HotSpots for 09/24/2019 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 1015 1045 81 0.02 43.75 chart
normal-13 0948 1031 100 0.01 43.75 chart
normal-11 0948 1031 100 0.01 30.00 chart
normal-8 0931 1026 100 0.01 32.25 chart
normal-5 1331 1401 100 0.01 22.00 chart
taylorPlus-21 1229 1302 90 0.01 31.75 chart
taylorPlus-13 1003 1055 92 0.03 76.00 chart
taylorPlus-11 1007 1050 91 0.02 57.50 chart
taylorPlus-8 1431 1528 100 0.01 28.00 chart
taylorPlus-5 1007 1050 100 0.01 28.00 chart
taylor3-13 0948 1044 85 0.03 75.75 chart
taylor3-11 0948 1044 91 0.03 87.25 chart
taylor3-8 0946 1044 88 0.02 50.25 chart
taylor3-5 1013 1110 100 0.01 19.00 chart

ES_F SHORT
Type Entry Exit Trade % Profit % Points HeatMap
normal-21 1401 1431 -86 -0.02 -48.75 chart
normal-13 1401 1431 -100 -0.01 -39.25 chart
normal-11 1401 1431 -100 -0.01 -37.75 chart
normal-8 1401 1431 -100 -0.01 -28.50 chart
normal-5 1216 1315 -100 -0.01 -29.00 chart
taylorPlus-21 1344 1426 -86 -0.02 -50.25 chart
taylorPlus-13 1337 1424 -100 -0.02 -55.25 chart
taylorPlus-11 1337 1424 -100 -0.01 -25.75 chart
taylorPlus-8 1350 1425 -100 -0.01 -24.00 chart
taylorPlus-5 0930 1007 -100 -0.01 -24.25 chart
taylor3-13 1215 1252 -85 -0.01 -21.25 chart
taylor3-11 1342 1419 -91 -0.01 -23.25 chart
taylor3-8 1215 1246 -100 -0.00 -14.00 chart
taylor3-5 1206 1246 -100 -0.00 -8.75 chart

NQ_F LONG
Type Entry Exit Trade % Profit % Points HeatMap
normal-21 1447 1528 81 0.02 132.00 chart
normal-13 0936 1034 92 0.02 186.50 chart
normal-11 0935 1034 91 0.02 121.50 chart
normal-8 0935 1034 100 0.01 87.75 chart
normal-5 1426 1521 100 0.01 70.75 chart
taylorPlus-21 1422 1453 90 0.02 142.50 chart
taylorPlus-13 1426 1500 100 0.02 136.25 chart
taylorPlus-11 1426 1500 100 0.02 113.25 chart
taylorPlus-8 1424 1454 100 0.01 69.75 chart
taylorPlus-5 1426 1521 100 0.01 89.25 chart
taylor3-13 0948 1045 85 0.03 210.75 chart
taylor3-11 0948 1045 91 0.04 264.25 chart
taylor3-8 1447 1529 100 0.01 41.00 chart
taylor3-5 1013 1110 100 0.01 51.75 chart

NQ_F SHORT
Type Entry Exit Trade % Profit % Points HeatMap
normal-21 1351 1426 -81 -0.02 -120.50 chart
normal-13 1356 1439 -92 -0.01 -74.75 chart
normal-11 1356 1439 -91 -0.01 -72.50 chart
normal-8 1026 1100 -87 -0.01 -85.00 chart
normal-5 1216 1315 -100 -0.02 -119.00 chart
taylorPlus-21 1333 1426 -86 -0.03 -248.00 chart
taylorPlus-13 1333 1424 -92 -0.03 -234.75 chart
taylorPlus-11 1343 1425 -91 -0.02 -130.25 chart
taylorPlus-8 1343 1431 -100 -0.01 -98.25 chart
taylorPlus-5 1154 1253 -100 -0.01 -85.75 chart
taylor3-21 1220 1309 -81 -0.02 -148.50 chart
taylor3-13 1211 1252 -92 -0.01 -81.25 chart
taylor3-11 1342 1416 -91 -0.01 -77.50 chart
taylor3-8 1211 1252 -100 -0.01 -60.25 chart
taylor3-5 1206 1246 -100 -0.01 -46.00 chart

YM_F LONG
Type Entry Exit Trade % Profit % Points HeatMap
normal-13 0931 1027 92 0.02 431.00 chart
normal-11 0931 1026 91 0.01 308.00 chart
normal-8 0948 1026 100 0.01 251.00 chart
normal-5 0934 1033 100 0.01 221.00 chart
taylorPlus-21 1233 1307 86 0.01 315.00 chart
taylorPlus-13 1006 1057 92 0.02 649.00 chart
taylorPlus-11 1007 1043 91 0.02 485.00 chart
taylorPlus-8 1431 1528 88 0.01 219.00 chart
taylorPlus-5 1010 1042 100 0.01 231.00 chart
taylor3-21 1047 1132 81 -0.00 -62.00 chart
taylor3-13 1011 1055 85 0.02 466.00 chart
taylor3-11 1010 1054 91 0.02 569.00 chart
taylor3-8 1013 1054 88 0.02 410.00 chart
taylor3-5 1032 1131 100 0.01 162.00 chart

YM_F SHORT
Type Entry Exit Trade % Profit % Points HeatMap
normal-21 1401 1454 -81 -0.01 -330.00 chart
normal-13 1401 1431 -92 -0.01 -318.00 chart
normal-11 1401 1431 -91 -0.01 -287.00 chart
normal-8 1026 1100 -100 -0.01 -234.00 chart
normal-5 1401 1431 -100 -0.01 -221.00 chart
taylorPlus-13 1350 1425 -92 -0.02 -451.00 chart
taylorPlus-11 1350 1425 -91 -0.01 -274.00 chart
taylorPlus-8 1350 1425 -100 -0.01 -189.00 chart
taylorPlus-5 0930 1001 -100 -0.01 -220.00 chart
taylor3-13 1220 1255 -85 -0.01 -280.00 chart
taylor3-11 1218 1248 -91 -0.01 -131.00 chart
taylor3-8 1218 1248 -100 -0.01 -145.00 chart
taylor3-5 1206 1246 -100 -0.00 -85.00 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.