHORT
Type Entry Exit Trade % Profit % Points HeatMap
normal-13 1453 1552 -85 -0.02 -51.00 chart
normal-11 1521 1552 -91 -0.01 -34.75 chart
normal-8 1435 1516 -87 -0.01 -35.75 chart
normal-5 1047 1121 -100 -0.01 -21.50 chart
taylorPlus-21 0946 1023 -81 -0.02 -56.50 chart
taylorPlus-13 1002 1055 -92 -0.02 -44.75 chart
taylorPlus-11 0959 1041 -91 -0.02 -57.00 chart
taylorPlus-8 0959 1041 -87 -0.02 -45.50 chart
taylorPlus-5 1030 1106 -100 -0.01 -38.75 chart
taylor3-11 1303 1333 -82 -0.00 -1.75 chart
taylor3-8 1451 1549 -87 -0.01 -37.50 chart
taylor3-5 1451 1549 -100 -0.01 -24.50 chart

NQ_F LONG
Type Entry Exit Trade % Profit % Points HeatMap
normal-21 1314 1353 86 0.02 182.00 chart
normal-13 1314 1353 92 0.02 117.75 chart
normal-11 1312 1349 91 0.02 125.50 chart
normal-8 0952 1044 88 0.03 239.75 chart
normal-5 1315 1349 100 0.01 42.00 chart
taylorPlus-21 1042 1137 90 0.03 185.50 chart
taylorPlus-13 1104 1142 92 0.02 113.00 chart
taylorPlus-11 1104 1142 91 0.01 92.50 chart
taylorPlus-8 1345 1428 100 0.01 94.00 chart
taylorPlus-5 1151 1221 100 0.01 104.25 chart
taylor3-21 1354 1432 86 0.02 123.50 chart
taylor3-13 1045 1139 85 0.02 142.25 chart
taylor3-11 0957 1029 91 0.02 171.50 chart
taylor3-8 0954 1052 100 0.02 176.50 chart
taylor3-5 0954 1052 100 0.02 152.75 chart

NQ_F SHORT
Type Entry Exit Trade % Profit % Points HeatMap
normal-13 1529 1559 -85 -0.03 -200.50 chart
normal-11 1529 1559 -91 -0.02 -164.50 chart
normal-8 1435 1516 -100 -0.02 -128.50 chart
normal-5 1044 1121 -100 -0.01 -78.75 chart
taylorPlus-21 1458 1534 -86 -0.03 -187.50 chart
taylorPlus-13 1502 1543 -85 -0.02 -165.00 chart
taylorPlus-11 1502 1541 -82 -0.02 -157.50 chart
taylorPlus-8 1239 1312 -100 -0.01 -105.50 chart
taylorPlus-5 1034 1106 -100 -0.01 -104.25 chart
taylor3-13 1456 1526 -85 -0.01 -84.25 chart
taylor3-11 1456 1526 -82 -0.01 -71.75 chart
taylor3-8 1453 1551 -87 -0.02 -144.25 chart
taylor3-5 1453 1551 -100 -0.01 -97.50 chart

YM_F LONG
Type Entry Exit Trade % Profit % Points HeatMap
normal-21 1318 1353 86 0.02 455.00 chart
normal-13 1255 1353 92 0.01 365.00 chart
normal-11 1305 1359 91 0.01 356.00 chart
normal-8 0952 1044 88 0.02 539.00 chart
normal-5 1254 1349 100 0.01 135.00 chart
taylorPlus-21 1041 1140 86 0.02 490.00 chart
taylorPlus-13 1332 1421 92 0.01 303.00 chart
taylorPlus-11 1103 1140 91 0.01 270.00 chart
taylorPlus-8 1343 1423 100 0.01 150.00 chart
taylorPlus-5 1414 1455 100 0.01 186.00 chart
taylor3-21 1252 1340 86 0.02 418.00 chart
taylor3-13 1045 1116 100 0.02 406.00 chart
taylor3-11 1045 1116 100 0.02 394.00 chart
taylor3-8 1039 1136 100 0.02 416.00 chart
taylor3-5 1039 1136 100 0.01 298.00 chart

YM_F SHORT
Type Entry Exit Trade % Profit % Points HeatMap
normal-11 1433 1516 -82 -0.01 -182.00 chart
normal-8 1446 1516 -87 -0.01 -262.00 chart
normal-5 1034 1121 -100 -0.01 -197.00 chart
taylorPlus-21 1146 1244 -81 -0.01 -331.00 chart
taylorPlus-13 1223 1316 -92 -0.01 -181.00 chart
taylorPlus-11 1000 1041 -91 -0.02 -411.00 chart
taylorPlus-8 1000 1052 -87 -0.01 -344.00 chart
taylorPlus-5 1030 1111 -100 -0.01 -296.00 chart
taylor3-11 1437 1523 -82 -0.01 -254.00 chart
taylor3-8 1438 1518 -87 -0.01 -271.00 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.