HotSpots for 09/09/2019 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 25.50 chart
normal-13 1133 1217 85 0.00 10.00 chart
normal-11 1119 1217 82 0.01 21.50 chart
normal-8 1119 1150 100 0.02 47.00 chart
normal-5 1119 1150 100 0.01 25.75 chart
taylorPlus-21 1229 1302 95 0.01 33.25 chart
taylorPlus-13 1234 1308 92 0.01 27.25 chart
taylorPlus-11 1003 1055 91 0.02 70.75 chart
taylorPlus-8 1007 1055 88 0.02 55.00 chart
taylorPlus-5 1034 1131 100 0.01 29.50 chart
taylor3-21 1133 1217 86 0.01 35.75 chart
taylor3-13 1016 1108 92 0.01 38.50 chart
taylor3-11 1049 1148 91 0.02 60.25 chart
taylor3-8 1049 1148 100 0.02 53.25 chart
taylor3-5 1038 1136 100 0.02 48.75 chart

ES_F SHORT
Type Entry Exit Trade % Profit % Points HeatMap
normal-21 1338 1425 -86 -0.01 -41.25 chart
normal-13 0931 1012 -85 -0.01 -24.75 chart
normal-11 1341 1425 -91 -0.01 -18.00 chart
normal-8 1150 1232 -100 -0.01 -23.00 chart
normal-5 1150 1232 -100 -0.00 -12.00 chart
taylorPlus-13 1338 1424 -92 -0.01 -42.00 chart
taylorPlus-11 1338 1424 -100 -0.02 -46.50 chart
taylorPlus-8 1338 1425 -100 -0.01 -17.00 chart
taylorPlus-5 1340 1429 -100 -0.00 -9.75 chart
taylor3-11 1316 1404 -82 -0.01 -30.00 chart
taylor3-8 1310 1403 -87 -0.01 -31.25 chart
taylor3-5 0936 1013 -100 -0.01 -33.25 chart

NQ_F LONG
Type Entry Exit Trade % Profit % Points HeatMap
normal-21 1443 1538 86 0.02 122.25 chart
normal-13 1442 1534 85 0.01 58.50 chart
normal-11 1423 1506 82 0.01 79.25 chart
normal-8 1119 1150 88 0.02 136.00 chart
normal-5 1447 1535 100 0.01 65.25 chart
taylorPlus-21 1433 1527 90 0.02 124.75 chart
taylorPlus-13 1419 1453 100 0.01 111.75 chart
taylorPlus-11 1426 1500 100 0.01 120.00 chart
taylorPlus-8 1425 1459 100 0.01 92.50 chart
taylorPlus-5 1037 1136 100 0.01 93.50 chart
taylor3-13 1454 1551 85 0.02 161.00 chart
taylor3-11 1038 1114 91 0.02 157.25 chart
taylor3-8 1015 1114 100 0.02 158.50 chart
taylor3-5 1038 1136 100 0.02 130.75 chart

NQ_F SHORT
Type Entry Exit Trade % Profit % Points HeatMap
normal-21 1338 1410 -86 -0.02 -133.50 chart
normal-13 1348 1425 -85 -0.01 -74.00 chart
normal-11 1348 1425 -91 -0.01 -60.50 chart
normal-8 1150 1245 -100 -0.01 -87.00 chart
normal-5 1150 1232 -100 -0.01 -50.25 chart
taylorPlus-21 1200 1230 -81 -0.01 -58.25 chart
taylorPlus-13 1155 1234 -92 -0.01 -56.75 chart
taylorPlus-11 1333 1424 -91 -0.02 -188.50 chart
taylorPlus-8 1343 1425 -87 -0.01 -74.50 chart
taylorPlus-5 1143 1236 -100 -0.01 -49.00 chart
taylor3-13 0956 1041 -85 -0.01 -101.00 chart
taylor3-11 1000 1038 -82 -0.01 -108.25 chart
taylor3-8 1311 1410 -87 -0.01 -73.50 chart
taylor3-5 0943 1013 -100 -0.01 -92.00 chart

YM_F LONG
Type Entry Exit Trade % Profit % Points HeatMap
normal-21 1121 1151 81 0.02 437.00 chart
normal-11 1119 1149 82 0.01 237.00 chart
normal-8 1119 1150 100 0.02 428.00 chart
normal-5 1119 1150 100 0.01 231.00 chart
taylorPlus-21 1233 1307 86 0.01 304.00 chart
taylorPlus-13 1233 1307 92 0.01 224.00 chart
taylorPlus-11 1041 1139 91 0.01 371.00 chart
taylorPlus-8 1007 1055 88 0.02 486.00 chart
taylorPlus-5 1048 1143 100 0.01 270.00 chart
taylor3-21 1233 1305 81 0.00 101.00 chart
taylor3-13 1047 1117 85 0.01 361.00 chart
taylor3-11 1511 1555 91 0.01 407.00 chart
taylor3-8 1018 1114 100 0.02 473.00 chart
taylor3-5 1038 1136 100 0.02 437.00 chart

YM_F SHORT
Type Entry Exit Trade % Profit % Points HeatMap
normal-21 1338 1410 -81 -0.02 -420.00 chart
normal-13 1340 1423 -85 -0.01 -184.00 chart
normal-11 1245 1317 -91 -0.01 -160.00 chart
normal-8 1149 1233 -100 -0.01 -182.00 chart
normal-5 1150 1233 -100 -0.00 -117.00 chart
taylorPlus-13 1338 1423 -85 -0.01 -309.00 chart
taylorPlus-11 1338 1423 -91 -0.01 -374.00 chart
taylorPlus-8 1350 1425 -87 -0.01 -142.00 chart
taylorPlus-5 1350 1425 -100 -0.00 -57.00 chart
taylor3-21 0943 1018 -81 -0.00 -88.00 chart
taylor3-13 1000 1050 -85 -0.01 -279.00 chart
taylor3-11 1359 1445 -82 -0.01 -375.00 chart
taylor3-8 1247 1346 -100 -0.01 -155.00 chart
taylor3-5 0941 1018 -100 -0.01 -295.00 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.