HotSpots for 07/05/2019 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 1600 1600 85 0.01 21.25 chart
normal-11 1600 1600 91 0.01 32.75 chart
normal-8 1147 1217 100 0.00 13.00 chart
normal-5 1146 1221 100 0.01 14.75 chart
taylorPlus-21 1211 1244 86 0.01 41.75 chart
taylorPlus-13 1336 1421 92 0.01 38.00 chart
taylorPlus-11 1455 1530 100 0.01 24.00 chart
taylorPlus-8 1453 1529 100 0.01 22.75 chart
taylorPlus-5 1454 1527 100 0.01 16.50 chart
taylor3-13 1038 1114 85 0.02 44.50 chart
taylor3-11 1036 1109 82 0.01 34.25 chart
taylor3-8 1027 1103 88 0.01 25.75 chart
taylor3-5 1517 1547 100 0.00 10.00 chart

ES_F SHORT
Type Entry Exit Trade % Profit % Points HeatMap
normal-21 1131 1222 -81 -0.01 -31.75 chart
normal-13 1600 1600 -85 -0.01 -22.75 chart
normal-11 0931 1018 -82 -0.01 -34.25 chart
normal-8 1600 1600 -87 -0.01 -24.00 chart
normal-5 1043 1125 -100 -0.01 -16.25 chart
taylorPlus-21 0930 1014 -81 -0.01 -39.25 chart
taylorPlus-13 1131 1220 -85 -0.01 -26.75 chart
taylorPlus-11 1131 1220 -91 -0.01 -31.00 chart
taylorPlus-8 1131 1216 -100 -0.01 -32.75 chart
taylorPlus-5 1054 1141 -100 -0.01 -21.50 chart
taylor3-13 1447 1535 -85 -0.01 -42.25 chart
taylor3-11 1457 1535 -91 -0.01 -29.50 chart
taylor3-8 1134 1233 -87 -0.01 -25.75 chart
taylor3-5 0944 1019 -100 -0.01 -24.25 chart

NQ_F LONG
Type Entry Exit Trade % Profit % Points HeatMap
normal-13 0936 1006 85 0.01 110.50 chart
normal-11 1600 1600 91 0.01 112.25 chart
normal-8 1146 1219 100 0.01 55.00 chart
normal-5 1146 1219 100 0.01 48.25 chart
taylorPlus-21 1338 1413 86 0.01 66.00 chart
taylorPlus-13 1501 1536 92 0.02 122.25 chart
taylorPlus-11 1455 1534 100 0.01 89.25 chart
taylorPlus-8 1502 1549 100 0.01 83.50 chart
taylorPlus-5 0935 1008 100 0.01 60.50 chart
taylor3-21 0935 1008 81 0.01 103.50 chart
taylor3-13 1037 1123 85 0.02 157.50 chart
taylor3-11 0935 1007 91 0.02 134.75 chart
taylor3-8 0935 1007 88 0.01 103.25 chart
taylor3-5 0932 1004 100 0.02 137.75 chart

NQ_F SHORT
Type Entry Exit Trade % Profit % Points HeatMap
normal-21 1133 1223 -81 -0.02 -131.25 chart
normal-13 1105 1139 -85 -0.01 -93.25 chart
normal-11 1046 1127 -82 -0.01 -60.75 chart
normal-8 1047 1125 -100 -0.01 -40.00 chart
normal-5 1048 1125 -100 -0.00 -35.00 chart
taylorPlus-13 1130 1219 -92 -0.01 -88.75 chart
taylorPlus-11 1130 1219 -100 -0.01 -97.75 chart
taylorPlus-8 1131 1220 -100 -0.01 -98.75 chart
taylorPlus-5 1054 1142 -100 -0.01 -77.00 chart
taylor3-21 1207 1300 -81 -0.01 -83.00 chart
taylor3-13 1401 1454 -92 -0.01 -100.25 chart
taylor3-11 1203 1234 -100 -0.02 -126.75 chart
taylor3-8 1131 1223 -100 -0.02 -111.00 chart
taylor3-5 1105 1157 -100 -0.01 -85.75 chart

YM_F LONG
Type Entry Exit Trade % Profit % Points HeatMap
normal-13 1018 1054 85 0.01 326.00 chart
normal-11 1035 1109 82 0.01 205.00 chart
normal-8 1146 1216 100 0.01 145.00 chart
normal-5 1126 1202 100 0.00 125.00 chart
taylorPlus-21 1444 1533 86 0.01 225.00 chart
taylorPlus-13 1220 1316 92 0.02 421.00 chart
taylorPlus-11 1455 1529 100 0.01 239.00 chart
taylorPlus-8 1453 1529 100 0.01 181.00 chart
taylorPlus-5 1018 1054 100 0.01 200.00 chart
taylor3-21 1044 1131 86 0.02 530.00 chart
taylor3-13 1036 1113 85 0.01 291.00 chart
taylor3-11 1036 1112 82 0.01 241.00 chart
taylor3-8 1032 1103 88 0.01 159.00 chart
taylor3-5 1026 1102 80 0.01 212.00 chart

YM_F SHORT
Type Entry Exit Trade % Profit % Points HeatMap
normal-21 0943 1018 -86 -0.02 -425.00 chart
normal-13 0943 1018 -92 -0.01 -291.00 chart
normal-11 0940 1018 -100 -0.01 -317.00 chart
normal-8 0940 1018 -100 -0.01 -268.00 chart
normal-5 0931 1013 -100 -0.01 -188.00 chart
taylorPlus-21 0930 1013 -86 -0.02 -557.00 chart
taylorPlus-11 0930 1013 -82 -0.01 -291.00 chart
taylorPlus-8 1131 1222 -100 -0.01 -251.00 chart
taylorPlus-5 1132 1223 -100 -0.01 -158.00 chart
taylor3-13 1450 1549 -92 -0.01 -379.00 chart
taylor3-11 1450 1549 -91 -0.01 -330.00 chart
taylor3-8 1134 1233 -87 -0.01 -243.00 chart
taylor3-5 0943 1018 -100 -0.01 -207.00 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.