HotSpots for 06/24/2019 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 86 0.01 34.25 chart
normal-13 1217 1247 92 0.01 17.75 chart
normal-11 1217 1247 91 0.01 14.75 chart
normal-8 1217 1250 100 0.01 21.00 chart
normal-5 1323 1406 100 0.01 25.00 chart
taylorPlus-21 1325 1359 81 0.01 33.75 chart
taylorPlus-13 1325 1359 85 0.01 37.50 chart
taylorPlus-11 1320 1352 91 0.01 15.25 chart
taylorPlus-8 1320 1352 100 0.00 6.25 chart
taylorPlus-5 1027 1109 100 0.01 29.75 chart
taylor3-21 1451 1522 95 0.03 80.50 chart
taylor3-13 1323 1408 100 0.02 49.50 chart
taylor3-11 1504 1555 100 0.02 64.00 chart
taylor3-8 1504 1556 100 0.02 57.75 chart
taylor3-5 1341 1434 100 0.01 34.50 chart

ES_F SHORT
Type Entry Exit Trade % Profit % Points HeatMap
normal-21 1131 1222 -86 -0.03 -75.50 chart
normal-13 1134 1220 -92 -0.02 -45.50 chart
normal-11 1149 1221 -100 -0.01 -35.50 chart
normal-8 1149 1221 -100 -0.01 -25.75 chart
normal-5 1123 1222 -100 -0.01 -30.75 chart
taylorPlus-21 1143 1215 -86 -0.02 -47.25 chart
taylorPlus-13 1521 1555 -92 -0.02 -52.25 chart
taylorPlus-11 1521 1555 -100 -0.01 -37.75 chart
taylorPlus-8 1119 1214 -100 -0.01 -39.75 chart
taylorPlus-5 1134 1225 -100 -0.01 -37.75 chart
taylor3-13 1031 1118 -92 -0.02 -49.00 chart
taylor3-11 1031 1118 -91 -0.01 -38.50 chart
taylor3-8 1131 1230 -100 -0.02 -47.25 chart
taylor3-5 1132 1230 -100 -0.01 -39.75 chart

NQ_F LONG
Type Entry Exit Trade % Profit % Points HeatMap
normal-21 1223 1316 81 0.01 102.25 chart
normal-13 0937 1007 85 0.02 157.25 chart
normal-11 0937 1007 100 0.03 204.25 chart
normal-8 0937 1013 100 0.02 144.75 chart
normal-5 0938 1013 100 0.02 134.00 chart
taylorPlus-21 1045 1128 86 0.01 108.50 chart
taylorPlus-13 1324 1359 92 0.01 102.00 chart
taylorPlus-11 1324 1359 91 0.01 94.25 chart
taylorPlus-8 1037 1123 100 0.01 95.00 chart
taylorPlus-5 1018 1111 100 0.01 101.25 chart
taylor3-21 1439 1529 90 0.04 272.75 chart
taylor3-13 1508 1555 92 0.02 161.00 chart
taylor3-11 1508 1555 100 0.02 170.50 chart
taylor3-8 1504 1546 100 0.02 145.50 chart
taylor3-5 1340 1410 100 0.02 110.00 chart

NQ_F SHORT
Type Entry Exit Trade % Profit % Points HeatMap
normal-21 1143 1222 -90 -0.03 -227.25 chart
normal-13 1146 1238 -100 -0.02 -141.00 chart
normal-11 1149 1238 -100 -0.02 -138.50 chart
normal-8 1133 1223 -100 -0.01 -109.25 chart
normal-5 1123 1221 -100 -0.01 -112.75 chart
taylorPlus-21 1129 1225 -86 -0.02 -181.50 chart
taylorPlus-13 1518 1549 -92 -0.02 -120.75 chart
taylorPlus-11 1122 1154 -91 -0.02 -155.75 chart
taylorPlus-8 1119 1157 -100 -0.02 -117.00 chart
taylorPlus-5 1134 1225 -100 -0.02 -165.75 chart
taylor3-21 0932 1002 -81 -0.04 -282.50 chart
taylor3-13 1131 1203 -92 -0.02 -187.50 chart
taylor3-11 0932 1013 -91 -0.03 -259.25 chart
taylor3-8 0931 1003 -100 -0.03 -217.25 chart
taylor3-5 0931 1003 -100 -0.02 -167.75 chart

YM_F LONG
Type Entry Exit Trade % Profit % Points HeatMap
normal-21 1216 1248 86 0.02 403.00 chart
normal-13 1031 1102 85 0.01 286.00 chart
normal-11 1314 1404 91 0.01 166.00 chart
normal-8 1315 1404 100 0.01 149.00 chart
normal-5 0935 1006 100 0.01 252.00 chart
taylorPlus-21 1329 1359 86 0.01 229.00 chart
taylorPlus-13 1329 1359 85 0.01 234.00 chart
taylorPlus-11 1315 1359 91 0.01 263.00 chart
taylorPlus-8 1319 1359 100 0.01 139.00 chart
taylorPlus-5 1018 1105 100 0.01 317.00 chart
taylor3-21 1450 1530 95 0.03 665.00 chart
taylor3-13 1306 1405 92 0.02 546.00 chart
taylor3-11 1459 1551 100 0.02 413.00 chart
taylor3-8 1504 1543 100 0.02 498.00 chart
taylor3-5 1307 1405 100 0.01 272.00 chart

YM_F SHORT
Type Entry Exit Trade % Profit % Points HeatMap
normal-21 1131 1219 -90 -0.03 -728.00 chart
normal-13 1142 1222 -100 -0.01 -319.00 chart
normal-11 1151 1222 -100 -0.01 -354.00 chart
normal-8 1141 1222 -100 -0.01 -245.00 chart
normal-5 1123 1219 -100 -0.01 -325.00 chart
taylorPlus-21 1143 1215 -90 -0.02 -427.00 chart
taylorPlus-13 1454 1544 -92 -0.02 -490.00 chart
taylorPlus-11 1122 1154 -91 -0.02 -400.00 chart
taylorPlus-8 1123 1214 -100 -0.01 -356.00 chart
taylorPlus-5 1109 1208 -100 -0.01 -307.00 chart
taylor3-21 0930 1002 -86 -0.03 -645.00 chart
taylor3-13 1105 1158 -92 -0.02 -535.00 chart
taylor3-11 1100 1158 -91 -0.02 -439.00 chart
taylor3-8 1100 1158 -100 -0.02 -454.00 chart
taylor3-5 1132 1230 -100 -0.01 -308.00 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.