HotSpots for 07/11/2019 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 1304 1339 85 0.01 21.50 chart
normal-11 1146 1218 91 0.01 26.75 chart
normal-8 1146 1219 88 0.01 21.75 chart
normal-5 1146 1236 100 0.01 18.00 chart
taylorPlus-21 1207 1244 86 0.02 47.25 chart
taylorPlus-13 1455 1530 92 0.01 24.50 chart
taylorPlus-11 1229 1317 100 0.01 24.00 chart
taylorPlus-8 1229 1317 100 0.01 14.75 chart
taylorPlus-5 1224 1323 100 0.00 13.75 chart
taylor3-21 1451 1522 90 0.02 68.00 chart
taylor3-13 1509 1543 100 0.02 55.50 chart
taylor3-11 1509 1543 100 0.02 48.00 chart
taylor3-8 1449 1543 100 0.01 30.25 chart
taylor3-5 0942 1016 100 0.00 14.25 chart

ES_F SHORT
Type Entry Exit Trade % Profit % Points HeatMap
normal-13 1331 1409 -85 -0.00 -10.50 chart
normal-11 1339 1409 -82 -0.01 -15.75 chart
taylorPlus-13 1131 1220 -85 -0.01 -28.75 chart
taylorPlus-11 1028 1119 -82 -0.01 -32.00 chart
taylorPlus-8 1106 1205 -87 -0.01 -29.50 chart
taylorPlus-5 0930 1001 -100 -0.01 -20.50 chart
taylor3-21 1108 1203 -81 -0.03 -75.50 chart
taylor3-13 1131 1230 -92 -0.02 -52.50 chart
taylor3-11 1109 1205 -91 -0.02 -63.50 chart
taylor3-8 1109 1205 -87 -0.01 -28.75 chart
taylor3-5 1107 1140 -100 -0.00 -14.00 chart

NQ_F LONG
Type Entry Exit Trade % Profit % Points HeatMap
normal-21 1517 1547 81 0.01 104.00 chart
normal-13 1146 1219 92 0.01 86.00 chart
normal-11 1146 1219 100 0.01 99.00 chart
normal-8 1146 1219 100 0.01 74.75 chart
normal-5 1146 1242 100 0.01 74.25 chart
taylorPlus-21 1214 1244 86 0.02 147.00 chart
taylorPlus-13 1455 1534 92 0.01 88.50 chart
taylorPlus-11 1453 1530 91 0.01 80.50 chart
taylorPlus-8 1437 1528 100 0.01 57.75 chart
taylorPlus-5 1437 1531 100 0.01 50.00 chart
taylor3-21 1325 1402 90 0.02 139.75 chart
taylor3-13 1505 1545 100 0.02 153.25 chart
taylor3-11 1505 1545 100 0.02 131.75 chart
taylor3-8 1450 1546 100 0.02 108.50 chart
taylor3-5 1450 1546 100 0.01 68.25 chart

NQ_F SHORT
Type Entry Exit Trade % Profit % Points HeatMap
normal-21 1105 1139 -81 -0.02 -136.75 chart
normal-13 1340 1410 -85 -0.01 -59.75 chart
normal-11 1046 1136 -82 -0.01 -66.25 chart
taylorPlus-13 1130 1219 -92 -0.01 -95.25 chart
taylorPlus-11 1131 1219 -91 -0.01 -93.25 chart
taylorPlus-8 1108 1205 -87 -0.01 -111.00 chart
taylorPlus-5 1114 1146 -100 -0.01 -44.75 chart
taylor3-21 0931 1011 -86 -0.03 -245.25 chart
taylor3-13 1135 1232 -92 -0.02 -162.00 chart
taylor3-11 0930 1000 -91 -0.03 -221.75 chart
taylor3-8 0930 1000 -87 -0.02 -124.75 chart
taylor3-5 1116 1208 -100 -0.01 -47.25 chart

YM_F LONG
Type Entry Exit Trade % Profit % Points HeatMap
normal-13 1146 1219 85 0.01 220.00 chart
normal-11 1146 1219 91 0.01 242.00 chart
normal-8 1146 1219 88 0.01 176.00 chart
normal-5 1146 1237 100 0.01 182.00 chart
taylorPlus-21 1225 1323 90 0.02 438.00 chart
taylorPlus-13 1220 1316 92 0.01 293.00 chart
taylorPlus-11 1229 1322 100 0.01 256.00 chart
taylorPlus-8 1229 1323 100 0.01 178.00 chart
taylorPlus-5 1229 1326 100 0.01 160.00 chart
taylor3-21 1450 1530 90 0.02 547.00 chart
taylor3-13 1504 1543 92 0.02 573.00 chart
taylor3-11 1504 1546 100 0.02 480.00 chart
taylor3-8 1459 1546 100 0.01 238.00 chart
taylor3-5 1245 1338 100 0.00 131.00 chart

YM_F SHORT
Type Entry Exit Trade % Profit % Points HeatMap
normal-13 0940 1018 -85 -0.01 -188.00 chart
normal-11 0938 1013 -82 -0.01 -219.00 chart
normal-8 1048 1126 -87 -0.01 -142.00 chart
taylorPlus-21 0930 1013 -81 -0.02 -406.00 chart
taylorPlus-11 0930 1018 -82 -0.01 -284.00 chart
taylorPlus-8 0930 1000 -100 -0.01 -286.00 chart
taylorPlus-5 0930 1000 -100 -0.01 -157.00 chart
taylor3-21 1107 1203 -86 -0.02 -625.00 chart
taylor3-13 1107 1204 -92 -0.02 -383.00 chart
taylor3-11 1107 1204 -100 -0.02 -505.00 chart
taylor3-8 1107 1204 -100 -0.01 -201.00 chart
taylor3-5 1032 1126 -100 -0.00 -117.00 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.