HotSpots for 06/28/2019 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 1455 1525 82 0.01 15.00 chart
normal-8 1041 1112 100 0.01 15.75 chart
normal-5 1040 1111 100 0.00 13.25 chart
taylorPlus-21 0941 1033 86 0.03 96.50 chart
taylorPlus-13 0951 1031 85 0.03 74.75 chart
taylorPlus-11 0951 1031 82 0.03 72.75 chart
taylorPlus-8 1438 1537 88 0.01 32.50 chart
taylorPlus-5 1137 1213 100 0.00 10.25 chart
taylor3-21 1219 1301 81 0.02 46.50 chart
taylor3-13 1219 1251 85 0.01 36.75 chart
taylor3-11 1219 1251 82 0.01 29.00 chart
taylor3-8 1433 1529 100 0.01 21.50 chart
taylor3-5 1021 1051 100 0.01 17.50 chart

ES_F SHORT
Type Entry Exit Trade % Profit % Points HeatMap
normal-21 1131 1222 -90 -0.02 -69.00 chart
normal-13 1132 1229 -92 -0.01 -29.50 chart
normal-11 1144 1222 -91 -0.01 -22.50 chart
normal-8 1112 1159 -87 -0.01 -24.25 chart
normal-5 1402 1445 -100 -0.01 -18.75 chart
taylorPlus-13 1400 1453 -92 -0.02 -45.00 chart
taylorPlus-11 1402 1454 -91 -0.02 -50.50 chart
taylorPlus-8 1402 1454 -87 -0.01 -34.00 chart
taylorPlus-5 1152 1240 -100 -0.01 -17.00 chart
taylor3-11 1046 1141 -82 -0.01 -27.50 chart
taylor3-8 1143 1219 -100 -0.01 -17.75 chart
taylor3-5 1120 1219 -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 0.02 119.75 chart
normal-11 0938 1014 82 0.02 131.00 chart
normal-8 0936 1006 88 0.01 80.75 chart
normal-5 1447 1544 100 0.00 26.75 chart
taylorPlus-21 0957 1051 90 0.04 295.25 chart
taylorPlus-13 0943 1029 92 0.03 214.25 chart
taylorPlus-11 0942 1033 91 0.03 222.50 chart
taylorPlus-8 0942 1033 88 0.02 144.75 chart
taylorPlus-5 1108 1152 100 0.01 56.75 chart
taylor3-13 1211 1250 85 0.01 77.50 chart
taylor3-11 1211 1250 82 0.01 51.25 chart
taylor3-8 1219 1301 88 0.01 84.75 chart
taylor3-5 1238 1336 100 0.01 59.00 chart

NQ_F SHORT
Type Entry Exit Trade % Profit % Points HeatMap
normal-21 1133 1223 -90 -0.03 -251.75 chart
normal-13 1133 1223 -92 -0.02 -115.00 chart
normal-11 1133 1223 -91 -0.01 -84.25 chart
normal-8 1109 1142 -87 -0.01 -101.25 chart
normal-5 1346 1445 -100 -0.01 -78.00 chart
taylorPlus-13 1400 1451 -92 -0.02 -170.50 chart
taylorPlus-11 1402 1454 -91 -0.02 -182.25 chart
taylorPlus-8 1408 1454 -100 -0.02 -120.00 chart
taylorPlus-5 1408 1454 -100 -0.01 -80.25 chart
taylor3-13 1404 1503 -85 -0.01 -73.25 chart
taylor3-11 1404 1503 -91 -0.01 -79.50 chart
taylor3-8 1404 1502 -100 -0.01 -85.00 chart
taylor3-5 1102 1139 -100 -0.01 -81.50 chart

YM_F LONG
Type Entry Exit Trade % Profit % Points HeatMap
normal-13 1441 1528 85 0.00 122.00 chart
normal-11 1018 1054 82 0.01 313.00 chart
normal-8 1041 1111 100 0.01 232.00 chart
normal-5 1041 1111 100 0.01 175.00 chart
taylorPlus-21 0941 1033 86 0.03 778.00 chart
taylorPlus-13 1013 1104 85 0.02 582.00 chart
taylorPlus-11 1013 1103 91 0.02 603.00 chart
taylorPlus-8 1013 1104 88 0.01 344.00 chart
taylorPlus-5 1018 1048 100 0.01 156.00 chart
taylor3-13 1014 1046 85 0.01 353.00 chart
taylor3-11 1014 1046 82 0.01 322.00 chart
taylor3-8 1433 1529 100 0.01 174.00 chart
taylor3-5 1018 1054 100 0.01 215.00 chart

YM_F SHORT
Type Entry Exit Trade % Profit % Points HeatMap
normal-21 1131 1222 -90 -0.02 -573.00 chart
normal-13 0943 1018 -85 -0.01 -362.00 chart
normal-11 0948 1018 -82 -0.01 -265.00 chart
normal-8 0943 1018 -100 -0.01 -234.00 chart
normal-5 1346 1445 -100 -0.01 -177.00 chart
taylorPlus-21 1407 1450 -81 -0.01 -279.00 chart
taylorPlus-13 1133 1232 -92 -0.01 -370.00 chart
taylorPlus-11 1402 1454 -91 -0.02 -384.00 chart
taylorPlus-8 1402 1454 -87 -0.01 -242.00 chart
taylorPlus-5 1153 1240 -100 -0.01 -194.00 chart
taylor3-13 1133 1209 -85 -0.00 -110.00 chart
taylor3-11 1133 1209 -91 -0.00 -99.00 chart
taylor3-8 1131 1219 -100 -0.01 -242.00 chart
taylor3-5 1120 1219 -100 -0.01 -217.00 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.