HotSpots for 07/03/2019 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 1455 1525 81 0.01 38.25 chart
normal-13 1455 1525 92 0.01 27.75 chart
normal-11 1449 1543 91 0.01 29.75 chart
normal-8 1449 1543 100 0.01 19.25 chart
normal-5 1454 1541 100 0.01 21.75 chart
taylorPlus-21 1325 1359 81 0.01 39.00 chart
taylorPlus-13 1320 1352 85 0.01 15.25 chart
taylorPlus-11 0934 1024 82 0.01 36.00 chart
taylorPlus-8 1008 1046 100 0.01 21.50 chart
taylorPlus-5 1028 1111 100 0.01 18.50 chart
taylor3-21 1219 1301 81 0.02 44.25 chart
taylor3-13 1219 1251 85 0.01 39.25 chart
taylor3-11 1219 1301 82 0.01 36.00 chart
taylor3-8 1217 1251 88 0.01 30.50 chart
taylor3-5 1021 1051 100 0.00 7.00 chart

ES_F SHORT
Type Entry Exit Trade % Profit % Points HeatMap
normal-21 1131 1222 -86 -0.01 -37.50 chart
normal-13 1129 1222 -85 -0.01 -21.25 chart
normal-11 1402 1454 -91 -0.01 -19.75 chart
normal-8 1402 1454 -100 -0.01 -21.75 chart
normal-5 0944 1018 -100 -0.01 -22.00 chart
taylorPlus-21 1458 1534 -81 -0.02 -49.00 chart
taylorPlus-13 1453 1552 -92 -0.01 -42.25 chart
taylorPlus-11 1447 1533 -91 -0.01 -38.50 chart
taylorPlus-8 1116 1159 -100 -0.01 -32.50 chart
taylorPlus-5 1109 1200 -100 -0.01 -28.25 chart
taylor3-11 1403 1501 -91 -0.01 -21.50 chart
taylor3-8 1402 1437 -87 -0.01 -25.50 chart
taylor3-5 0949 1020 -100 -0.00 -10.00 chart

NQ_F LONG
Type Entry Exit Trade % Profit % Points HeatMap
normal-13 1449 1546 85 0.01 104.50 chart
normal-11 1449 1546 91 0.01 103.00 chart
normal-8 1449 1546 100 0.01 51.75 chart
normal-5 1459 1558 100 0.01 78.00 chart
taylorPlus-21 1324 1359 81 0.02 113.75 chart
taylorPlus-13 1324 1359 85 0.01 89.00 chart
taylorPlus-11 1019 1107 91 0.02 140.25 chart
taylorPlus-8 1019 1107 100 0.02 126.25 chart
taylorPlus-5 0933 1014 100 0.01 103.50 chart
taylor3-13 1211 1250 85 0.01 85.25 chart
taylor3-11 1219 1301 82 0.01 70.00 chart
taylor3-8 1517 1558 88 0.01 91.75 chart
taylor3-5 1519 1557 80 0.01 61.75 chart

NQ_F SHORT
Type Entry Exit Trade % Profit % Points HeatMap
normal-21 1133 1223 -86 -0.02 -146.00 chart
normal-13 1133 1223 -85 -0.01 -80.75 chart
normal-11 1207 1303 -82 -0.02 -120.00 chart
normal-8 0943 1026 -87 -0.01 -81.75 chart
normal-5 0944 1019 -100 -0.01 -59.75 chart
taylorPlus-21 1457 1535 -86 -0.02 -173.25 chart
taylorPlus-13 1454 1553 -92 -0.02 -126.75 chart
taylorPlus-11 1116 1155 -91 -0.01 -110.00 chart
taylorPlus-8 1116 1214 -100 -0.02 -154.00 chart
taylorPlus-5 1107 1200 -100 -0.01 -103.00 chart
taylor3-13 1250 1331 -85 -0.01 -65.25 chart
taylor3-11 1404 1503 -91 -0.01 -92.50 chart
taylor3-8 1403 1502 -100 -0.01 -82.00 chart
taylor3-5 0956 1033 -100 -0.01 -70.50 chart

YM_F LONG
Type Entry Exit Trade % Profit % Points HeatMap
normal-21 1454 1524 81 0.01 260.00 chart
normal-13 1454 1524 92 0.01 209.00 chart
normal-11 1454 1524 91 0.01 148.00 chart
normal-8 1454 1524 88 0.00 118.00 chart
normal-5 1146 1216 100 0.00 92.00 chart
taylorPlus-21 1315 1359 81 0.01 297.00 chart
taylorPlus-13 1306 1343 92 0.01 233.00 chart
taylorPlus-11 1305 1343 91 0.01 131.00 chart
taylorPlus-8 1018 1105 88 0.01 342.00 chart
taylorPlus-5 1159 1251 100 0.01 154.00 chart
taylor3-13 1012 1043 85 0.01 279.00 chart
taylor3-11 1219 1251 82 0.01 314.00 chart
taylor3-8 1219 1251 88 0.01 290.00 chart
taylor3-5 1021 1051 100 0.00 130.00 chart

YM_F SHORT
Type Entry Exit Trade % Profit % Points HeatMap
normal-21 1131 1222 -86 -0.02 -398.00 chart
normal-13 1109 1203 -85 -0.01 -280.00 chart
normal-11 0943 1018 -100 -0.01 -305.00 chart
normal-8 0940 1018 -100 -0.01 -270.00 chart
normal-5 0930 1026 -100 -0.01 -232.00 chart
taylorPlus-21 1143 1215 -86 -0.01 -249.00 chart
taylorPlus-13 1521 1555 -92 -0.01 -363.00 chart
taylorPlus-11 1521 1557 -91 -0.01 -298.00 chart
taylorPlus-8 1116 1156 -100 -0.01 -209.00 chart
taylorPlus-5 1111 1200 -100 -0.01 -200.00 chart
taylor3-13 1133 1209 -92 -0.01 -195.00 chart
taylor3-11 1133 1209 -91 -0.00 -81.00 chart
taylor3-8 1128 1209 -100 -0.00 -99.00 chart
taylor3-5 0931 1018 -100 -0.01 -294.00 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.