HotSpots for 06/06/2019 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 1219 1249 81 0.02 46.50 chart
normal-13 1305 1349 85 0.01 31.75 chart
normal-11 1315 1347 91 0.00 10.25 chart
normal-8 1227 1326 88 0.01 29.25 chart
normal-5 1235 1326 100 0.01 34.00 chart
taylorPlus-21 1042 1141 86 0.02 47.75 chart
taylorPlus-13 1329 1359 85 0.01 31.00 chart
taylorPlus-11 1329 1359 91 0.01 30.50 chart
taylorPlus-8 1329 1359 88 0.01 27.25 chart
taylorPlus-5 0930 1029 80 0.01 39.25 chart
taylor3-21 1304 1403 81 0.02 61.25 chart
taylor3-13 1323 1408 100 0.01 33.75 chart
taylor3-11 1323 1408 100 0.01 31.00 chart
taylor3-8 1504 1555 100 0.02 52.50 chart
taylor3-5 0952 1035 100 0.02 68.50 chart

ES_F SHORT
Type Entry Exit Trade % Profit % Points HeatMap
normal-21 1359 1457 -86 -0.02 -50.25 chart
normal-13 1359 1453 -92 -0.02 -59.00 chart
normal-11 0937 1014 -100 -0.01 -41.25 chart
normal-8 1359 1453 -100 -0.02 -46.75 chart
normal-5 1148 1234 -100 -0.01 -31.50 chart
taylorPlus-21 1207 1305 -86 -0.01 -35.50 chart
taylorPlus-13 1502 1541 -92 -0.02 -65.75 chart
taylorPlus-11 1454 1543 -91 -0.02 -62.25 chart
taylorPlus-8 1502 1541 -100 -0.02 -51.25 chart
taylorPlus-5 1447 1542 -100 -0.02 -46.50 chart
taylor3-21 1056 1130 -81 -0.02 -46.50 chart
taylor3-13 1408 1438 -92 -0.01 -39.00 chart
taylor3-11 1056 1130 -91 -0.01 -36.75 chart
taylor3-8 1031 1118 -100 -0.02 -50.25 chart
taylor3-5 1423 1513 -100 -0.02 -44.00 chart

NQ_F LONG
Type Entry Exit Trade % Profit % Points HeatMap
normal-11 1234 1328 82 0.01 72.50 chart
normal-8 1054 1131 88 0.02 125.25 chart
normal-5 1054 1131 100 0.02 135.50 chart
taylorPlus-21 1045 1128 90 0.02 136.50 chart
taylorPlus-13 1045 1129 92 0.01 78.50 chart
taylorPlus-11 1331 1401 91 0.01 90.75 chart
taylorPlus-8 1324 1359 88 0.01 74.25 chart
taylorPlus-5 1041 1132 100 0.01 60.75 chart
taylor3-21 1306 1403 86 0.02 148.00 chart
taylor3-13 1325 1402 100 0.01 80.00 chart
taylor3-11 1325 1402 100 0.01 67.50 chart
taylor3-8 1504 1555 100 0.02 133.75 chart
taylor3-5 0952 1044 100 0.03 204.00 chart

NQ_F SHORT
Type Entry Exit Trade % Profit % Points HeatMap
normal-21 1431 1509 -86 -0.03 -212.25 chart
normal-13 1404 1503 -92 -0.03 -200.00 chart
normal-11 0936 1013 -91 -0.03 -200.25 chart
normal-8 1404 1503 -100 -0.02 -154.25 chart
normal-5 0934 1008 -100 -0.02 -143.00 chart
taylorPlus-21 1458 1534 -86 -0.03 -226.00 chart
taylorPlus-13 1239 1309 -92 -0.01 -109.25 chart
taylorPlus-11 1239 1309 -100 -0.01 -107.75 chart
taylorPlus-8 1502 1541 -100 -0.02 -150.75 chart
taylorPlus-5 1447 1542 -100 -0.02 -139.00 chart
taylor3-13 1128 1158 -92 -0.02 -188.50 chart
taylor3-11 1128 1158 -91 -0.02 -187.00 chart
taylor3-8 1128 1158 -100 -0.02 -185.25 chart
taylor3-5 1423 1513 -100 -0.02 -136.75 chart

YM_F LONG
Type Entry Exit Trade % Profit % Points HeatMap
normal-21 1329 1359 86 0.01 350.00 chart
normal-13 0952 1035 85 0.02 636.00 chart
normal-11 1319 1349 91 0.01 191.00 chart
normal-8 1233 1312 88 0.01 248.00 chart
normal-5 0955 1032 100 0.01 327.00 chart
taylorPlus-21 1329 1359 86 0.01 236.00 chart
taylorPlus-13 1329 1359 92 0.01 229.00 chart
taylorPlus-11 1329 1359 91 0.01 220.00 chart
taylorPlus-8 1329 1359 88 0.01 209.00 chart
taylorPlus-5 0932 1027 100 0.01 200.00 chart
taylor3-21 1257 1352 86 0.01 377.00 chart
taylor3-13 1320 1357 100 0.01 234.00 chart
taylor3-11 1320 1409 100 0.01 326.00 chart
taylor3-8 1320 1409 100 0.01 283.00 chart
taylor3-5 0952 1035 100 0.02 575.00 chart

YM_F SHORT
Type Entry Exit Trade % Profit % Points HeatMap
normal-13 1349 1427 -92 -0.01 -270.00 chart
normal-11 0937 1013 -91 -0.01 -363.00 chart
normal-8 1359 1452 -100 -0.02 -390.00 chart
normal-5 1410 1505 -100 -0.01 -271.00 chart
taylorPlus-21 1146 1244 -86 -0.02 -530.00 chart
taylorPlus-13 0940 1014 -92 -0.02 -555.00 chart
taylorPlus-11 1454 1544 -91 -0.02 -528.00 chart
taylorPlus-8 1453 1543 -100 -0.02 -415.00 chart
taylorPlus-5 1446 1542 -100 -0.01 -374.00 chart
taylor3-21 0932 1011 -90 -0.04 -922.00 chart
taylor3-13 1035 1125 -85 -0.02 -514.00 chart
taylor3-11 1111 1143 -91 -0.02 -413.00 chart
taylor3-8 1056 1154 -87 -0.02 -629.00 chart
taylor3-5 1409 1504 -100 -0.01 -357.00 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.