HotSpots for 09/23/2019 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 0948 1034 92 0.01 43.75 chart
normal-11 0948 1026 100 0.01 36.50 chart
normal-8 0931 1028 100 0.01 35.75 chart
normal-5 1331 1401 100 0.01 23.25 chart
taylorPlus-21 1454 1541 86 0.03 87.75 chart
taylorPlus-13 1454 1541 92 0.03 75.50 chart
taylorPlus-11 1453 1541 91 0.02 46.25 chart
taylorPlus-8 1120 1201 100 0.01 30.00 chart
taylorPlus-5 0937 1012 100 0.01 23.50 chart
taylor3-21 1448 1545 90 0.02 70.00 chart
taylor3-13 1448 1545 92 0.02 58.25 chart
taylor3-11 1306 1351 91 0.02 51.00 chart
taylor3-8 1442 1541 88 0.01 39.50 chart
taylor3-5 1449 1545 100 0.01 37.00 chart

ES_F SHORT
Type Entry Exit Trade % Profit % Points HeatMap
normal-21 1401 1431 -86 -0.02 -51.00 chart
normal-13 1401 1431 -92 -0.01 -36.00 chart
normal-11 1401 1431 -100 -0.01 -37.50 chart
normal-8 1401 1431 -100 -0.01 -28.25 chart
normal-5 1401 1431 -100 -0.01 -25.75 chart
taylorPlus-21 1038 1111 -86 -0.02 -65.25 chart
taylorPlus-13 1038 1120 -85 -0.03 -82.50 chart
taylorPlus-11 1038 1120 -91 -0.03 -84.25 chart
taylorPlus-8 1033 1105 -100 -0.01 -27.50 chart
taylorPlus-5 1038 1120 -100 -0.01 -30.50 chart
taylor3-21 1338 1425 -81 -0.02 -61.00 chart
taylor3-13 1351 1439 -92 -0.02 -57.75 chart
taylor3-11 1031 1130 -91 -0.03 -72.50 chart
taylor3-8 1353 1441 -100 -0.01 -33.00 chart
taylor3-5 1034 1130 -100 -0.01 -28.75 chart

NQ_F LONG
Type Entry Exit Trade % Profit % Points HeatMap
normal-21 1429 1523 81 0.01 114.00 chart
normal-13 1429 1523 92 0.01 97.50 chart
normal-11 0936 1034 91 0.02 124.00 chart
normal-8 0935 1034 100 0.02 122.25 chart
normal-5 1317 1401 100 0.01 77.00 chart
taylorPlus-21 1454 1544 86 0.04 291.00 chart
taylorPlus-13 1454 1541 92 0.03 228.75 chart
taylorPlus-11 1453 1541 91 0.02 139.75 chart
taylorPlus-8 1442 1541 88 0.01 103.50 chart
taylorPlus-5 1512 1556 100 0.01 69.50 chart
taylor3-21 1449 1546 86 0.03 214.25 chart
taylor3-13 1452 1548 92 0.02 146.50 chart
taylor3-11 1306 1354 91 0.02 166.75 chart
taylor3-8 1522 1557 100 0.02 135.50 chart
taylor3-5 1507 1557 100 0.02 135.50 chart

NQ_F SHORT
Type Entry Exit Trade % Profit % Points HeatMap
normal-21 1358 1428 -81 -0.01 -116.00 chart
normal-13 1154 1237 -85 -0.01 -107.50 chart
normal-11 1356 1439 -91 -0.01 -67.00 chart
normal-8 1125 1224 -87 -0.01 -78.25 chart
normal-5 1230 1315 -100 -0.01 -81.25 chart
taylorPlus-21 1025 1105 -90 -0.02 -152.00 chart
taylorPlus-13 1214 1254 -92 -0.02 -128.50 chart
taylorPlus-11 1018 1103 -100 -0.02 -118.25 chart
taylorPlus-8 1020 1100 -100 -0.01 -102.75 chart
taylorPlus-5 1033 1103 -100 -0.01 -77.00 chart
taylor3-21 1336 1416 -81 -0.02 -179.25 chart
taylor3-13 0940 1015 -85 -0.03 -238.25 chart
taylor3-11 1031 1130 -91 -0.03 -240.00 chart
taylor3-8 1031 1130 -87 -0.02 -131.00 chart
taylor3-5 1034 1130 -100 -0.01 -101.00 chart

YM_F LONG
Type Entry Exit Trade % Profit % Points HeatMap
normal-13 0957 1030 92 0.01 363.00 chart
normal-11 0945 1030 91 0.01 326.00 chart
normal-8 0948 1028 100 0.01 255.00 chart
normal-5 1331 1401 100 0.01 174.00 chart
taylorPlus-21 1454 1544 86 0.03 692.00 chart
taylorPlus-13 1454 1549 92 0.02 565.00 chart
taylorPlus-11 1453 1541 91 0.01 341.00 chart
taylorPlus-8 1120 1156 100 0.01 204.00 chart
taylorPlus-5 0934 1014 100 0.01 251.00 chart
taylor3-21 1514 1544 86 0.01 316.00 chart
taylor3-13 1442 1540 85 0.02 459.00 chart
taylor3-11 1306 1340 91 0.02 437.00 chart
taylor3-8 1442 1541 88 0.01 326.00 chart
taylor3-5 1448 1545 100 0.01 333.00 chart

YM_F SHORT
Type Entry Exit Trade % Profit % Points HeatMap
normal-13 1401 1431 -85 -0.01 -295.00 chart
normal-11 1401 1431 -91 -0.01 -298.00 chart
normal-8 1028 1100 -100 -0.01 -233.00 chart
normal-5 1401 1431 -100 -0.01 -227.00 chart
taylorPlus-21 1401 1454 -81 -0.02 -631.00 chart
taylorPlus-13 1401 1454 -85 -0.02 -452.00 chart
taylorPlus-11 1040 1111 -91 -0.01 -353.00 chart
taylorPlus-8 1206 1254 -87 -0.01 -210.00 chart
taylorPlus-5 1035 1105 -100 -0.00 -117.00 chart
taylor3-21 1340 1412 -86 -0.02 -440.00 chart
taylor3-13 1354 1443 -92 -0.02 -453.00 chart
taylor3-11 1028 1123 -91 -0.02 -611.00 chart
taylor3-8 1355 1443 -100 -0.01 -231.00 chart
taylor3-5 1351 1448 -100 -0.01 -241.00 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.