HotSpots for 09/04/2019 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 1524 1555 81 0.02 45.25 chart
normal-13 1513 1549 85 0.01 22.75 chart
normal-11 1513 1549 82 0.01 17.25 chart
normal-8 1147 1220 88 0.00 6.75 chart
normal-5 1119 1150 100 0.01 40.00 chart
taylorPlus-21 1159 1236 86 0.02 46.50 chart
taylorPlus-13 1159 1236 92 0.01 32.75 chart
taylorPlus-11 1202 1233 91 0.01 40.25 chart
taylorPlus-8 1201 1233 88 0.01 27.25 chart
taylorPlus-5 1201 1233 100 0.01 21.50 chart
taylor3-21 1133 1217 81 0.01 34.75 chart
taylor3-13 1133 1217 92 0.01 37.00 chart
taylor3-11 1131 1226 91 0.02 44.75 chart
taylor3-8 1049 1148 100 0.02 51.25 chart
taylor3-5 1015 1114 100 0.01 41.25 chart

ES_F SHORT
Type Entry Exit Trade % Profit % Points HeatMap
normal-21 1341 1420 -81 -0.02 -49.50 chart
normal-13 1003 1033 -85 -0.01 -36.50 chart
normal-11 1003 1033 -91 -0.01 -40.25 chart
normal-8 1003 1033 -100 -0.01 -40.75 chart
normal-5 0957 1028 -100 -0.01 -28.75 chart
taylorPlus-21 1118 1159 -86 -0.02 -60.50 chart
taylorPlus-13 1119 1154 -85 -0.02 -45.75 chart
taylorPlus-11 1119 1202 -82 -0.02 -46.50 chart
taylorPlus-8 1237 1332 -100 -0.02 -45.25 chart
taylorPlus-5 1355 1451 -100 -0.01 -37.00 chart
taylor3-11 1317 1401 -82 -0.01 -19.75 chart
taylor3-8 1355 1454 -87 -0.03 -79.75 chart

NQ_F LONG
Type Entry Exit Trade % Profit % Points HeatMap
normal-21 1443 1538 81 0.02 134.75 chart
normal-13 1523 1555 85 0.01 63.00 chart
normal-11 1513 1549 82 0.01 69.50 chart
normal-8 1319 1350 88 0.01 58.25 chart
normal-5 1119 1150 100 0.02 118.50 chart
taylorPlus-21 1158 1253 86 0.01 96.00 chart
taylorPlus-13 1202 1233 85 0.02 127.75 chart
taylorPlus-11 1202 1233 100 0.02 135.00 chart
taylorPlus-8 1203 1233 100 0.01 100.00 chart
taylorPlus-5 1202 1233 100 0.01 71.75 chart
taylor3-13 1454 1551 85 0.02 163.00 chart
taylor3-11 1244 1316 91 0.00 36.75 chart
taylor3-8 1044 1114 100 0.02 142.25 chart
taylor3-5 0931 1001 100 0.03 239.00 chart

NQ_F SHORT
Type Entry Exit Trade % Profit % Points HeatMap
normal-21 1338 1410 -86 -0.02 -154.00 chart
normal-13 0957 1035 -85 -0.02 -128.25 chart
normal-11 0957 1035 -91 -0.02 -137.75 chart
normal-8 1032 1113 -87 -0.02 -158.75 chart
normal-5 0957 1027 -100 -0.01 -104.75 chart
taylorPlus-21 1116 1203 -81 -0.03 -227.00 chart
taylorPlus-13 1132 1202 -85 -0.02 -137.75 chart
taylorPlus-11 1132 1202 -91 -0.02 -142.00 chart
taylorPlus-8 1237 1319 -100 -0.02 -129.75 chart
taylorPlus-5 1128 1202 -100 -0.02 -122.25 chart
taylor3-13 0956 1041 -85 -0.02 -123.25 chart
taylor3-11 1000 1038 -82 -0.01 -102.25 chart
taylor3-8 1355 1454 -87 -0.03 -230.75 chart
taylor3-5 1520 1552 -100 -0.00 -24.50 chart

YM_F LONG
Type Entry Exit Trade % Profit % Points HeatMap
normal-21 1517 1555 81 0.02 449.00 chart
normal-13 1517 1550 85 0.00 78.00 chart
normal-11 1158 1257 82 0.00 117.00 chart
normal-8 1324 1403 88 0.00 96.00 chart
normal-5 1119 1150 100 0.01 388.00 chart
taylorPlus-21 1208 1251 90 0.01 198.00 chart
taylorPlus-13 1202 1236 85 0.01 309.00 chart
taylorPlus-11 1201 1233 91 0.01 317.00 chart
taylorPlus-8 1201 1237 88 0.01 235.00 chart
taylorPlus-5 1201 1233 100 0.01 176.00 chart
taylor3-21 1234 1307 81 0.01 135.00 chart
taylor3-13 1132 1222 85 0.01 285.00 chart
taylor3-11 1131 1225 82 0.01 349.00 chart
taylor3-8 1511 1555 100 0.01 366.00 chart
taylor3-5 1018 1114 100 0.02 424.00 chart

YM_F SHORT
Type Entry Exit Trade % Profit % Points HeatMap
normal-21 1343 1418 -81 -0.01 -352.00 chart
normal-13 0936 1035 -85 -0.02 -384.00 chart
normal-11 1350 1425 -91 -0.01 -146.00 chart
normal-8 1245 1317 -100 -0.01 -170.00 chart
normal-5 0957 1027 -100 -0.01 -227.00 chart
taylorPlus-21 1117 1148 -86 -0.02 -478.00 chart
taylorPlus-13 1007 1050 -92 -0.01 -379.00 chart
taylorPlus-11 1246 1327 -100 -0.01 -261.00 chart
taylorPlus-8 1225 1321 -100 -0.02 -426.00 chart
taylorPlus-5 1504 1558 -100 -0.01 -342.00 chart
taylor3-21 0943 1018 -81 -0.00 -51.00 chart
taylor3-13 1000 1050 -85 -0.01 -335.00 chart
taylor3-11 1359 1445 -82 -0.01 -311.00 chart
taylor3-8 1357 1455 -100 -0.02 -614.00 chart
taylor3-5 1358 1457 -100 -0.01 -133.00 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.