HotSpots for 08/09/2019 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 1511 1545 81 0.03 79.75 chart
normal-13 1511 1545 92 0.03 82.75 chart
normal-11 1511 1545 91 0.03 78.00 chart
normal-8 1511 1545 88 0.02 73.25 chart
normal-5 1510 1545 100 0.02 60.25 chart
taylorPlus-11 1454 1543 82 0.02 51.25 chart
taylorPlus-8 1502 1545 88 0.01 31.00 chart
taylorPlus-5 1320 1400 100 0.00 11.00 chart
taylor3-21 1509 1545 100 0.02 70.00 chart
taylor3-13 1509 1545 100 0.01 33.75 chart
taylor3-11 1511 1545 100 0.01 30.75 chart
taylor3-8 1512 1545 100 0.01 29.00 chart
taylor3-5 1512 1545 100 0.01 23.25 chart

ES_F SHORT
Type Entry Exit Trade % Profit % Points HeatMap
normal-11 1416 1512 -82 -0.02 -53.50 chart
normal-8 1416 1512 -87 -0.02 -47.50 chart
normal-5 1444 1517 -100 -0.01 -25.00 chart
taylorPlus-21 1345 1438 -90 -0.02 -56.50 chart
taylorPlus-13 0943 1029 -92 -0.02 -48.50 chart
taylorPlus-11 0943 1029 -100 -0.02 -46.75 chart
taylorPlus-8 0943 1029 -100 -0.01 -40.00 chart
taylorPlus-5 1419 1454 -100 -0.02 -59.00 chart
taylor3-13 1127 1222 -85 -0.00 -14.00 chart
taylor3-11 1326 1406 -82 -0.02 -63.50 chart
taylor3-8 1326 1409 -87 -0.02 -65.25 chart

NQ_F LONG
Type Entry Exit Trade % Profit % Points HeatMap
normal-21 1454 1545 81 0.03 229.00 chart
normal-13 1454 1545 92 0.03 233.25 chart
normal-11 1454 1545 91 0.03 210.50 chart
normal-8 1454 1545 88 0.03 200.25 chart
normal-5 1510 1557 100 0.02 153.50 chart
taylorPlus-21 1454 1525 81 0.02 189.00 chart
taylorPlus-11 1454 1545 91 0.02 176.00 chart
taylorPlus-8 1454 1545 88 0.02 142.75 chart
taylorPlus-5 1454 1525 80 0.01 100.50 chart
taylor3-21 1512 1542 90 0.03 203.50 chart
taylor3-13 1510 1545 92 0.01 93.00 chart
taylor3-11 1021 1109 91 0.01 83.25 chart
taylor3-8 1224 1301 100 0.01 71.00 chart
taylor3-5 1511 1545 100 0.01 62.75 chart

NQ_F SHORT
Type Entry Exit Trade % Profit % Points HeatMap
normal-11 1127 1207 -82 -0.01 -60.50 chart
normal-8 1416 1512 -87 -0.02 -155.75 chart
normal-5 1447 1517 -100 -0.01 -70.75 chart
taylorPlus-21 1345 1439 -90 -0.03 -224.50 chart
taylorPlus-13 1408 1454 -85 -0.04 -285.50 chart
taylorPlus-11 1419 1454 -91 -0.03 -245.25 chart
taylorPlus-8 1001 1032 -100 -0.02 -131.25 chart
taylorPlus-5 1418 1454 -100 -0.02 -197.75 chart
taylor3-21 1130 1224 -81 -0.02 -178.25 chart
taylor3-13 1130 1224 -85 -0.01 -80.50 chart
taylor3-11 1326 1409 -82 -0.03 -223.50 chart
taylor3-8 1328 1409 -100 -0.02 -191.50 chart
taylor3-5 1325 1410 -100 -0.02 -184.25 chart

YM_F LONG
Type Entry Exit Trade % Profit % Points HeatMap
normal-21 1515 1545 81 0.02 591.00 chart
normal-13 1511 1545 92 0.03 701.00 chart
normal-11 1511 1551 100 0.02 530.00 chart
normal-8 1511 1551 100 0.02 457.00 chart
normal-5 1510 1545 100 0.02 522.00 chart
taylorPlus-21 1510 1544 81 0.01 380.00 chart
taylorPlus-11 1454 1544 91 0.02 403.00 chart
taylorPlus-8 1454 1544 88 0.01 350.00 chart
taylorPlus-5 1247 1333 100 0.00 134.00 chart
taylor3-21 1504 1542 95 0.03 679.00 chart
taylor3-13 1510 1546 100 0.01 199.00 chart
taylor3-11 1510 1546 100 0.01 171.00 chart
taylor3-8 1220 1306 100 0.01 210.00 chart
taylor3-5 0958 1043 100 0.01 218.00 chart

YM_F SHORT
Type Entry Exit Trade % Profit % Points HeatMap
normal-11 1434 1512 -82 -0.02 -463.00 chart
normal-8 1448 1518 -100 -0.01 -188.00 chart
normal-5 1444 1517 -100 -0.01 -203.00 chart
taylorPlus-21 1336 1410 -90 -0.01 -295.00 chart
taylorPlus-13 0943 1036 -92 -0.02 -532.00 chart
taylorPlus-11 0943 1036 -91 -0.02 -484.00 chart
taylorPlus-8 1042 1139 -100 -0.01 -246.00 chart
taylorPlus-5 1419 1455 -100 -0.01 -357.00 chart
taylor3-13 1326 1409 -85 -0.02 -555.00 chart
taylor3-11 1326 1409 -91 -0.02 -580.00 chart
taylor3-8 1326 1410 -100 -0.02 -609.00 chart
taylor3-5 1326 1410 -100 -0.02 -546.00 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.