HotSpots for 09/06/2019 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 0.01 32.00 chart
normal-13 1444 1538 85 0.00 8.00 chart
normal-11 1120 1203 91 0.00 13.00 chart
normal-8 1120 1157 100 0.01 31.75 chart
normal-5 1119 1150 100 0.01 32.75 chart
taylorPlus-21 1229 1302 90 0.01 30.50 chart
taylorPlus-13 1426 1500 92 0.01 44.00 chart
taylorPlus-11 1426 1500 100 0.01 40.50 chart
taylorPlus-8 1426 1500 100 0.01 34.00 chart
taylorPlus-5 1036 1135 100 0.01 41.25 chart
taylor3-11 1005 1055 82 0.02 54.75 chart
taylor3-8 1147 1220 100 0.01 30.25 chart
taylor3-5 1005 1054 100 0.01 40.25 chart

ES_F SHORT
Type Entry Exit Trade % Profit % Points HeatMap
normal-21 1338 1425 -86 -0.02 -44.75 chart
normal-13 1003 1033 -85 -0.01 -39.00 chart
normal-11 1003 1033 -91 -0.01 -41.75 chart
normal-8 1247 1317 -100 -0.01 -18.75 chart
normal-5 1302 1337 -100 -0.01 -15.00 chart
taylorPlus-21 1200 1230 -81 -0.01 -25.75 chart
taylorPlus-13 1338 1425 -92 -0.01 -39.75 chart
taylorPlus-11 1338 1424 -91 -0.01 -37.75 chart
taylorPlus-8 1338 1424 -100 -0.01 -43.25 chart
taylorPlus-5 1341 1429 -100 -0.00 -11.75 chart
taylor3-11 1220 1319 -82 -0.01 -39.25 chart
taylor3-8 1058 1147 -87 -0.02 -71.00 chart
taylor3-5 1300 1354 -100 -0.01 -35.75 chart

NQ_F LONG
Type Entry Exit Trade % Profit % Points HeatMap
normal-21 1443 1538 86 0.02 151.50 chart
normal-13 1442 1534 85 0.01 58.00 chart
normal-11 1120 1216 91 0.00 38.25 chart
normal-8 1119 1215 100 0.01 86.00 chart
normal-5 1119 1150 100 0.01 85.75 chart
taylorPlus-21 1440 1538 86 0.02 184.75 chart
taylorPlus-13 1421 1453 100 0.02 123.75 chart
taylorPlus-11 1426 1500 100 0.02 127.25 chart
taylorPlus-8 1426 1500 100 0.01 103.50 chart
taylorPlus-5 1036 1124 100 0.01 111.00 chart
taylor3-13 1445 1534 85 0.01 73.50 chart
taylor3-11 1445 1534 91 0.01 78.00 chart
taylor3-8 1447 1540 100 0.01 100.75 chart
taylor3-5 1005 1055 100 0.02 126.25 chart

NQ_F SHORT
Type Entry Exit Trade % Profit % Points HeatMap
normal-21 1341 1425 -81 -0.02 -173.00 chart
normal-13 0957 1035 -85 -0.01 -111.00 chart
normal-11 1003 1033 -82 -0.02 -154.00 chart
normal-8 0957 1027 -87 -0.01 -106.75 chart
normal-5 1035 1115 -100 -0.01 -68.25 chart
taylorPlus-21 1200 1230 -86 -0.01 -76.75 chart
taylorPlus-13 1155 1234 -92 -0.01 -61.25 chart
taylorPlus-11 1155 1234 -91 -0.01 -48.25 chart
taylorPlus-8 1333 1424 -87 -0.02 -179.50 chart
taylorPlus-5 1329 1425 -100 -0.01 -50.00 chart
taylor3-21 1251 1329 -81 -0.01 -85.75 chart
taylor3-13 1239 1331 -92 -0.01 -104.50 chart
taylor3-11 1239 1329 -91 -0.01 -116.25 chart
taylor3-8 1058 1142 -87 -0.03 -239.25 chart
taylor3-5 1300 1354 -100 -0.02 -126.00 chart

YM_F LONG
Type Entry Exit Trade % Profit % Points HeatMap
normal-11 1120 1150 82 0.01 263.00 chart
normal-8 1119 1150 88 0.02 391.00 chart
normal-5 1119 1150 100 0.01 302.00 chart
taylorPlus-21 1513 1543 86 0.01 316.00 chart
taylorPlus-13 1421 1452 92 0.01 316.00 chart
taylorPlus-11 1424 1501 91 0.01 340.00 chart
taylorPlus-8 1213 1252 100 0.01 230.00 chart
taylorPlus-5 1036 1135 100 0.01 310.00 chart
taylor3-11 1011 1055 82 0.01 367.00 chart
taylor3-8 1147 1220 100 0.01 317.00 chart
taylor3-5 1023 1054 100 0.01 334.00 chart

YM_F SHORT
Type Entry Exit Trade % Profit % Points HeatMap
normal-21 1341 1417 -81 -0.01 -366.00 chart
normal-13 1340 1423 -85 -0.01 -179.00 chart
normal-11 1247 1317 -91 -0.01 -195.00 chart
normal-8 1247 1317 -100 -0.01 -157.00 chart
normal-5 1247 1345 -100 -0.01 -152.00 chart
taylorPlus-21 1157 1229 -81 -0.01 -285.00 chart
taylorPlus-13 1156 1227 -85 -0.01 -149.00 chart
taylorPlus-11 1338 1423 -82 -0.01 -264.00 chart
taylorPlus-8 1338 1423 -87 -0.01 -324.00 chart
taylorPlus-5 1350 1425 -100 -0.00 -42.00 chart
taylor3-11 1225 1307 -91 -0.01 -178.00 chart
taylor3-8 1058 1146 -87 -0.02 -600.00 chart
taylor3-5 1259 1353 -100 -0.01 -235.00 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.