HotSpots for 07/26/2019 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 1215 1302 81 0.01 18.00 chart
normal-13 1215 1302 92 0.01 18.25 chart
normal-11 1219 1302 91 0.01 15.25 chart
normal-8 1305 1402 88 0.01 18.00 chart
normal-5 1305 1402 100 0.01 21.25 chart
taylorPlus-21 1214 1246 81 0.01 44.00 chart
taylorPlus-13 1229 1301 92 0.01 20.75 chart
taylorPlus-11 1229 1301 91 0.00 13.25 chart
taylorPlus-8 1229 1259 100 0.00 14.00 chart
taylorPlus-5 1046 1124 100 0.01 20.00 chart
taylor3-21 1307 1359 81 0.01 40.50 chart
taylor3-13 1313 1359 85 0.01 16.00 chart
taylor3-11 1314 1402 82 0.01 16.75 chart
taylor3-8 1333 1403 100 0.00 13.75 chart
taylor3-5 1304 1402 100 0.01 22.25 chart

ES_F SHORT
Type Entry Exit Trade % Profit % Points HeatMap
normal-13 1040 1136 -85 -0.01 -30.00 chart
normal-11 1037 1134 -82 -0.01 -25.25 chart
normal-8 1041 1134 -100 -0.01 -33.50 chart
normal-5 1041 1134 -100 -0.01 -21.00 chart
taylorPlus-13 0930 1012 -85 -0.02 -44.00 chart
taylorPlus-11 0930 1012 -91 -0.01 -40.75 chart
taylorPlus-8 0930 1012 -100 -0.01 -30.25 chart
taylorPlus-5 0930 1029 -100 -0.01 -29.75 chart
taylor3-21 1501 1532 -81 -0.01 -32.00 chart
taylor3-13 1501 1531 -85 -0.00 -10.50 chart
taylor3-11 1103 1137 -82 -0.01 -19.75 chart
taylor3-8 0943 1026 -87 -0.01 -27.75 chart
taylor3-5 1501 1550 -100 -0.00 -11.25 chart

NQ_F LONG
Type Entry Exit Trade % Profit % Points HeatMap
normal-21 1211 1248 81 0.01 72.25 chart
normal-13 1430 1500 85 0.01 68.75 chart
normal-11 1400 1459 82 0.01 69.50 chart
normal-8 1211 1252 88 0.01 66.50 chart
normal-5 1305 1402 100 0.01 58.50 chart
taylorPlus-21 1214 1244 86 0.02 145.50 chart
taylorPlus-13 1215 1245 92 0.01 76.00 chart
taylorPlus-11 1436 1528 91 0.01 56.50 chart
taylorPlus-8 1426 1525 88 0.01 59.50 chart
taylorPlus-5 1045 1124 100 0.01 66.50 chart
taylor3-21 1301 1358 86 0.02 146.00 chart
taylor3-13 1301 1359 85 0.01 90.25 chart
taylor3-11 1437 1511 91 0.01 68.00 chart
taylor3-8 1432 1531 100 0.01 73.00 chart
taylor3-5 1256 1344 100 0.01 86.50 chart

NQ_F SHORT
Type Entry Exit Trade % Profit % Points HeatMap
normal-21 1044 1136 -81 -0.01 -88.00 chart
normal-13 1037 1136 -85 -0.01 -68.00 chart
normal-11 1007 1106 -82 -0.01 -86.00 chart
normal-8 1042 1141 -100 -0.01 -101.25 chart
normal-5 1040 1137 -100 -0.01 -52.00 chart
taylorPlus-13 1131 1223 -92 -0.01 -96.50 chart
taylorPlus-11 1125 1223 -91 -0.01 -94.75 chart
taylorPlus-8 0940 1022 -87 -0.01 -116.25 chart
taylorPlus-5 0935 1033 -100 -0.01 -95.75 chart
taylor3-13 1201 1231 -85 -0.01 -80.00 chart
taylor3-11 1054 1137 -82 -0.01 -62.75 chart
taylor3-8 0943 1039 -87 -0.01 -110.75 chart
taylor3-5 0955 1039 -100 -0.01 -70.50 chart

YM_F LONG
Type Entry Exit Trade % Profit % Points HeatMap
normal-21 1215 1251 86 0.01 211.00 chart
normal-13 1218 1251 92 0.01 156.00 chart
normal-11 1218 1251 91 0.00 133.00 chart
normal-8 1218 1317 88 0.01 137.00 chart
normal-5 1323 1402 100 0.01 162.00 chart
taylorPlus-21 1219 1253 86 0.02 460.00 chart
taylorPlus-13 1229 1323 92 0.01 238.00 chart
taylorPlus-11 1229 1323 91 0.01 197.00 chart
taylorPlus-8 1229 1259 100 0.01 149.00 chart
taylorPlus-5 1050 1122 100 0.01 201.00 chart
taylor3-21 1308 1348 81 0.01 242.00 chart
taylor3-13 1224 1322 85 0.01 160.00 chart
taylor3-11 1410 1504 82 0.01 228.00 chart
taylor3-8 1409 1503 88 0.01 198.00 chart
taylor3-5 1304 1402 100 0.01 193.00 chart

YM_F SHORT
Type Entry Exit Trade % Profit % Points HeatMap
normal-21 1037 1136 -81 -0.01 -355.00 chart
normal-13 1037 1136 -92 -0.01 -319.00 chart
normal-11 1037 1136 -91 -0.01 -259.00 chart
normal-8 1041 1137 -100 -0.01 -322.00 chart
normal-5 1041 1137 -100 -0.01 -188.00 chart
taylorPlus-21 0930 1012 -81 -0.02 -409.00 chart
taylorPlus-13 0930 1019 -85 -0.01 -343.00 chart
taylorPlus-11 0930 1019 -91 -0.01 -322.00 chart
taylorPlus-8 0930 1022 -87 -0.01 -228.00 chart
taylorPlus-5 1008 1050 -100 -0.01 -195.00 chart
taylor3-21 1510 1548 -86 -0.01 -322.00 chart
taylor3-13 1501 1532 -92 -0.00 -110.00 chart
taylor3-11 1511 1552 -91 -0.01 -245.00 chart
taylor3-8 1105 1146 -87 -0.01 -174.00 chart
taylor3-5 1008 1107 -100 -0.01 -207.00 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.