HotSpots for 09/18/2019 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 1508 1542 81 0.00 13.75 chart
normal-13 1508 1538 92 0.01 27.50 chart
normal-11 1010 1052 91 0.01 29.00 chart
normal-8 0945 1026 100 0.01 30.50 chart
normal-5 0931 1028 100 0.01 27.00 chart
taylorPlus-21 1229 1302 95 0.01 36.00 chart
taylorPlus-13 1003 1055 92 0.03 75.75 chart
taylorPlus-11 1003 1055 91 0.02 72.75 chart
taylorPlus-8 1232 1302 100 0.01 20.00 chart
taylorPlus-5 1005 1050 100 0.01 32.75 chart
taylor3-21 1448 1545 90 0.02 48.50 chart
taylor3-13 1450 1548 92 0.01 36.50 chart
taylor3-11 1450 1548 91 0.01 30.50 chart
taylor3-8 1306 1351 88 0.01 30.00 chart
taylor3-5 1448 1547 100 0.00 12.25 chart

ES_F SHORT
Type Entry Exit Trade % Profit % Points HeatMap
normal-21 1349 1425 -86 -0.01 -34.25 chart
normal-13 1354 1439 -85 -0.00 -8.75 chart
normal-11 1326 1424 -91 -0.01 -18.25 chart
normal-8 1356 1428 -100 -0.01 -17.00 chart
normal-5 1356 1428 -100 -0.00 -6.75 chart
taylorPlus-21 1344 1426 -81 -0.01 -36.00 chart
taylorPlus-13 1338 1424 -92 -0.02 -48.50 chart
taylorPlus-11 1337 1424 -100 -0.02 -45.50 chart
taylorPlus-8 1337 1425 -100 -0.00 -14.00 chart
taylorPlus-5 1044 1119 -100 -0.01 -14.50 chart
taylor3-13 1352 1442 -85 -0.01 -40.50 chart
taylor3-11 1352 1442 -91 -0.01 -42.00 chart
taylor3-8 1353 1442 -100 -0.01 -35.00 chart
taylor3-5 1034 1130 -100 -0.01 -40.00 chart

NQ_F LONG
Type Entry Exit Trade % Profit % Points HeatMap
normal-21 1443 1538 81 0.01 103.75 chart
normal-13 1510 1540 92 0.01 102.75 chart
normal-11 1010 1044 91 0.02 137.25 chart
normal-8 0939 1038 100 0.01 106.00 chart
normal-5 0931 1028 100 0.01 111.50 chart
taylorPlus-21 1422 1453 90 0.02 140.50 chart
taylorPlus-13 1426 1500 100 0.02 129.75 chart
taylorPlus-11 1426 1500 100 0.01 114.25 chart
taylorPlus-8 1425 1459 100 0.01 53.25 chart
taylorPlus-5 1005 1050 100 0.01 103.25 chart
taylor3-21 1449 1546 86 0.02 169.50 chart
taylor3-13 1452 1548 92 0.01 94.25 chart
taylor3-11 1452 1548 91 0.01 71.75 chart
taylor3-8 1522 1556 100 0.01 108.50 chart
taylor3-5 1522 1557 100 0.01 81.25 chart

NQ_F SHORT
Type Entry Exit Trade % Profit % Points HeatMap
normal-21 1355 1425 -86 -0.02 -133.25 chart
normal-13 1151 1232 -85 -0.01 -86.25 chart
normal-11 1351 1425 -91 -0.01 -71.50 chart
normal-8 1356 1431 -100 -0.01 -70.50 chart
normal-5 1355 1428 -100 -0.00 -21.75 chart
taylorPlus-21 1333 1424 -86 -0.03 -224.25 chart
taylorPlus-13 1333 1424 -92 -0.03 -206.25 chart
taylorPlus-11 1333 1424 -91 -0.03 -201.50 chart
taylorPlus-8 1343 1425 -100 -0.01 -68.75 chart
taylorPlus-5 1154 1236 -100 -0.01 -94.75 chart
taylor3-21 0931 1018 -81 -0.02 -185.50 chart
taylor3-13 1328 1409 -85 -0.02 -180.25 chart
taylor3-11 1031 1130 -82 -0.02 -189.25 chart
taylor3-8 1031 1130 -87 -0.02 -175.25 chart
taylor3-5 1034 1130 -100 -0.02 -145.75 chart

YM_F LONG
Type Entry Exit Trade % Profit % Points HeatMap
normal-13 1232 1315 92 0.00 126.00 chart
normal-11 1010 1043 91 0.01 309.00 chart
normal-8 1308 1353 100 0.00 121.00 chart
normal-5 1055 1125 100 0.01 181.00 chart
taylorPlus-21 1233 1307 90 0.01 349.00 chart
taylorPlus-13 1233 1307 92 0.01 254.00 chart
taylorPlus-11 1002 1055 91 0.03 690.00 chart
taylorPlus-8 1010 1050 88 0.01 316.00 chart
taylorPlus-5 1005 1050 100 0.01 292.00 chart
taylor3-21 1514 1544 86 0.01 195.00 chart
taylor3-13 1443 1540 85 0.01 284.00 chart
taylor3-11 1121 1151 82 0.01 263.00 chart
taylor3-8 1306 1339 88 0.01 275.00 chart
taylor3-5 1448 1547 100 0.00 103.00 chart

YM_F SHORT
Type Entry Exit Trade % Profit % Points HeatMap
normal-21 1350 1425 -81 -0.01 -262.00 chart
normal-11 1151 1245 -82 -0.01 -171.00 chart
normal-8 1355 1432 -100 -0.00 -99.00 chart
normal-5 1028 1100 -100 -0.01 -162.00 chart
taylorPlus-13 1338 1423 -85 -0.01 -351.00 chart
taylorPlus-11 1350 1425 -91 -0.01 -326.00 chart
taylorPlus-8 1350 1425 -100 -0.00 -94.00 chart
taylorPlus-5 1200 1252 -100 -0.00 -126.00 chart
taylor3-21 1329 1408 -86 -0.01 -364.00 chart
taylor3-13 1329 1408 -92 -0.01 -397.00 chart
taylor3-11 1326 1404 -91 -0.02 -474.00 chart
taylor3-8 1354 1443 -100 -0.01 -303.00 chart
taylor3-5 1026 1123 -100 -0.01 -259.00 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.