HotSpots for 08/23/2019 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 1450 1548 86 0.03 85.75 chart
normal-13 1503 1555 92 0.01 41.75 chart
normal-11 1523 1555 91 0.02 44.75 chart
normal-8 1525 1555 100 0.01 37.50 chart
normal-5 1036 1111 100 0.01 39.25 chart
taylorPlus-13 1159 1236 92 0.01 26.75 chart
taylorPlus-11 1522 1554 91 0.01 30.00 chart
taylorPlus-8 1452 1540 88 0.01 31.25 chart
taylorPlus-5 1517 1547 100 0.01 43.25 chart
taylor3-21 1153 1230 81 0.01 33.50 chart
taylor3-13 1153 1235 92 0.01 35.50 chart
taylor3-11 1153 1235 91 0.01 27.00 chart
taylor3-8 1153 1233 100 0.01 31.75 chart
taylor3-5 1443 1540 100 0.01 41.50 chart

ES_F SHORT
Type Entry Exit Trade % Profit % Points HeatMap
normal-21 1338 1410 -81 -0.02 -52.00 chart
normal-13 1338 1410 -92 -0.01 -29.50 chart
normal-11 1336 1410 -100 -0.01 -37.00 chart
normal-8 1338 1410 -100 -0.01 -26.50 chart
normal-5 1321 1414 -100 -0.01 -23.50 chart
taylorPlus-21 1118 1159 -90 -0.02 -56.25 chart
taylorPlus-13 1118 1148 -85 -0.01 -33.00 chart
taylorPlus-11 1118 1148 -91 -0.01 -34.50 chart
taylorPlus-8 1118 1148 -87 -0.01 -29.25 chart
taylorPlus-5 1220 1319 -100 -0.01 -38.25 chart
taylor3-11 1423 1453 -82 -0.00 -5.00 chart
taylor3-8 1058 1153 -87 -0.01 -30.50 chart
taylor3-5 0931 1003 -100 -0.01 -41.75 chart

NQ_F LONG
Type Entry Exit Trade % Profit % Points HeatMap
normal-21 1452 1548 90 0.03 229.75 chart
normal-13 1517 1555 92 0.02 122.25 chart
normal-11 1523 1555 91 0.02 119.25 chart
normal-8 1523 1555 100 0.01 89.00 chart
normal-5 1036 1111 100 0.02 118.50 chart
taylorPlus-21 1039 1111 86 0.02 121.75 chart
taylorPlus-13 1203 1233 85 0.02 118.25 chart
taylorPlus-11 1523 1554 91 0.01 84.75 chart
taylorPlus-8 1203 1233 100 0.01 94.25 chart
taylorPlus-5 1457 1544 100 0.01 108.00 chart
taylor3-21 1201 1251 81 0.01 51.75 chart
taylor3-13 1151 1232 92 0.01 104.50 chart
taylor3-11 1153 1236 91 0.01 80.25 chart
taylor3-8 1153 1232 100 0.01 79.75 chart
taylor3-5 1443 1540 100 0.01 115.50 chart

NQ_F SHORT
Type Entry Exit Trade % Profit % Points HeatMap
normal-21 1338 1410 -81 -0.02 -176.00 chart
normal-13 1338 1410 -92 -0.01 -106.75 chart
normal-11 1336 1410 -100 -0.02 -117.25 chart
normal-8 1338 1410 -100 -0.01 -84.50 chart
normal-5 1325 1414 -100 -0.01 -72.00 chart
taylorPlus-21 1116 1158 -86 -0.03 -187.50 chart
taylorPlus-11 1119 1203 -82 -0.01 -114.00 chart
taylorPlus-8 1113 1202 -87 -0.01 -113.25 chart
taylorPlus-5 1222 1319 -100 -0.01 -87.50 chart
taylor3-13 1239 1331 -85 -0.00 -34.25 chart
taylor3-11 1239 1331 -91 -0.00 -31.75 chart
taylor3-8 1220 1305 -87 -0.01 -77.25 chart
taylor3-5 0931 1007 -100 -0.01 -113.75 chart

YM_F LONG
Type Entry Exit Trade % Profit % Points HeatMap
normal-21 1517 1548 90 0.03 742.00 chart
normal-13 1242 1314 92 0.01 336.00 chart
normal-11 1519 1555 91 0.01 307.00 chart
normal-8 1519 1555 100 0.01 246.00 chart
normal-5 1036 1111 100 0.01 301.00 chart
taylorPlus-21 1208 1251 81 0.00 99.00 chart
taylorPlus-13 1159 1232 92 0.01 231.00 chart
taylorPlus-11 1521 1551 91 0.01 273.00 chart
taylorPlus-8 1441 1540 88 0.01 215.00 chart
taylorPlus-5 1517 1548 100 0.01 370.00 chart
taylor3-13 1141 1237 92 0.01 356.00 chart
taylor3-11 1141 1237 91 0.01 254.00 chart
taylor3-8 1154 1230 100 0.01 247.00 chart
taylor3-5 1443 1540 100 0.01 369.00 chart

YM_F SHORT
Type Entry Exit Trade % Profit % Points HeatMap
normal-21 1338 1408 -81 -0.01 -402.00 chart
normal-13 1332 1403 -92 -0.01 -329.00 chart
normal-11 1332 1403 -100 -0.01 -362.00 chart
normal-8 1338 1410 -100 -0.01 -262.00 chart
normal-5 0936 1035 -100 -0.01 -247.00 chart
taylorPlus-21 1118 1200 -81 -0.02 -454.00 chart
taylorPlus-13 1118 1148 -85 -0.01 -295.00 chart
taylorPlus-11 1118 1149 -91 -0.01 -310.00 chart
taylorPlus-8 1246 1327 -100 -0.01 -157.00 chart
taylorPlus-5 1220 1319 -100 -0.01 -339.00 chart
taylor3-11 1239 1326 -82 -0.00 -120.00 chart
taylor3-8 0930 1009 -87 -0.02 -415.00 chart
taylor3-5 0930 1003 -100 -0.01 -381.00 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.