HotSpots for 08/01/2019 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 1239 1337 81 0.01 20.50 chart
normal-13 1255 1344 85 0.01 21.75 chart
normal-11 1305 1402 82 0.01 19.00 chart
normal-8 1254 1332 100 0.00 12.50 chart
normal-5 1026 1108 100 0.01 15.75 chart
taylorPlus-21 1220 1251 86 0.02 49.00 chart
taylorPlus-13 1229 1301 92 0.01 16.75 chart
taylorPlus-11 1229 1301 100 0.01 19.50 chart
taylorPlus-8 1415 1510 100 0.01 16.75 chart
taylorPlus-5 1045 1125 100 0.01 18.00 chart
taylor3-21 1509 1545 100 0.02 60.00 chart
taylor3-13 1509 1545 100 0.01 28.00 chart
taylor3-11 1509 1545 100 0.01 20.50 chart
taylor3-8 1505 1545 100 0.01 18.00 chart
taylor3-5 1220 1301 100 0.01 17.50 chart

ES_F SHORT
Type Entry Exit Trade % Profit % Points HeatMap
normal-8 0953 1026 -87 -0.00 -10.50 chart
normal-5 1156 1253 -100 -0.00 -11.75 chart
taylorPlus-13 0930 1012 -85 -0.02 -48.00 chart
taylorPlus-11 0930 1012 -82 -0.01 -35.00 chart
taylorPlus-8 0930 1012 -87 -0.01 -31.25 chart
taylorPlus-5 0936 1031 -100 -0.01 -24.00 chart
taylor3-21 1108 1158 -81 -0.03 -74.25 chart
taylor3-13 1134 1224 -85 -0.01 -24.50 chart
taylor3-11 1301 1347 -82 -0.01 -19.25 chart
taylor3-8 1118 1204 -87 -0.01 -18.25 chart
taylor3-5 1301 1347 -100 -0.01 -21.00 chart

NQ_F LONG
Type Entry Exit Trade % Profit % Points HeatMap
normal-21 1242 1332 81 0.01 89.25 chart
normal-13 1241 1334 85 0.01 71.75 chart
normal-11 1309 1401 91 0.01 69.00 chart
normal-8 1241 1334 100 0.01 59.50 chart
normal-5 1028 1124 100 0.01 50.00 chart
taylorPlus-21 1214 1246 86 0.02 137.50 chart
taylorPlus-13 1436 1528 92 0.01 66.25 chart
taylorPlus-11 1428 1527 91 0.01 71.75 chart
taylorPlus-8 1045 1122 100 0.01 92.00 chart
taylorPlus-5 1045 1125 100 0.01 64.50 chart
taylor3-21 1504 1545 90 0.02 189.50 chart
taylor3-13 1449 1546 92 0.02 136.75 chart
taylor3-11 1449 1546 91 0.01 105.25 chart
taylor3-8 1013 1111 100 0.01 51.25 chart
taylor3-5 1219 1301 100 0.01 69.75 chart

NQ_F SHORT
Type Entry Exit Trade % Profit % Points HeatMap
normal-13 0942 1037 -85 -0.01 -79.00 chart
normal-11 1005 1104 -82 -0.01 -86.50 chart
normal-8 1142 1218 -100 -0.01 -41.75 chart
normal-5 1414 1445 -100 -0.01 -94.50 chart
taylorPlus-13 0950 1020 -85 -0.01 -105.75 chart
taylorPlus-11 0949 1023 -91 -0.02 -123.50 chart
taylorPlus-8 0938 1011 -100 -0.01 -104.75 chart
taylorPlus-5 0937 1016 -100 -0.01 -112.00 chart
taylor3-21 1133 1216 -86 -0.03 -225.25 chart
taylor3-13 1133 1216 -92 -0.01 -102.00 chart
taylor3-11 1133 1216 -91 -0.01 -58.75 chart
taylor3-8 0931 1018 -87 -0.01 -77.25 chart
taylor3-5 1318 1417 -100 -0.01 -86.50 chart

YM_F LONG
Type Entry Exit Trade % Profit % Points HeatMap
normal-21 1234 1307 81 0.01 144.00 chart
normal-11 1053 1123 82 0.00 119.00 chart
normal-8 1453 1546 88 0.01 228.00 chart
normal-5 1459 1550 100 0.01 159.00 chart
taylorPlus-21 1219 1316 86 0.02 509.00 chart
taylorPlus-13 1047 1122 85 0.01 213.00 chart
taylorPlus-11 1231 1301 100 0.01 166.00 chart
taylorPlus-8 1050 1122 100 0.01 248.00 chart
taylorPlus-5 1050 1125 100 0.01 183.00 chart
taylor3-21 1508 1546 95 0.02 544.00 chart
taylor3-13 1508 1546 100 0.01 214.00 chart
taylor3-11 1508 1546 100 0.01 138.00 chart
taylor3-8 0937 1033 100 0.01 181.00 chart
taylor3-5 1219 1301 100 0.01 178.00 chart

YM_F SHORT
Type Entry Exit Trade % Profit % Points HeatMap
normal-13 1123 1218 -85 -0.01 -234.00 chart
normal-11 1007 1053 -82 -0.01 -283.00 chart
normal-8 1139 1218 -87 -0.00 -64.00 chart
normal-5 1411 1441 -100 -0.01 -152.00 chart
taylorPlus-21 0930 1012 -81 -0.01 -321.00 chart
taylorPlus-13 1200 1230 -92 -0.01 -226.00 chart
taylorPlus-11 1200 1231 -91 -0.01 -180.00 chart
taylorPlus-8 0930 1012 -87 -0.00 -129.00 chart
taylorPlus-5 0953 1031 -100 -0.01 -145.00 chart
taylor3-21 1106 1159 -86 -0.02 -542.00 chart
taylor3-13 1118 1203 -85 -0.01 -226.00 chart
taylor3-11 1301 1347 -82 -0.01 -142.00 chart
taylor3-8 1118 1205 -87 -0.01 -155.00 chart
taylor3-5 1326 1420 -100 -0.01 -157.00 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.