HotSpots for 06/20/2019 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 1027 1106 85 0.01 32.75 chart
normal-11 1217 1247 91 0.00 9.50 chart
normal-8 1217 1247 88 0.00 3.25 chart
normal-5 1335 1405 100 0.01 17.00 chart
taylorPlus-21 1203 1254 81 0.02 49.75 chart
taylorPlus-13 1208 1244 92 0.01 40.50 chart
taylorPlus-11 1211 1246 100 0.01 38.50 chart
taylorPlus-8 1211 1246 100 0.01 19.75 chart
taylorPlus-5 1220 1317 100 0.01 16.25 chart
taylor3-21 1232 1304 81 0.01 37.75 chart
taylor3-13 1014 1047 85 0.02 48.75 chart
taylor3-11 1010 1047 91 0.02 45.50 chart
taylor3-8 0930 1004 88 0.02 46.25 chart
taylor3-5 1205 1304 100 0.01 29.50 chart

ES_F SHORT
Type Entry Exit Trade % Profit % Points HeatMap
normal-21 1134 1219 -86 -0.02 -56.00 chart
normal-13 1134 1221 -92 -0.02 -47.00 chart
normal-11 1131 1222 -91 -0.01 -29.00 chart
normal-8 1133 1230 -100 -0.01 -24.25 chart
normal-5 1132 1230 -100 -0.00 -12.50 chart
taylorPlus-11 1422 1501 -82 -0.01 -17.25 chart
taylorPlus-8 1131 1220 -87 -0.01 -19.00 chart
taylorPlus-5 1131 1216 -100 -0.01 -22.50 chart
taylor3-13 1453 1548 -85 -0.01 -23.25 chart
taylor3-11 1447 1546 -82 -0.01 -31.75 chart
taylor3-8 1303 1339 -100 -0.01 -17.25 chart
taylor3-5 1402 1437 -100 -0.01 -17.75 chart

NQ_F LONG
Type Entry Exit Trade % Profit % Points HeatMap
normal-13 1026 1123 85 0.02 169.00 chart
normal-11 1334 1416 91 0.01 74.25 chart
normal-8 0937 1007 100 0.02 142.25 chart
normal-5 0938 1014 100 0.02 129.00 chart
taylorPlus-21 1203 1237 81 0.01 98.50 chart
taylorPlus-13 1332 1411 92 0.01 96.75 chart
taylorPlus-11 1230 1322 100 0.01 77.50 chart
taylorPlus-8 1455 1534 100 0.01 60.50 chart
taylorPlus-5 1451 1529 100 0.01 54.75 chart
taylor3-21 1028 1116 81 0.03 212.50 chart
taylor3-13 1208 1251 85 0.01 102.25 chart
taylor3-11 1012 1047 91 0.02 188.75 chart
taylor3-8 0930 1004 88 0.03 193.25 chart
taylor3-5 0933 1004 100 0.02 126.00 chart

NQ_F SHORT
Type Entry Exit Trade % Profit % Points HeatMap
normal-21 1133 1219 -86 -0.03 -238.50 chart
normal-13 1146 1238 -100 -0.03 -185.50 chart
normal-11 1146 1238 -100 -0.01 -97.25 chart
normal-8 1133 1230 -100 -0.01 -90.25 chart
normal-5 1133 1232 -100 -0.01 -50.25 chart
taylorPlus-13 1423 1514 -85 -0.01 -59.50 chart
taylorPlus-11 1419 1455 -91 -0.00 -31.00 chart
taylorPlus-8 1130 1219 -100 -0.01 -59.50 chart
taylorPlus-5 1131 1216 -100 -0.01 -70.25 chart
taylor3-13 1448 1538 -85 -0.01 -85.25 chart
taylor3-11 1448 1546 -82 -0.01 -101.25 chart
taylor3-8 1404 1503 -100 -0.01 -60.25 chart
taylor3-5 1120 1216 -100 -0.01 -53.75 chart

YM_F LONG
Type Entry Exit Trade % Profit % Points HeatMap
normal-13 1013 1047 85 0.02 392.00 chart
normal-11 1341 1416 91 0.00 116.00 chart
normal-8 1315 1404 88 0.01 131.00 chart
normal-5 1009 1103 100 0.01 183.00 chart
taylorPlus-21 1203 1245 81 0.01 355.00 chart
taylorPlus-13 1207 1244 92 0.01 352.00 chart
taylorPlus-11 1220 1316 100 0.01 336.00 chart
taylorPlus-8 1329 1404 100 0.01 197.00 chart
taylorPlus-5 1502 1549 100 0.01 133.00 chart
taylor3-21 1029 1108 81 0.02 433.00 chart
taylor3-13 1237 1322 92 0.01 144.00 chart
taylor3-11 1014 1046 91 0.01 349.00 chart
taylor3-8 1209 1244 100 0.01 190.00 chart
taylor3-5 0932 1023 100 0.01 276.00 chart

YM_F SHORT
Type Entry Exit Trade % Profit % Points HeatMap
normal-21 1131 1219 -86 -0.02 -581.00 chart
normal-13 1141 1222 -100 -0.01 -297.00 chart
normal-11 1142 1222 -100 -0.01 -177.00 chart
normal-8 1133 1230 -100 -0.01 -200.00 chart
normal-5 1140 1222 -100 -0.00 -102.00 chart
taylorPlus-21 0930 1008 -86 -0.02 -621.00 chart
taylorPlus-8 1129 1220 -87 -0.00 -117.00 chart
taylorPlus-5 1131 1216 -100 -0.01 -161.00 chart
taylor3-13 1510 1556 -85 -0.01 -133.00 chart
taylor3-11 1510 1556 -82 -0.00 -123.00 chart
taylor3-8 1302 1340 -87 -0.00 -120.00 chart
taylor3-5 1131 1205 -100 -0.01 -139.00 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.