HotSpots for 08/15/2019 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-13 1455 1544 85 0.02 70.50 chart
normal-11 1455 1544 91 0.02 74.25 chart
normal-8 1450 1544 88 0.02 50.25 chart
normal-5 1158 1232 100 0.00 14.00 chart
taylorPlus-21 1505 1544 81 0.02 55.00 chart
taylorPlus-13 1454 1543 85 0.02 68.25 chart
taylorPlus-11 1502 1545 91 0.02 44.25 chart
taylorPlus-8 1453 1530 88 0.01 35.50 chart
taylorPlus-5 1454 1548 100 0.02 59.25 chart
taylor3-21 1212 1245 81 0.01 33.25 chart
taylor3-13 1153 1230 85 0.01 24.50 chart
taylor3-11 1153 1237 91 0.01 33.50 chart
taylor3-8 1153 1237 88 0.01 23.75 chart
taylor3-5 1153 1232 100 0.01 24.50 chart

ES_F SHORT
Type Entry Exit Trade % Profit % Points HeatMap
normal-13 1416 1512 -85 -0.02 -49.00 chart
normal-11 1338 1424 -82 -0.02 -49.25 chart
normal-8 1033 1132 -87 -0.02 -56.25 chart
normal-5 1336 1423 -100 -0.01 -18.75 chart
taylorPlus-21 1344 1441 -90 -0.03 -82.00 chart
taylorPlus-13 0942 1035 -92 -0.02 -59.75 chart
taylorPlus-11 0942 1035 -91 -0.02 -56.50 chart
taylorPlus-8 0930 1020 -100 -0.01 -38.00 chart
taylorPlus-5 1420 1454 -100 -0.02 -68.50 chart
taylor3-11 1250 1324 -82 -0.00 -6.75 chart
taylor3-8 1250 1324 -87 -0.00 -5.25 chart
taylor3-5 1058 1153 -100 -0.01 -27.75 chart

NQ_F LONG
Type Entry Exit Trade % Profit % Points HeatMap
normal-21 1205 1236 81 0.02 126.25 chart
normal-13 1453 1540 85 0.03 212.00 chart
normal-11 1453 1540 91 0.03 221.75 chart
normal-8 1259 1342 88 0.03 210.75 chart
normal-5 1205 1236 100 0.01 53.25 chart
taylorPlus-21 1454 1544 81 0.03 254.75 chart
taylorPlus-13 1454 1545 92 0.03 227.25 chart
taylorPlus-11 1454 1545 91 0.03 195.75 chart
taylorPlus-8 1454 1545 88 0.02 155.75 chart
taylorPlus-5 1454 1545 100 0.02 158.75 chart
taylor3-21 1203 1251 81 0.01 85.25 chart
taylor3-13 1151 1232 85 0.01 76.75 chart
taylor3-11 1153 1237 91 0.01 95.75 chart
taylor3-8 1319 1412 88 0.01 108.50 chart
taylor3-5 1153 1232 100 0.01 63.50 chart

NQ_F SHORT
Type Entry Exit Trade % Profit % Points HeatMap
normal-11 1334 1404 -82 -0.02 -166.75 chart
normal-8 1059 1132 -100 -0.02 -182.25 chart
normal-5 1057 1130 -100 -0.02 -130.00 chart
taylorPlus-21 1345 1441 -90 -0.04 -287.25 chart
taylorPlus-13 1418 1453 -92 -0.03 -255.75 chart
taylorPlus-11 1418 1453 -91 -0.03 -208.25 chart
taylorPlus-8 1418 1454 -87 -0.03 -230.00 chart
taylorPlus-5 1418 1454 -100 -0.03 -226.75 chart
taylor3-11 1239 1319 -82 -0.01 -57.25 chart
taylor3-8 1412 1510 -87 -0.01 -68.75 chart
taylor3-5 1414 1511 -100 -0.01 -80.00 chart

YM_F LONG
Type Entry Exit Trade % Profit % Points HeatMap
normal-21 1507 1540 81 0.02 435.00 chart
normal-13 1517 1548 85 0.02 574.00 chart
normal-11 1455 1540 91 0.02 593.00 chart
normal-8 1259 1355 88 0.02 465.00 chart
normal-5 1121 1151 100 0.01 139.00 chart
taylorPlus-21 1503 1544 81 0.02 493.00 chart
taylorPlus-13 1454 1544 92 0.02 549.00 chart
taylorPlus-11 1454 1544 91 0.02 514.00 chart
taylorPlus-8 1454 1544 88 0.02 426.00 chart
taylorPlus-5 1454 1548 100 0.02 454.00 chart
taylor3-21 1212 1252 81 0.01 384.00 chart
taylor3-13 1523 1559 85 0.01 329.00 chart
taylor3-11 1142 1239 91 0.01 330.00 chart
taylor3-8 1319 1407 88 0.01 259.00 chart
taylor3-5 1459 1550 100 0.01 198.00 chart

YM_F SHORT
Type Entry Exit Trade % Profit % Points HeatMap
normal-13 1435 1517 -85 -0.02 -506.00 chart
normal-11 1418 1455 -82 -0.02 -562.00 chart
normal-8 1033 1132 -87 -0.02 -533.00 chart
normal-5 1032 1113 -100 -0.02 -437.00 chart
taylorPlus-21 1336 1410 -90 -0.01 -330.00 chart
taylorPlus-13 0931 1019 -92 -0.02 -497.00 chart
taylorPlus-11 1042 1126 -91 -0.01 -380.00 chart
taylorPlus-8 0930 1020 -100 -0.01 -345.00 chart
taylorPlus-5 1420 1454 -100 -0.02 -585.00 chart
taylor3-11 1038 1108 -82 -0.00 -110.00 chart
taylor3-8 1017 1048 -87 -0.01 -221.00 chart
taylor3-5 1058 1153 -100 -0.01 -212.00 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.