HotSpots for 05/31/2019 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 1320 1352 81 0.01 44.25 chart
normal-13 0953 1036 85 0.02 68.75 chart
normal-11 0931 1029 82 0.03 78.00 chart
normal-8 1155 1242 88 0.01 29.50 chart
normal-5 1155 1242 100 0.01 27.25 chart
taylorPlus-21 1042 1141 90 0.02 57.50 chart
taylorPlus-13 1041 1115 92 0.01 22.25 chart
taylorPlus-11 1041 1115 91 0.01 18.75 chart
taylorPlus-8 1104 1200 88 0.01 25.50 chart
taylorPlus-5 1154 1224 100 0.01 30.75 chart
taylor3-21 1252 1345 81 0.01 40.75 chart
taylor3-13 1040 1116 85 0.02 48.25 chart
taylor3-11 1045 1116 91 0.01 41.25 chart
taylor3-8 1039 1116 100 0.01 43.25 chart
taylor3-5 1040 1116 100 0.01 32.50 chart

ES_F SHORT
Type Entry Exit Trade % Profit % Points HeatMap
normal-21 1359 1457 -81 -0.01 -27.25 chart
normal-13 1428 1516 -85 -0.02 -57.25 chart
normal-11 1423 1520 -91 -0.02 -45.50 chart
normal-8 1048 1147 -100 -0.01 -38.00 chart
normal-5 1035 1134 -100 -0.02 -45.00 chart
taylorPlus-21 0949 1044 -81 -0.02 -67.00 chart
taylorPlus-13 1002 1055 -92 -0.02 -48.00 chart
taylorPlus-11 0959 1041 -91 -0.02 -61.00 chart
taylorPlus-8 1502 1541 -100 -0.02 -55.75 chart
taylorPlus-5 1453 1544 -100 -0.01 -38.75 chart
taylor3-11 1507 1550 -82 -0.01 -30.75 chart
taylor3-8 1451 1549 -87 -0.02 -44.00 chart
taylor3-5 1442 1541 -100 -0.02 -44.75 chart

NQ_F LONG
Type Entry Exit Trade % Profit % Points HeatMap
normal-21 1320 1352 81 0.02 154.00 chart
normal-13 1013 1044 85 0.04 290.50 chart
normal-11 1151 1224 91 0.00 32.75 chart
normal-8 1155 1229 88 0.01 80.00 chart
normal-5 1455 1527 100 0.01 47.75 chart
taylorPlus-21 1042 1137 90 0.02 168.75 chart
taylorPlus-13 1329 1359 85 0.01 102.50 chart
taylorPlus-11 1045 1122 91 0.01 49.00 chart
taylorPlus-8 1329 1359 88 0.01 85.25 chart
taylorPlus-5 1154 1224 100 0.01 95.00 chart
taylor3-21 1354 1432 81 0.01 105.50 chart
taylor3-13 1047 1139 85 0.02 126.25 chart
taylor3-11 1107 1150 91 0.01 111.75 chart
taylor3-8 1039 1116 100 0.02 149.75 chart
taylor3-5 1040 1119 100 0.01 112.50 chart

NQ_F SHORT
Type Entry Exit Trade % Profit % Points HeatMap
normal-21 1431 1509 -86 -0.02 -185.75 chart
normal-13 1435 1516 -92 -0.02 -169.50 chart
normal-11 1435 1508 -100 -0.02 -142.75 chart
normal-8 1435 1508 -100 -0.01 -88.50 chart
normal-5 1352 1451 -100 -0.02 -113.75 chart
taylorPlus-21 1458 1535 -86 -0.03 -197.00 chart
taylorPlus-13 1502 1543 -85 -0.02 -168.50 chart
taylorPlus-11 1239 1312 -91 -0.02 -116.75 chart
taylorPlus-8 1502 1541 -100 -0.02 -161.50 chart
taylorPlus-5 1501 1553 -100 -0.01 -103.50 chart
taylor3-21 1457 1527 -81 -0.02 -137.50 chart
taylor3-13 1457 1528 -85 -0.01 -76.75 chart
taylor3-11 1457 1552 -82 -0.02 -147.50 chart
taylor3-8 1453 1551 -87 -0.02 -149.75 chart
taylor3-5 1439 1518 -100 -0.02 -137.75 chart

YM_F LONG
Type Entry Exit Trade % Profit % Points HeatMap
normal-21 1329 1359 86 0.01 309.00 chart
normal-13 0952 1036 85 0.02 618.00 chart
normal-11 0952 1035 82 0.02 556.00 chart
normal-8 1154 1242 88 0.01 283.00 chart
normal-5 1154 1242 100 0.01 279.00 chart
taylorPlus-21 1042 1125 86 0.02 393.00 chart
taylorPlus-13 1329 1359 92 0.01 206.00 chart
taylorPlus-11 1329 1359 91 0.01 179.00 chart
taylorPlus-8 1328 1359 88 0.01 171.00 chart
taylorPlus-5 1149 1224 100 0.01 211.00 chart
taylor3-21 1046 1117 81 0.02 403.00 chart
taylor3-13 1045 1116 100 0.02 430.00 chart
taylor3-11 1045 1116 100 0.01 391.00 chart
taylor3-8 1039 1116 100 0.01 338.00 chart
taylor3-5 1039 1115 100 0.01 253.00 chart

YM_F SHORT
Type Entry Exit Trade % Profit % Points HeatMap
normal-21 1431 1506 -81 -0.01 -357.00 chart
normal-13 1433 1506 -92 -0.01 -323.00 chart
normal-11 1434 1508 -91 -0.01 -352.00 chart
normal-8 1035 1134 -100 -0.02 -430.00 chart
normal-5 1035 1134 -100 -0.01 -371.00 chart
taylorPlus-21 1146 1244 -81 -0.01 -363.00 chart
taylorPlus-13 1223 1317 -92 -0.01 -258.00 chart
taylorPlus-11 0959 1045 -91 -0.02 -500.00 chart
taylorPlus-8 1454 1544 -100 -0.02 -455.00 chart
taylorPlus-5 1454 1553 -100 -0.01 -305.00 chart
taylor3-21 1424 1518 -81 -0.02 -447.00 chart
taylor3-11 1437 1523 -82 -0.01 -316.00 chart
taylor3-8 1438 1518 -87 -0.01 -316.00 chart
taylor3-5 1442 1541 -100 -0.02 -397.00 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.