HotSpots for 08/26/2019 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 1545 81 0.03 80.50 chart
normal-13 1443 1540 85 0.01 38.25 chart
normal-11 1443 1540 82 0.01 21.25 chart
normal-8 1525 1555 88 0.01 18.50 chart
normal-5 1158 1257 100 0.00 13.50 chart
taylorPlus-13 1159 1236 92 0.01 28.00 chart
taylorPlus-11 1159 1236 91 0.01 25.00 chart
taylorPlus-8 1203 1233 88 0.01 25.50 chart
taylorPlus-5 0950 1029 80 0.01 26.75 chart
taylor3-13 1133 1217 92 0.01 35.75 chart
taylor3-11 1454 1541 91 0.02 59.25 chart
taylor3-8 1244 1316 100 0.00 11.75 chart
taylor3-5 1509 1555 100 0.01 37.25 chart

ES_F SHORT
Type Entry Exit Trade % Profit % Points HeatMap
normal-21 1338 1410 -81 -0.02 -53.75 chart
normal-13 1336 1425 -100 -0.01 -33.50 chart
normal-11 1335 1415 -100 -0.01 -34.25 chart
normal-8 1342 1440 -100 -0.01 -38.00 chart
normal-5 1119 1152 -100 -0.01 -27.50 chart
taylorPlus-21 1118 1159 -90 -0.03 -72.00 chart
taylorPlus-13 1119 1154 -85 -0.02 -47.75 chart
taylorPlus-11 1119 1158 -91 -0.02 -50.00 chart
taylorPlus-8 1220 1319 -87 -0.02 -48.75 chart
taylorPlus-5 1355 1450 -100 -0.02 -50.00 chart
taylor3-8 1316 1404 -87 -0.01 -24.75 chart
taylor3-5 1313 1401 -100 -0.01 -23.75 chart

NQ_F LONG
Type Entry Exit Trade % Profit % Points HeatMap
normal-21 1452 1548 86 0.03 218.00 chart
normal-13 1456 1547 92 0.01 95.75 chart
normal-11 1456 1547 91 0.01 59.00 chart
normal-8 1456 1547 100 0.01 44.00 chart
normal-5 1512 1547 100 0.00 35.50 chart
taylorPlus-21 1028 1111 81 0.00 4.00 chart
taylorPlus-13 0950 1030 85 0.02 125.75 chart
taylorPlus-11 1450 1546 82 0.01 110.75 chart
taylorPlus-8 1203 1233 100 0.01 89.25 chart
taylorPlus-5 0950 1029 100 0.02 113.00 chart
taylor3-13 1513 1545 92 0.02 122.50 chart
taylor3-11 1244 1317 100 0.01 52.75 chart
taylor3-8 1513 1545 100 0.01 99.50 chart
taylor3-5 1012 1108 100 0.01 104.25 chart

NQ_F SHORT
Type Entry Exit Trade % Profit % Points HeatMap
normal-21 1338 1410 -86 -0.02 -185.00 chart
normal-13 1341 1417 -92 -0.02 -121.50 chart
normal-11 1336 1410 -100 -0.02 -118.00 chart
normal-8 1341 1440 -100 -0.02 -121.50 chart
normal-5 1118 1158 -100 -0.01 -93.50 chart
taylorPlus-21 1116 1203 -86 -0.03 -250.75 chart
taylorPlus-11 1119 1203 -82 -0.02 -190.50 chart
taylorPlus-8 1233 1319 -100 -0.01 -118.25 chart
taylorPlus-5 1100 1131 -100 -0.02 -148.00 chart
taylor3-21 1207 1257 -81 -0.02 -112.50 chart
taylor3-13 0956 1041 -85 -0.01 -102.00 chart
taylor3-11 0956 1041 -82 -0.01 -65.25 chart
taylor3-8 1358 1441 -87 -0.01 -77.75 chart
taylor3-5 1314 1410 -100 -0.01 -62.25 chart

YM_F LONG
Type Entry Exit Trade % Profit % Points HeatMap
normal-21 1517 1548 86 0.02 651.00 chart
normal-13 1443 1540 85 0.01 356.00 chart
normal-11 1443 1540 82 0.01 213.00 chart
normal-8 1201 1237 88 0.00 129.00 chart
normal-5 1158 1257 100 0.01 135.00 chart
taylorPlus-21 1014 1044 81 0.01 355.00 chart
taylorPlus-13 1158 1232 92 0.01 212.00 chart
taylorPlus-11 1158 1232 91 0.01 174.00 chart
taylorPlus-8 1203 1234 88 0.01 199.00 chart
taylorPlus-5 1004 1034 100 0.00 113.00 chart
taylor3-13 1452 1541 85 0.02 437.00 chart
taylor3-11 1452 1541 91 0.01 401.00 chart
taylor3-8 1513 1543 100 0.01 327.00 chart
taylor3-5 1509 1555 100 0.01 349.00 chart

YM_F SHORT
Type Entry Exit Trade % Profit % Points HeatMap
normal-21 1334 1423 -81 -0.02 -558.00 chart
normal-13 1334 1423 -100 -0.01 -350.00 chart
normal-11 1336 1410 -100 -0.01 -322.00 chart
normal-8 1341 1439 -100 -0.01 -339.00 chart
normal-5 1007 1049 -100 -0.01 -237.00 chart
taylorPlus-21 1120 1159 -81 -0.02 -580.00 chart
taylorPlus-13 1118 1148 -85 -0.01 -399.00 chart
taylorPlus-11 1118 1148 -91 -0.02 -418.00 chart
taylorPlus-8 1234 1319 -100 -0.02 -410.00 chart
taylorPlus-5 1355 1450 -100 -0.02 -483.00 chart
taylor3-21 1339 1409 -81 -0.01 -250.00 chart
taylor3-13 1000 1050 -85 -0.01 -279.00 chart
taylor3-11 1000 1052 -82 -0.01 -179.00 chart
taylor3-8 1359 1445 -87 -0.01 -400.00 chart
taylor3-5 1357 1455 -100 -0.01 -277.00 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.