HotSpots for 08/20/2019 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 90 0.02 72.00 chart
normal-13 1445 1544 92 0.03 75.50 chart
normal-11 1450 1544 91 0.02 62.25 chart
normal-8 0954 1028 88 0.02 45.25 chart
normal-5 0954 1028 100 0.01 32.50 chart
taylorPlus-13 1449 1541 85 0.01 38.50 chart
taylorPlus-11 1159 1236 91 0.01 21.50 chart
taylorPlus-8 1449 1541 88 0.01 35.00 chart
taylorPlus-5 1309 1342 100 0.01 21.00 chart
taylor3-21 1153 1230 81 0.01 35.25 chart
taylor3-13 1153 1230 92 0.01 33.25 chart
taylor3-11 1153 1237 91 0.01 33.75 chart
taylor3-8 1153 1237 88 0.01 27.75 chart
taylor3-5 1153 1236 100 0.01 27.75 chart

ES_F SHORT
Type Entry Exit Trade % Profit % Points HeatMap
normal-13 1336 1406 -85 -0.02 -51.00 chart
normal-11 1335 1406 -91 -0.01 -37.00 chart
normal-8 1335 1406 -100 -0.01 -33.25 chart
normal-5 1335 1406 -100 -0.01 -24.50 chart
taylorPlus-21 1118 1154 -86 -0.02 -54.75 chart
taylorPlus-13 1118 1159 -85 -0.01 -19.50 chart
taylorPlus-11 1118 1154 -82 -0.01 -23.00 chart
taylorPlus-8 1118 1203 -87 -0.01 -27.25 chart
taylorPlus-5 1220 1319 -100 -0.01 -37.50 chart
taylor3-8 0931 1021 -87 -0.01 -28.50 chart
taylor3-5 1058 1153 -100 -0.01 -22.75 chart

NQ_F LONG
Type Entry Exit Trade % Profit % Points HeatMap
normal-21 1453 1544 90 0.03 261.25 chart
normal-13 1457 1544 92 0.03 199.25 chart
normal-11 1500 1544 91 0.02 160.25 chart
normal-8 1010 1055 88 0.01 99.50 chart
normal-5 0930 1000 100 0.03 226.00 chart
taylorPlus-21 1039 1111 81 0.01 77.75 chart
taylorPlus-13 1203 1240 85 0.01 110.50 chart
taylorPlus-11 1203 1240 91 0.01 90.50 chart
taylorPlus-8 1442 1541 88 0.01 104.25 chart
taylorPlus-5 1312 1342 100 0.01 65.50 chart
taylor3-21 1203 1251 81 0.01 84.00 chart
taylor3-13 1129 1220 92 0.01 103.00 chart
taylor3-11 1153 1237 91 0.01 93.50 chart
taylor3-8 1153 1237 88 0.01 69.25 chart
taylor3-5 1153 1232 100 0.01 66.50 chart

NQ_F SHORT
Type Entry Exit Trade % Profit % Points HeatMap
normal-13 1334 1404 -85 -0.02 -191.50 chart
normal-11 1059 1132 -91 -0.03 -213.50 chart
normal-8 1336 1406 -100 -0.01 -101.25 chart
normal-5 1335 1406 -100 -0.01 -73.75 chart
taylorPlus-21 1116 1155 -86 -0.02 -152.00 chart
taylorPlus-8 1119 1203 -87 -0.01 -109.50 chart
taylorPlus-5 1236 1309 -100 -0.01 -86.00 chart
taylor3-13 1249 1329 -85 -0.00 -34.50 chart
taylor3-11 1239 1331 -82 -0.00 -16.25 chart
taylor3-8 1032 1125 -100 -0.01 -68.25 chart
taylor3-5 1033 1107 -100 -0.01 -63.50 chart

YM_F LONG
Type Entry Exit Trade % Profit % Points HeatMap
normal-21 1446 1545 86 0.02 667.00 chart
normal-13 1517 1548 92 0.02 555.00 chart
normal-11 1517 1555 91 0.02 427.00 chart
normal-8 1121 1151 100 0.01 264.00 chart
normal-5 1525 1555 100 0.01 256.00 chart
taylorPlus-21 1310 1343 81 0.01 232.00 chart
taylorPlus-13 1207 1237 92 0.01 181.00 chart
taylorPlus-11 1159 1232 91 0.01 171.00 chart
taylorPlus-8 1451 1541 88 0.01 289.00 chart
taylorPlus-5 1524 1555 100 0.01 210.00 chart
taylor3-21 1212 1252 81 0.01 359.00 chart
taylor3-13 1138 1237 85 0.01 329.00 chart
taylor3-11 1138 1237 91 0.01 316.00 chart
taylor3-8 1459 1550 88 0.01 283.00 chart
taylor3-5 1143 1237 100 0.01 276.00 chart

YM_F SHORT
Type Entry Exit Trade % Profit % Points HeatMap
normal-13 1332 1403 -85 -0.02 -580.00 chart
normal-11 1335 1406 -91 -0.01 -342.00 chart
normal-8 1335 1406 -100 -0.01 -318.00 chart
normal-5 1335 1406 -100 -0.01 -248.00 chart
taylorPlus-21 1122 1154 -81 -0.02 -396.00 chart
taylorPlus-13 1034 1107 -85 -0.01 -353.00 chart
taylorPlus-11 1034 1107 -82 -0.01 -306.00 chart
taylorPlus-8 0958 1050 -87 -0.01 -353.00 chart
taylorPlus-5 1220 1319 -100 -0.01 -332.00 chart
taylor3-11 1038 1108 -82 -0.01 -137.00 chart
taylor3-8 0930 1015 -87 -0.01 -393.00 chart
taylor3-5 1058 1153 -100 -0.01 -154.00 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.