HotSpots for 07/23/2019 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 100 0.01 25.50 chart
normal-11 1215 1302 100 0.01 17.00 chart
normal-8 1219 1302 100 0.00 14.25 chart
normal-5 1218 1308 100 0.00 14.75 chart
taylorPlus-21 1214 1246 81 0.01 42.50 chart
taylorPlus-13 1229 1301 92 0.01 23.25 chart
taylorPlus-11 1229 1302 91 0.00 12.75 chart
taylorPlus-8 1229 1301 100 0.00 13.50 chart
taylorPlus-5 1415 1510 100 0.00 12.00 chart
taylor3-21 1307 1348 81 0.01 24.50 chart
taylor3-11 1125 1211 82 0.00 11.75 chart
taylor3-8 1333 1403 100 0.00 10.75 chart
taylor3-5 1430 1503 100 0.01 15.75 chart

ES_F SHORT
Type Entry Exit Trade % Profit % Points HeatMap
normal-13 1024 1056 -85 -0.01 -25.75 chart
normal-11 1023 1054 -91 -0.01 -29.25 chart
normal-8 1023 1054 -100 -0.01 -24.50 chart
normal-5 1022 1055 -100 -0.01 -23.75 chart
taylorPlus-13 0930 1012 -85 -0.01 -39.50 chart
taylorPlus-11 0930 1012 -91 -0.01 -42.00 chart
taylorPlus-8 0930 1012 -87 -0.01 -20.50 chart
taylorPlus-5 0930 1012 -100 -0.01 -16.75 chart
taylor3-21 1501 1531 -86 -0.01 -29.25 chart
taylor3-13 1501 1532 -92 -0.01 -16.75 chart
taylor3-11 1501 1532 -91 -0.00 -8.75 chart
taylor3-8 1106 1146 -87 -0.01 -29.25 chart
taylor3-5 1020 1110 -100 -0.01 -19.50 chart

NQ_F LONG
Type Entry Exit Trade % Profit % Points HeatMap
normal-21 1223 1253 81 0.01 42.25 chart
normal-13 1212 1302 92 0.01 105.25 chart
normal-11 1212 1302 91 0.01 69.25 chart
normal-8 1218 1301 88 0.01 57.75 chart
normal-5 1218 1252 100 0.01 56.75 chart
taylorPlus-21 1214 1244 86 0.02 141.75 chart
taylorPlus-13 1216 1246 92 0.01 81.00 chart
taylorPlus-11 1215 1245 91 0.01 49.75 chart
taylorPlus-8 1428 1527 88 0.01 56.25 chart
taylorPlus-5 1045 1122 100 0.01 68.75 chart
taylor3-21 1329 1400 86 0.01 69.00 chart
taylor3-13 1328 1359 85 0.01 43.75 chart
taylor3-11 1437 1524 91 0.01 47.50 chart
taylor3-8 1304 1402 88 0.01 69.75 chart
taylor3-5 1304 1402 100 0.01 71.00 chart

NQ_F SHORT
Type Entry Exit Trade % Profit % Points HeatMap
normal-13 1024 1056 -85 -0.01 -70.25 chart
normal-11 1022 1053 -91 -0.01 -92.75 chart
normal-8 1002 1054 -100 -0.02 -134.00 chart
normal-5 1000 1055 -100 -0.01 -105.50 chart
taylorPlus-13 1008 1057 -85 -0.02 -152.50 chart
taylorPlus-11 1131 1223 -91 -0.01 -80.00 chart
taylorPlus-8 1008 1057 -87 -0.01 -79.50 chart
taylorPlus-5 0930 1019 -100 -0.01 -50.75 chart
taylor3-21 1203 1234 -81 -0.01 -92.00 chart
taylor3-13 1209 1259 -85 -0.01 -86.00 chart
taylor3-11 1201 1234 -82 -0.01 -70.50 chart
taylor3-8 1058 1150 -87 -0.01 -66.50 chart
taylor3-5 1020 1112 -100 -0.01 -92.75 chart

YM_F LONG
Type Entry Exit Trade % Profit % Points HeatMap
normal-21 1212 1251 86 0.01 189.00 chart
normal-13 1212 1304 100 0.01 262.00 chart
normal-11 1224 1302 100 0.01 207.00 chart
normal-8 1212 1253 100 0.01 157.00 chart
normal-5 1218 1317 100 0.01 137.00 chart
taylorPlus-21 1219 1252 86 0.02 401.00 chart
taylorPlus-13 1229 1322 92 0.01 238.00 chart
taylorPlus-11 1229 1323 91 0.01 184.00 chart
taylorPlus-8 1229 1301 100 0.01 142.00 chart
taylorPlus-5 1046 1118 100 0.01 237.00 chart
taylor3-11 1224 1302 82 0.01 163.00 chart
taylor3-8 1409 1503 88 0.01 195.00 chart
taylor3-5 1426 1511 100 0.00 134.00 chart

YM_F SHORT
Type Entry Exit Trade % Profit % Points HeatMap
normal-21 1340 1410 -81 -0.01 -167.00 chart
normal-13 1031 1104 -85 -0.01 -217.00 chart
normal-11 1031 1104 -91 -0.01 -232.00 chart
normal-8 1000 1054 -87 -0.01 -286.00 chart
normal-5 1037 1133 -100 -0.01 -201.00 chart
taylorPlus-21 0930 1012 -81 -0.01 -376.00 chart
taylorPlus-13 0930 1019 -85 -0.01 -298.00 chart
taylorPlus-11 0930 1019 -91 -0.01 -309.00 chart
taylorPlus-8 0930 1019 -87 -0.01 -161.00 chart
taylorPlus-5 1353 1425 -100 -0.00 -70.00 chart
taylor3-21 1510 1548 -86 -0.01 -322.00 chart
taylor3-13 1501 1532 -92 -0.01 -174.00 chart
taylor3-11 1501 1532 -91 -0.00 -88.00 chart
taylor3-8 1105 1146 -87 -0.01 -198.00 chart
taylor3-5 1008 1107 -100 -0.01 -281.00 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.