HotSpots for 07/24/2019 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 1147 1217 81 0.01 28.75 chart
normal-13 1215 1302 100 0.01 24.25 chart
normal-11 1215 1302 100 0.01 18.25 chart
normal-8 1212 1301 100 0.01 18.50 chart
normal-5 1141 1239 100 0.01 19.50 chart
taylorPlus-13 0959 1053 85 0.02 47.50 chart
taylorPlus-11 0934 1024 91 0.01 30.00 chart
taylorPlus-8 0935 1034 100 0.01 26.25 chart
taylorPlus-5 0935 1034 100 0.01 21.75 chart
taylor3-21 1509 1545 90 0.02 52.75 chart
taylor3-13 1511 1543 100 0.01 41.25 chart
taylor3-11 1509 1545 100 0.01 23.00 chart
taylor3-8 1511 1546 100 0.00 13.75 chart
taylor3-5 1505 1545 100 0.00 12.00 chart

ES_F SHORT
Type Entry Exit Trade % Profit % Points HeatMap
normal-13 1024 1056 -85 -0.01 -25.50 chart
normal-11 1037 1136 -82 -0.01 -21.00 chart
normal-8 1033 1106 -100 -0.01 -17.50 chart
normal-5 1042 1141 -100 -0.01 -22.50 chart
taylorPlus-21 1457 1537 -81 -0.02 -56.25 chart
taylorPlus-13 1118 1159 -92 -0.01 -36.25 chart
taylorPlus-11 1118 1159 -91 -0.01 -30.00 chart
taylorPlus-8 1118 1159 -87 -0.00 -13.75 chart
taylor3-21 1108 1158 -86 -0.03 -80.50 chart
taylor3-13 1134 1224 -92 -0.02 -45.50 chart
taylor3-11 1134 1224 -91 -0.01 -24.75 chart
taylor3-8 1113 1210 -87 -0.01 -15.50 chart
taylor3-5 1122 1220 -100 -0.01 -18.00 chart

NQ_F LONG
Type Entry Exit Trade % Profit % Points HeatMap
normal-21 1218 1251 81 0.01 43.25 chart
normal-13 1212 1302 92 0.01 98.00 chart
normal-11 1212 1302 91 0.01 70.50 chart
normal-8 1212 1304 100 0.01 65.00 chart
normal-5 1204 1253 100 0.01 71.00 chart
taylorPlus-21 1324 1359 81 0.01 113.75 chart
taylorPlus-13 1028 1111 92 0.02 114.50 chart
taylorPlus-11 1028 1111 91 0.01 94.25 chart
taylorPlus-8 0938 1030 100 0.01 53.75 chart
taylorPlus-5 0934 1023 100 0.01 61.25 chart
taylor3-21 1504 1545 81 0.02 169.00 chart
taylor3-13 1505 1545 92 0.02 116.50 chart
taylor3-11 1449 1546 91 0.01 102.50 chart
taylor3-8 1028 1113 100 0.01 40.50 chart
taylor3-5 1428 1458 100 0.00 36.25 chart

NQ_F SHORT
Type Entry Exit Trade % Profit % Points HeatMap
normal-21 0948 1047 -81 -0.02 -135.25 chart
normal-13 1008 1056 -85 -0.02 -128.00 chart
normal-11 0955 1050 -91 -0.01 -105.75 chart
normal-8 0955 1050 -100 -0.01 -99.50 chart
normal-5 0955 1054 -100 -0.01 -95.75 chart
taylorPlus-21 1501 1535 -86 -0.02 -160.50 chart
taylorPlus-13 1116 1159 -85 -0.02 -134.50 chart
taylorPlus-11 1116 1159 -82 -0.01 -105.25 chart
taylorPlus-8 1106 1139 -87 -0.01 -52.25 chart
taylor3-21 1133 1216 -86 -0.03 -239.25 chart
taylor3-13 1132 1224 -92 -0.02 -177.25 chart
taylor3-11 0931 1018 -91 -0.02 -132.25 chart
taylor3-8 1116 1212 -87 -0.01 -92.00 chart
taylor3-5 1121 1220 -100 -0.01 -83.50 chart

YM_F LONG
Type Entry Exit Trade % Profit % Points HeatMap
normal-21 1212 1251 86 0.01 198.00 chart
normal-13 1212 1253 100 0.01 234.00 chart
normal-11 1224 1302 100 0.01 190.00 chart
normal-8 1219 1318 100 0.01 167.00 chart
normal-5 1304 1401 100 0.01 143.00 chart
taylorPlus-21 1305 1343 81 0.01 160.00 chart
taylorPlus-13 1012 1042 92 0.01 319.00 chart
taylorPlus-11 1208 1251 100 0.01 247.00 chart
taylorPlus-8 0936 1034 100 0.01 195.00 chart
taylorPlus-5 0932 1031 100 0.01 201.00 chart
taylor3-21 1504 1542 86 0.02 538.00 chart
taylor3-13 1508 1546 100 0.01 336.00 chart
taylor3-11 1508 1546 100 0.01 181.00 chart
taylor3-8 1508 1546 100 0.00 88.00 chart
taylor3-5 0935 1032 100 0.01 204.00 chart

YM_F SHORT
Type Entry Exit Trade % Profit % Points HeatMap
normal-13 1006 1104 -85 -0.01 -339.00 chart
normal-11 1037 1136 -91 -0.01 -223.00 chart
normal-8 1037 1136 -100 -0.01 -251.00 chart
normal-5 0955 1054 -100 -0.01 -266.00 chart
taylorPlus-21 1457 1539 -81 -0.02 -483.00 chart
taylorPlus-13 1116 1156 -85 -0.01 -276.00 chart
taylorPlus-11 1116 1155 -91 -0.01 -242.00 chart
taylorPlus-8 1117 1148 -87 -0.01 -138.00 chart
taylorPlus-5 1037 1131 -100 -0.00 -121.00 chart
taylor3-21 1106 1159 -90 -0.02 -586.00 chart
taylor3-13 1107 1204 -92 -0.02 -448.00 chart
taylor3-11 1107 1204 -91 -0.01 -203.00 chart
taylor3-8 1353 1428 -100 -0.00 -92.00 chart
taylor3-5 1118 1212 -100 -0.01 -142.00 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.