HotSpots for 06/27/2019 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-11 1222 1253 82 0.01 16.75 chart
normal-8 1455 1525 100 0.00 13.75 chart
normal-5 1445 1543 100 0.01 16.25 chart
taylorPlus-21 1325 1359 81 0.01 39.50 chart
taylorPlus-13 1320 1352 85 0.00 13.75 chart
taylorPlus-11 1013 1049 82 0.01 38.75 chart
taylorPlus-8 1036 1107 100 0.01 22.50 chart
taylorPlus-5 1027 1109 100 0.01 29.50 chart
taylor3-21 1451 1522 95 0.03 75.25 chart
taylor3-13 1509 1545 100 0.02 44.25 chart
taylor3-11 1509 1545 100 0.01 41.00 chart
taylor3-8 1509 1543 100 0.01 41.00 chart
taylor3-5 1449 1536 100 0.01 25.50 chart

ES_F SHORT
Type Entry Exit Trade % Profit % Points HeatMap
normal-21 1131 1222 -95 -0.03 -79.75 chart
normal-13 1132 1230 -100 -0.01 -35.00 chart
normal-11 1144 1222 -100 -0.01 -26.00 chart
normal-8 1130 1220 -100 -0.01 -28.00 chart
normal-5 0932 1023 -100 -0.01 -26.00 chart
taylorPlus-21 1143 1215 -86 -0.01 -41.75 chart
taylorPlus-13 1515 1545 -92 -0.01 -36.75 chart
taylorPlus-11 1521 1555 -100 -0.01 -29.75 chart
taylorPlus-8 1116 1214 -100 -0.01 -39.75 chart
taylorPlus-5 1109 1159 -100 -0.01 -30.75 chart
taylor3-21 1408 1438 -81 -0.01 -40.25 chart
taylor3-13 1031 1118 -92 -0.02 -49.25 chart
taylor3-11 1031 1118 -91 -0.01 -29.50 chart
taylor3-8 1132 1225 -100 -0.02 -50.75 chart
taylor3-5 1134 1213 -100 -0.01 -22.50 chart

NQ_F LONG
Type Entry Exit Trade % Profit % Points HeatMap
normal-21 1223 1256 81 0.01 55.50 chart
normal-13 0937 1007 85 0.02 143.75 chart
normal-11 0936 1006 82 0.02 126.00 chart
normal-8 0936 1006 88 0.01 104.00 chart
normal-5 1445 1544 100 0.01 53.75 chart
taylorPlus-21 1045 1128 86 0.01 107.00 chart
taylorPlus-13 1324 1359 85 0.01 87.50 chart
taylorPlus-11 1028 1114 91 0.01 101.50 chart
taylorPlus-8 1019 1107 100 0.02 135.25 chart
taylorPlus-5 1027 1110 100 0.01 89.25 chart
taylor3-21 1440 1529 86 0.03 236.75 chart
taylor3-13 1451 1522 92 0.03 210.25 chart
taylor3-11 1512 1545 100 0.02 126.50 chart
taylor3-8 1451 1522 100 0.02 119.75 chart
taylor3-5 1449 1536 100 0.01 91.50 chart

NQ_F SHORT
Type Entry Exit Trade % Profit % Points HeatMap
normal-21 1133 1223 -95 -0.04 -274.00 chart
normal-13 1133 1223 -100 -0.02 -147.25 chart
normal-11 1133 1223 -100 -0.02 -115.75 chart
normal-8 1133 1223 -100 -0.01 -92.75 chart
normal-5 1207 1303 -100 -0.01 -78.00 chart
taylorPlus-21 1457 1535 -86 -0.02 -172.50 chart
taylorPlus-13 1515 1547 -92 -0.01 -68.75 chart
taylorPlus-11 1452 1540 -91 -0.02 -147.00 chart
taylorPlus-8 1114 1213 -100 -0.02 -134.75 chart
taylorPlus-5 1134 1220 -100 -0.01 -94.75 chart
taylor3-21 0932 1002 -81 -0.04 -294.25 chart
taylor3-13 0932 1003 -85 -0.03 -245.00 chart
taylor3-11 0932 1003 -91 -0.03 -219.00 chart
taylor3-8 0932 1003 -100 -0.03 -204.50 chart
taylor3-5 0930 1000 -100 -0.01 -92.75 chart

YM_F LONG
Type Entry Exit Trade % Profit % Points HeatMap
normal-21 1453 1524 81 0.01 211.00 chart
normal-13 1437 1513 92 0.00 127.00 chart
normal-11 1436 1527 91 0.01 141.00 chart
normal-8 1445 1527 100 0.00 128.00 chart
normal-5 1041 1111 100 0.01 176.00 chart
taylorPlus-21 1329 1359 86 0.01 267.00 chart
taylorPlus-13 1414 1458 85 0.01 174.00 chart
taylorPlus-11 1305 1343 91 0.01 166.00 chart
taylorPlus-8 1000 1052 88 0.01 244.00 chart
taylorPlus-5 0932 1006 100 0.01 259.00 chart
taylor3-21 1450 1530 95 0.02 616.00 chart
taylor3-13 1451 1529 92 0.02 546.00 chart
taylor3-11 1504 1543 100 0.02 520.00 chart
taylor3-8 1504 1543 100 0.02 453.00 chart
taylor3-5 1441 1535 100 0.01 275.00 chart

YM_F SHORT
Type Entry Exit Trade % Profit % Points HeatMap
normal-21 1131 1222 -95 -0.03 -711.00 chart
normal-13 1130 1222 -92 -0.02 -399.00 chart
normal-11 1130 1222 -91 -0.01 -311.00 chart
normal-8 1130 1222 -100 -0.01 -273.00 chart
normal-5 0942 1018 -100 -0.01 -185.00 chart
taylorPlus-21 1143 1215 -90 -0.01 -343.00 chart
taylorPlus-13 1129 1210 -92 -0.01 -362.00 chart
taylorPlus-11 1143 1214 -100 -0.01 -245.00 chart
taylorPlus-8 1116 1214 -100 -0.01 -309.00 chart
taylorPlus-5 1110 1159 -100 -0.01 -228.00 chart
taylor3-21 0932 1002 -81 -0.02 -616.00 chart
taylor3-13 1105 1158 -92 -0.02 -533.00 chart
taylor3-11 1105 1158 -91 -0.01 -325.00 chart
taylor3-8 1108 1206 -100 -0.02 -464.00 chart
taylor3-5 1132 1211 -100 -0.01 -193.00 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.