HotSpots for 06/19/2019 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 1010 1057 85 0.02 45.25 chart
normal-11 1216 1247 91 0.01 15.50 chart
normal-8 1016 1048 88 0.01 21.50 chart
normal-5 1222 1258 100 0.01 15.25 chart
taylorPlus-21 1006 1036 95 0.03 81.50 chart
taylorPlus-13 0951 1044 92 0.03 91.00 chart
taylorPlus-11 0951 1044 91 0.03 84.75 chart
taylorPlus-8 1008 1103 100 0.02 64.50 chart
taylorPlus-5 0932 1031 100 0.01 39.25 chart
taylor3-21 1306 1405 90 0.03 75.00 chart
taylor3-13 1324 1423 100 0.01 39.00 chart
taylor3-11 1504 1555 100 0.02 64.50 chart
taylor3-8 1505 1539 100 0.02 55.75 chart
taylor3-5 1505 1541 100 0.01 35.50 chart

ES_F SHORT
Type Entry Exit Trade % Profit % Points HeatMap
normal-21 1403 1501 -81 -0.02 -57.25 chart
normal-13 1134 1233 -92 -0.02 -52.25 chart
normal-11 1134 1221 -91 -0.01 -30.25 chart
normal-8 1151 1222 -100 -0.01 -20.25 chart
normal-5 1055 1125 -100 -0.01 -15.50 chart
taylorPlus-13 1400 1453 -92 -0.01 -42.50 chart
taylorPlus-11 1400 1453 -100 -0.01 -43.75 chart
taylorPlus-8 1340 1438 -100 -0.01 -38.50 chart
taylorPlus-5 1334 1419 -100 -0.01 -21.25 chart
taylor3-21 1056 1154 -81 -0.03 -92.50 chart
taylor3-13 1056 1154 -92 -0.03 -75.50 chart
taylor3-11 1056 1154 -91 -0.02 -72.50 chart
taylor3-8 1131 1230 -100 -0.02 -45.50 chart
taylor3-5 1109 1208 -100 -0.02 -42.75 chart

NQ_F LONG
Type Entry Exit Trade % Profit % Points HeatMap
normal-21 1012 1048 81 0.02 178.00 chart
normal-13 1026 1123 85 0.03 186.75 chart
normal-11 1026 1123 82 0.02 146.00 chart
normal-8 0937 1007 100 0.03 183.50 chart
normal-5 0933 1013 100 0.02 141.00 chart
taylorPlus-21 0958 1031 95 0.04 314.25 chart
taylorPlus-13 0939 1036 100 0.04 318.00 chart
taylorPlus-11 0939 1036 100 0.04 305.25 chart
taylorPlus-8 0952 1036 100 0.04 272.00 chart
taylorPlus-5 0932 1031 100 0.03 211.75 chart
taylor3-21 1439 1529 86 0.03 227.75 chart
taylor3-13 1324 1423 92 0.01 117.50 chart
taylor3-11 1508 1555 100 0.02 153.00 chart
taylor3-8 1012 1043 100 0.02 182.75 chart
taylor3-5 1505 1545 100 0.01 79.50 chart

NQ_F SHORT
Type Entry Exit Trade % Profit % Points HeatMap
normal-21 1133 1232 -81 -0.03 -234.25 chart
normal-13 1146 1238 -100 -0.03 -200.75 chart
normal-11 1146 1238 -100 -0.02 -110.75 chart
normal-8 1149 1238 -100 -0.01 -89.00 chart
normal-5 1056 1155 -100 -0.01 -75.75 chart
taylorPlus-13 1400 1451 -85 -0.02 -129.25 chart
taylorPlus-11 1400 1454 -100 -0.02 -145.25 chart
taylorPlus-8 1341 1438 -100 -0.02 -120.50 chart
taylorPlus-5 1359 1454 -100 -0.01 -77.75 chart
taylor3-21 1056 1154 -86 -0.04 -292.50 chart
taylor3-13 1059 1158 -92 -0.03 -251.25 chart
taylor3-11 1056 1154 -91 -0.03 -232.00 chart
taylor3-8 1135 1232 -100 -0.02 -159.50 chart
taylor3-5 0931 1003 -100 -0.02 -158.00 chart

YM_F LONG
Type Entry Exit Trade % Profit % Points HeatMap
normal-21 1008 1043 81 0.02 410.00 chart
normal-13 1008 1043 92 0.02 377.00 chart
normal-11 1008 1043 91 0.01 251.00 chart
normal-8 1009 1055 88 0.01 226.00 chart
normal-5 1009 1055 100 0.01 169.00 chart
taylorPlus-21 0939 1036 86 0.04 901.00 chart
taylorPlus-13 0951 1026 92 0.02 591.00 chart
taylorPlus-11 0951 1025 91 0.02 531.00 chart
taylorPlus-8 1008 1043 100 0.02 432.00 chart
taylorPlus-5 1008 1043 100 0.01 233.00 chart
taylor3-21 1450 1530 90 0.02 570.00 chart
taylor3-13 1306 1405 92 0.02 479.00 chart
taylor3-11 1501 1551 100 0.02 407.00 chart
taylor3-8 1505 1538 100 0.02 549.00 chart
taylor3-5 1505 1539 100 0.01 355.00 chart

YM_F SHORT
Type Entry Exit Trade % Profit % Points HeatMap
normal-21 1131 1219 -81 -0.02 -530.00 chart
normal-13 1141 1222 -100 -0.01 -308.00 chart
normal-11 1142 1222 -100 -0.01 -183.00 chart
normal-8 1151 1222 -100 -0.01 -189.00 chart
normal-5 1141 1222 -100 -0.00 -83.00 chart
taylorPlus-13 1400 1454 -85 -0.01 -336.00 chart
taylorPlus-11 1341 1413 -100 -0.01 -230.00 chart
taylorPlus-8 1340 1418 -100 -0.01 -240.00 chart
taylorPlus-5 1339 1418 -100 -0.01 -143.00 chart
taylor3-21 0930 1002 -90 -0.03 -771.00 chart
taylor3-13 1056 1154 -92 -0.03 -695.00 chart
taylor3-11 1056 1154 -91 -0.03 -675.00 chart
taylor3-8 0930 1003 -87 -0.02 -411.00 chart
taylor3-5 1108 1206 -100 -0.01 -361.00 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.