HotSpots for 09/19/2019 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 0.01 29.50 chart
normal-13 1506 1536 92 0.01 42.00 chart
normal-11 0945 1026 91 0.01 40.75 chart
normal-8 0957 1027 100 0.01 30.25 chart
normal-5 0948 1027 100 0.01 23.75 chart
taylorPlus-21 1159 1236 81 0.01 44.00 chart
taylorPlus-13 1522 1554 85 0.01 16.25 chart
taylorPlus-11 1508 1547 82 0.01 28.25 chart
taylorPlus-8 1013 1100 88 0.01 32.00 chart
taylorPlus-5 1013 1111 100 0.01 20.50 chart
taylor3-13 0948 1045 85 0.03 76.25 chart
taylor3-11 1445 1538 91 0.01 34.50 chart
taylor3-8 0942 1041 88 0.02 53.00 chart
taylor3-5 1034 1131 100 0.01 27.00 chart

ES_F SHORT
Type Entry Exit Trade % Profit % Points HeatMap
normal-21 1349 1425 -86 -0.02 -44.50 chart
normal-13 1326 1424 -85 -0.01 -26.00 chart
normal-11 1401 1431 -91 -0.01 -33.00 chart
normal-8 1401 1431 -100 -0.01 -33.50 chart
normal-5 1401 1431 -100 -0.01 -24.25 chart
taylorPlus-13 1236 1335 -85 -0.01 -44.50 chart
taylorPlus-11 1341 1419 -100 -0.01 -36.25 chart
taylorPlus-8 1342 1418 -100 -0.01 -22.00 chart
taylorPlus-5 0947 1046 -100 -0.01 -19.25 chart
taylor3-13 1215 1252 -85 -0.01 -19.25 chart
taylor3-11 1342 1419 -91 -0.01 -22.00 chart
taylor3-8 1341 1416 -100 -0.01 -17.75 chart
taylor3-5 1206 1246 -100 -0.00 -7.25 chart

NQ_F LONG
Type Entry Exit Trade % Profit % Points HeatMap
normal-21 1439 1535 81 0.02 166.25 chart
normal-13 1448 1536 92 0.02 184.75 chart
normal-11 1448 1536 91 0.02 155.75 chart
normal-8 0939 1038 100 0.01 91.50 chart
normal-5 0937 1027 100 0.01 69.50 chart
taylorPlus-21 0950 1030 81 0.02 138.25 chart
taylorPlus-13 1203 1233 85 0.02 122.00 chart
taylorPlus-11 0950 1029 82 0.02 118.50 chart
taylorPlus-8 1013 1100 88 0.01 109.75 chart
taylorPlus-5 1013 1110 100 0.01 70.00 chart
taylor3-13 1445 1534 92 0.01 86.50 chart
taylor3-11 1445 1534 100 0.01 96.50 chart
taylor3-8 1445 1534 100 0.01 58.75 chart
taylor3-5 1035 1131 100 0.01 78.25 chart

NQ_F SHORT
Type Entry Exit Trade % Profit % Points HeatMap
normal-21 1355 1425 -86 -0.02 -165.50 chart
normal-13 1351 1425 -85 -0.01 -99.75 chart
normal-11 1358 1428 -100 -0.01 -92.50 chart
normal-8 1355 1431 -100 -0.01 -116.00 chart
normal-5 1125 1224 -100 -0.01 -69.00 chart
taylorPlus-13 1234 1321 -85 -0.01 -108.00 chart
taylorPlus-11 1356 1427 -100 -0.02 -124.00 chart
taylorPlus-8 1356 1427 -100 -0.01 -75.00 chart
taylorPlus-5 1356 1427 -100 -0.00 -34.00 chart
taylor3-13 1211 1252 -92 -0.01 -70.25 chart
taylor3-11 1342 1416 -91 -0.01 -79.25 chart
taylor3-8 1216 1246 -100 -0.01 -65.00 chart
taylor3-5 1206 1246 -100 -0.01 -38.75 chart

YM_F LONG
Type Entry Exit Trade % Profit % Points HeatMap
normal-13 1506 1538 85 0.01 295.00 chart
normal-11 0957 1030 91 0.01 330.00 chart
normal-8 1308 1353 100 0.00 121.00 chart
normal-5 0948 1027 100 0.01 196.00 chart
taylorPlus-21 1203 1238 86 0.01 392.00 chart
taylorPlus-13 1203 1238 85 0.01 278.00 chart
taylorPlus-11 1203 1238 82 0.01 189.00 chart
taylorPlus-8 1200 1253 100 0.01 141.00 chart
taylorPlus-5 1049 1131 100 0.01 208.00 chart
taylor3-13 1010 1054 85 0.02 476.00 chart
taylor3-11 1142 1220 91 0.01 350.00 chart
taylor3-8 1011 1054 88 0.01 376.00 chart
taylor3-5 1033 1131 100 0.01 293.00 chart

YM_F SHORT
Type Entry Exit Trade % Profit % Points HeatMap
normal-21 1350 1425 -81 -0.01 -350.00 chart
normal-13 0930 1001 -85 -0.01 -176.00 chart
normal-11 1355 1432 -91 -0.01 -210.00 chart
normal-8 1355 1432 -100 -0.01 -208.00 chart
normal-5 1027 1100 -100 -0.01 -194.00 chart
taylorPlus-13 1007 1049 -85 -0.02 -419.00 chart
taylorPlus-11 1340 1419 -100 -0.01 -292.00 chart
taylorPlus-8 1349 1419 -100 -0.01 -147.00 chart
taylorPlus-5 0936 1013 -100 -0.01 -253.00 chart
taylor3-13 1220 1255 -85 -0.01 -328.00 chart
taylor3-11 1218 1248 -91 -0.00 -130.00 chart
taylor3-8 1218 1248 -100 -0.01 -170.00 chart
taylor3-5 1206 1246 -100 -0.00 -71.00 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.