HotSpots for 07/31/2019 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 1258 1337 81 0.01 16.75 chart
normal-13 1219 1302 85 0.01 17.00 chart
normal-11 1305 1402 82 0.01 21.50 chart
normal-8 1305 1404 88 0.01 25.00 chart
normal-5 1001 1054 100 0.01 15.25 chart
taylorPlus-11 1438 1534 82 0.01 20.50 chart
taylorPlus-8 1449 1534 88 0.00 12.75 chart
taylorPlus-5 1241 1333 80 0.00 12.00 chart
taylor3-21 1307 1359 81 0.01 39.25 chart
taylor3-13 1315 1402 85 0.01 16.25 chart
taylor3-11 1314 1402 91 0.01 25.00 chart
taylor3-8 1133 1217 100 0.00 14.50 chart
taylor3-5 1256 1346 100 0.01 18.25 chart

ES_F SHORT
Type Entry Exit Trade % Profit % Points HeatMap
normal-13 1119 1216 -85 -0.01 -17.75 chart
normal-11 1117 1216 -82 -0.01 -18.25 chart
normal-5 1140 1220 -100 -0.00 -6.25 chart
taylorPlus-21 1359 1453 -90 -0.02 -58.75 chart
taylorPlus-13 1344 1438 -92 -0.01 -40.25 chart
taylorPlus-11 1402 1438 -91 -0.01 -41.50 chart
taylorPlus-8 1344 1438 -100 -0.01 -38.75 chart
taylorPlus-5 1040 1122 -100 -0.01 -22.75 chart
taylor3-21 1459 1558 -81 -0.02 -61.50 chart
taylor3-13 0941 1039 -85 -0.01 -21.75 chart
taylor3-11 0943 1026 -82 -0.01 -32.00 chart
taylor3-8 0943 1028 -87 -0.01 -26.75 chart
taylor3-5 1040 1115 -100 -0.00 -11.50 chart

NQ_F LONG
Type Entry Exit Trade % Profit % Points HeatMap
normal-21 1309 1402 81 0.01 100.00 chart
normal-13 1309 1404 85 0.01 87.75 chart
normal-11 1309 1405 91 0.01 78.50 chart
normal-8 1308 1404 100 0.01 83.75 chart
normal-5 1306 1404 100 0.01 53.25 chart
taylorPlus-21 1454 1524 81 0.01 72.00 chart
taylorPlus-13 1454 1534 85 0.01 74.00 chart
taylorPlus-11 1438 1534 82 0.01 90.75 chart
taylorPlus-8 1438 1531 88 0.01 53.75 chart
taylorPlus-5 1439 1531 100 0.00 28.25 chart
taylor3-21 1301 1359 86 0.02 153.00 chart
taylor3-13 1437 1524 92 0.01 62.25 chart
taylor3-11 1305 1401 91 0.01 96.75 chart
taylor3-8 1432 1531 100 0.01 72.75 chart
taylor3-5 1256 1344 100 0.01 74.00 chart

NQ_F SHORT
Type Entry Exit Trade % Profit % Points HeatMap
normal-13 0947 1025 -85 -0.01 -89.50 chart
normal-11 0947 1025 -91 -0.01 -85.75 chart
normal-8 0947 1025 -100 -0.01 -76.50 chart
normal-5 0947 1025 -100 -0.01 -46.25 chart
taylorPlus-21 1345 1436 -90 -0.02 -183.75 chart
taylorPlus-13 1345 1438 -92 -0.02 -151.25 chart
taylorPlus-11 1343 1438 -91 -0.02 -162.50 chart
taylorPlus-8 1343 1438 -100 -0.02 -150.50 chart
taylorPlus-5 1344 1439 -100 -0.01 -75.50 chart
taylor3-21 1203 1234 -81 -0.01 -96.25 chart
taylor3-13 1201 1233 -85 -0.01 -65.75 chart
taylor3-11 1004 1036 -82 -0.01 -96.50 chart
taylor3-8 0943 1039 -100 -0.02 -134.25 chart
taylor3-5 0955 1039 -100 -0.01 -66.75 chart

YM_F LONG
Type Entry Exit Trade % Profit % Points HeatMap
normal-21 1216 1251 81 0.00 104.00 chart
normal-13 1219 1307 85 0.00 111.00 chart
normal-11 0934 1018 82 0.00 131.00 chart
normal-8 1331 1404 88 0.01 147.00 chart
normal-5 0933 1018 100 0.01 199.00 chart
taylorPlus-13 1035 1111 85 0.00 84.00 chart
taylorPlus-11 1438 1534 82 0.01 167.00 chart
taylorPlus-8 1439 1534 88 0.01 140.00 chart
taylorPlus-5 1247 1333 100 0.00 80.00 chart
taylor3-13 1219 1302 85 0.01 128.00 chart
taylor3-11 1219 1302 91 0.00 122.00 chart
taylor3-8 1409 1503 88 0.01 219.00 chart
taylor3-5 1309 1402 100 0.01 169.00 chart

YM_F SHORT
Type Entry Exit Trade % Profit % Points HeatMap
normal-11 1108 1204 -82 -0.01 -245.00 chart
normal-8 1108 1204 -87 -0.01 -151.00 chart
normal-5 1132 1219 -100 -0.00 -89.00 chart
taylorPlus-21 1402 1454 -86 -0.02 -572.00 chart
taylorPlus-13 1345 1430 -92 -0.01 -208.00 chart
taylorPlus-11 0936 1035 -91 -0.01 -382.00 chart
taylorPlus-8 1402 1438 -100 -0.01 -276.00 chart
taylorPlus-5 1031 1126 -100 -0.01 -192.00 chart
taylor3-21 1501 1556 -81 -0.02 -567.00 chart
taylor3-13 0943 1018 -85 -0.01 -236.00 chart
taylor3-11 0955 1026 -82 -0.01 -289.00 chart
taylor3-8 1008 1107 -87 -0.01 -291.00 chart
taylor3-5 1008 1107 -100 -0.01 -183.00 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.