HotSpots for 08/29/2019 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 86 0.02 57.25 chart
normal-13 1524 1555 85 0.01 25.50 chart
normal-11 1444 1538 91 0.00 5.75 chart
normal-8 1158 1257 88 0.00 10.00 chart
normal-5 1428 1506 100 0.01 21.50 chart
taylorPlus-21 1159 1236 81 0.01 32.00 chart
taylorPlus-13 1159 1236 92 0.01 32.75 chart
taylorPlus-11 1159 1236 91 0.01 31.25 chart
taylorPlus-8 1203 1233 88 0.01 28.75 chart
taylorPlus-5 1013 1045 100 0.01 26.50 chart
taylor3-13 1133 1217 92 0.01 36.25 chart
taylor3-11 1454 1541 91 0.02 57.50 chart
taylor3-8 1049 1148 100 0.01 40.00 chart
taylor3-5 1012 1109 100 0.02 44.75 chart

ES_F SHORT
Type Entry Exit Trade % Profit % Points HeatMap
normal-21 1338 1410 -86 -0.02 -66.00 chart
normal-13 1338 1415 -100 -0.01 -40.50 chart
normal-11 1339 1415 -100 -0.01 -39.75 chart
normal-8 1341 1414 -100 -0.01 -29.25 chart
normal-5 1003 1033 -100 -0.01 -31.50 chart
taylorPlus-21 1118 1159 -90 -0.03 -72.75 chart
taylorPlus-13 1119 1154 -92 -0.02 -55.00 chart
taylorPlus-11 1119 1202 -91 -0.02 -54.00 chart
taylorPlus-8 1226 1319 -100 -0.02 -49.00 chart
taylorPlus-5 1355 1450 -100 -0.01 -39.25 chart
taylor3-11 1317 1401 -82 -0.01 -21.75 chart
taylor3-8 1316 1404 -100 -0.01 -40.00 chart
taylor3-5 1310 1403 -100 -0.01 -23.25 chart

NQ_F LONG
Type Entry Exit Trade % Profit % Points HeatMap
normal-21 1452 1548 81 0.03 213.50 chart
normal-13 1524 1555 85 0.01 77.75 chart
normal-11 1443 1538 91 0.01 58.75 chart
normal-8 1440 1534 88 0.00 21.50 chart
normal-5 1415 1506 100 0.01 89.50 chart
taylorPlus-21 1158 1253 81 0.01 48.75 chart
taylorPlus-13 1203 1233 85 0.02 126.00 chart
taylorPlus-11 1203 1233 91 0.02 124.50 chart
taylorPlus-8 1203 1233 100 0.01 101.00 chart
taylorPlus-5 0950 1029 100 0.01 112.00 chart
taylor3-21 1238 1312 81 0.01 54.00 chart
taylor3-13 1244 1317 92 0.01 54.50 chart
taylor3-11 1244 1317 91 0.01 47.75 chart
taylor3-8 1044 1114 100 0.02 126.50 chart
taylor3-5 0931 1001 100 0.03 228.25 chart

NQ_F SHORT
Type Entry Exit Trade % Profit % Points HeatMap
normal-21 1338 1410 -90 -0.03 -225.25 chart
normal-13 1338 1410 -100 -0.02 -129.00 chart
normal-11 1341 1415 -100 -0.02 -130.00 chart
normal-8 1341 1415 -100 -0.01 -94.75 chart
normal-5 1506 1536 -100 -0.01 -73.25 chart
taylorPlus-21 1116 1203 -86 -0.04 -252.50 chart
taylorPlus-13 1119 1203 -85 -0.03 -197.50 chart
taylorPlus-11 1119 1203 -91 -0.03 -205.50 chart
taylorPlus-8 1233 1319 -100 -0.02 -128.25 chart
taylorPlus-5 1355 1450 -100 -0.01 -96.00 chart
taylor3-13 0956 1041 -85 -0.01 -101.75 chart
taylor3-11 1113 1205 -82 -0.01 -76.00 chart
taylor3-8 1314 1404 -100 -0.01 -102.75 chart
taylor3-5 1313 1410 -100 -0.01 -45.50 chart

YM_F LONG
Type Entry Exit Trade % Profit % Points HeatMap
normal-13 1519 1555 85 0.00 68.00 chart
normal-11 1439 1510 82 0.01 311.00 chart
normal-8 1152 1224 88 0.00 110.00 chart
normal-5 1428 1506 80 0.01 195.00 chart
taylorPlus-21 1208 1251 86 0.01 167.00 chart
taylorPlus-13 1158 1232 92 0.01 243.00 chart
taylorPlus-11 1203 1233 91 0.01 293.00 chart
taylorPlus-8 1203 1233 88 0.01 243.00 chart
taylorPlus-5 1148 1233 100 0.01 209.00 chart
taylor3-13 1132 1222 85 0.01 306.00 chart
taylor3-11 1454 1538 82 0.02 416.00 chart
taylor3-8 1511 1555 100 0.01 388.00 chart
taylor3-5 1018 1114 100 0.02 416.00 chart

YM_F SHORT
Type Entry Exit Trade % Profit % Points HeatMap
normal-21 1344 1415 -90 -0.02 -438.00 chart
normal-13 1338 1410 -92 -0.01 -376.00 chart
normal-11 1341 1415 -100 -0.01 -371.00 chart
normal-8 1343 1414 -100 -0.01 -261.00 chart
normal-5 1504 1536 -100 -0.01 -240.00 chart
taylorPlus-21 1118 1200 -86 -0.02 -606.00 chart
taylorPlus-13 1118 1148 -92 -0.02 -482.00 chart
taylorPlus-11 1119 1202 -91 -0.02 -477.00 chart
taylorPlus-8 1226 1319 -100 -0.02 -451.00 chart
taylorPlus-5 1355 1450 -100 -0.01 -380.00 chart
taylor3-21 1339 1409 -81 -0.01 -281.00 chart
taylor3-13 1000 1050 -85 -0.01 -281.00 chart
taylor3-11 1316 1404 -82 -0.01 -267.00 chart
taylor3-8 1313 1404 -100 -0.01 -365.00 chart
taylor3-5 1313 1412 -100 -0.01 -238.00 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.