HotSpots for 06/13/2019 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 1047 81 0.03 85.50 chart
normal-13 1224 1313 85 0.01 27.50 chart
normal-11 1236 1315 91 0.01 33.00 chart
normal-8 1237 1326 88 0.01 29.25 chart
normal-5 1027 1111 80 0.01 20.75 chart
taylorPlus-21 0955 1032 95 0.04 108.75 chart
taylorPlus-13 0951 1044 100 0.04 102.25 chart
taylorPlus-11 0951 1044 100 0.03 93.00 chart
taylorPlus-8 0952 1044 100 0.03 87.75 chart
taylorPlus-5 0952 1035 100 0.02 50.00 chart
taylor3-21 1252 1341 81 0.01 38.25 chart
taylor3-13 1040 1137 92 0.02 61.00 chart
taylor3-11 1040 1137 100 0.02 57.25 chart
taylor3-8 1040 1137 100 0.02 45.75 chart
taylor3-5 1058 1144 100 0.01 29.75 chart

ES_F SHORT
Type Entry Exit Trade % Profit % Points HeatMap
normal-21 1359 1455 -86 -0.03 -72.75 chart
normal-13 1136 1220 -92 -0.01 -33.75 chart
normal-11 1131 1222 -100 -0.02 -50.50 chart
normal-8 1134 1221 -100 -0.01 -36.75 chart
normal-5 1134 1221 -100 -0.01 -18.25 chart
taylorPlus-13 1400 1453 -85 -0.01 -38.00 chart
taylorPlus-11 1400 1453 -100 -0.01 -40.75 chart
taylorPlus-8 1400 1455 -100 -0.01 -41.50 chart
taylorPlus-5 1400 1454 -100 -0.01 -22.50 chart
taylor3-13 1451 1543 -85 -0.02 -50.00 chart
taylor3-11 1451 1543 -91 -0.02 -50.00 chart
taylor3-8 1444 1542 -100 -0.02 -57.75 chart
taylor3-5 1448 1542 -100 -0.01 -33.75 chart

NQ_F LONG
Type Entry Exit Trade % Profit % Points HeatMap
normal-21 1014 1047 86 0.05 348.75 chart
normal-13 1225 1313 85 0.01 72.50 chart
normal-11 1014 1047 91 0.02 150.00 chart
normal-8 1034 1131 88 0.02 168.00 chart
normal-5 1014 1047 100 0.01 96.25 chart
taylorPlus-21 0958 1031 100 0.05 331.75 chart
taylorPlus-13 0952 1048 100 0.05 383.50 chart
taylorPlus-11 0952 1047 100 0.05 365.75 chart
taylorPlus-8 0952 1044 100 0.05 340.50 chart
taylorPlus-5 0952 1047 100 0.03 203.75 chart
taylor3-21 1047 1139 81 0.02 147.50 chart
taylor3-13 1040 1131 92 0.03 223.00 chart
taylor3-11 1040 1131 100 0.03 223.75 chart
taylor3-8 1040 1131 100 0.02 172.75 chart
taylor3-5 1058 1148 100 0.01 105.25 chart

NQ_F SHORT
Type Entry Exit Trade % Profit % Points HeatMap
normal-21 1404 1503 -86 -0.03 -212.25 chart
normal-13 1400 1459 -92 -0.02 -151.75 chart
normal-11 1131 1222 -100 -0.03 -196.25 chart
normal-8 1144 1238 -100 -0.02 -172.00 chart
normal-5 1144 1238 -100 -0.01 -75.00 chart
taylorPlus-13 1336 1413 -85 -0.01 -91.25 chart
taylorPlus-11 1400 1451 -91 -0.02 -125.50 chart
taylorPlus-8 1400 1455 -100 -0.02 -126.00 chart
taylorPlus-5 1127 1222 -100 -0.01 -78.25 chart
taylor3-21 1440 1537 -81 -0.02 -177.25 chart
taylor3-13 1453 1532 -92 -0.02 -121.00 chart
taylor3-11 1451 1543 -91 -0.02 -140.75 chart
taylor3-8 1444 1542 -100 -0.02 -170.75 chart
taylor3-5 1448 1542 -100 -0.01 -92.50 chart

YM_F LONG
Type Entry Exit Trade % Profit % Points HeatMap
normal-21 0952 1047 81 0.04 940.00 chart
normal-13 1216 1248 85 0.01 277.00 chart
normal-11 1009 1040 91 0.02 379.00 chart
normal-8 1245 1336 100 0.00 117.00 chart
normal-5 1013 1047 100 0.01 153.00 chart
taylorPlus-21 0939 1035 90 0.04 980.00 chart
taylorPlus-13 0951 1026 100 0.03 676.00 chart
taylorPlus-11 0951 1026 100 0.02 620.00 chart
taylorPlus-8 0951 1044 100 0.03 749.00 chart
taylorPlus-5 0951 1044 100 0.02 422.00 chart
taylor3-21 1046 1126 86 0.02 406.00 chart
taylor3-13 1045 1115 100 0.02 415.00 chart
taylor3-11 1040 1123 100 0.01 387.00 chart
taylor3-8 1038 1115 100 0.01 292.00 chart
taylor3-5 1058 1144 100 0.01 201.00 chart

YM_F SHORT
Type Entry Exit Trade % Profit % Points HeatMap
normal-13 1131 1213 -92 -0.02 -441.00 chart
normal-11 1131 1214 -100 -0.02 -485.00 chart
normal-8 1134 1216 -100 -0.01 -368.00 chart
normal-5 1131 1214 -100 -0.01 -187.00 chart
taylorPlus-13 1425 1502 -85 -0.01 -310.00 chart
taylorPlus-11 1341 1413 -91 -0.01 -206.00 chart
taylorPlus-8 1340 1418 -100 -0.01 -222.00 chart
taylorPlus-5 1120 1219 -100 -0.01 -227.00 chart
taylor3-13 1502 1547 -85 -0.01 -294.00 chart
taylor3-11 1507 1544 -91 -0.01 -258.00 chart
taylor3-8 1444 1542 -100 -0.02 -506.00 chart
taylor3-5 1448 1542 -100 -0.01 -309.00 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.