HotSpots for 09/17/2019 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 20.50 chart
normal-13 1232 1302 92 0.01 24.50 chart
normal-11 1508 1538 91 0.01 23.25 chart
normal-8 0944 1026 100 0.01 41.75 chart
normal-5 0957 1027 100 0.01 24.25 chart
taylorPlus-21 1454 1541 81 0.03 82.75 chart
taylorPlus-13 1448 1544 92 0.01 34.25 chart
taylorPlus-11 1454 1541 100 0.02 73.75 chart
taylorPlus-8 1443 1541 100 0.01 42.50 chart
taylorPlus-5 1442 1541 100 0.01 20.00 chart
taylor3-13 1233 1307 92 0.01 19.75 chart
taylor3-11 1051 1150 91 0.02 53.50 chart
taylor3-8 1233 1310 100 0.01 22.00 chart
taylor3-5 1051 1121 100 0.01 16.50 chart

ES_F SHORT
Type Entry Exit Trade % Profit % Points HeatMap
normal-21 1341 1425 -86 -0.01 -36.75 chart
normal-13 1340 1425 -85 -0.00 -14.25 chart
normal-11 1329 1423 -91 -0.01 -19.00 chart
normal-8 1356 1431 -100 -0.01 -18.50 chart
normal-5 1356 1453 -100 -0.00 -13.50 chart
taylorPlus-21 1347 1439 -90 -0.02 -57.00 chart
taylorPlus-13 1347 1439 -92 -0.01 -37.00 chart
taylorPlus-11 1347 1439 -91 -0.01 -25.50 chart
taylorPlus-8 1019 1049 -100 -0.01 -26.75 chart
taylorPlus-5 1033 1103 -100 -0.01 -20.50 chart
taylor3-13 1317 1410 -85 -0.01 -29.00 chart
taylor3-11 1310 1404 -91 -0.01 -42.25 chart
taylor3-8 1310 1409 -87 -0.01 -23.25 chart
taylor3-5 0935 1015 -100 -0.01 -27.25 chart

NQ_F LONG
Type Entry Exit Trade % Profit % Points HeatMap
normal-21 1443 1538 81 0.01 92.50 chart
normal-13 1510 1540 85 0.01 82.50 chart
normal-11 1449 1536 91 0.01 84.75 chart
normal-8 0939 1038 100 0.02 150.25 chart
normal-5 0946 1027 100 0.01 107.00 chart
taylorPlus-21 1454 1541 81 0.04 268.75 chart
taylorPlus-13 1454 1549 92 0.02 184.75 chart
taylorPlus-11 1454 1541 100 0.03 217.50 chart
taylorPlus-8 1443 1541 100 0.02 133.25 chart
taylorPlus-5 1442 1541 100 0.01 69.00 chart
taylor3-21 1051 1121 81 0.01 38.25 chart
taylor3-13 1051 1121 92 0.01 78.00 chart
taylor3-11 1044 1114 91 0.02 128.50 chart
taylor3-8 1232 1306 100 0.01 60.75 chart
taylor3-5 1053 1136 100 0.01 84.75 chart

NQ_F SHORT
Type Entry Exit Trade % Profit % Points HeatMap
normal-21 1355 1425 -86 -0.02 -136.50 chart
normal-13 1154 1232 -85 -0.01 -89.25 chart
normal-11 1302 1345 -82 -0.01 -81.00 chart
normal-8 1356 1439 -100 -0.01 -61.25 chart
normal-5 1355 1438 -100 -0.01 -44.50 chart
taylorPlus-21 1025 1105 -90 -0.02 -143.00 chart
taylorPlus-13 1020 1119 -92 -0.03 -244.00 chart
taylorPlus-11 1020 1119 -91 -0.03 -232.25 chart
taylorPlus-8 1020 1119 -100 -0.03 -222.75 chart
taylorPlus-5 1020 1119 -100 -0.02 -147.75 chart
taylor3-13 1314 1404 -85 -0.01 -84.50 chart
taylor3-11 1313 1404 -91 -0.01 -108.50 chart
taylor3-8 1311 1410 -87 -0.01 -55.75 chart
taylor3-5 0936 1010 -100 -0.01 -70.50 chart

YM_F LONG
Type Entry Exit Trade % Profit % Points HeatMap
normal-13 1232 1302 92 0.01 182.00 chart
normal-11 1232 1302 91 0.01 161.00 chart
normal-8 0942 1025 100 0.01 347.00 chart
normal-5 1055 1131 100 0.01 198.00 chart
taylorPlus-21 1454 1544 81 0.02 653.00 chart
taylorPlus-13 1454 1549 92 0.02 556.00 chart
taylorPlus-11 1454 1549 100 0.02 595.00 chart
taylorPlus-8 1443 1541 100 0.01 353.00 chart
taylorPlus-5 1447 1541 100 0.01 171.00 chart
taylor3-21 1233 1305 81 0.00 87.00 chart
taylor3-13 1511 1555 85 0.01 375.00 chart
taylor3-11 1511 1555 91 0.01 356.00 chart
taylor3-8 1233 1310 100 0.01 158.00 chart
taylor3-5 1104 1136 100 0.01 239.00 chart

YM_F SHORT
Type Entry Exit Trade % Profit % Points HeatMap
normal-21 1355 1443 -81 -0.01 -264.00 chart
normal-11 1332 1406 -91 -0.00 -94.00 chart
normal-8 1355 1432 -100 -0.00 -107.00 chart
normal-5 1028 1059 -100 -0.01 -190.00 chart
taylorPlus-21 1341 1439 -86 -0.02 -568.00 chart
taylorPlus-13 1359 1454 -85 -0.02 -544.00 chart
taylorPlus-11 1420 1454 -82 -0.02 -624.00 chart
taylorPlus-8 1023 1103 -100 -0.01 -247.00 chart
taylorPlus-5 1351 1447 -100 -0.01 -174.00 chart
taylor3-13 1313 1412 -85 -0.01 -308.00 chart
taylor3-11 1357 1455 -91 -0.02 -604.00 chart
taylor3-8 1310 1409 -87 -0.01 -241.00 chart
taylor3-5 1305 1335 -100 -0.01 -164.00 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.