HotSpots for 05/29/2019 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 86 0.02 47.75 chart
normal-13 1311 1348 92 0.01 28.50 chart
normal-11 1311 1348 91 0.01 15.75 chart
normal-8 1315 1348 88 0.00 7.50 chart
normal-5 1316 1349 100 0.00 11.00 chart
taylorPlus-21 0939 1036 86 0.03 83.50 chart
taylorPlus-13 0939 1036 92 0.03 72.75 chart
taylorPlus-11 1011 1108 91 0.02 70.25 chart
taylorPlus-8 0952 1046 100 0.02 57.75 chart
taylorPlus-5 1011 1101 100 0.02 60.25 chart
taylor3-21 1305 1336 86 0.01 27.25 chart
taylor3-13 1439 1530 92 0.02 53.00 chart
taylor3-11 1325 1358 100 0.01 23.50 chart
taylor3-8 1200 1249 100 0.01 36.50 chart
taylor3-5 1439 1530 100 0.01 38.25 chart

ES_F SHORT
Type Entry Exit Trade % Profit % Points HeatMap
normal-21 1444 1543 -81 -0.02 -61.50 chart
normal-13 1453 1552 -85 -0.02 -56.00 chart
normal-11 1427 1516 -91 -0.02 -50.00 chart
normal-8 1435 1513 -87 -0.01 -41.50 chart
normal-5 0937 1014 -100 -0.01 -18.00 chart
taylorPlus-13 1131 1201 -85 -0.01 -29.50 chart
taylorPlus-11 1335 1406 -91 -0.01 -15.75 chart
taylorPlus-8 1116 1159 -87 -0.01 -32.25 chart
taylorPlus-5 1431 1512 -100 -0.01 -24.50 chart
taylor3-13 1056 1130 -85 -0.01 -29.25 chart
taylor3-11 1408 1438 -91 -0.01 -24.25 chart
taylor3-8 1408 1438 -100 -0.01 -21.50 chart
taylor3-5 1030 1106 -100 -0.01 -32.50 chart

NQ_F LONG
Type Entry Exit Trade % Profit % Points HeatMap
normal-21 1314 1353 81 0.02 171.50 chart
normal-13 1312 1348 92 0.02 116.00 chart
normal-11 1306 1344 91 0.01 74.50 chart
normal-8 1306 1344 88 0.00 35.25 chart
normal-5 1315 1349 100 0.00 36.75 chart
taylorPlus-21 0958 1031 90 0.03 177.75 chart
taylorPlus-13 0957 1046 100 0.03 210.50 chart
taylorPlus-11 0957 1046 100 0.03 198.00 chart
taylorPlus-8 0952 1046 100 0.03 203.50 chart
taylorPlus-5 1011 1101 100 0.03 206.50 chart
taylor3-21 1309 1401 86 0.02 153.75 chart
taylor3-13 1439 1529 92 0.03 188.25 chart
taylor3-11 1325 1402 100 0.01 69.25 chart
taylor3-8 1325 1402 100 0.01 51.50 chart
taylor3-5 1439 1529 100 0.02 135.25 chart

NQ_F SHORT
Type Entry Exit Trade % Profit % Points HeatMap
normal-21 1454 1549 -81 -0.02 -176.00 chart
normal-13 1435 1516 -92 -0.02 -158.75 chart
normal-11 1435 1516 -100 -0.02 -164.00 chart
normal-8 1435 1516 -100 -0.02 -143.75 chart
normal-5 0937 1015 -100 -0.01 -87.75 chart
taylorPlus-13 1116 1159 -85 -0.02 -144.00 chart
taylorPlus-11 1111 1201 -82 -0.02 -162.50 chart
taylorPlus-8 1111 1201 -87 -0.02 -169.00 chart
taylorPlus-5 1133 1230 -100 -0.01 -90.75 chart
taylor3-21 1527 1557 -81 -0.01 -67.75 chart
taylor3-13 1128 1158 -85 -0.02 -128.75 chart
taylor3-11 1128 1158 -91 -0.02 -133.25 chart
taylor3-8 1128 1158 -100 -0.02 -144.75 chart
taylor3-5 1030 1104 -100 -0.02 -129.75 chart

YM_F LONG
Type Entry Exit Trade % Profit % Points HeatMap
normal-21 1329 1359 90 0.01 354.00 chart
normal-13 1312 1348 92 0.01 299.00 chart
normal-11 1305 1341 91 0.01 244.00 chart
normal-8 0931 1004 88 0.01 219.00 chart
normal-5 1315 1349 100 0.00 101.00 chart
taylorPlus-21 1501 1544 90 0.01 267.00 chart
taylorPlus-13 0939 1036 100 0.03 665.00 chart
taylorPlus-11 0939 1036 100 0.02 598.00 chart
taylorPlus-8 0939 1036 100 0.02 518.00 chart
taylorPlus-5 1011 1101 100 0.02 496.00 chart
taylor3-21 1257 1351 86 0.01 371.00 chart
taylor3-13 1450 1530 100 0.02 422.00 chart
taylor3-11 1450 1530 100 0.01 387.00 chart
taylor3-8 1450 1530 100 0.01 358.00 chart
taylor3-5 1439 1529 100 0.01 349.00 chart

YM_F SHORT
Type Entry Exit Trade % Profit % Points HeatMap
normal-13 1433 1516 -85 -0.01 -341.00 chart
normal-11 1433 1516 -91 -0.01 -323.00 chart
normal-8 1340 1418 -100 -0.01 -171.00 chart
normal-5 0933 1015 -100 -0.01 -196.00 chart
taylorPlus-13 1133 1203 -85 -0.01 -287.00 chart
taylorPlus-11 1339 1413 -91 -0.01 -196.00 chart
taylorPlus-8 1423 1513 -87 -0.01 -291.00 chart
taylorPlus-5 1133 1232 -100 -0.01 -192.00 chart
taylor3-21 0932 1011 -90 -0.04 -969.00 chart
taylor3-13 0932 1011 -85 -0.02 -426.00 chart
taylor3-11 0932 1008 -82 -0.01 -368.00 chart
taylor3-8 1056 1154 -87 -0.01 -398.00 chart
taylor3-5 1408 1438 -100 -0.01 -155.00 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.