HotSpots for 07/22/2019 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 1215 1302 92 0.01 18.25 chart
normal-11 1215 1302 100 0.01 18.25 chart
normal-8 1219 1302 100 0.00 14.50 chart
normal-5 1219 1302 100 0.00 9.75 chart
taylorPlus-13 1454 1534 85 0.01 40.00 chart
taylorPlus-11 1454 1534 82 0.01 17.75 chart
taylorPlus-8 1505 1542 88 0.01 14.50 chart
taylorPlus-5 1505 1545 100 0.01 15.50 chart
taylor3-21 1219 1301 81 0.02 48.00 chart
taylor3-13 1219 1251 92 0.01 40.75 chart
taylor3-11 1217 1258 91 0.01 29.50 chart
taylor3-8 1100 1157 88 0.01 16.25 chart
taylor3-5 1057 1156 100 0.01 18.50 chart

ES_F SHORT
Type Entry Exit Trade % Profit % Points HeatMap
normal-11 1024 1056 -91 -0.01 -25.75 chart
normal-8 1024 1055 -100 -0.01 -23.75 chart
normal-5 1034 1133 -100 -0.01 -22.00 chart
taylorPlus-21 1333 1408 -86 -0.01 -23.00 chart
taylorPlus-13 1340 1438 -92 -0.02 -54.00 chart
taylorPlus-11 1339 1437 -91 -0.01 -40.00 chart
taylorPlus-8 1402 1438 -100 -0.01 -39.25 chart
taylorPlus-5 0942 1035 -100 -0.01 -25.25 chart
taylor3-13 1252 1325 -85 -0.00 -11.75 chart
taylor3-11 1125 1217 -82 -0.00 -11.50 chart
taylor3-8 1037 1114 -87 -0.00 -5.50 chart
taylor3-5 1310 1409 -100 -0.00 -5.75 chart

NQ_F LONG
Type Entry Exit Trade % Profit % Points HeatMap
normal-21 1220 1251 81 0.01 52.75 chart
normal-13 1212 1302 85 0.01 84.75 chart
normal-11 1430 1500 91 0.01 78.25 chart
normal-8 1218 1301 88 0.01 53.75 chart
normal-5 1212 1304 100 0.01 40.25 chart
taylorPlus-21 1454 1524 81 0.01 78.00 chart
taylorPlus-13 1453 1542 85 0.02 126.75 chart
taylorPlus-11 1056 1152 82 0.01 76.50 chart
taylorPlus-8 1438 1531 88 0.01 66.25 chart
taylorPlus-5 1512 1543 100 0.00 24.00 chart
taylor3-21 1211 1301 81 0.02 115.75 chart
taylor3-13 1219 1252 92 0.01 106.50 chart
taylor3-11 1217 1258 91 0.01 76.50 chart
taylor3-8 1137 1207 88 0.01 53.50 chart
taylor3-5 1112 1207 100 0.01 60.50 chart

NQ_F SHORT
Type Entry Exit Trade % Profit % Points HeatMap
normal-21 1025 1057 -81 -0.01 -91.75 chart
normal-11 0937 1035 -91 -0.01 -86.00 chart
normal-8 1002 1054 -100 -0.02 -139.50 chart
normal-5 1002 1054 -100 -0.01 -77.50 chart
taylorPlus-21 1339 1438 -81 -0.03 -222.00 chart
taylorPlus-13 1340 1438 -92 -0.03 -206.25 chart
taylorPlus-11 1402 1437 -91 -0.02 -166.50 chart
taylorPlus-8 1406 1437 -100 -0.02 -151.00 chart
taylorPlus-5 1334 1430 -100 -0.01 -99.00 chart
taylor3-21 1429 1508 -81 -0.01 -86.75 chart
taylor3-11 1444 1517 -82 -0.01 -47.50 chart
taylor3-8 1421 1506 -87 -0.01 -47.75 chart

YM_F LONG
Type Entry Exit Trade % Profit % Points HeatMap
normal-21 1214 1251 86 0.01 186.00 chart
normal-13 1224 1322 92 0.01 239.00 chart
normal-11 1212 1253 100 0.01 201.00 chart
normal-8 0934 1023 100 0.01 214.00 chart
normal-5 1219 1304 100 0.00 124.00 chart
taylorPlus-21 0951 1023 81 0.02 474.00 chart
taylorPlus-13 1503 1544 85 0.01 330.00 chart
taylorPlus-11 1028 1102 82 0.00 123.00 chart
taylorPlus-8 1507 1542 88 0.00 112.00 chart
taylorPlus-5 1505 1542 100 0.00 119.00 chart
taylor3-21 1216 1311 81 0.01 304.00 chart
taylor3-13 1219 1251 92 0.02 393.00 chart
taylor3-11 1217 1251 91 0.01 272.00 chart
taylor3-8 1101 1157 88 0.01 168.00 chart
taylor3-5 1107 1206 100 0.01 162.00 chart

YM_F SHORT
Type Entry Exit Trade % Profit % Points HeatMap
normal-21 0941 1018 -81 -0.01 -171.00 chart
normal-13 1032 1103 -85 -0.01 -159.00 chart
normal-11 1031 1104 -91 -0.01 -203.00 chart
normal-8 1002 1054 -87 -0.01 -259.00 chart
normal-5 1034 1133 -100 -0.01 -224.00 chart
taylorPlus-21 1339 1420 -86 -0.01 -292.00 chart
taylorPlus-13 1336 1428 -92 -0.01 -304.00 chart
taylorPlus-11 1336 1428 -91 -0.01 -283.00 chart
taylorPlus-8 1402 1438 -100 -0.01 -313.00 chart
taylorPlus-5 1048 1126 -100 -0.01 -186.00 chart
taylor3-13 1252 1326 -85 -0.00 -113.00 chart
taylor3-11 1124 1214 -82 -0.00 -112.00 chart
taylor3-8 1042 1113 -87 -0.00 -51.00 chart
taylor3-5 1037 1109 -100 -0.00 -76.00 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.