HotSpots for 07/25/2019 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 1220 1251 81 0.00 13.50 chart
normal-13 1215 1302 100 0.01 23.25 chart
normal-11 1219 1302 100 0.01 24.00 chart
normal-8 1211 1302 100 0.01 19.50 chart
normal-5 1149 1246 100 0.01 27.50 chart
taylorPlus-11 1130 1215 82 0.01 14.50 chart
taylorPlus-8 1449 1534 88 0.01 16.75 chart
taylorPlus-5 1447 1544 80 0.00 13.00 chart
taylor3-21 1219 1301 81 0.02 50.25 chart
taylor3-13 1217 1252 92 0.01 38.25 chart
taylor3-11 1217 1258 91 0.01 25.00 chart
taylor3-8 1100 1157 100 0.01 23.25 chart
taylor3-5 1058 1156 100 0.01 20.75 chart

ES_F SHORT
Type Entry Exit Trade % Profit % Points HeatMap
normal-13 1040 1136 -85 -0.01 -26.00 chart
normal-11 1033 1106 -91 -0.01 -23.50 chart
normal-8 1037 1134 -100 -0.01 -31.00 chart
normal-5 1040 1134 -100 -0.01 -24.75 chart
taylorPlus-21 1400 1453 -86 -0.02 -60.25 chart
taylorPlus-13 1340 1438 -92 -0.02 -50.25 chart
taylorPlus-11 1339 1438 -91 -0.01 -42.75 chart
taylorPlus-8 1005 1103 -100 -0.01 -36.75 chart
taylorPlus-5 1003 1055 -100 -0.01 -30.75 chart
taylor3-13 1252 1325 -85 -0.00 -11.75 chart
taylor3-11 1037 1114 -82 -0.00 -9.00 chart
taylor3-8 1037 1114 -87 -0.00 -8.25 chart

NQ_F LONG
Type Entry Exit Trade % Profit % Points HeatMap
normal-21 1211 1248 81 0.01 52.25 chart
normal-13 1429 1500 92 0.01 88.00 chart
normal-11 1218 1301 91 0.01 84.25 chart
normal-8 1212 1302 100 0.01 61.25 chart
normal-5 1204 1252 100 0.01 77.75 chart
taylorPlus-21 1454 1524 81 0.01 78.00 chart
taylorPlus-13 1454 1534 85 0.01 81.50 chart
taylorPlus-11 1437 1511 82 0.01 59.75 chart
taylorPlus-8 1449 1546 88 0.01 83.75 chart
taylorPlus-5 1439 1531 100 0.01 47.25 chart
taylor3-21 1211 1301 81 0.02 128.50 chart
taylor3-13 1216 1252 92 0.01 100.75 chart
taylor3-11 1139 1225 91 0.01 65.75 chart
taylor3-8 1105 1156 100 0.01 63.50 chart
taylor3-5 0931 1006 100 0.01 106.00 chart

NQ_F SHORT
Type Entry Exit Trade % Profit % Points HeatMap
normal-21 1044 1136 -81 -0.01 -75.00 chart
normal-13 1044 1136 -85 -0.01 -41.00 chart
normal-11 1006 1104 -91 -0.02 -128.25 chart
normal-8 1037 1135 -100 -0.01 -75.00 chart
normal-5 1042 1141 -100 -0.01 -70.50 chart
taylorPlus-21 1339 1438 -86 -0.03 -236.00 chart
taylorPlus-13 1339 1438 -92 -0.03 -196.50 chart
taylorPlus-11 1339 1438 -91 -0.02 -166.00 chart
taylorPlus-8 1405 1439 -100 -0.02 -138.75 chart
taylorPlus-5 1003 1056 -100 -0.02 -125.25 chart
taylor3-21 1251 1331 -81 -0.01 -44.50 chart
taylor3-11 1444 1517 -82 -0.00 -35.75 chart

YM_F LONG
Type Entry Exit Trade % Profit % Points HeatMap
normal-21 1215 1251 86 0.01 184.00 chart
normal-13 1224 1302 100 0.01 230.00 chart
normal-11 1218 1302 100 0.01 205.00 chart
normal-8 1219 1318 100 0.01 182.00 chart
normal-5 1149 1246 100 0.01 172.00 chart
taylorPlus-11 1126 1156 82 0.01 133.00 chart
taylorPlus-8 1439 1526 88 0.00 131.00 chart
taylorPlus-5 1439 1526 100 0.00 104.00 chart
taylor3-21 1216 1311 86 0.01 335.00 chart
taylor3-13 1217 1251 92 0.01 342.00 chart
taylor3-11 1217 1310 91 0.01 215.00 chart
taylor3-8 1101 1157 100 0.01 209.00 chart
taylor3-5 1103 1202 100 0.01 151.00 chart

YM_F SHORT
Type Entry Exit Trade % Profit % Points HeatMap
normal-13 1037 1136 -92 -0.01 -301.00 chart
normal-11 1000 1052 -91 -0.01 -360.00 chart
normal-8 1037 1133 -100 -0.01 -325.00 chart
normal-5 1041 1137 -100 -0.01 -245.00 chart
taylorPlus-21 1402 1450 -86 -0.02 -501.00 chart
taylorPlus-13 1336 1428 -92 -0.01 -301.00 chart
taylorPlus-11 1336 1428 -91 -0.01 -266.00 chart
taylorPlus-8 1402 1438 -100 -0.01 -287.00 chart
taylorPlus-5 1031 1129 -100 -0.01 -227.00 chart
taylor3-13 1041 1115 -85 -0.00 -76.00 chart
taylor3-11 1041 1115 -91 -0.00 -119.00 chart
taylor3-8 1006 1101 -87 -0.01 -219.00 chart
taylor3-5 1040 1113 -100 -0.00 -109.00 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 found for the heatmap calculation.