HotSpots for 06/14/2019 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 80.50 chart
normal-13 1236 1315 85 0.01 33.00 chart
normal-11 1236 1315 91 0.01 33.25 chart
normal-8 1234 1304 88 0.01 27.50 chart
normal-5 0930 1002 80 0.01 19.00 chart
taylorPlus-13 1152 1240 92 0.02 43.75 chart
taylorPlus-11 1152 1242 91 0.02 47.25 chart
taylorPlus-8 1211 1246 100 0.01 34.75 chart
taylorPlus-5 1220 1316 100 0.01 20.25 chart
taylor3-21 1306 1405 86 0.03 71.50 chart
taylor3-13 1324 1423 100 0.01 39.50 chart
taylor3-11 1323 1408 100 0.01 37.50 chart
taylor3-8 1505 1539 100 0.02 52.50 chart
taylor3-5 1504 1558 100 0.02 52.00 chart

ES_F SHORT
Type Entry Exit Trade % Profit % Points HeatMap
normal-21 1359 1456 -86 -0.02 -68.25 chart
normal-13 1404 1503 -85 -0.02 -54.00 chart
normal-11 1131 1222 -91 -0.02 -45.75 chart
normal-8 1134 1221 -87 -0.01 -19.00 chart
normal-5 1400 1441 -100 -0.00 -13.75 chart
taylorPlus-21 0940 1013 -81 -0.02 -59.75 chart
taylorPlus-13 0939 1013 -92 -0.01 -36.00 chart
taylorPlus-11 0939 1013 -91 -0.01 -29.25 chart
taylorPlus-8 0939 1013 -87 -0.01 -25.00 chart
taylorPlus-5 0936 1009 -100 -0.01 -26.50 chart
taylor3-21 1111 1159 -81 -0.03 -74.00 chart
taylor3-13 1113 1146 -92 -0.01 -42.25 chart
taylor3-11 1056 1154 -91 -0.02 -72.25 chart
taylor3-8 1056 1154 -87 -0.02 -44.00 chart
taylor3-5 1109 1208 -100 -0.02 -50.00 chart

NQ_F LONG
Type Entry Exit Trade % Profit % Points HeatMap
normal-21 1014 1047 81 0.04 324.25 chart
normal-13 1238 1316 85 0.01 103.75 chart
normal-11 1238 1316 91 0.01 101.75 chart
normal-8 1108 1152 88 0.01 92.00 chart
normal-5 0937 1007 100 0.01 84.50 chart
taylorPlus-13 1257 1354 92 0.02 144.25 chart
taylorPlus-11 1257 1353 91 0.02 143.50 chart
taylorPlus-8 1230 1322 100 0.01 51.00 chart
taylorPlus-5 1216 1315 100 0.01 49.00 chart
taylor3-21 1306 1405 86 0.03 208.75 chart
taylor3-13 1325 1402 100 0.01 97.50 chart
taylor3-11 1325 1402 100 0.01 92.00 chart
taylor3-8 1301 1400 100 0.02 153.00 chart
taylor3-5 1504 1558 100 0.02 125.75 chart

NQ_F SHORT
Type Entry Exit Trade % Profit % Points HeatMap
normal-21 1404 1503 -86 -0.03 -227.75 chart
normal-13 1400 1459 -92 -0.02 -156.00 chart
normal-11 1143 1222 -100 -0.02 -133.50 chart
normal-8 1144 1238 -100 -0.02 -110.00 chart
normal-5 1151 1238 -100 -0.01 -89.00 chart
taylorPlus-21 1423 1520 -81 -0.01 -86.50 chart
taylorPlus-13 1423 1516 -85 -0.01 -61.50 chart
taylorPlus-11 1423 1516 -91 -0.01 -74.00 chart
taylorPlus-8 1421 1509 -87 -0.01 -71.25 chart
taylorPlus-5 0936 1014 -100 -0.02 -124.50 chart
taylor3-21 1119 1158 -86 -0.03 -232.25 chart
taylor3-13 1128 1158 -92 -0.03 -210.00 chart
taylor3-11 1128 1158 -100 -0.03 -211.25 chart
taylor3-8 1128 1158 -100 -0.02 -142.50 chart
taylor3-5 1127 1225 -100 -0.03 -185.50 chart

YM_F LONG
Type Entry Exit Trade % Profit % Points HeatMap
normal-21 1008 1043 81 0.03 640.00 chart
normal-13 1009 1040 85 0.01 335.00 chart
normal-11 1009 1040 91 0.02 378.00 chart
normal-8 1245 1336 100 0.00 118.00 chart
normal-5 1245 1336 100 0.00 34.00 chart
taylorPlus-21 1444 1533 81 0.00 87.00 chart
taylorPlus-13 1152 1244 92 0.02 434.00 chart
taylorPlus-11 1152 1242 91 0.02 442.00 chart
taylorPlus-8 1211 1246 100 0.01 330.00 chart
taylorPlus-5 1508 1558 100 0.01 167.00 chart
taylor3-21 1450 1530 86 0.02 506.00 chart
taylor3-13 1320 1357 100 0.01 245.00 chart
taylor3-11 1325 1408 100 0.01 337.00 chart
taylor3-8 1504 1538 100 0.02 554.00 chart
taylor3-5 1504 1558 100 0.02 499.00 chart

YM_F SHORT
Type Entry Exit Trade % Profit % Points HeatMap
normal-13 1131 1214 -85 -0.02 -444.00 chart
normal-11 1131 1214 -91 -0.02 -410.00 chart
normal-8 1142 1222 -100 -0.00 -120.00 chart
normal-5 1047 1138 -100 -0.01 -173.00 chart
taylorPlus-21 0930 1008 -86 -0.02 -565.00 chart
taylorPlus-13 0937 1012 -92 -0.01 -347.00 chart
taylorPlus-11 0939 1013 -91 -0.01 -303.00 chart
taylorPlus-8 0937 1013 -87 -0.01 -219.00 chart
taylorPlus-5 1023 1121 -100 -0.01 -218.00 chart
taylor3-21 0930 1002 -90 -0.03 -751.00 chart
taylor3-13 1056 1154 -85 -0.02 -643.00 chart
taylor3-11 1056 1154 -91 -0.03 -670.00 chart
taylor3-8 1056 1154 -87 -0.02 -389.00 chart
taylor3-5 1109 1206 -100 -0.02 -445.00 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.