HotSpots for 08/22/2019 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 74.00 chart
normal-13 1453 1544 92 0.02 60.00 chart
normal-11 1443 1540 91 0.02 48.50 chart
normal-8 1525 1555 100 0.01 33.75 chart
normal-5 1031 1129 100 0.01 27.25 chart
taylorPlus-21 1229 1301 90 0.01 42.50 chart
taylorPlus-13 1233 1305 100 0.01 26.50 chart
taylorPlus-11 1233 1305 100 0.01 24.00 chart
taylorPlus-8 1003 1059 100 0.03 80.25 chart
taylorPlus-5 0942 1040 100 0.03 86.00 chart
taylor3-21 1511 1543 95 0.02 60.00 chart
taylor3-13 1446 1544 92 0.01 39.25 chart
taylor3-11 1447 1544 91 0.01 37.00 chart
taylor3-8 1212 1246 100 0.00 11.25 chart
taylor3-5 1227 1326 100 0.01 42.25 chart

ES_F SHORT
Type Entry Exit Trade % Profit % Points HeatMap
normal-13 1338 1410 -92 -0.01 -36.75 chart
normal-11 1336 1425 -100 -0.01 -29.75 chart
normal-8 1335 1408 -100 -0.01 -31.25 chart
normal-5 1321 1401 -100 -0.01 -41.25 chart
taylorPlus-21 1140 1219 -81 -0.01 -26.50 chart
taylorPlus-13 1156 1235 -85 -0.00 -14.50 chart
taylorPlus-11 1338 1425 -91 -0.01 -38.00 chart
taylorPlus-8 1338 1424 -87 -0.01 -33.00 chart
taylorPlus-5 1338 1424 -100 -0.01 -38.50 chart
taylor3-21 1127 1222 -90 -0.03 -72.75 chart
taylor3-13 1333 1406 -85 -0.02 -49.25 chart
taylor3-11 1328 1408 -91 -0.02 -59.50 chart
taylor3-8 1328 1408 -87 -0.02 -51.50 chart
taylor3-5 1328 1405 -100 -0.02 -53.75 chart

NQ_F LONG
Type Entry Exit Trade % Profit % Points HeatMap
normal-21 1453 1544 90 0.03 273.75 chart
normal-13 1500 1544 92 0.02 169.50 chart
normal-11 1443 1540 91 0.02 136.50 chart
normal-8 1523 1555 100 0.01 82.75 chart
normal-5 1453 1549 100 0.01 59.00 chart
taylorPlus-21 1230 1316 90 0.02 133.50 chart
taylorPlus-13 1419 1453 100 0.01 109.50 chart
taylorPlus-11 1421 1453 100 0.01 101.00 chart
taylorPlus-8 1227 1317 100 0.01 110.00 chart
taylorPlus-5 0954 1052 100 0.03 232.00 chart
taylor3-21 1511 1543 90 0.02 168.50 chart
taylor3-13 1212 1247 92 0.01 60.50 chart
taylor3-11 1212 1247 100 0.01 73.00 chart
taylor3-8 1207 1245 100 0.01 59.00 chart
taylor3-5 1227 1326 100 0.02 140.00 chart

NQ_F SHORT
Type Entry Exit Trade % Profit % Points HeatMap
normal-13 1338 1410 -92 -0.02 -138.50 chart
normal-11 1341 1417 -91 -0.01 -104.00 chart
normal-8 1335 1408 -100 -0.01 -101.25 chart
normal-5 1321 1401 -100 -0.02 -114.50 chart
taylorPlus-21 1200 1230 -86 -0.01 -80.75 chart
taylorPlus-13 1200 1230 -92 -0.01 -42.00 chart
taylorPlus-11 1200 1230 -100 -0.01 -46.50 chart
taylorPlus-8 1200 1230 -100 -0.00 -31.00 chart
taylorPlus-5 1114 1201 -100 -0.01 -58.75 chart
taylor3-21 1129 1224 -86 -0.04 -259.00 chart
taylor3-13 1328 1409 -92 -0.03 -217.75 chart
taylor3-11 1328 1409 -100 -0.03 -223.75 chart
taylor3-8 1328 1411 -100 -0.03 -200.50 chart
taylor3-5 1328 1409 -100 -0.02 -177.25 chart

YM_F LONG
Type Entry Exit Trade % Profit % Points HeatMap
normal-21 1517 1548 90 0.03 697.00 chart
normal-13 1517 1548 92 0.02 434.00 chart
normal-11 1443 1540 91 0.02 436.00 chart
normal-8 1519 1555 100 0.01 169.00 chart
normal-5 1019 1059 100 0.01 304.00 chart
taylorPlus-21 1219 1316 90 0.02 545.00 chart
taylorPlus-13 1233 1305 100 0.01 252.00 chart
taylorPlus-11 1233 1305 100 0.01 225.00 chart
taylorPlus-8 1219 1316 100 0.01 261.00 chart
taylorPlus-5 1003 1055 100 0.03 720.00 chart
taylor3-21 1503 1544 90 0.03 655.00 chart
taylor3-13 1230 1326 92 0.02 508.00 chart
taylor3-11 1227 1326 91 0.02 431.00 chart
taylor3-8 1227 1326 100 0.01 384.00 chart
taylor3-5 1227 1326 100 0.01 346.00 chart

YM_F SHORT
Type Entry Exit Trade % Profit % Points HeatMap
normal-13 1332 1403 -92 -0.01 -371.00 chart
normal-11 1334 1423 -100 -0.01 -314.00 chart
normal-8 1330 1403 -100 -0.01 -322.00 chart
normal-5 1321 1401 -100 -0.01 -368.00 chart
taylorPlus-13 1352 1424 -85 -0.01 -311.00 chart
taylorPlus-11 1356 1426 -91 -0.01 -224.00 chart
taylorPlus-8 1338 1425 -87 -0.01 -263.00 chart
taylorPlus-5 1334 1423 -100 -0.01 -339.00 chart
taylor3-21 1134 1220 -86 -0.02 -469.00 chart
taylor3-13 1328 1409 -92 -0.02 -572.00 chart
taylor3-11 1328 1409 -100 -0.02 -598.00 chart
taylor3-8 1328 1410 -100 -0.02 -550.00 chart
taylor3-5 1328 1405 -100 -0.02 -519.00 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 found for the heatmap calculation.