HotSpots for 07/19/2019 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 1454 1543 81 0.01 39.50 chart
normal-13 1259 1350 85 0.00 9.50 chart
normal-11 1215 1302 100 0.01 21.00 chart
normal-8 1215 1302 100 0.00 11.50 chart
normal-5 1415 1510 100 0.00 15.00 chart
taylorPlus-13 1454 1534 92 0.02 45.75 chart
taylorPlus-11 1454 1534 91 0.01 28.25 chart
taylorPlus-8 1438 1534 88 0.01 20.25 chart
taylorPlus-5 1454 1541 100 0.01 17.75 chart
taylor3-21 1451 1522 90 0.02 63.75 chart
taylor3-13 1509 1543 100 0.02 51.00 chart
taylor3-11 1509 1543 100 0.01 27.25 chart
taylor3-8 1449 1543 100 0.01 22.50 chart
taylor3-5 1500 1558 100 0.01 15.50 chart

ES_F SHORT
Type Entry Exit Trade % Profit % Points HeatMap
normal-11 1024 1057 -82 -0.01 -17.00 chart
normal-8 1024 1054 -87 -0.00 -14.50 chart
normal-5 1119 1218 -100 -0.01 -15.75 chart
taylorPlus-21 1335 1408 -86 -0.01 -28.25 chart
taylorPlus-13 1340 1438 -92 -0.02 -54.75 chart
taylorPlus-11 1340 1438 -91 -0.01 -40.25 chart
taylorPlus-8 1339 1438 -87 -0.01 -31.50 chart
taylorPlus-5 1339 1438 -100 -0.01 -28.25 chart
taylor3-21 1108 1158 -81 -0.02 -71.25 chart
taylor3-13 1135 1230 -92 -0.02 -55.75 chart
taylor3-11 1134 1230 -91 -0.02 -51.25 chart
taylor3-8 1152 1230 -87 -0.01 -19.00 chart
taylor3-5 1217 1257 -100 -0.00 -6.75 chart

NQ_F LONG
Type Entry Exit Trade % Profit % Points HeatMap
normal-21 1449 1546 81 0.02 126.00 chart
normal-13 1420 1502 85 0.01 89.50 chart
normal-11 1215 1301 91 0.01 88.50 chart
normal-8 1422 1500 100 0.01 54.75 chart
normal-5 1413 1503 100 0.01 61.75 chart
taylorPlus-21 1454 1526 81 0.01 107.50 chart
taylorPlus-13 1453 1538 92 0.02 168.50 chart
taylorPlus-11 1453 1542 91 0.02 109.25 chart
taylorPlus-8 1437 1511 100 0.01 64.25 chart
taylorPlus-5 1453 1541 100 0.01 60.25 chart
taylor3-21 1439 1535 81 0.02 188.50 chart
taylor3-13 1449 1546 92 0.02 150.25 chart
taylor3-11 1449 1546 91 0.01 99.75 chart
taylor3-8 1449 1546 100 0.01 83.25 chart
taylor3-5 1019 1113 100 0.01 44.50 chart

NQ_F SHORT
Type Entry Exit Trade % Profit % Points HeatMap
normal-21 1025 1057 -81 -0.01 -74.50 chart
normal-11 1025 1057 -82 -0.01 -50.50 chart
normal-8 1002 1100 -87 -0.01 -97.00 chart
normal-5 1003 1054 -100 -0.01 -63.00 chart
taylorPlus-21 1340 1438 -81 -0.03 -202.75 chart
taylorPlus-13 1340 1438 -92 -0.03 -201.75 chart
taylorPlus-11 1339 1438 -91 -0.02 -159.50 chart
taylorPlus-8 1406 1437 -100 -0.01 -112.00 chart
taylorPlus-5 1339 1438 -100 -0.01 -114.75 chart
taylor3-21 0931 1011 -81 -0.03 -227.00 chart
taylor3-13 1132 1224 -92 -0.03 -209.50 chart
taylor3-11 1132 1230 -91 -0.03 -186.25 chart
taylor3-8 0931 1018 -87 -0.01 -57.50 chart
taylor3-5 0931 1018 -100 -0.00 -22.75 chart

YM_F LONG
Type Entry Exit Trade % Profit % Points HeatMap
normal-21 1214 1251 81 0.01 163.00 chart
normal-13 1425 1511 92 0.01 221.00 chart
normal-11 1212 1304 100 0.01 232.00 chart
normal-8 0931 1006 100 0.01 263.00 chart
normal-5 0938 1034 100 0.01 176.00 chart
taylorPlus-21 1501 1538 86 0.01 330.00 chart
taylorPlus-13 1501 1538 92 0.02 392.00 chart
taylorPlus-11 1501 1538 91 0.01 213.00 chart
taylorPlus-8 1126 1156 88 0.00 123.00 chart
taylorPlus-5 1454 1541 100 0.00 126.00 chart
taylor3-21 1453 1524 90 0.02 440.00 chart
taylor3-13 1504 1546 100 0.02 502.00 chart
taylor3-11 1459 1546 100 0.01 271.00 chart
taylor3-8 1459 1546 100 0.01 173.00 chart
taylor3-5 0936 1034 100 0.01 153.00 chart

YM_F SHORT
Type Entry Exit Trade % Profit % Points HeatMap
normal-21 0941 1018 -81 -0.01 -186.00 chart
normal-13 1037 1112 -85 -0.01 -139.00 chart
normal-11 1031 1104 -82 -0.01 -162.00 chart
normal-8 1031 1104 -87 -0.01 -172.00 chart
normal-5 1037 1136 -100 -0.01 -194.00 chart
taylorPlus-21 1339 1409 -86 -0.01 -298.00 chart
taylorPlus-13 1339 1428 -92 -0.01 -280.00 chart
taylorPlus-11 1336 1428 -91 -0.01 -237.00 chart
taylorPlus-8 0946 1028 -100 -0.01 -255.00 chart
taylorPlus-5 1339 1436 -100 -0.01 -186.00 chart
taylor3-21 1106 1159 -86 -0.02 -526.00 chart
taylor3-13 1107 1204 -92 -0.02 -492.00 chart
taylor3-11 1134 1213 -91 -0.01 -307.00 chart
taylor3-8 1152 1230 -87 -0.01 -145.00 chart
taylor3-5 1352 1423 -100 -0.00 -39.00 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.