HotSpots for 07/16/2019 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 1449 1543 81 0.01 35.00 chart
normal-13 1519 1554 85 0.01 29.00 chart
normal-11 1500 1555 82 0.01 34.00 chart
normal-8 1215 1302 100 0.01 15.00 chart
normal-5 1524 1555 100 0.01 19.25 chart
taylorPlus-13 1454 1534 85 0.01 30.50 chart
taylorPlus-11 1454 1534 91 0.01 42.00 chart
taylorPlus-8 1114 1152 100 0.01 18.25 chart
taylorPlus-5 1449 1543 100 0.01 19.25 chart
taylor3-21 1451 1522 90 0.02 66.00 chart
taylor3-13 1509 1543 100 0.02 54.75 chart
taylor3-11 1509 1543 100 0.01 39.75 chart
taylor3-8 1449 1543 100 0.01 23.50 chart
taylor3-5 0934 1014 100 0.00 8.75 chart

ES_F SHORT
Type Entry Exit Trade % Profit % Points HeatMap
normal-5 1459 1529 -100 -0.00 -4.50 chart
taylorPlus-21 1400 1453 -86 -0.02 -53.50 chart
taylorPlus-13 1402 1454 -92 -0.02 -58.00 chart
taylorPlus-11 1402 1454 -91 -0.02 -47.50 chart
taylorPlus-8 1402 1450 -87 -0.01 -28.00 chart
taylorPlus-5 0936 1035 -100 -0.01 -28.00 chart
taylor3-21 1113 1146 -81 -0.02 -48.00 chart
taylor3-13 1135 1230 -92 -0.02 -48.75 chart
taylor3-11 1135 1230 -91 -0.01 -41.75 chart
taylor3-8 1154 1230 -87 -0.01 -20.75 chart
taylor3-5 1217 1257 -100 -0.00 -7.25 chart

NQ_F LONG
Type Entry Exit Trade % Profit % Points HeatMap
normal-21 1449 1546 81 0.02 127.00 chart
normal-13 1517 1549 92 0.01 60.25 chart
normal-11 1027 1122 91 0.01 69.25 chart
normal-8 1057 1153 100 0.01 68.00 chart
normal-5 1100 1155 100 0.01 62.00 chart
taylorPlus-21 0957 1051 81 0.03 225.00 chart
taylorPlus-13 1517 1558 92 0.02 152.00 chart
taylorPlus-11 1453 1538 91 0.02 141.50 chart
taylorPlus-8 1110 1157 100 0.01 84.50 chart
taylorPlus-5 1449 1546 100 0.01 84.50 chart
taylor3-21 1325 1402 86 0.01 107.00 chart
taylor3-13 1449 1546 92 0.02 163.50 chart
taylor3-11 1449 1546 91 0.02 116.00 chart
taylor3-8 1449 1546 100 0.01 85.50 chart
taylor3-5 1045 1116 100 0.01 44.75 chart

NQ_F SHORT
Type Entry Exit Trade % Profit % Points HeatMap
taylorPlus-21 1340 1438 -81 -0.03 -198.25 chart
taylorPlus-13 1402 1450 -92 -0.03 -209.00 chart
taylorPlus-11 1408 1454 -100 -0.02 -137.75 chart
taylorPlus-8 1408 1454 -100 -0.01 -98.00 chart
taylorPlus-5 0934 1029 -100 -0.02 -116.50 chart
taylor3-21 0931 1011 -86 -0.03 -245.00 chart
taylor3-13 0931 1011 -92 -0.03 -212.00 chart
taylor3-11 0931 1011 -91 -0.02 -163.00 chart
taylor3-8 0931 1018 -87 -0.01 -90.50 chart

YM_F LONG
Type Entry Exit Trade % Profit % Points HeatMap
normal-21 1454 1524 81 0.01 227.00 chart
normal-13 1126 1202 85 0.01 209.00 chart
normal-11 1519 1550 91 0.01 169.00 chart
normal-8 1215 1309 100 0.01 147.00 chart
normal-5 0931 1006 100 0.01 198.00 chart
taylorPlus-21 1501 1538 86 0.01 350.00 chart
taylorPlus-13 1520 1555 85 0.01 307.00 chart
taylorPlus-11 1501 1538 91 0.01 335.00 chart
taylorPlus-8 1114 1157 88 0.01 154.00 chart
taylorPlus-5 1454 1543 100 0.00 130.00 chart
taylor3-21 1450 1530 90 0.02 544.00 chart
taylor3-13 1504 1546 100 0.02 546.00 chart
taylor3-11 1504 1546 100 0.02 398.00 chart
taylor3-8 1459 1546 100 0.01 186.00 chart
taylor3-5 0936 1034 100 0.01 138.00 chart

YM_F SHORT
Type Entry Exit Trade % Profit % Points HeatMap
normal-11 1037 1112 -82 -0.00 -84.00 chart
normal-5 1157 1233 -100 -0.00 -52.00 chart
taylorPlus-21 1339 1409 -86 -0.01 -311.00 chart
taylorPlus-13 1402 1454 -92 -0.02 -443.00 chart
taylorPlus-11 1402 1454 -91 -0.01 -358.00 chart
taylorPlus-8 0936 1028 -87 -0.01 -220.00 chart
taylorPlus-5 0936 1035 -100 -0.01 -282.00 chart
taylor3-21 1108 1159 -81 -0.02 -558.00 chart
taylor3-13 1107 1204 -92 -0.02 -445.00 chart
taylor3-11 1107 1204 -91 -0.02 -383.00 chart
taylor3-8 1152 1230 -87 -0.01 -156.00 chart
taylor3-5 1352 1423 -100 -0.00 -43.00 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.