HotSpots for 09/20/2019 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-13 1010 1052 92 0.01 33.25 chart
normal-11 0945 1026 100 0.02 48.75 chart
normal-8 0948 1028 100 0.01 31.25 chart
normal-5 0932 1026 100 0.01 18.75 chart
taylorPlus-21 1454 1541 86 0.03 89.25 chart
taylorPlus-13 1448 1544 100 0.01 42.75 chart
taylorPlus-11 1454 1541 100 0.03 77.00 chart
taylorPlus-8 1443 1541 100 0.01 38.75 chart
taylorPlus-5 1442 1541 100 0.01 22.50 chart
taylor3-21 1454 1541 81 0.03 78.25 chart
taylor3-13 1051 1150 92 0.02 61.00 chart
taylor3-11 1508 1555 91 0.02 53.00 chart
taylor3-8 1233 1311 100 0.01 15.50 chart
taylor3-5 1051 1121 100 0.00 14.25 chart

ES_F SHORT
Type Entry Exit Trade % Profit % Points HeatMap
normal-21 1355 1439 -86 -0.01 -43.50 chart
normal-13 1325 1424 -92 -0.01 -30.00 chart
normal-11 1401 1431 -100 -0.01 -36.50 chart
normal-8 1401 1431 -100 -0.01 -31.75 chart
normal-5 1401 1448 -100 -0.01 -29.25 chart
taylorPlus-21 1347 1439 -90 -0.02 -56.50 chart
taylorPlus-13 1347 1439 -92 -0.01 -28.50 chart
taylorPlus-11 1347 1439 -91 -0.01 -25.50 chart
taylorPlus-8 1033 1105 -100 -0.01 -32.75 chart
taylorPlus-5 1038 1120 -100 -0.01 -41.75 chart
taylor3-13 1325 1424 -85 -0.01 -37.50 chart
taylor3-11 1311 1410 -82 -0.01 -32.50 chart
taylor3-8 0936 1010 -100 -0.01 -29.25 chart
taylor3-5 0935 1010 -100 -0.01 -15.50 chart

NQ_F LONG
Type Entry Exit Trade % Profit % Points HeatMap
normal-21 1508 1541 81 0.02 134.25 chart
normal-13 1009 1043 92 0.02 144.00 chart
normal-11 0939 1038 100 0.02 170.75 chart
normal-8 0937 1034 100 0.02 124.25 chart
normal-5 1448 1547 100 0.01 117.75 chart
taylorPlus-21 1454 1544 86 0.04 295.25 chart
taylorPlus-13 1454 1549 100 0.03 232.00 chart
taylorPlus-11 1454 1541 100 0.03 232.25 chart
taylorPlus-8 1443 1541 100 0.02 130.75 chart
taylorPlus-5 1442 1541 100 0.01 85.50 chart
taylor3-21 1447 1531 81 0.01 80.75 chart
taylor3-13 1044 1114 92 0.02 136.50 chart
taylor3-11 1015 1114 91 0.02 166.75 chart
taylor3-8 1232 1307 100 0.01 60.50 chart
taylor3-5 1053 1137 100 0.01 81.75 chart

NQ_F SHORT
Type Entry Exit Trade % Profit % Points HeatMap
normal-21 1355 1439 -81 -0.02 -142.75 chart
normal-13 1154 1237 -85 -0.01 -109.00 chart
normal-11 1355 1439 -100 -0.01 -112.00 chart
normal-8 1355 1439 -100 -0.01 -94.25 chart
normal-5 1125 1224 -100 -0.01 -71.25 chart
taylorPlus-21 1025 1105 -90 -0.02 -143.25 chart
taylorPlus-13 1018 1103 -92 -0.01 -95.00 chart
taylorPlus-11 1018 1103 -100 -0.01 -107.25 chart
taylorPlus-8 1033 1103 -100 -0.01 -102.00 chart
taylorPlus-5 1035 1111 -100 -0.01 -69.00 chart
taylor3-21 1344 1426 -81 -0.01 -95.25 chart
taylor3-13 1317 1409 -92 -0.01 -85.25 chart
taylor3-11 1317 1409 -91 -0.01 -78.25 chart
taylor3-8 1136 1219 -100 -0.01 -81.00 chart
taylor3-5 1147 1226 -100 -0.01 -62.50 chart

YM_F LONG
Type Entry Exit Trade % Profit % Points HeatMap
normal-13 1010 1043 92 0.01 359.00 chart
normal-11 0942 1025 91 0.01 390.00 chart
normal-8 1055 1125 100 0.01 231.00 chart
normal-5 0931 1026 100 0.00 112.00 chart
taylorPlus-21 1454 1544 86 0.03 728.00 chart
taylorPlus-13 1454 1549 100 0.02 639.00 chart
taylorPlus-11 1454 1549 100 0.02 609.00 chart
taylorPlus-8 1443 1541 100 0.01 310.00 chart
taylorPlus-5 1447 1541 100 0.01 180.00 chart
taylor3-21 1233 1307 81 0.01 145.00 chart
taylor3-13 1511 1555 92 0.02 427.00 chart
taylor3-11 1508 1555 91 0.02 430.00 chart
taylor3-8 1232 1310 100 0.01 145.00 chart
taylor3-5 1104 1136 100 0.01 193.00 chart

YM_F SHORT
Type Entry Exit Trade % Profit % Points HeatMap
normal-21 1355 1443 -81 -0.01 -321.00 chart
normal-13 1332 1424 -85 -0.01 -203.00 chart
normal-11 1355 1432 -100 -0.01 -259.00 chart
normal-8 1028 1059 -100 -0.01 -249.00 chart
normal-5 1404 1448 -100 -0.01 -212.00 chart
taylorPlus-21 1407 1439 -86 -0.01 -385.00 chart
taylorPlus-13 1401 1454 -85 -0.02 -459.00 chart
taylorPlus-11 1028 1114 -82 -0.02 -496.00 chart
taylorPlus-8 1035 1111 -87 -0.01 -323.00 chart
taylorPlus-5 1035 1111 -100 -0.01 -182.00 chart
taylor3-13 1400 1458 -85 -0.02 -539.00 chart
taylor3-11 1400 1458 -91 -0.01 -241.00 chart
taylor3-8 1349 1425 -87 -0.01 -135.00 chart
taylor3-5 1035 1105 -100 -0.01 -134.00 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.