HotSpots for 06/10/2019 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 1014 1044 81 0.03 89.50 chart
normal-13 1219 1250 85 0.01 27.00 chart
normal-11 1219 1250 91 0.01 29.75 chart
normal-8 1233 1315 100 0.01 34.75 chart
normal-5 1007 1104 100 0.02 45.25 chart
taylorPlus-21 0939 1035 90 0.04 122.75 chart
taylorPlus-13 1011 1108 92 0.03 97.50 chart
taylorPlus-11 0939 1035 100 0.03 91.25 chart
taylorPlus-8 1011 1108 100 0.03 87.75 chart
taylorPlus-5 0952 1035 100 0.02 62.25 chart
taylor3-21 1252 1350 81 0.02 48.00 chart
taylor3-13 1045 1116 92 0.02 50.75 chart
taylor3-11 1040 1137 100 0.02 62.25 chart
taylor3-8 1038 1125 100 0.02 47.00 chart
taylor3-5 1047 1129 100 0.01 33.50 chart

ES_F SHORT
Type Entry Exit Trade % Profit % Points HeatMap
normal-21 1402 1501 -81 -0.02 -49.75 chart
normal-13 1136 1219 -92 -0.01 -34.75 chart
normal-11 1359 1456 -91 -0.02 -48.00 chart
normal-8 1131 1216 -100 -0.01 -40.00 chart
normal-5 1131 1216 -100 -0.01 -26.50 chart
taylorPlus-13 1400 1451 -85 -0.01 -43.75 chart
taylorPlus-11 1400 1451 -91 -0.02 -44.25 chart
taylorPlus-8 1400 1451 -100 -0.01 -40.00 chart
taylorPlus-5 1402 1454 -100 -0.01 -32.75 chart
taylor3-11 1451 1543 -91 -0.02 -47.25 chart
taylor3-8 1451 1543 -100 -0.01 -38.50 chart
taylor3-5 1448 1542 -100 -0.02 -45.25 chart

NQ_F LONG
Type Entry Exit Trade % Profit % Points HeatMap
normal-21 1013 1044 81 0.05 356.50 chart
normal-13 1225 1314 85 0.01 67.50 chart
normal-11 1225 1310 91 0.01 90.75 chart
normal-8 1235 1315 100 0.01 102.00 chart
normal-5 1024 1123 100 0.02 171.75 chart
taylorPlus-21 0958 1031 100 0.04 309.00 chart
taylorPlus-13 0944 1043 100 0.04 283.50 chart
taylorPlus-11 0952 1047 100 0.04 324.75 chart
taylorPlus-8 1011 1108 100 0.04 320.00 chart
taylorPlus-5 0952 1035 100 0.03 219.75 chart
taylor3-21 1248 1320 86 0.01 99.75 chart
taylor3-13 1046 1137 92 0.02 158.50 chart
taylor3-11 1040 1131 100 0.03 216.00 chart
taylor3-8 1040 1131 100 0.02 170.00 chart
taylor3-5 1037 1131 100 0.02 113.00 chart

NQ_F SHORT
Type Entry Exit Trade % Profit % Points HeatMap
normal-21 1428 1511 -81 -0.03 -214.25 chart
normal-13 1131 1219 -85 -0.02 -173.50 chart
normal-11 1131 1219 -91 -0.02 -164.25 chart
normal-8 1131 1216 -100 -0.02 -159.00 chart
normal-5 1144 1237 -100 -0.02 -126.50 chart
taylorPlus-13 1336 1413 -85 -0.01 -82.25 chart
taylorPlus-11 1133 1203 -91 -0.02 -162.50 chart
taylorPlus-8 1400 1455 -100 -0.02 -119.00 chart
taylorPlus-5 1402 1454 -100 -0.01 -93.50 chart
taylor3-13 1453 1532 -85 -0.02 -116.75 chart
taylor3-11 1451 1543 -91 -0.02 -134.50 chart
taylor3-8 1451 1543 -100 -0.01 -107.25 chart
taylor3-5 1447 1542 -100 -0.02 -132.50 chart

YM_F LONG
Type Entry Exit Trade % Profit % Points HeatMap
normal-21 1253 1349 86 0.02 478.00 chart
normal-13 1317 1347 92 0.01 152.00 chart
normal-11 1216 1250 91 0.01 286.00 chart
normal-8 1007 1044 100 0.02 385.00 chart
normal-5 0955 1044 100 0.02 469.00 chart
taylorPlus-21 0939 1035 90 0.04 945.00 chart
taylorPlus-13 0939 1036 100 0.03 831.00 chart
taylorPlus-11 0939 1035 100 0.03 785.00 chart
taylorPlus-8 1011 1109 100 0.03 753.00 chart
taylorPlus-5 0952 1035 100 0.02 526.00 chart
taylor3-21 1046 1125 86 0.02 486.00 chart
taylor3-13 1045 1115 100 0.02 429.00 chart
taylor3-11 1041 1123 100 0.02 408.00 chart
taylor3-8 1040 1123 100 0.01 317.00 chart
taylor3-5 1047 1124 100 0.01 231.00 chart

YM_F SHORT
Type Entry Exit Trade % Profit % Points HeatMap
normal-13 1131 1213 -85 -0.02 -388.00 chart
normal-11 1359 1455 -91 -0.01 -374.00 chart
normal-8 1131 1216 -100 -0.01 -355.00 chart
normal-5 1131 1216 -100 -0.01 -247.00 chart
taylorPlus-13 1401 1454 -92 -0.01 -303.00 chart
taylorPlus-11 1133 1203 -91 -0.01 -340.00 chart
taylorPlus-8 1341 1413 -100 -0.01 -154.00 chart
taylorPlus-5 1105 1203 -100 -0.01 -322.00 chart
taylor3-21 1424 1518 -81 -0.01 -368.00 chart
taylor3-13 1424 1518 -85 -0.01 -316.00 chart
taylor3-11 1424 1518 -91 -0.01 -342.00 chart
taylor3-8 1444 1541 -87 -0.02 -398.00 chart
taylor3-5 1448 1541 -100 -0.02 -403.00 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.