HotSpots for 06/25/2019 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 30.75 chart
normal-13 1217 1247 85 0.00 14.00 chart
normal-11 1217 1247 82 0.00 9.75 chart
normal-8 1313 1405 88 0.01 17.75 chart
normal-5 1355 1433 100 0.01 20.25 chart
taylorPlus-21 1006 1036 90 0.03 73.50 chart
taylorPlus-13 0944 1031 92 0.02 55.25 chart
taylorPlus-11 1011 1105 91 0.03 79.00 chart
taylorPlus-8 0942 1040 88 0.02 46.75 chart
taylorPlus-5 1233 1304 100 0.01 20.25 chart
taylor3-21 1219 1301 81 0.02 47.75 chart
taylor3-13 1219 1301 85 0.02 47.50 chart
taylor3-11 1219 1251 91 0.01 41.25 chart
taylor3-8 1219 1301 100 0.02 47.25 chart
taylor3-5 1217 1307 100 0.01 30.25 chart

ES_F SHORT
Type Entry Exit Trade % Profit % Points HeatMap
normal-21 1131 1222 -86 -0.02 -66.75 chart
normal-13 1143 1222 -100 -0.01 -37.50 chart
normal-11 1149 1222 -100 -0.01 -35.50 chart
normal-8 1141 1222 -100 -0.01 -26.75 chart
normal-5 1130 1220 -100 -0.01 -24.75 chart
taylorPlus-13 1400 1453 -92 -0.01 -37.50 chart
taylorPlus-11 1400 1456 -91 -0.01 -35.50 chart
taylorPlus-8 1402 1450 -87 -0.01 -35.25 chart
taylorPlus-5 1149 1238 -100 -0.01 -17.25 chart
taylor3-11 1136 1219 -91 -0.01 -19.25 chart
taylor3-8 1136 1219 -100 -0.01 -19.25 chart
taylor3-5 1149 1219 -100 -0.01 -21.75 chart

NQ_F LONG
Type Entry Exit Trade % Profit % Points HeatMap
normal-21 1222 1316 81 0.01 107.00 chart
normal-13 0937 1013 85 0.03 189.25 chart
normal-11 0937 1013 91 0.02 162.00 chart
normal-8 0938 1014 100 0.02 151.00 chart
normal-5 0938 1013 100 0.01 108.75 chart
taylorPlus-21 0944 1036 90 0.04 327.75 chart
taylorPlus-13 0943 1029 100 0.03 237.00 chart
taylorPlus-11 0943 1029 100 0.03 224.00 chart
taylorPlus-8 0944 1036 100 0.03 224.00 chart
taylorPlus-5 0938 1033 100 0.02 146.50 chart
taylor3-21 1225 1303 81 0.01 72.75 chart
taylor3-13 1219 1301 85 0.02 130.00 chart
taylor3-11 1211 1250 91 0.01 103.00 chart
taylor3-8 1219 1301 100 0.02 125.75 chart
taylor3-5 0933 1004 100 0.02 119.75 chart

NQ_F SHORT
Type Entry Exit Trade % Profit % Points HeatMap
normal-21 1143 1222 -90 -0.03 -192.50 chart
normal-13 1144 1222 -100 -0.02 -127.25 chart
normal-11 1133 1223 -100 -0.02 -143.50 chart
normal-8 1133 1223 -100 -0.01 -100.00 chart
normal-5 1134 1220 -100 -0.01 -92.50 chart
taylorPlus-13 1135 1232 -85 -0.02 -130.25 chart
taylorPlus-11 1400 1454 -91 -0.02 -120.25 chart
taylorPlus-8 1408 1454 -100 -0.01 -103.25 chart
taylorPlus-5 1153 1238 -100 -0.01 -77.75 chart
taylor3-13 1101 1137 -85 -0.02 -117.75 chart
taylor3-11 1146 1216 -91 -0.01 -65.50 chart
taylor3-8 1404 1502 -100 -0.01 -65.50 chart
taylor3-5 1149 1238 -100 -0.01 -83.50 chart

YM_F LONG
Type Entry Exit Trade % Profit % Points HeatMap
normal-21 1216 1252 81 0.02 422.00 chart
normal-13 0934 1011 85 0.01 269.00 chart
normal-11 1437 1513 91 0.00 100.00 chart
normal-8 0935 1006 88 0.01 236.00 chart
normal-5 0935 1006 100 0.01 228.00 chart
taylorPlus-21 1501 1537 86 0.01 357.00 chart
taylorPlus-13 1011 1048 92 0.02 460.00 chart
taylorPlus-11 1011 1048 100 0.02 485.00 chart
taylorPlus-8 1011 1048 100 0.01 281.00 chart
taylorPlus-5 0932 1003 100 0.01 195.00 chart
taylor3-13 1237 1322 92 0.01 160.00 chart
taylor3-11 1237 1322 91 0.01 134.00 chart
taylor3-8 1219 1301 100 0.02 422.00 chart
taylor3-5 1219 1301 100 0.01 253.00 chart

YM_F SHORT
Type Entry Exit Trade % Profit % Points HeatMap
normal-21 1131 1213 -90 -0.02 -596.00 chart
normal-13 1143 1222 -100 -0.01 -345.00 chart
normal-11 1151 1222 -100 -0.01 -342.00 chart
normal-8 1152 1222 -100 -0.01 -256.00 chart
normal-5 1130 1220 -100 -0.01 -254.00 chart
taylorPlus-21 1407 1450 -81 -0.01 -244.00 chart
taylorPlus-13 1133 1232 -85 -0.01 -335.00 chart
taylorPlus-11 1133 1232 -91 -0.01 -289.00 chart
taylorPlus-8 1402 1454 -87 -0.01 -256.00 chart
taylorPlus-5 1153 1237 -100 -0.01 -190.00 chart
taylor3-11 1133 1209 -91 -0.01 -187.00 chart
taylor3-8 1131 1219 -87 -0.01 -227.00 chart
taylor3-5 1120 1219 -100 -0.01 -230.00 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.