HotSpots for 08/16/2019 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 1449 1541 81 0.02 69.50 chart
normal-13 1453 1548 85 0.03 81.50 chart
normal-11 1445 1544 91 0.02 69.25 chart
normal-8 1158 1236 100 0.01 16.00 chart
normal-5 1256 1335 100 0.01 17.50 chart
taylorPlus-21 1231 1301 90 0.01 34.50 chart
taylorPlus-13 1229 1300 92 0.01 25.25 chart
taylorPlus-11 1233 1305 100 0.01 19.25 chart
taylorPlus-8 1421 1452 100 0.01 29.25 chart
taylorPlus-5 1003 1055 100 0.02 60.25 chart
taylor3-13 1454 1541 85 0.02 65.50 chart
taylor3-11 1133 1217 91 0.01 33.25 chart
taylor3-8 1454 1541 88 0.02 51.50 chart
taylor3-5 1506 1541 100 0.01 30.25 chart

ES_F SHORT
Type Entry Exit Trade % Profit % Points HeatMap
normal-11 1336 1406 -82 -0.02 -48.25 chart
normal-8 1039 1123 -87 -0.02 -63.25 chart
normal-5 1028 1120 -100 -0.03 -79.00 chart
taylorPlus-11 1156 1235 -82 -0.00 -9.75 chart
taylorPlus-8 1338 1425 -87 -0.01 -29.50 chart
taylorPlus-5 1338 1424 -100 -0.01 -36.25 chart
taylor3-21 1501 1532 -81 -0.01 -23.75 chart
taylor3-11 1023 1054 -82 -0.00 -10.25 chart
taylor3-5 1316 1404 -100 -0.01 -28.50 chart

NQ_F LONG
Type Entry Exit Trade % Profit % Points HeatMap
normal-21 1454 1545 81 0.03 271.50 chart
normal-13 1453 1540 85 0.03 230.25 chart
normal-11 1457 1544 91 0.02 192.50 chart
normal-8 0948 1028 88 0.03 215.50 chart
normal-5 1254 1335 100 0.01 86.75 chart
taylorPlus-21 1230 1315 86 0.02 114.00 chart
taylorPlus-13 1424 1500 92 0.02 135.50 chart
taylorPlus-11 1424 1500 100 0.02 139.25 chart
taylorPlus-8 1424 1500 100 0.01 109.75 chart
taylorPlus-5 1424 1454 100 0.01 93.75 chart
taylor3-21 1329 1359 81 0.01 84.50 chart
taylor3-13 1454 1545 85 0.03 212.50 chart
taylor3-11 1513 1545 91 0.02 118.00 chart
taylor3-8 1250 1343 100 0.01 62.25 chart
taylor3-5 0944 1017 100 0.02 193.50 chart

NQ_F SHORT
Type Entry Exit Trade % Profit % Points HeatMap
normal-11 1334 1404 -82 -0.02 -180.00 chart
normal-8 1057 1132 -100 -0.03 -206.75 chart
normal-5 1028 1119 -100 -0.03 -236.75 chart
taylorPlus-21 1130 1219 -81 -0.02 -115.25 chart
taylorPlus-13 1200 1230 -92 -0.01 -58.25 chart
taylorPlus-11 1200 1230 -91 -0.00 -38.50 chart
taylorPlus-8 1200 1230 -100 -0.00 -37.50 chart
taylorPlus-5 1156 1239 -100 -0.00 -34.75 chart
taylor3-21 1201 1233 -81 -0.01 -112.50 chart
taylor3-13 0957 1041 -85 -0.01 -112.50 chart
taylor3-11 0956 1041 -91 -0.01 -115.50 chart
taylor3-8 0957 1050 -87 -0.01 -62.75 chart
taylor3-5 1317 1404 -100 -0.01 -72.00 chart

YM_F LONG
Type Entry Exit Trade % Profit % Points HeatMap
normal-21 1446 1545 81 0.02 603.00 chart
normal-13 1457 1548 85 0.02 637.00 chart
normal-11 1457 1548 91 0.02 579.00 chart
normal-8 1450 1548 88 0.01 385.00 chart
normal-5 1121 1151 100 0.01 191.00 chart
taylorPlus-21 1219 1316 86 0.02 470.00 chart
taylorPlus-13 1233 1305 100 0.01 212.00 chart
taylorPlus-11 1233 1305 100 0.01 198.00 chart
taylorPlus-8 1508 1540 100 0.01 220.00 chart
taylorPlus-5 0933 1028 100 0.03 785.00 chart
taylor3-11 1452 1541 82 0.01 369.00 chart
taylor3-8 1452 1541 88 0.01 313.00 chart
taylor3-5 1511 1541 100 0.01 304.00 chart

YM_F SHORT
Type Entry Exit Trade % Profit % Points HeatMap
normal-11 1332 1403 -82 -0.02 -558.00 chart
normal-8 1038 1108 -100 -0.01 -281.00 chart
normal-5 1028 1120 -100 -0.03 -665.00 chart
taylorPlus-13 1200 1230 -85 -0.01 -164.00 chart
taylorPlus-11 1352 1424 -82 -0.01 -292.00 chart
taylorPlus-8 1356 1426 -87 -0.01 -170.00 chart
taylorPlus-5 1338 1425 -100 -0.01 -299.00 chart
taylor3-21 1501 1532 -86 -0.01 -242.00 chart
taylor3-11 1000 1050 -91 -0.02 -403.00 chart
taylor3-8 1223 1256 -87 -0.01 -246.00 chart
taylor3-5 1224 1318 -100 -0.01 -262.00 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.