HotSpots for 08/07/2019 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 1453 1542 81 0.02 59.50 chart
normal-13 1511 1545 85 0.02 64.00 chart
normal-11 1454 1547 91 0.02 66.25 chart
normal-8 1454 1548 88 0.02 62.75 chart
normal-5 1454 1548 100 0.02 63.75 chart
taylorPlus-21 1231 1301 90 0.01 38.25 chart
taylorPlus-13 1229 1301 100 0.01 22.50 chart
taylorPlus-11 1229 1301 100 0.01 19.25 chart
taylorPlus-8 1045 1124 100 0.01 30.75 chart
taylorPlus-5 1108 1155 100 0.01 17.75 chart
taylor3-21 1212 1245 81 0.01 27.00 chart
taylor3-13 1214 1245 85 0.00 7.50 chart
taylor3-11 1100 1156 82 0.01 25.75 chart
taylor3-8 1153 1230 88 0.01 22.75 chart
taylor3-5 1324 1406 100 0.00 15.00 chart

ES_F SHORT
Type Entry Exit Trade % Profit % Points HeatMap
normal-11 1420 1518 -82 -0.01 -44.50 chart
normal-8 1200 1259 -100 -0.01 -28.00 chart
normal-5 1420 1454 -100 -0.02 -67.25 chart
taylorPlus-13 1200 1230 -85 -0.01 -20.00 chart
taylorPlus-11 0930 1012 -82 -0.01 -25.75 chart
taylorPlus-8 1325 1413 -87 -0.02 -59.00 chart
taylorPlus-5 1140 1219 -100 -0.00 -9.00 chart
taylor3-13 1250 1324 -85 -0.00 -10.50 chart
taylor3-11 1252 1323 -82 -0.00 -9.00 chart
taylor3-8 1252 1323 -87 -0.00 -7.00 chart
taylor3-5 1239 1312 -100 -0.01 -18.00 chart

NQ_F LONG
Type Entry Exit Trade % Profit % Points HeatMap
normal-21 1453 1549 81 0.02 129.75 chart
normal-13 1454 1545 85 0.02 189.25 chart
normal-11 1454 1545 91 0.02 197.75 chart
normal-8 1454 1545 88 0.02 172.00 chart
normal-5 1454 1545 100 0.02 182.00 chart
taylorPlus-21 1214 1246 86 0.02 145.75 chart
taylorPlus-13 1429 1528 92 0.01 112.25 chart
taylorPlus-11 1440 1538 91 0.02 120.00 chart
taylorPlus-8 1045 1130 100 0.02 120.50 chart
taylorPlus-5 1045 1130 100 0.01 67.75 chart
taylor3-21 1204 1249 81 0.01 90.25 chart
taylor3-13 1318 1407 85 0.01 62.75 chart
taylor3-11 1130 1220 91 0.01 52.00 chart
taylor3-8 1130 1220 100 0.01 67.75 chart
taylor3-5 1312 1407 100 0.01 76.75 chart

NQ_F SHORT
Type Entry Exit Trade % Profit % Points HeatMap
normal-21 0942 1036 -81 -0.02 -154.25 chart
normal-13 0947 1025 -85 -0.01 -92.25 chart
normal-11 0943 1027 -82 -0.02 -121.25 chart
normal-8 1325 1403 -87 -0.03 -200.50 chart
normal-5 1325 1404 -100 -0.03 -217.25 chart
taylorPlus-21 1130 1219 -81 -0.02 -125.50 chart
taylorPlus-13 1132 1224 -85 -0.01 -59.50 chart
taylorPlus-11 1200 1230 -91 -0.01 -39.00 chart
taylorPlus-8 1357 1427 -100 -0.01 -75.75 chart
taylorPlus-5 1357 1427 -100 -0.01 -51.00 chart
taylor3-21 1249 1329 -81 -0.01 -78.50 chart
taylor3-13 1444 1517 -85 -0.01 -57.50 chart
taylor3-11 0942 1023 -82 -0.02 -136.25 chart
taylor3-8 1239 1316 -87 -0.01 -44.50 chart
taylor3-5 0942 1023 -100 -0.01 -94.25 chart

YM_F LONG
Type Entry Exit Trade % Profit % Points HeatMap
normal-21 1515 1545 81 0.02 464.00 chart
normal-13 1511 1545 85 0.02 544.00 chart
normal-11 1511 1545 91 0.02 553.00 chart
normal-8 1511 1551 100 0.01 398.00 chart
normal-5 1511 1545 100 0.02 494.00 chart
taylorPlus-21 1219 1301 86 0.02 560.00 chart
taylorPlus-13 1219 1301 92 0.01 226.00 chart
taylorPlus-11 1231 1301 100 0.01 157.00 chart
taylorPlus-8 1045 1124 100 0.01 306.00 chart
taylorPlus-5 1045 1125 100 0.01 150.00 chart
taylor3-21 1212 1252 81 0.01 350.00 chart
taylor3-13 1304 1402 85 0.01 173.00 chart
taylor3-11 1304 1402 91 0.01 178.00 chart
taylor3-8 1305 1402 100 0.01 160.00 chart
taylor3-5 1319 1407 100 0.01 151.00 chart

YM_F SHORT
Type Entry Exit Trade % Profit % Points HeatMap
normal-11 1435 1508 -82 -0.02 -458.00 chart
normal-8 1210 1256 -100 -0.01 -226.00 chart
normal-5 1420 1454 -100 -0.02 -567.00 chart
taylorPlus-13 1200 1230 -92 -0.01 -193.00 chart
taylorPlus-11 1200 1231 -91 -0.01 -169.00 chart
taylorPlus-8 1359 1429 -100 -0.01 -172.00 chart
taylorPlus-5 1400 1440 -100 -0.01 -222.00 chart
taylor3-11 0933 1015 -82 -0.01 -304.00 chart
taylor3-5 1424 1454 -100 -0.00 -95.00 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.