HotSpots for 09/16/2019 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 1232 1302 81 0.01 21.25 chart
normal-13 1119 1150 85 0.02 53.00 chart
normal-11 1231 1302 100 0.01 21.50 chart
normal-8 0956 1052 100 0.01 22.00 chart
normal-5 0959 1030 100 0.01 28.00 chart
taylorPlus-13 1522 1554 92 0.01 19.00 chart
taylorPlus-11 1522 1555 91 0.01 17.00 chart
taylorPlus-8 1013 1044 88 0.01 28.25 chart
taylorPlus-5 1015 1114 100 0.01 30.00 chart
taylor3-13 0946 1041 85 0.02 64.75 chart
taylor3-11 1005 1055 91 0.02 67.50 chart
taylor3-8 1005 1055 100 0.02 52.75 chart
taylor3-5 1013 1054 100 0.01 42.50 chart

ES_F SHORT
Type Entry Exit Trade % Profit % Points HeatMap
normal-21 1340 1425 -90 -0.01 -37.25 chart
normal-13 1339 1425 -92 -0.01 -19.00 chart
normal-11 1329 1423 -91 -0.01 -19.50 chart
normal-8 1331 1425 -100 -0.01 -20.50 chart
normal-5 1353 1431 -100 -0.01 -18.50 chart
taylorPlus-13 1236 1335 -85 -0.02 -46.00 chart
taylorPlus-11 0931 1012 -91 -0.02 -66.75 chart
taylorPlus-8 0931 1012 -100 -0.02 -45.00 chart
taylorPlus-5 0932 1013 -100 -0.01 -41.50 chart
taylor3-13 1215 1252 -85 -0.01 -17.00 chart
taylor3-11 1215 1252 -91 -0.01 -18.00 chart
taylor3-8 1334 1416 -100 -0.01 -28.50 chart
taylor3-5 1044 1115 -100 -0.02 -50.50 chart

NQ_F LONG
Type Entry Exit Trade % Profit % Points HeatMap
normal-21 1443 1538 81 0.02 117.50 chart
normal-11 1510 1540 91 0.01 84.75 chart
normal-8 1009 1039 100 0.02 123.50 chart
normal-5 0957 1034 100 0.01 108.75 chart
taylorPlus-21 0950 1030 81 0.02 155.25 chart
taylorPlus-13 1523 1554 92 0.01 67.00 chart
taylorPlus-11 1451 1547 91 0.01 116.00 chart
taylorPlus-8 1013 1100 88 0.01 104.50 chart
taylorPlus-5 1015 1114 100 0.01 103.75 chart
taylor3-13 1445 1534 92 0.01 89.75 chart
taylor3-11 1011 1055 91 0.02 192.75 chart
taylor3-8 1005 1055 100 0.02 173.25 chart
taylor3-5 1005 1055 100 0.02 138.25 chart

NQ_F SHORT
Type Entry Exit Trade % Profit % Points HeatMap
normal-21 1340 1421 -86 -0.02 -148.75 chart
normal-13 1351 1425 -92 -0.01 -90.00 chart
normal-11 1329 1425 -91 -0.01 -77.25 chart
normal-8 1332 1425 -100 -0.01 -72.25 chart
normal-5 1351 1431 -100 -0.01 -71.50 chart
taylorPlus-13 1234 1319 -85 -0.01 -116.25 chart
taylorPlus-11 0932 1013 -91 -0.03 -206.50 chart
taylorPlus-8 0932 1013 -100 -0.02 -146.50 chart
taylorPlus-5 0937 1013 -100 -0.01 -112.25 chart
taylor3-13 1220 1309 -92 -0.01 -114.00 chart
taylor3-11 1219 1255 -91 -0.01 -109.75 chart
taylor3-8 1334 1420 -100 -0.02 -121.50 chart
taylor3-5 1045 1116 -100 -0.02 -163.50 chart

YM_F LONG
Type Entry Exit Trade % Profit % Points HeatMap
normal-21 1232 1302 81 0.01 130.00 chart
normal-13 1232 1302 92 0.00 109.00 chart
normal-11 1232 1302 100 0.01 173.00 chart
normal-8 0957 1030 100 0.01 338.00 chart
normal-5 0958 1030 100 0.01 291.00 chart
taylorPlus-21 1208 1251 86 0.00 118.00 chart
taylorPlus-13 1203 1238 85 0.01 276.00 chart
taylorPlus-11 1517 1548 82 0.01 338.00 chart
taylorPlus-8 1013 1045 88 0.01 178.00 chart
taylorPlus-5 1057 1151 100 0.01 333.00 chart
taylor3-13 1011 1055 85 0.02 440.00 chart
taylor3-11 1011 1055 91 0.02 485.00 chart
taylor3-8 1010 1054 100 0.02 433.00 chart
taylor3-5 1013 1054 100 0.01 391.00 chart

YM_F SHORT
Type Entry Exit Trade % Profit % Points HeatMap
normal-21 1350 1425 -81 -0.01 -194.00 chart
normal-11 1304 1344 -82 -0.01 -140.00 chart
normal-8 1351 1425 -87 -0.01 -134.00 chart
normal-5 1030 1105 -100 -0.01 -157.00 chart
taylorPlus-13 1234 1318 -92 -0.01 -394.00 chart
taylorPlus-11 1237 1318 -91 -0.01 -374.00 chart
taylorPlus-8 1340 1427 -100 -0.01 -214.00 chart
taylorPlus-5 0936 1013 -100 -0.01 -376.00 chart
taylor3-13 1220 1255 -85 -0.01 -327.00 chart
taylor3-11 1220 1255 -91 -0.01 -272.00 chart
taylor3-8 1220 1255 -100 -0.01 -310.00 chart
taylor3-5 1220 1311 -100 -0.01 -169.00 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.