HotSpots for 06/17/2019 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-13 1224 1313 92 0.01 33.25 chart
normal-11 1236 1322 91 0.01 26.75 chart
normal-8 1222 1305 88 0.01 20.25 chart
normal-5 1437 1534 100 0.00 10.00 chart
taylorPlus-13 1208 1244 92 0.01 40.50 chart
taylorPlus-11 1211 1246 100 0.01 37.25 chart
taylorPlus-8 1211 1246 100 0.01 34.75 chart
taylorPlus-5 1220 1316 100 0.01 20.75 chart
taylor3-21 1232 1304 81 0.01 37.50 chart
taylor3-13 1219 1301 85 0.01 37.00 chart
taylor3-11 1154 1249 91 0.01 33.00 chart
taylor3-8 1010 1045 88 0.01 42.00 chart
taylor3-5 1219 1301 100 0.01 33.25 chart

ES_F SHORT
Type Entry Exit Trade % Profit % Points HeatMap
normal-21 1359 1455 -81 -0.02 -63.75 chart
normal-13 1131 1222 -92 -0.02 -52.75 chart
normal-11 1134 1233 -91 -0.02 -47.75 chart
normal-8 1134 1221 -87 -0.01 -22.25 chart
normal-5 1134 1230 -100 -0.01 -17.50 chart
taylorPlus-21 0940 1013 -81 -0.02 -62.25 chart
taylorPlus-13 0939 1013 -85 -0.01 -32.25 chart
taylorPlus-11 0939 1013 -82 -0.01 -26.50 chart
taylorPlus-8 0939 1013 -87 -0.01 -30.50 chart
taylorPlus-5 1021 1118 -100 -0.01 -30.25 chart
taylor3-11 1448 1546 -82 -0.01 -30.75 chart
taylor3-8 1513 1546 -87 -0.01 -22.25 chart
taylor3-5 1400 1437 -100 -0.01 -17.25 chart

NQ_F LONG
Type Entry Exit Trade % Profit % Points HeatMap
normal-21 1015 1048 81 0.03 248.50 chart
normal-13 1222 1316 92 0.01 85.50 chart
normal-11 1223 1316 91 0.01 55.50 chart
normal-8 1108 1152 88 0.01 67.00 chart
normal-5 0937 1007 100 0.01 43.00 chart
taylorPlus-21 1405 1448 81 0.01 70.50 chart
taylorPlus-13 1332 1411 92 0.01 100.00 chart
taylorPlus-11 1220 1316 91 0.01 112.75 chart
taylorPlus-8 1501 1535 100 0.01 87.50 chart
taylorPlus-5 1453 1534 100 0.01 55.00 chart
taylor3-21 1033 1114 81 0.02 180.25 chart
taylor3-13 1204 1249 85 0.01 93.00 chart
taylor3-11 1204 1247 91 0.01 98.00 chart
taylor3-8 1010 1047 88 0.02 173.75 chart
taylor3-5 1219 1301 100 0.01 91.00 chart

NQ_F SHORT
Type Entry Exit Trade % Profit % Points HeatMap
normal-21 1404 1503 -81 -0.03 -215.75 chart
normal-13 1131 1222 -92 -0.03 -197.00 chart
normal-11 1144 1238 -100 -0.03 -200.75 chart
normal-8 1144 1238 -100 -0.01 -94.00 chart
normal-5 1151 1238 -100 -0.01 -83.25 chart
taylorPlus-13 1423 1514 -85 -0.01 -56.25 chart
taylorPlus-11 1419 1455 -91 -0.00 -32.25 chart
taylorPlus-8 1419 1455 -100 -0.01 -56.25 chart
taylorPlus-5 1021 1112 -100 -0.01 -105.75 chart
taylor3-13 1250 1331 -85 -0.01 -43.75 chart
taylor3-11 1448 1546 -82 -0.01 -101.25 chart
taylor3-8 1301 1334 -87 -0.01 -75.75 chart
taylor3-5 1400 1439 -100 -0.01 -55.00 chart

YM_F LONG
Type Entry Exit Trade % Profit % Points HeatMap
normal-21 1008 1043 81 0.02 476.00 chart
normal-13 1008 1043 92 0.01 377.00 chart
normal-11 1008 1043 91 0.01 320.00 chart
normal-8 1237 1322 88 0.01 159.00 chart
normal-5 1437 1534 100 0.00 101.00 chart
taylorPlus-21 1148 1245 81 0.01 324.00 chart
taylorPlus-13 1153 1244 92 0.02 409.00 chart
taylorPlus-11 1220 1316 100 0.01 346.00 chart
taylorPlus-8 1211 1246 100 0.01 319.00 chart
taylorPlus-5 1455 1554 100 0.01 188.00 chart
taylor3-21 1031 1108 81 0.02 443.00 chart
taylor3-13 1317 1404 85 0.01 192.00 chart
taylor3-11 1014 1046 91 0.01 344.00 chart
taylor3-8 1014 1044 88 0.01 314.00 chart
taylor3-5 1203 1301 100 0.01 299.00 chart

YM_F SHORT
Type Entry Exit Trade % Profit % Points HeatMap
normal-13 1131 1214 -92 -0.02 -480.00 chart
normal-11 1142 1222 -100 -0.01 -255.00 chart
normal-8 1142 1222 -100 -0.00 -109.00 chart
normal-5 0947 1044 -100 -0.01 -219.00 chart
taylorPlus-21 0930 1008 -90 -0.02 -641.00 chart
taylorPlus-13 0932 1013 -85 -0.01 -346.00 chart
taylorPlus-11 0932 1013 -82 -0.01 -314.00 chart
taylorPlus-8 0932 1013 -87 -0.01 -340.00 chart
taylorPlus-5 1021 1116 -100 -0.01 -260.00 chart
taylor3-11 1344 1418 -91 -0.00 -71.00 chart
taylor3-8 1339 1418 -100 -0.00 -64.00 chart
taylor3-5 1301 1337 -100 -0.01 -152.00 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.