HotSpots for 08/19/2019 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 1448 1544 86 0.02 67.75 chart
normal-13 1453 1548 92 0.03 86.25 chart
normal-11 1450 1544 91 0.02 71.00 chart
normal-8 0946 1028 88 0.03 78.50 chart
normal-5 0946 1028 100 0.02 62.50 chart
taylorPlus-21 1230 1301 90 0.01 40.25 chart
taylorPlus-13 1229 1300 92 0.01 24.00 chart
taylorPlus-11 1233 1305 100 0.01 19.50 chart
taylorPlus-8 1227 1315 100 0.01 27.50 chart
taylorPlus-5 1003 1055 100 0.02 74.00 chart
taylor3-21 1511 1543 95 0.02 63.50 chart
taylor3-13 1447 1544 92 0.01 38.00 chart
taylor3-11 1447 1544 91 0.01 37.25 chart
taylor3-8 1212 1246 100 0.00 13.75 chart
taylor3-5 1227 1326 100 0.01 38.00 chart

ES_F SHORT
Type Entry Exit Trade % Profit % Points HeatMap
normal-13 1336 1406 -85 -0.02 -57.75 chart
normal-11 1058 1141 -91 -0.02 -46.50 chart
normal-8 1338 1420 -100 -0.01 -25.75 chart
normal-5 1048 1119 -100 -0.02 -47.50 chart
taylorPlus-21 1140 1219 -81 -0.01 -24.25 chart
taylorPlus-11 1338 1425 -82 -0.01 -34.75 chart
taylorPlus-8 1338 1424 -87 -0.01 -33.75 chart
taylorPlus-5 1338 1424 -100 -0.01 -37.75 chart
taylor3-21 1127 1222 -86 -0.02 -68.50 chart
taylor3-13 1333 1406 -85 -0.02 -49.75 chart
taylor3-11 1127 1222 -91 -0.01 -29.00 chart
taylor3-8 1328 1408 -87 -0.02 -54.00 chart
taylor3-5 1328 1405 -100 -0.02 -53.50 chart

NQ_F LONG
Type Entry Exit Trade % Profit % Points HeatMap
normal-21 1453 1544 86 0.03 245.25 chart
normal-13 1453 1544 92 0.03 233.50 chart
normal-11 1500 1544 91 0.02 179.25 chart
normal-8 0946 1028 88 0.04 265.25 chart
normal-5 0946 1028 100 0.03 197.50 chart
taylorPlus-21 1230 1315 86 0.02 127.00 chart
taylorPlus-13 1426 1502 92 0.01 106.75 chart
taylorPlus-11 1421 1501 100 0.01 115.00 chart
taylorPlus-8 1227 1317 100 0.01 96.25 chart
taylorPlus-5 1003 1055 100 0.03 218.50 chart
taylor3-21 1511 1543 90 0.02 182.50 chart
taylor3-13 1212 1246 92 0.01 59.50 chart
taylor3-11 1424 1506 91 0.01 110.25 chart
taylor3-8 1212 1247 100 0.01 64.75 chart
taylor3-5 1227 1326 100 0.02 137.00 chart

NQ_F SHORT
Type Entry Exit Trade % Profit % Points HeatMap
normal-13 1334 1404 -85 -0.03 -216.25 chart
normal-11 1059 1146 -91 -0.03 -205.75 chart
normal-8 1057 1132 -100 -0.03 -197.75 chart
normal-5 1048 1119 -100 -0.02 -138.25 chart
taylorPlus-21 1130 1219 -81 -0.02 -121.00 chart
taylorPlus-13 1200 1230 -92 -0.01 -42.00 chart
taylorPlus-11 1357 1427 -91 -0.01 -86.75 chart
taylorPlus-8 1200 1230 -100 -0.00 -33.25 chart
taylorPlus-5 1501 1552 -100 -0.00 -38.50 chart
taylor3-21 0931 1018 -81 -0.04 -276.25 chart
taylor3-13 1328 1409 -85 -0.03 -211.00 chart
taylor3-11 1328 1409 -91 -0.03 -210.75 chart
taylor3-8 1328 1411 -100 -0.03 -208.75 chart
taylor3-5 1328 1409 -100 -0.02 -175.75 chart

YM_F LONG
Type Entry Exit Trade % Profit % Points HeatMap
normal-21 1446 1545 86 0.02 672.00 chart
normal-13 1457 1548 92 0.03 684.00 chart
normal-11 1450 1544 91 0.02 660.00 chart
normal-8 0945 1028 88 0.02 631.00 chart
normal-5 0944 1028 100 0.02 618.00 chart
taylorPlus-21 1219 1316 90 0.02 537.00 chart
taylorPlus-13 1233 1305 100 0.01 210.00 chart
taylorPlus-11 1233 1305 100 0.01 183.00 chart
taylorPlus-8 1219 1316 100 0.01 235.00 chart
taylorPlus-5 0934 1033 100 0.03 854.00 chart
taylor3-21 1503 1544 90 0.03 697.00 chart
taylor3-13 1447 1545 92 0.01 242.00 chart
taylor3-11 1447 1545 100 0.01 243.00 chart
taylor3-8 1230 1326 100 0.01 384.00 chart
taylor3-5 1227 1326 100 0.01 328.00 chart

YM_F SHORT
Type Entry Exit Trade % Profit % Points HeatMap
normal-13 1332 1403 -85 -0.02 -640.00 chart
normal-11 1058 1146 -82 -0.02 -403.00 chart
normal-8 1334 1423 -100 -0.01 -256.00 chart
normal-5 1045 1119 -100 -0.02 -452.00 chart
taylorPlus-13 1200 1230 -85 -0.00 -125.00 chart
taylorPlus-11 1356 1426 -91 -0.01 -219.00 chart
taylorPlus-8 1338 1425 -87 -0.01 -263.00 chart
taylorPlus-5 1334 1423 -100 -0.01 -347.00 chart
taylor3-21 1102 1159 -81 -0.02 -622.00 chart
taylor3-13 1328 1410 -92 -0.02 -570.00 chart
taylor3-11 1328 1410 -91 -0.02 -552.00 chart
taylor3-8 1328 1410 -100 -0.02 -552.00 chart
taylor3-5 1328 1405 -100 -0.02 -526.00 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.