HotSpots for 08/28/2019 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 1444 1538 81 0.02 52.75 chart
normal-13 1441 1529 85 0.01 15.75 chart
normal-11 1525 1555 82 0.01 19.50 chart
normal-8 1242 1313 88 0.00 13.00 chart
normal-5 1428 1506 80 0.00 12.75 chart
taylorPlus-21 1229 1301 90 0.01 38.50 chart
taylorPlus-13 1233 1305 100 0.01 25.25 chart
taylorPlus-11 1233 1305 100 0.01 22.75 chart
taylorPlus-8 1227 1315 100 0.01 35.00 chart
taylorPlus-5 1213 1312 100 0.01 32.00 chart
taylor3-13 1154 1235 92 0.01 30.25 chart
taylor3-11 1154 1235 91 0.01 24.75 chart
taylor3-8 1154 1234 100 0.01 29.25 chart
taylor3-5 0954 1053 100 0.02 69.25 chart

ES_F SHORT
Type Entry Exit Trade % Profit % Points HeatMap
normal-21 1342 1439 -81 -0.03 -88.25 chart
normal-13 1338 1415 -100 -0.01 -41.25 chart
normal-11 1338 1415 -100 -0.01 -35.75 chart
normal-8 1355 1441 -100 -0.01 -31.00 chart
normal-5 1003 1102 -100 -0.02 -58.25 chart
taylorPlus-13 1338 1425 -85 -0.01 -40.25 chart
taylorPlus-11 1338 1425 -91 -0.01 -37.50 chart
taylorPlus-8 1338 1424 -100 -0.01 -43.50 chart
taylorPlus-5 1114 1201 -100 -0.01 -15.25 chart
taylor3-11 1423 1453 -82 -0.00 -9.25 chart
taylor3-8 1058 1153 -100 -0.03 -84.50 chart
taylor3-5 1059 1143 -100 -0.03 -82.00 chart

NQ_F LONG
Type Entry Exit Trade % Profit % Points HeatMap
normal-21 1452 1548 81 0.03 208.00 chart
normal-13 1443 1538 85 0.01 70.50 chart
normal-11 1421 1505 82 0.01 96.50 chart
normal-8 1441 1534 88 0.00 26.75 chart
normal-5 1415 1504 80 0.01 66.75 chart
taylorPlus-21 1230 1315 90 0.02 148.50 chart
taylorPlus-13 1422 1453 100 0.02 131.75 chart
taylorPlus-11 1421 1453 100 0.01 107.50 chart
taylorPlus-8 1227 1315 100 0.01 108.75 chart
taylorPlus-5 1235 1334 100 0.01 111.50 chart
taylor3-21 1202 1257 81 0.01 48.25 chart
taylor3-13 1151 1237 92 0.01 91.00 chart
taylor3-11 1153 1236 91 0.01 68.00 chart
taylor3-8 1154 1237 100 0.01 75.75 chart
taylor3-5 0951 1038 100 0.03 237.25 chart

NQ_F SHORT
Type Entry Exit Trade % Profit % Points HeatMap
normal-21 1338 1410 -86 -0.02 -195.00 chart
normal-13 1338 1410 -100 -0.02 -135.50 chart
normal-11 1338 1410 -100 -0.01 -108.00 chart
normal-8 1114 1201 -100 -0.02 -129.00 chart
normal-5 1003 1102 -100 -0.02 -186.50 chart
taylorPlus-21 1200 1230 -86 -0.01 -70.25 chart
taylorPlus-13 1357 1427 -92 -0.01 -101.25 chart
taylorPlus-11 1357 1427 -91 -0.01 -94.25 chart
taylorPlus-8 1332 1424 -87 -0.02 -175.75 chart
taylorPlus-5 1114 1201 -100 -0.01 -62.50 chart
taylor3-13 1239 1331 -85 -0.01 -71.75 chart
taylor3-11 1239 1331 -91 -0.01 -84.50 chart
taylor3-8 1059 1153 -87 -0.03 -275.25 chart
taylor3-5 1059 1142 -100 -0.03 -257.50 chart

YM_F LONG
Type Entry Exit Trade % Profit % Points HeatMap
normal-11 1242 1313 82 0.00 78.00 chart
normal-8 1242 1313 88 0.00 78.00 chart
normal-5 1317 1348 80 0.01 149.00 chart
taylorPlus-21 1219 1316 90 0.02 480.00 chart
taylorPlus-13 1044 1114 92 0.02 433.00 chart
taylorPlus-11 1044 1114 91 0.01 354.00 chart
taylorPlus-8 1042 1114 100 0.01 291.00 chart
taylorPlus-5 1213 1312 100 0.01 288.00 chart
taylor3-13 1141 1237 92 0.01 328.00 chart
taylor3-11 1141 1237 91 0.01 262.00 chart
taylor3-8 0951 1045 88 0.02 462.00 chart
taylor3-5 0954 1053 100 0.02 519.00 chart

YM_F SHORT
Type Entry Exit Trade % Profit % Points HeatMap
normal-21 1344 1415 -86 -0.01 -373.00 chart
normal-13 1338 1412 -100 -0.01 -360.00 chart
normal-11 1338 1412 -100 -0.01 -332.00 chart
normal-8 1343 1441 -100 -0.01 -298.00 chart
normal-5 1006 1103 -100 -0.02 -493.00 chart
taylorPlus-13 1356 1426 -92 -0.01 -244.00 chart
taylorPlus-11 1356 1426 -91 -0.01 -217.00 chart
taylorPlus-8 1338 1425 -100 -0.01 -373.00 chart
taylorPlus-5 1114 1152 -100 -0.01 -190.00 chart
taylor3-11 1239 1326 -82 -0.01 -236.00 chart
taylor3-8 1058 1153 -100 -0.03 -714.00 chart
taylor3-5 1059 1143 -100 -0.03 -740.00 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.