HotSpots for 07/18/2019 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 32.75 chart
normal-13 1215 1302 85 0.00 9.00 chart
normal-11 1215 1302 91 0.01 15.00 chart
normal-8 1215 1302 100 0.00 10.00 chart
normal-5 1413 1512 100 0.00 9.25 chart
taylorPlus-21 1017 1115 81 0.02 48.50 chart
taylorPlus-13 1017 1116 85 0.02 47.00 chart
taylorPlus-11 1017 1107 82 0.02 42.00 chart
taylorPlus-8 0935 1034 100 0.01 37.00 chart
taylorPlus-5 0939 1034 100 0.01 16.00 chart
taylor3-13 1320 1350 85 0.00 12.00 chart
taylor3-11 1318 1359 82 0.00 10.25 chart
taylor3-8 1315 1402 88 0.01 15.00 chart
taylor3-5 1447 1531 100 0.00 11.75 chart

ES_F SHORT
Type Entry Exit Trade % Profit % Points HeatMap
normal-8 1024 1054 -87 -0.01 -17.75 chart
normal-5 0946 1043 -100 -0.01 -19.50 chart
taylorPlus-21 1457 1533 -81 -0.01 -43.25 chart
taylorPlus-13 1118 1159 -92 -0.01 -31.25 chart
taylorPlus-11 1118 1159 -91 -0.01 -28.00 chart
taylorPlus-8 1118 1159 -87 -0.01 -14.75 chart
taylor3-21 1501 1532 -81 -0.01 -30.00 chart
taylor3-13 1501 1532 -92 -0.01 -17.00 chart
taylor3-11 1501 1532 -91 -0.00 -8.50 chart
taylor3-8 0943 1026 -87 -0.01 -32.50 chart
taylor3-5 0943 1041 -100 -0.01 -28.75 chart

NQ_F LONG
Type Entry Exit Trade % Profit % Points HeatMap
normal-21 1449 1546 81 0.02 120.00 chart
normal-13 1420 1502 85 0.01 64.75 chart
normal-11 1230 1327 91 0.01 87.00 chart
normal-8 1231 1302 100 0.01 50.00 chart
normal-5 1233 1304 100 0.00 39.00 chart
taylorPlus-21 1028 1110 86 0.01 79.25 chart
taylorPlus-13 1028 1111 100 0.02 140.00 chart
taylorPlus-11 1028 1111 100 0.02 128.00 chart
taylorPlus-8 0939 1030 100 0.02 134.50 chart
taylorPlus-5 0939 1034 100 0.01 65.50 chart
taylor3-21 1329 1400 86 0.01 66.75 chart
taylor3-13 1100 1141 85 0.01 71.00 chart
taylor3-11 1100 1141 82 0.01 60.50 chart
taylor3-8 1306 1402 88 0.01 55.50 chart
taylor3-5 1431 1527 100 0.01 51.75 chart

NQ_F SHORT
Type Entry Exit Trade % Profit % Points HeatMap
normal-8 1157 1230 -87 -0.01 -50.75 chart
normal-5 1004 1045 -100 -0.01 -81.25 chart
taylorPlus-21 1458 1535 -81 -0.02 -157.00 chart
taylorPlus-13 1116 1159 -85 -0.02 -115.50 chart
taylorPlus-11 1116 1159 -82 -0.01 -104.75 chart
taylorPlus-8 1106 1139 -87 -0.01 -50.00 chart
taylor3-21 1203 1234 -81 -0.01 -97.25 chart
taylor3-13 1203 1234 -92 -0.01 -103.50 chart
taylor3-11 1201 1234 -91 -0.01 -98.25 chart
taylor3-8 1004 1036 -87 -0.01 -78.50 chart
taylor3-5 0941 1036 -100 -0.01 -101.75 chart

YM_F LONG
Type Entry Exit Trade % Profit % Points HeatMap
normal-21 1214 1251 81 0.01 177.00 chart
normal-13 1212 1311 85 0.01 197.00 chart
normal-11 1233 1305 100 0.01 177.00 chart
normal-8 0931 1006 100 0.01 259.00 chart
normal-5 0934 1006 100 0.01 168.00 chart
taylorPlus-21 1014 1051 81 0.01 268.00 chart
taylorPlus-13 1209 1250 92 0.01 163.00 chart
taylorPlus-11 1209 1250 100 0.01 188.00 chart
taylorPlus-8 0936 1034 100 0.01 308.00 chart
taylorPlus-5 0944 1034 100 0.01 171.00 chart
taylor3-21 1045 1117 81 0.02 455.00 chart
taylor3-13 1315 1359 85 0.00 83.00 chart
taylor3-11 1224 1322 82 0.00 117.00 chart
taylor3-8 1224 1302 88 0.01 156.00 chart
taylor3-5 1443 1531 100 0.00 109.00 chart

YM_F SHORT
Type Entry Exit Trade % Profit % Points HeatMap
normal-21 0941 1018 -81 -0.01 -211.00 chart
normal-13 1037 1112 -85 -0.00 -111.00 chart
normal-11 1032 1103 -82 -0.00 -110.00 chart
normal-8 1157 1230 -100 -0.01 -152.00 chart
normal-5 1118 1214 -100 -0.00 -126.00 chart
taylorPlus-21 1143 1215 -81 -0.01 -184.00 chart
taylorPlus-13 1116 1155 -85 -0.01 -264.00 chart
taylorPlus-11 1116 1155 -91 -0.01 -201.00 chart
taylorPlus-8 1116 1155 -87 -0.00 -94.00 chart
taylorPlus-5 1037 1131 -100 -0.00 -88.00 chart
taylor3-21 1510 1548 -81 -0.01 -266.00 chart
taylor3-13 1501 1532 -92 -0.01 -167.00 chart
taylor3-11 1339 1409 -91 -0.01 -141.00 chart
taylor3-8 0943 1018 -87 -0.01 -210.00 chart
taylor3-5 0943 1042 -100 -0.01 -212.00 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.