HotSpots for 07/15/2019 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 1147 1217 92 0.01 23.75 chart
normal-11 1147 1217 91 0.01 21.50 chart
normal-8 1057 1156 88 0.01 18.00 chart
normal-5 1524 1557 100 0.01 20.75 chart
taylorPlus-13 0935 1008 85 0.01 24.75 chart
taylorPlus-11 1027 1109 91 0.01 40.50 chart
taylorPlus-8 1028 1111 100 0.01 25.25 chart
taylorPlus-5 0931 1030 100 0.01 16.25 chart
taylor3-11 1034 1105 82 0.01 18.25 chart
taylor3-8 1125 1211 88 0.00 13.00 chart
taylor3-5 1446 1531 100 0.00 11.75 chart

ES_F SHORT
Type Entry Exit Trade % Profit % Points HeatMap
normal-5 1323 1409 -100 -0.00 -8.25 chart
taylorPlus-21 1458 1534 -81 -0.02 -51.50 chart
taylorPlus-13 1116 1155 -85 -0.01 -33.75 chart
taylorPlus-11 1118 1159 -91 -0.01 -25.75 chart
taylorPlus-8 1118 1159 -87 -0.01 -15.00 chart
taylor3-13 1501 1532 -92 -0.01 -30.00 chart
taylor3-11 1343 1431 -91 -0.01 -29.75 chart
taylor3-8 0941 1039 -87 -0.01 -19.00 chart
taylor3-5 0943 1029 -100 -0.01 -29.75 chart

NQ_F LONG
Type Entry Exit Trade % Profit % Points HeatMap
normal-21 1222 1252 81 0.00 33.00 chart
normal-13 1146 1219 92 0.01 99.50 chart
normal-11 1146 1219 91 0.01 94.50 chart
normal-8 1142 1220 100 0.01 57.75 chart
normal-5 1524 1554 100 0.01 54.25 chart
taylorPlus-21 1028 1115 81 0.01 94.00 chart
taylorPlus-13 1025 1111 92 0.02 132.00 chart
taylorPlus-11 1025 1111 100 0.02 152.25 chart
taylorPlus-8 0933 1009 100 0.02 148.00 chart
taylorPlus-5 0931 1030 100 0.01 76.25 chart
taylor3-21 1115 1149 81 0.01 57.50 chart
taylor3-13 0935 1007 85 0.02 147.50 chart
taylor3-11 0935 1007 82 0.02 125.75 chart
taylor3-8 0930 1004 88 0.03 191.00 chart
taylor3-5 1431 1527 100 0.01 59.25 chart

NQ_F SHORT
Type Entry Exit Trade % Profit % Points HeatMap
taylorPlus-21 1458 1535 -86 -0.02 -179.50 chart
taylorPlus-13 1116 1155 -85 -0.02 -114.50 chart
taylorPlus-11 1107 1158 -82 -0.02 -117.75 chart
taylorPlus-8 1106 1146 -87 -0.01 -77.50 chart
taylor3-13 1203 1234 -92 -0.02 -114.50 chart
taylor3-11 1339 1420 -91 -0.01 -109.25 chart
taylor3-8 1331 1420 -87 -0.01 -77.75 chart
taylor3-5 0943 1027 -100 -0.01 -90.50 chart

YM_F LONG
Type Entry Exit Trade % Profit % Points HeatMap
normal-21 1222 1252 81 0.01 231.00 chart
normal-13 1140 1211 92 0.01 153.00 chart
normal-11 1126 1202 91 0.01 220.00 chart
normal-8 1233 1306 100 0.00 131.00 chart
normal-5 0932 1009 100 0.01 265.00 chart
taylorPlus-13 1014 1051 85 0.01 320.00 chart
taylorPlus-11 1014 1051 91 0.02 375.00 chart
taylorPlus-8 1159 1251 100 0.01 230.00 chart
taylorPlus-5 1147 1240 100 0.01 173.00 chart
taylor3-21 1044 1131 81 0.02 509.00 chart
taylor3-11 1036 1113 82 0.00 97.00 chart
taylor3-5 1426 1515 80 0.00 111.00 chart

YM_F SHORT
Type Entry Exit Trade % Profit % Points HeatMap
normal-11 1040 1112 -82 -0.00 -78.00 chart
normal-5 1003 1101 -100 -0.01 -166.00 chart
taylorPlus-21 1458 1534 -81 -0.01 -393.00 chart
taylorPlus-13 1116 1155 -85 -0.01 -249.00 chart
taylorPlus-11 1134 1224 -82 -0.01 -283.00 chart
taylorPlus-8 1116 1155 -87 -0.00 -106.00 chart
taylorPlus-5 1040 1122 -100 -0.00 -85.00 chart
taylor3-21 1432 1528 -81 -0.01 -302.00 chart
taylor3-13 1501 1532 -92 -0.01 -282.00 chart
taylor3-11 1339 1431 -91 -0.01 -248.00 chart
taylor3-8 0943 1028 -87 -0.01 -237.00 chart
taylor3-5 1339 1426 -100 -0.00 -119.00 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.