HotSpots for 06/05/2019 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 86 0.02 44.25 chart
normal-13 0952 1035 85 0.03 83.75 chart
normal-11 1320 1352 91 0.01 15.00 chart
normal-8 1219 1249 88 0.01 20.75 chart
normal-5 0952 1035 100 0.02 48.75 chart
taylorPlus-13 1152 1240 100 0.02 53.00 chart
taylorPlus-11 1152 1240 100 0.02 46.50 chart
taylorPlus-8 1152 1242 100 0.02 49.50 chart
taylorPlus-5 1152 1241 100 0.01 41.50 chart
taylor3-21 1248 1347 81 0.01 41.50 chart
taylor3-13 1045 1116 92 0.02 53.75 chart
taylor3-11 1039 1116 91 0.02 52.25 chart
taylor3-8 1039 1116 100 0.01 44.00 chart
taylor3-5 1041 1129 100 0.01 32.75 chart

ES_F SHORT
Type Entry Exit Trade % Profit % Points HeatMap
normal-21 1359 1457 -81 -0.01 -34.75 chart
normal-13 1359 1455 -92 -0.02 -56.75 chart
normal-11 1359 1453 -91 -0.02 -54.75 chart
normal-8 1359 1453 -100 -0.02 -48.00 chart
normal-5 1403 1439 -100 -0.01 -39.00 chart
taylorPlus-21 0940 1013 -81 -0.02 -68.50 chart
taylorPlus-13 0940 1013 -85 -0.01 -25.50 chart
taylorPlus-11 0940 1013 -91 -0.01 -25.00 chart
taylorPlus-8 0939 1013 -87 -0.01 -17.25 chart
taylorPlus-5 0939 1013 -100 -0.01 -21.25 chart
taylor3-11 1507 1550 -91 -0.01 -34.75 chart
taylor3-8 1453 1547 -100 -0.02 -53.25 chart
taylor3-5 1446 1542 -100 -0.02 -47.75 chart

NQ_F LONG
Type Entry Exit Trade % Profit % Points HeatMap
normal-21 1320 1352 81 0.02 129.25 chart
normal-13 1013 1044 85 0.03 245.50 chart
normal-11 1013 1044 82 0.02 161.25 chart
normal-8 1225 1310 88 0.01 64.25 chart
normal-5 1003 1033 100 0.02 146.50 chart
taylorPlus-13 1204 1242 92 0.02 157.50 chart
taylorPlus-11 1204 1242 91 0.02 146.25 chart
taylorPlus-8 1212 1246 100 0.01 104.50 chart
taylorPlus-5 1143 1242 100 0.02 140.00 chart
taylor3-21 1248 1320 81 0.01 81.25 chart
taylor3-13 1046 1137 92 0.02 128.00 chart
taylor3-11 1307 1346 100 0.01 64.25 chart
taylor3-8 1040 1119 100 0.02 150.00 chart
taylor3-5 1037 1126 100 0.01 104.75 chart

NQ_F SHORT
Type Entry Exit Trade % Profit % Points HeatMap
normal-21 1431 1509 -81 -0.02 -173.75 chart
normal-13 1404 1503 -92 -0.03 -200.75 chart
normal-11 1404 1503 -91 -0.02 -176.00 chart
normal-8 1403 1502 -100 -0.02 -163.00 chart
normal-5 1131 1225 -100 -0.02 -131.00 chart
taylorPlus-13 1451 1523 -85 -0.01 -65.50 chart
taylorPlus-11 1451 1523 -82 -0.01 -60.50 chart
taylorPlus-8 1421 1518 -87 -0.01 -67.50 chart
taylorPlus-5 1421 1509 -100 -0.01 -87.75 chart
taylor3-21 1457 1527 -81 -0.02 -147.00 chart
taylor3-13 1509 1555 -85 -0.01 -86.00 chart
taylor3-11 1453 1534 -91 -0.02 -119.25 chart
taylor3-8 1453 1551 -100 -0.02 -174.25 chart
taylor3-5 1446 1541 -100 -0.02 -142.50 chart

YM_F LONG
Type Entry Exit Trade % Profit % Points HeatMap
normal-21 1329 1359 86 0.01 358.00 chart
normal-13 0952 1035 85 0.03 674.00 chart
normal-11 1319 1349 91 0.01 203.00 chart
normal-8 1219 1250 88 0.01 219.00 chart
normal-5 0955 1032 100 0.02 401.00 chart
taylorPlus-21 1502 1535 81 0.01 179.00 chart
taylorPlus-13 1152 1243 100 0.02 550.00 chart
taylorPlus-11 1152 1243 100 0.02 475.00 chart
taylorPlus-8 1152 1242 100 0.02 477.00 chart
taylorPlus-5 1153 1251 100 0.02 408.00 chart
taylor3-21 1045 1116 86 0.02 501.00 chart
taylor3-13 1045 1116 100 0.02 486.00 chart
taylor3-11 1045 1116 100 0.02 431.00 chart
taylor3-8 1039 1116 100 0.01 341.00 chart
taylor3-5 1047 1125 100 0.01 274.00 chart

YM_F SHORT
Type Entry Exit Trade % Profit % Points HeatMap
normal-13 1330 1419 -92 -0.01 -205.00 chart
normal-11 1349 1426 -91 -0.01 -263.00 chart
normal-8 1359 1453 -100 -0.02 -405.00 chart
normal-5 1403 1502 -100 -0.01 -342.00 chart
taylorPlus-21 0930 1008 -86 -0.03 -700.00 chart
taylorPlus-13 0939 1013 -85 -0.01 -288.00 chart
taylorPlus-11 0939 1013 -91 -0.01 -284.00 chart
taylorPlus-8 0939 1013 -87 -0.01 -232.00 chart
taylorPlus-5 0939 1013 -100 -0.01 -205.00 chart
taylor3-21 1424 1518 -81 -0.02 -454.00 chart
taylor3-13 1425 1524 -85 -0.01 -315.00 chart
taylor3-11 1507 1547 -91 -0.01 -248.00 chart
taylor3-8 1500 1559 -87 -0.02 -539.00 chart
taylor3-5 1446 1541 -100 -0.02 -408.00 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.