HotSpots for 08/21/2019 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 1501 1544 90 0.02 70.75 chart
normal-13 1453 1544 92 0.02 66.50 chart
normal-11 1453 1544 91 0.01 40.75 chart
normal-8 0954 1028 88 0.01 41.00 chart
normal-5 1525 1555 100 0.01 27.25 chart
taylorPlus-21 1507 1544 86 0.02 53.00 chart
taylorPlus-13 1454 1541 85 0.02 69.00 chart
taylorPlus-11 1502 1545 91 0.02 47.50 chart
taylorPlus-8 1453 1530 88 0.01 39.75 chart
taylorPlus-5 1454 1548 100 0.02 68.75 chart
taylor3-13 1133 1217 92 0.01 36.00 chart
taylor3-11 1134 1222 91 0.01 40.75 chart
taylor3-8 1140 1222 100 0.01 26.00 chart
taylor3-5 1014 1113 100 0.01 30.50 chart

ES_F SHORT
Type Entry Exit Trade % Profit % Points HeatMap
normal-13 1058 1141 -85 -0.02 -44.75 chart
normal-11 1335 1406 -91 -0.01 -30.75 chart
normal-8 1335 1408 -100 -0.01 -34.25 chart
normal-5 1328 1405 -100 -0.01 -35.75 chart
taylorPlus-21 1344 1439 -90 -0.03 -76.75 chart
taylorPlus-13 1011 1110 -92 -0.02 -56.50 chart
taylorPlus-11 1039 1122 -91 -0.02 -59.50 chart
taylorPlus-8 1423 1453 -100 -0.02 -57.25 chart
taylorPlus-5 1423 1453 -100 -0.02 -48.50 chart
taylor3-21 1501 1532 -81 -0.00 -11.75 chart
taylor3-11 1500 1530 -82 0.00 7.75 chart
taylor3-8 1317 1401 -87 -0.00 -13.25 chart
taylor3-5 1416 1513 -100 -0.01 -43.00 chart

NQ_F LONG
Type Entry Exit Trade % Profit % Points HeatMap
normal-21 1453 1544 90 0.03 267.50 chart
normal-13 1457 1544 92 0.02 186.25 chart
normal-11 1500 1544 91 0.01 110.25 chart
normal-8 1443 1540 88 0.01 89.75 chart
normal-5 1443 1529 100 0.01 67.00 chart
taylorPlus-21 1454 1544 86 0.04 321.75 chart
taylorPlus-13 1454 1545 92 0.03 221.75 chart
taylorPlus-11 1454 1545 91 0.03 216.50 chart
taylorPlus-8 1454 1545 88 0.02 172.75 chart
taylorPlus-5 1454 1548 100 0.02 184.00 chart
taylor3-21 1327 1400 81 0.01 61.75 chart
taylor3-13 1513 1545 92 0.02 124.75 chart
taylor3-11 1250 1343 100 0.01 104.25 chart
taylor3-8 1250 1343 100 0.01 58.25 chart
taylor3-5 0945 1026 100 0.03 214.00 chart

NQ_F SHORT
Type Entry Exit Trade % Profit % Points HeatMap
normal-13 1059 1146 -85 -0.03 -195.25 chart
normal-11 1100 1132 -91 -0.03 -190.50 chart
normal-8 1334 1406 -100 -0.02 -122.25 chart
normal-5 1328 1405 -100 -0.01 -102.75 chart
taylorPlus-21 1345 1439 -90 -0.04 -273.25 chart
taylorPlus-13 1344 1443 -92 -0.03 -221.50 chart
taylorPlus-11 1005 1104 -91 -0.03 -208.75 chart
taylorPlus-8 1418 1454 -87 -0.03 -217.50 chart
taylorPlus-5 1026 1121 -100 -0.02 -132.50 chart
taylor3-21 1207 1257 -81 -0.02 -113.75 chart
taylor3-13 0956 1041 -85 -0.01 -101.75 chart
taylor3-11 0956 1041 -82 -0.01 -76.75 chart
taylor3-5 1436 1517 -100 -0.02 -131.00 chart

YM_F LONG
Type Entry Exit Trade % Profit % Points HeatMap
normal-21 1517 1548 86 0.03 690.00 chart
normal-13 1517 1548 92 0.02 546.00 chart
normal-11 1242 1314 91 0.01 303.00 chart
normal-8 1443 1515 88 0.01 305.00 chart
normal-5 1443 1515 100 0.01 241.00 chart
taylorPlus-21 1501 1538 86 0.02 590.00 chart
taylorPlus-13 1454 1544 92 0.02 577.00 chart
taylorPlus-11 1454 1544 91 0.02 558.00 chart
taylorPlus-8 1454 1548 88 0.02 517.00 chart
taylorPlus-5 1454 1548 100 0.02 518.00 chart
taylor3-13 1452 1541 85 0.02 426.00 chart
taylor3-11 1452 1541 82 0.01 327.00 chart
taylor3-8 1452 1541 88 0.01 322.00 chart
taylor3-5 1511 1555 100 0.01 327.00 chart

YM_F SHORT
Type Entry Exit Trade % Profit % Points HeatMap
normal-13 1058 1153 -85 -0.01 -346.00 chart
normal-11 1058 1154 -91 -0.01 -380.00 chart
normal-8 1058 1154 -100 -0.01 -327.00 chart
normal-5 0931 1020 -100 -0.01 -342.00 chart
taylorPlus-21 1336 1410 -90 -0.02 -448.00 chart
taylorPlus-13 0930 1020 -92 -0.02 -558.00 chart
taylorPlus-11 1027 1121 -91 -0.02 -549.00 chart
taylorPlus-8 0931 1020 -100 -0.02 -423.00 chart
taylorPlus-5 1026 1121 -100 -0.02 -431.00 chart
taylor3-21 1501 1532 -86 -0.01 -133.00 chart
taylor3-11 1000 1050 -82 -0.01 -203.00 chart
taylor3-8 1317 1404 -87 -0.01 -168.00 chart
taylor3-5 1357 1455 -100 -0.02 -530.00 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.