HotSpots for 09/10/2019 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 26.75 chart
normal-13 1444 1538 85 0.00 8.50 chart
normal-11 1015 1045 82 0.01 27.75 chart
normal-8 1232 1302 100 0.01 16.75 chart
normal-5 1007 1101 100 0.01 24.00 chart
taylorPlus-21 1159 1236 81 0.01 42.00 chart
taylorPlus-13 1159 1236 85 0.01 31.50 chart
taylorPlus-11 1522 1554 91 0.00 8.75 chart
taylorPlus-8 1525 1555 88 0.00 12.00 chart
taylorPlus-5 1013 1100 100 0.01 27.75 chart
taylor3-21 1447 1544 90 0.02 60.50 chart
taylor3-13 1450 1548 92 0.01 23.00 chart
taylor3-11 1450 1548 100 0.01 29.50 chart
taylor3-8 1450 1548 100 0.01 20.00 chart
taylor3-5 1442 1541 100 0.01 17.00 chart

ES_F SHORT
Type Entry Exit Trade % Profit % Points HeatMap
normal-21 1339 1424 -86 -0.01 -40.75 chart
normal-13 0931 1012 -85 -0.01 -23.50 chart
normal-11 1150 1232 -91 -0.01 -26.25 chart
normal-8 1150 1232 -100 -0.01 -25.00 chart
normal-5 1150 1236 -100 -0.01 -21.75 chart
taylorPlus-21 1118 1159 -81 -0.02 -50.50 chart
taylorPlus-11 1236 1335 -82 -0.01 -43.50 chart
taylorPlus-8 1341 1425 -100 -0.01 -38.25 chart
taylorPlus-5 0932 1011 -100 -0.01 -25.00 chart
taylor3-21 1024 1111 -81 -0.01 -43.00 chart
taylor3-13 1350 1439 -85 -0.01 -44.50 chart
taylor3-11 1346 1442 -82 -0.01 -34.00 chart
taylor3-8 0938 1036 -87 -0.03 -75.00 chart
taylor3-5 1401 1436 -100 -0.00 -14.25 chart

NQ_F LONG
Type Entry Exit Trade % Profit % Points HeatMap
normal-21 1443 1538 86 0.02 138.75 chart
normal-13 1438 1534 85 0.01 73.50 chart
normal-11 1445 1534 91 0.01 68.75 chart
normal-8 1447 1541 88 0.01 82.00 chart
normal-5 1015 1102 100 0.01 97.25 chart
taylorPlus-21 1200 1253 86 0.01 97.75 chart
taylorPlus-13 1203 1233 85 0.02 126.75 chart
taylorPlus-11 1202 1233 91 0.01 114.00 chart
taylorPlus-8 1203 1233 88 0.01 81.50 chart
taylorPlus-5 1013 1100 100 0.01 91.00 chart
taylor3-21 1449 1546 86 0.02 166.50 chart
taylor3-13 1452 1548 92 0.01 52.75 chart
taylor3-11 1452 1548 100 0.01 76.75 chart
taylor3-8 1306 1354 100 0.02 161.75 chart
taylor3-5 1442 1541 100 0.01 61.50 chart

NQ_F SHORT
Type Entry Exit Trade % Profit % Points HeatMap
normal-21 1338 1411 -86 -0.02 -115.75 chart
normal-13 1150 1245 -85 -0.01 -111.25 chart
normal-11 1150 1245 -91 -0.02 -120.75 chart
normal-8 1150 1232 -100 -0.01 -101.50 chart
normal-5 1138 1237 -100 -0.01 -98.25 chart
taylorPlus-13 1132 1203 -85 -0.02 -138.75 chart
taylorPlus-11 1234 1319 -91 -0.01 -108.00 chart
taylorPlus-8 1340 1428 -100 -0.02 -135.75 chart
taylorPlus-5 0932 1013 -100 -0.01 -79.00 chart
taylor3-21 0931 1018 -81 -0.03 -194.00 chart
taylor3-13 1328 1411 -85 -0.03 -199.75 chart
taylor3-11 1150 1220 -91 -0.01 -86.50 chart
taylor3-8 0939 1036 -87 -0.04 -266.00 chart
taylor3-5 1136 1206 -100 -0.00 -35.75 chart

YM_F LONG
Type Entry Exit Trade % Profit % Points HeatMap
normal-8 1232 1302 100 0.00 126.00 chart
normal-5 1010 1101 100 0.01 203.00 chart
taylorPlus-21 1208 1251 90 0.01 172.00 chart
taylorPlus-13 1203 1233 85 0.01 299.00 chart
taylorPlus-11 1148 1238 91 0.01 207.00 chart
taylorPlus-8 1148 1238 88 0.00 87.00 chart
taylorPlus-5 1148 1238 100 0.00 120.00 chart
taylor3-21 1443 1540 86 0.02 442.00 chart
taylor3-13 1227 1326 85 0.01 402.00 chart
taylor3-11 1443 1540 91 0.01 289.00 chart
taylor3-8 1306 1341 88 0.02 438.00 chart
taylor3-5 1442 1541 100 0.00 116.00 chart

YM_F SHORT
Type Entry Exit Trade % Profit % Points HeatMap
normal-21 1350 1425 -81 -0.01 -236.00 chart
normal-13 1350 1425 -85 -0.01 -168.00 chart
normal-11 1149 1233 -91 -0.01 -180.00 chart
normal-8 1149 1233 -100 -0.01 -182.00 chart
normal-5 1138 1237 -100 -0.01 -191.00 chart
taylorPlus-21 1117 1148 -81 -0.02 -394.00 chart
taylorPlus-13 1007 1050 -92 -0.01 -375.00 chart
taylorPlus-11 1234 1318 -100 -0.01 -387.00 chart
taylorPlus-8 1340 1426 -100 -0.01 -360.00 chart
taylorPlus-5 1006 1049 -100 -0.01 -181.00 chart
taylor3-21 1150 1230 -81 -0.01 -385.00 chart
taylor3-13 1338 1411 -92 -0.02 -435.00 chart
taylor3-11 1338 1409 -91 -0.01 -401.00 chart
taylor3-8 1023 1120 -87 -0.02 -625.00 chart
taylor3-5 1402 1442 -100 -0.00 -130.00 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.