HotSpots for 09/05/2019 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 43.25 chart
normal-13 1513 1549 85 0.01 21.50 chart
normal-11 1513 1549 82 0.01 17.50 chart
normal-8 1120 1157 88 0.00 10.50 chart
normal-5 1114 1150 100 0.01 40.75 chart
taylorPlus-21 1454 1541 81 0.03 80.25 chart
taylorPlus-13 1448 1544 92 0.01 32.50 chart
taylorPlus-11 1448 1544 91 0.01 28.25 chart
taylorPlus-8 1454 1549 100 0.02 70.75 chart
taylorPlus-5 1121 1151 100 0.01 28.25 chart
taylor3-21 1447 1544 90 0.02 63.25 chart
taylor3-13 1450 1548 92 0.01 25.25 chart
taylor3-11 1450 1548 91 0.01 22.50 chart
taylor3-8 1450 1548 100 0.01 23.25 chart
taylor3-5 1524 1556 100 0.01 20.00 chart

ES_F SHORT
Type Entry Exit Trade % Profit % Points HeatMap
normal-21 1342 1420 -81 -0.01 -39.00 chart
normal-13 0938 1013 -85 -0.02 -44.50 chart
normal-11 1003 1033 -91 -0.01 -41.75 chart
normal-8 1003 1033 -100 -0.01 -26.00 chart
normal-5 0957 1027 -100 -0.01 -26.00 chart
taylorPlus-21 1344 1439 -86 -0.02 -61.50 chart
taylorPlus-13 1002 1054 -92 -0.02 -50.00 chart
taylorPlus-11 0931 1023 -100 -0.02 -51.50 chart
taylorPlus-8 1005 1104 -100 -0.02 -54.75 chart
taylorPlus-5 1024 1121 -100 -0.02 -59.50 chart
taylor3-21 0946 1036 -81 -0.02 -64.00 chart
taylor3-13 0943 1036 -85 -0.03 -76.25 chart
taylor3-11 0938 1036 -82 -0.02 -73.75 chart
taylor3-8 0938 1036 -87 -0.02 -71.50 chart
taylor3-5 0938 1036 -100 -0.02 -57.00 chart

NQ_F LONG
Type Entry Exit Trade % Profit % Points HeatMap
normal-21 1443 1538 81 0.02 120.50 chart
normal-13 1523 1555 85 0.01 59.00 chart
normal-11 1513 1549 82 0.01 69.25 chart
normal-8 1447 1520 88 0.01 62.25 chart
normal-5 1119 1150 100 0.02 116.25 chart
taylorPlus-21 1454 1544 81 0.04 257.75 chart
taylorPlus-13 1454 1549 92 0.02 188.75 chart
taylorPlus-11 1454 1549 91 0.02 172.50 chart
taylorPlus-8 1454 1549 100 0.02 191.50 chart
taylorPlus-5 1119 1159 100 0.01 106.00 chart
taylor3-21 1449 1546 86 0.03 185.00 chart
taylor3-13 1212 1247 92 0.01 62.25 chart
taylor3-11 1205 1245 91 0.01 61.25 chart
taylor3-8 1452 1548 100 0.01 48.25 chart
taylor3-5 1306 1354 100 0.01 86.50 chart

NQ_F SHORT
Type Entry Exit Trade % Profit % Points HeatMap
normal-21 1338 1410 -86 -0.02 -123.75 chart
normal-13 0943 1013 -85 -0.02 -173.50 chart
normal-11 0957 1035 -91 -0.02 -135.25 chart
normal-8 0937 1013 -87 -0.02 -116.75 chart
normal-5 0957 1027 -100 -0.01 -103.75 chart
taylorPlus-21 1345 1439 -86 -0.03 -220.00 chart
taylorPlus-13 1026 1121 -92 -0.03 -270.50 chart
taylorPlus-11 1026 1121 -91 -0.03 -226.75 chart
taylorPlus-8 1026 1120 -100 -0.03 -229.25 chart
taylorPlus-5 1026 1119 -100 -0.02 -186.75 chart
taylor3-21 0931 1018 -86 -0.04 -269.75 chart
taylor3-13 0947 1022 -92 -0.02 -197.25 chart
taylor3-11 0947 1022 -91 -0.02 -178.25 chart
taylor3-8 0939 1036 -87 -0.03 -266.00 chart
taylor3-5 0940 1036 -100 -0.03 -211.50 chart

YM_F LONG
Type Entry Exit Trade % Profit % Points HeatMap
normal-21 1517 1555 81 0.01 310.00 chart
normal-13 1517 1550 85 0.00 40.00 chart
normal-11 1126 1222 82 0.01 216.00 chart
normal-8 1212 1247 88 0.00 63.00 chart
normal-5 1119 1150 100 0.01 381.00 chart
taylorPlus-21 1453 1526 81 0.02 436.00 chart
taylorPlus-13 1446 1545 92 0.01 328.00 chart
taylorPlus-11 1454 1550 91 0.02 529.00 chart
taylorPlus-8 1454 1549 100 0.02 534.00 chart
taylorPlus-5 1119 1150 100 0.01 267.00 chart
taylor3-21 1441 1540 86 0.02 520.00 chart
taylor3-13 1443 1540 85 0.01 270.00 chart
taylor3-11 1227 1326 82 0.01 361.00 chart
taylor3-8 1443 1540 88 0.01 241.00 chart
taylor3-5 1442 1540 100 0.00 108.00 chart

YM_F SHORT
Type Entry Exit Trade % Profit % Points HeatMap
normal-21 1344 1415 -81 -0.01 -311.00 chart
normal-13 0936 1015 -85 -0.02 -433.00 chart
normal-11 1003 1102 -82 -0.02 -502.00 chart
normal-8 1238 1317 -100 -0.01 -218.00 chart
normal-5 1259 1353 -100 -0.00 -124.00 chart
taylorPlus-21 1341 1439 -81 -0.02 -534.00 chart
taylorPlus-13 0931 1019 -92 -0.01 -384.00 chart
taylorPlus-11 0931 1022 -100 -0.02 -505.00 chart
taylorPlus-8 1005 1104 -100 -0.02 -570.00 chart
taylorPlus-5 1026 1105 -100 -0.01 -284.00 chart
taylor3-21 0943 1019 -81 -0.02 -441.00 chart
taylor3-13 1329 1408 -92 -0.01 -377.00 chart
taylor3-11 1338 1411 -91 -0.01 -407.00 chart
taylor3-8 0938 1036 -87 -0.02 -558.00 chart
taylor3-5 1001 1100 -100 -0.02 -455.00 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.