HotSpots for 09/13/2019 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 22.50 chart
normal-13 1232 1302 92 0.01 16.00 chart
normal-11 1232 1302 100 0.01 24.25 chart
normal-8 1010 1052 100 0.01 25.75 chart
normal-5 0959 1030 100 0.01 30.75 chart
taylorPlus-21 1159 1236 81 0.02 44.25 chart
taylorPlus-13 1202 1233 85 0.02 44.75 chart
taylorPlus-11 1522 1554 91 0.00 11.25 chart
taylorPlus-8 1013 1100 88 0.01 32.00 chart
taylorPlus-5 1013 1100 100 0.01 23.00 chart
taylor3-21 1447 1544 90 0.02 61.75 chart
taylor3-13 1450 1548 92 0.01 29.75 chart
taylor3-11 1450 1548 100 0.01 32.50 chart
taylor3-8 1442 1540 100 0.01 30.50 chart
taylor3-5 1120 1154 100 0.01 21.00 chart

ES_F SHORT
Type Entry Exit Trade % Profit % Points HeatMap
normal-21 1340 1425 -90 -0.02 -43.25 chart
normal-13 1339 1425 -92 -0.01 -24.75 chart
normal-11 1340 1425 -91 -0.01 -15.00 chart
normal-8 1331 1425 -100 -0.01 -21.50 chart
normal-5 1353 1431 -100 -0.01 -17.50 chart
taylorPlus-11 1236 1332 -91 -0.02 -46.50 chart
taylorPlus-8 1342 1422 -100 -0.01 -30.00 chart
taylorPlus-5 0934 1013 -100 -0.01 -34.00 chart
taylor3-21 1024 1111 -81 -0.01 -39.50 chart
taylor3-13 1352 1442 -85 -0.02 -48.50 chart
taylor3-11 1346 1442 -91 -0.01 -43.50 chart
taylor3-8 1353 1442 -100 -0.01 -36.75 chart
taylor3-5 1023 1120 -100 -0.02 -50.75 chart

NQ_F LONG
Type Entry Exit Trade % Profit % Points HeatMap
normal-21 1443 1538 86 0.02 136.25 chart
normal-13 1438 1534 85 0.01 94.50 chart
normal-11 1118 1155 82 0.02 141.75 chart
normal-8 1008 1043 100 0.02 125.50 chart
normal-5 0957 1050 100 0.01 115.25 chart
taylorPlus-21 1158 1253 86 0.01 110.00 chart
taylorPlus-13 1203 1233 92 0.02 148.25 chart
taylorPlus-11 1203 1233 91 0.02 122.25 chart
taylorPlus-8 1013 1100 88 0.02 120.25 chart
taylorPlus-5 1013 1100 100 0.01 85.50 chart
taylor3-21 1449 1546 86 0.02 175.25 chart
taylor3-13 1205 1245 92 0.01 87.50 chart
taylor3-11 1452 1548 100 0.01 78.00 chart
taylor3-8 1442 1541 100 0.01 106.00 chart
taylor3-5 1524 1556 100 0.01 77.75 chart

NQ_F SHORT
Type Entry Exit Trade % Profit % Points HeatMap
normal-21 1341 1431 -86 -0.02 -170.50 chart
normal-13 1351 1425 -92 -0.01 -105.50 chart
normal-11 1351 1425 -91 -0.01 -76.75 chart
normal-8 1332 1425 -100 -0.01 -89.25 chart
normal-5 1351 1431 -100 -0.01 -71.75 chart
taylorPlus-13 1234 1319 -85 -0.01 -115.75 chart
taylorPlus-11 1236 1319 -91 -0.02 -131.25 chart
taylorPlus-8 1355 1425 -100 -0.01 -104.00 chart
taylorPlus-5 0932 1013 -100 -0.01 -112.25 chart
taylor3-21 0931 1021 -81 -0.03 -188.50 chart
taylor3-13 1328 1411 -85 -0.02 -195.25 chart
taylor3-11 0939 1015 -82 -0.03 -230.25 chart
taylor3-8 1401 1439 -100 -0.01 -84.25 chart
taylor3-5 1020 1119 -100 -0.02 -183.25 chart

YM_F LONG
Type Entry Exit Trade % Profit % Points HeatMap
normal-13 1119 1150 85 0.02 510.00 chart
normal-11 1232 1302 100 0.01 180.00 chart
normal-8 1010 1043 100 0.01 295.00 chart
normal-5 0959 1030 100 0.01 290.00 chart
taylorPlus-21 1208 1251 90 0.01 175.00 chart
taylorPlus-13 1148 1238 92 0.01 281.00 chart
taylorPlus-11 1148 1238 91 0.01 229.00 chart
taylorPlus-8 1148 1238 100 0.01 214.00 chart
taylorPlus-5 1206 1237 100 0.01 182.00 chart
taylor3-21 1443 1540 86 0.02 425.00 chart
taylor3-13 1443 1540 85 0.01 286.00 chart
taylor3-11 1443 1540 91 0.01 286.00 chart
taylor3-8 1442 1540 100 0.01 243.00 chart
taylor3-5 1120 1150 100 0.01 199.00 chart

YM_F SHORT
Type Entry Exit Trade % Profit % Points HeatMap
normal-21 1350 1427 -86 -0.01 -276.00 chart
normal-13 1350 1427 -85 -0.01 -188.00 chart
normal-11 1301 1335 -82 -0.00 -120.00 chart
normal-8 1332 1427 -87 -0.01 -144.00 chart
normal-5 0930 1000 -100 -0.01 -150.00 chart
taylorPlus-21 1246 1318 -81 -0.01 -229.00 chart
taylorPlus-13 1234 1318 -92 -0.01 -389.00 chart
taylorPlus-11 1237 1318 -100 -0.02 -418.00 chart
taylorPlus-8 1343 1422 -100 -0.01 -275.00 chart
taylorPlus-5 1007 1106 -100 -0.01 -280.00 chart
taylor3-21 1326 1406 -81 -0.02 -510.00 chart
taylor3-13 1338 1411 -92 -0.02 -447.00 chart
taylor3-11 1343 1442 -91 -0.02 -520.00 chart
taylor3-8 1343 1442 -100 -0.01 -376.00 chart
taylor3-5 1025 1123 -100 -0.01 -355.00 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.