HotSpots for 07/01/2019 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-13 1217 1250 85 0.01 18.50 chart
normal-11 1455 1525 91 0.01 19.00 chart
normal-8 1449 1543 100 0.01 21.50 chart
normal-5 1119 1215 100 0.00 13.50 chart
taylorPlus-21 1011 1056 86 0.03 73.75 chart
taylorPlus-13 0951 1031 85 0.03 73.50 chart
taylorPlus-11 0951 1031 82 0.02 58.25 chart
taylorPlus-8 1454 1534 88 0.01 16.50 chart
taylorPlus-5 1107 1206 100 0.01 23.00 chart
taylor3-21 1039 1116 81 0.02 59.75 chart
taylor3-13 1038 1114 92 0.02 51.50 chart
taylor3-11 1038 1114 91 0.01 42.00 chart
taylor3-8 1034 1113 88 0.01 24.00 chart
taylor3-5 1016 1105 100 0.01 21.50 chart

ES_F SHORT
Type Entry Exit Trade % Profit % Points HeatMap
normal-21 1131 1222 -86 -0.02 -59.75 chart
normal-13 1144 1222 -85 -0.01 -17.75 chart
normal-11 1132 1219 -82 -0.01 -22.00 chart
normal-8 0932 1023 -87 -0.01 -33.00 chart
normal-5 1346 1445 -100 -0.01 -23.00 chart
taylorPlus-21 1359 1450 -81 -0.02 -49.00 chart
taylorPlus-13 1400 1453 -92 -0.02 -45.00 chart
taylorPlus-11 1402 1454 -91 -0.02 -47.50 chart
taylorPlus-8 1402 1454 -87 -0.01 -31.25 chart
taylorPlus-5 1433 1528 -100 -0.00 -11.25 chart
taylor3-13 1451 1534 -92 -0.01 -41.00 chart
taylor3-11 1457 1535 -100 -0.02 -43.75 chart
taylor3-8 1457 1535 -100 -0.01 -23.00 chart
taylor3-5 1458 1557 -100 -0.01 -16.00 chart

NQ_F LONG
Type Entry Exit Trade % Profit % Points HeatMap
normal-21 1022 1108 81 0.02 140.00 chart
normal-13 1222 1252 85 0.01 46.75 chart
normal-11 1022 1108 91 0.01 53.50 chart
normal-8 1449 1546 100 0.01 77.75 chart
normal-5 1136 1225 100 0.01 61.00 chart
taylorPlus-21 0957 1051 90 0.04 284.50 chart
taylorPlus-13 1010 1051 92 0.03 193.75 chart
taylorPlus-11 1010 1051 91 0.02 170.50 chart
taylorPlus-8 1010 1051 88 0.01 102.75 chart
taylorPlus-5 1108 1207 100 0.01 77.50 chart
taylor3-21 1025 1113 81 0.02 169.75 chart
taylor3-13 1037 1123 85 0.02 174.00 chart
taylor3-11 0932 1028 91 0.03 188.75 chart
taylor3-8 0935 1007 88 0.01 106.50 chart
taylor3-5 0931 1006 100 0.02 176.00 chart

NQ_F SHORT
Type Entry Exit Trade % Profit % Points HeatMap
normal-21 1133 1223 -86 -0.03 -236.50 chart
normal-13 1133 1223 -85 -0.01 -82.00 chart
normal-11 1421 1451 -91 -0.01 -59.75 chart
normal-8 0935 1022 -87 -0.01 -92.75 chart
normal-5 1346 1445 -100 -0.01 -78.00 chart
taylorPlus-13 1340 1438 -92 -0.02 -172.00 chart
taylorPlus-11 1402 1454 -91 -0.02 -171.25 chart
taylorPlus-8 1408 1454 -100 -0.02 -118.25 chart
taylorPlus-5 1406 1437 -100 -0.01 -88.25 chart
taylor3-13 1203 1234 -92 -0.01 -93.25 chart
taylor3-11 1203 1234 -100 -0.02 -126.75 chart
taylor3-8 1203 1234 -100 -0.01 -88.00 chart
taylor3-5 1144 1224 -100 -0.01 -66.50 chart

YM_F LONG
Type Entry Exit Trade % Profit % Points HeatMap
normal-21 1018 1054 81 0.02 555.00 chart
normal-13 1018 1054 85 0.01 336.00 chart
normal-11 1018 1054 91 0.01 322.00 chart
normal-8 1041 1111 88 0.01 183.00 chart
normal-5 1121 1214 100 0.01 143.00 chart
taylorPlus-21 1012 1056 86 0.02 559.00 chart
taylorPlus-13 1012 1056 92 0.02 492.00 chart
taylorPlus-11 1012 1056 91 0.02 431.00 chart
taylorPlus-8 1013 1048 88 0.01 221.00 chart
taylorPlus-5 1108 1153 100 0.01 167.00 chart
taylor3-21 1044 1131 90 0.02 596.00 chart
taylor3-13 1046 1131 85 0.02 415.00 chart
taylor3-11 1046 1131 91 0.01 369.00 chart
taylor3-8 1044 1129 88 0.01 194.00 chart
taylor3-5 1018 1048 100 0.01 181.00 chart

YM_F SHORT
Type Entry Exit Trade % Profit % Points HeatMap
normal-21 1131 1222 -86 -0.02 -531.00 chart
normal-13 0943 1018 -85 -0.01 -338.00 chart
normal-11 0943 1018 -82 -0.01 -211.00 chart
normal-8 0943 1018 -100 -0.01 -246.00 chart
normal-5 0934 1018 -100 -0.01 -267.00 chart
taylorPlus-21 1407 1450 -86 -0.01 -306.00 chart
taylorPlus-13 1341 1413 -92 -0.01 -217.00 chart
taylorPlus-11 1402 1454 -91 -0.01 -363.00 chart
taylorPlus-8 1402 1454 -87 -0.01 -241.00 chart
taylorPlus-5 0936 1024 -100 -0.01 -238.00 chart
taylor3-13 1450 1549 -92 -0.02 -415.00 chart
taylor3-11 1450 1549 -100 -0.02 -428.00 chart
taylor3-8 1457 1544 -100 -0.01 -263.00 chart
taylor3-5 1458 1556 -100 -0.01 -203.00 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.