HotSpots for 06/21/2019 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 1217 1247 81 0.01 28.50 chart
normal-13 1217 1247 92 0.01 20.25 chart
normal-11 1217 1247 91 0.01 14.50 chart
normal-8 1217 1247 100 0.01 15.00 chart
normal-5 0937 1013 100 0.01 27.50 chart
taylorPlus-21 1329 1359 81 0.01 33.25 chart
taylorPlus-13 1325 1359 85 0.01 35.50 chart
taylorPlus-11 1320 1352 91 0.01 15.50 chart
taylorPlus-8 0935 1008 88 0.01 32.75 chart
taylorPlus-5 0959 1053 100 0.01 31.00 chart
taylor3-21 1247 1317 81 0.01 34.00 chart
taylor3-13 1039 1123 92 0.02 51.75 chart
taylor3-11 1039 1123 91 0.02 46.50 chart
taylor3-8 1037 1123 88 0.01 31.00 chart
taylor3-5 1052 1123 100 0.01 17.75 chart

ES_F SHORT
Type Entry Exit Trade % Profit % Points HeatMap
normal-21 1131 1222 -86 -0.03 -73.00 chart
normal-13 1134 1219 -92 -0.01 -39.25 chart
normal-11 1143 1222 -100 -0.01 -31.75 chart
normal-8 1132 1230 -100 -0.01 -26.25 chart
normal-5 1132 1219 -100 -0.01 -24.25 chart
taylorPlus-21 1502 1543 -86 -0.03 -77.50 chart
taylorPlus-13 1454 1543 -92 -0.02 -59.75 chart
taylorPlus-11 1453 1544 -91 -0.02 -49.25 chart
taylorPlus-8 1521 1555 -100 -0.01 -23.25 chart
taylorPlus-5 1132 1230 -100 -0.01 -38.50 chart
taylor3-13 1451 1543 -92 -0.02 -55.00 chart
taylor3-11 1451 1543 -100 -0.02 -48.50 chart
taylor3-8 1448 1542 -100 -0.02 -54.00 chart
taylor3-5 1448 1540 -100 -0.01 -22.25 chart

NQ_F LONG
Type Entry Exit Trade % Profit % Points HeatMap
normal-13 1315 1408 85 0.01 93.00 chart
normal-11 0937 1007 91 0.03 184.50 chart
normal-8 0937 1007 100 0.02 119.00 chart
normal-5 0938 1013 100 0.02 139.75 chart
taylorPlus-21 1045 1128 86 0.01 108.75 chart
taylorPlus-13 1324 1359 92 0.01 101.25 chart
taylorPlus-11 1324 1359 91 0.01 90.00 chart
taylorPlus-8 1037 1123 100 0.01 83.25 chart
taylorPlus-5 1025 1123 100 0.01 88.00 chart
taylor3-13 1037 1123 92 0.02 179.75 chart
taylor3-11 1037 1123 91 0.02 162.25 chart
taylor3-8 0932 1028 88 0.02 150.25 chart
taylor3-5 0932 1030 80 0.01 87.25 chart

NQ_F SHORT
Type Entry Exit Trade % Profit % Points HeatMap
normal-21 1131 1222 -86 -0.04 -283.75 chart
normal-13 1146 1238 -100 -0.02 -140.50 chart
normal-11 1146 1238 -100 -0.02 -116.25 chart
normal-8 1131 1223 -100 -0.01 -98.75 chart
normal-5 1132 1219 -100 -0.01 -79.75 chart
taylorPlus-21 1502 1543 -86 -0.03 -236.00 chart
taylorPlus-13 1502 1541 -92 -0.02 -173.50 chart
taylorPlus-11 1122 1154 -91 -0.02 -140.00 chart
taylorPlus-8 1444 1514 -100 -0.01 -109.00 chart
taylorPlus-5 1132 1225 -100 -0.02 -166.75 chart
taylor3-21 1433 1523 -81 -0.02 -150.00 chart
taylor3-13 1451 1543 -92 -0.02 -151.75 chart
taylor3-11 1451 1543 -100 -0.02 -133.00 chart
taylor3-8 1447 1541 -100 -0.02 -152.25 chart
taylor3-5 1148 1234 -100 -0.01 -88.50 chart

YM_F LONG
Type Entry Exit Trade % Profit % Points HeatMap
normal-21 1216 1248 81 0.01 351.00 chart
normal-13 1031 1102 85 0.01 254.00 chart
normal-11 1343 1416 91 0.00 117.00 chart
normal-8 1312 1404 100 0.01 223.00 chart
normal-5 0935 1005 100 0.01 251.00 chart
taylorPlus-21 1329 1359 86 0.01 233.00 chart
taylorPlus-13 1311 1349 85 0.01 278.00 chart
taylorPlus-11 1311 1349 82 0.01 247.00 chart
taylorPlus-8 0932 1022 88 0.01 305.00 chart
taylorPlus-5 0959 1053 100 0.01 284.00 chart
taylor3-21 1045 1115 86 0.01 361.00 chart
taylor3-13 1041 1123 92 0.01 377.00 chart
taylor3-11 1040 1123 91 0.01 323.00 chart
taylor3-8 1051 1129 100 0.01 208.00 chart
taylor3-5 1046 1133 100 0.01 165.00 chart

YM_F SHORT
Type Entry Exit Trade % Profit % Points HeatMap
normal-21 1131 1219 -90 -0.03 -717.00 chart
normal-13 1142 1222 -100 -0.01 -295.00 chart
normal-11 1143 1222 -100 -0.01 -301.00 chart
normal-8 1151 1222 -100 -0.01 -262.00 chart
normal-5 1132 1219 -100 -0.01 -238.00 chart
taylorPlus-21 1143 1215 -90 -0.02 -425.00 chart
taylorPlus-13 1454 1544 -92 -0.02 -500.00 chart
taylorPlus-11 1122 1154 -91 -0.01 -385.00 chart
taylorPlus-8 1144 1214 -100 -0.01 -229.00 chart
taylorPlus-5 1133 1214 -100 -0.01 -295.00 chart
taylor3-21 1424 1518 -81 -0.01 -366.00 chart
taylor3-13 1444 1542 -85 -0.02 -524.00 chart
taylor3-11 1444 1542 -91 -0.02 -464.00 chart
taylor3-8 1448 1542 -100 -0.02 -468.00 chart
taylor3-5 1448 1540 -100 -0.01 -185.00 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.