HotSpots for 09/03/2019 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 1518 1549 81 0.02 46.75 chart
normal-13 1525 1555 85 0.01 27.25 chart
normal-11 1201 1259 82 0.01 17.75 chart
normal-8 1319 1406 88 0.00 13.25 chart
normal-5 1120 1157 100 0.01 20.50 chart
taylorPlus-21 1229 1301 90 0.01 35.25 chart
taylorPlus-13 1233 1305 100 0.01 25.25 chart
taylorPlus-11 1234 1308 100 0.01 28.00 chart
taylorPlus-8 1213 1310 100 0.01 33.75 chart
taylorPlus-5 1053 1148 100 0.01 22.25 chart
taylor3-13 0944 1037 85 0.02 51.25 chart
taylor3-11 0946 1038 82 0.02 55.50 chart
taylor3-8 1202 1234 100 0.01 24.50 chart
taylor3-5 0941 1038 100 0.02 58.50 chart

ES_F SHORT
Type Entry Exit Trade % Profit % Points HeatMap
normal-21 1347 1439 -81 -0.01 -36.50 chart
normal-13 1347 1439 -92 -0.01 -34.75 chart
normal-11 1355 1441 -91 -0.01 -30.50 chart
normal-8 1003 1033 -100 -0.01 -40.25 chart
normal-5 1009 1041 -100 -0.01 -21.00 chart
taylorPlus-13 1338 1425 -92 -0.01 -42.25 chart
taylorPlus-11 1338 1424 -91 -0.01 -40.00 chart
taylorPlus-8 1338 1424 -100 -0.01 -44.00 chart
taylorPlus-5 1454 1535 -100 -0.01 -18.00 chart
taylor3-11 1237 1326 -82 -0.01 -37.25 chart
taylor3-8 1058 1153 -87 -0.02 -68.75 chart
taylor3-5 1304 1401 -100 -0.01 -38.75 chart

NQ_F LONG
Type Entry Exit Trade % Profit % Points HeatMap
normal-21 1443 1538 81 0.02 146.00 chart
normal-13 1525 1555 85 0.01 73.25 chart
normal-11 1202 1259 82 0.01 38.50 chart
normal-8 1319 1350 88 0.01 68.25 chart
normal-5 1318 1350 100 0.01 67.25 chart
taylorPlus-21 1230 1315 86 0.02 125.50 chart
taylorPlus-13 1422 1453 100 0.02 131.75 chart
taylorPlus-11 1421 1453 100 0.01 107.50 chart
taylorPlus-8 1426 1500 100 0.01 106.00 chart
taylorPlus-5 0930 1000 100 0.03 232.25 chart
taylor3-21 1202 1257 81 0.01 36.75 chart
taylor3-13 1137 1219 85 0.01 83.50 chart
taylor3-11 0950 1038 82 0.03 225.00 chart
taylor3-8 0951 1038 88 0.03 213.75 chart
taylor3-5 0941 1038 100 0.03 193.00 chart

NQ_F SHORT
Type Entry Exit Trade % Profit % Points HeatMap
normal-21 1338 1410 -81 -0.02 -130.75 chart
normal-13 1347 1443 -92 -0.02 -122.00 chart
normal-11 1350 1442 -100 -0.01 -80.00 chart
normal-8 1350 1442 -100 -0.01 -57.00 chart
normal-5 1009 1041 -100 -0.01 -78.50 chart
taylorPlus-21 1200 1230 -86 -0.01 -76.25 chart
taylorPlus-13 1357 1427 -92 -0.01 -103.75 chart
taylorPlus-11 1357 1427 -91 -0.01 -79.50 chart
taylorPlus-8 1454 1526 -100 -0.01 -51.75 chart
taylorPlus-5 1454 1532 -100 -0.01 -51.50 chart
taylor3-13 1239 1331 -92 -0.01 -87.75 chart
taylor3-11 1239 1329 -91 -0.01 -103.75 chart
taylor3-8 1220 1319 -87 -0.01 -106.25 chart
taylor3-5 1306 1405 -100 -0.02 -125.00 chart

YM_F LONG
Type Entry Exit Trade % Profit % Points HeatMap
normal-21 1517 1555 81 0.02 473.00 chart
normal-13 1201 1235 85 0.01 162.00 chart
normal-11 1201 1259 82 0.01 147.00 chart
normal-8 1158 1257 88 0.00 106.00 chart
normal-5 1119 1150 80 0.01 256.00 chart
taylorPlus-21 1230 1323 86 0.02 455.00 chart
taylorPlus-13 1044 1115 92 0.01 329.00 chart
taylorPlus-11 1233 1307 100 0.01 210.00 chart
taylorPlus-8 1042 1114 100 0.01 299.00 chart
taylorPlus-5 1523 1555 100 0.01 196.00 chart
taylor3-13 0943 1038 85 0.02 456.00 chart
taylor3-11 0951 1028 82 0.01 399.00 chart
taylor3-8 1147 1234 100 0.01 294.00 chart
taylor3-5 0941 1037 100 0.02 450.00 chart

YM_F SHORT
Type Entry Exit Trade % Profit % Points HeatMap
normal-21 1343 1418 -81 -0.01 -319.00 chart
normal-13 1343 1418 -92 -0.01 -248.00 chart
normal-11 1355 1443 -91 -0.01 -261.00 chart
normal-8 1003 1102 -87 -0.02 -556.00 chart
normal-5 1225 1317 -100 -0.01 -188.00 chart
taylorPlus-21 1157 1231 -81 -0.01 -223.00 chart
taylorPlus-13 1338 1423 -85 -0.01 -315.00 chart
taylorPlus-11 1338 1423 -91 -0.01 -297.00 chart
taylorPlus-8 1338 1423 -100 -0.01 -360.00 chart
taylorPlus-5 1454 1535 -100 -0.00 -127.00 chart
taylor3-11 1220 1319 -82 -0.01 -256.00 chart
taylor3-8 1058 1153 -87 -0.02 -573.00 chart
taylor3-5 1258 1353 -100 -0.01 -274.00 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.