HotSpots for 09/26/2019 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 1006 1038 92 0.01 33.00 chart
normal-11 1006 1039 91 0.01 28.25 chart
normal-8 1331 1401 100 0.01 27.75 chart
normal-5 1343 1420 100 0.01 27.00 chart
taylorPlus-21 1454 1541 86 0.03 86.75 chart
taylorPlus-13 1454 1541 92 0.02 74.50 chart
taylorPlus-11 1443 1541 91 0.02 45.00 chart
taylorPlus-8 1120 1155 100 0.01 21.75 chart
taylorPlus-5 0934 1033 100 0.01 35.75 chart
taylor3-21 1448 1545 86 0.02 69.50 chart
taylor3-13 1442 1540 85 0.02 61.00 chart
taylor3-11 1442 1540 91 0.02 50.00 chart
taylor3-8 1442 1541 88 0.01 39.25 chart
taylor3-5 1449 1547 100 0.01 35.50 chart

ES_F SHORT
Type Entry Exit Trade % Profit % Points HeatMap
normal-13 1401 1431 -85 -0.01 -23.00 chart
normal-11 1207 1247 -82 -0.01 -37.00 chart
normal-8 1210 1246 -100 -0.01 -35.75 chart
normal-5 1226 1319 -100 -0.01 -37.25 chart
taylorPlus-21 1347 1439 -90 -0.02 -56.50 chart
taylorPlus-13 1038 1114 -85 -0.02 -63.00 chart
taylorPlus-11 1032 1114 -91 -0.02 -57.00 chart
taylorPlus-8 1033 1103 -100 -0.01 -27.00 chart
taylorPlus-5 1206 1239 -100 -0.00 -10.25 chart
taylor3-21 1351 1439 -81 -0.02 -65.50 chart
taylor3-13 1351 1439 -92 -0.02 -58.75 chart
taylor3-11 1353 1442 -100 -0.02 -54.00 chart
taylor3-8 1026 1100 -100 -0.01 -36.50 chart
taylor3-5 1353 1439 -100 -0.01 -26.75 chart

NQ_F LONG
Type Entry Exit Trade % Profit % Points HeatMap
normal-21 1429 1523 81 0.01 99.25 chart
normal-13 1002 1033 85 0.02 126.00 chart
normal-11 1406 1503 91 0.00 30.75 chart
normal-8 1442 1517 100 0.01 88.25 chart
normal-5 1321 1419 100 0.01 107.00 chart
taylorPlus-21 1454 1541 81 0.03 268.75 chart
taylorPlus-13 1454 1541 85 0.03 224.75 chart
taylorPlus-11 1443 1541 91 0.02 147.25 chart
taylorPlus-8 1442 1541 88 0.01 81.00 chart
taylorPlus-5 0935 1033 100 0.02 119.75 chart
taylor3-21 1440 1539 81 0.03 243.50 chart
taylor3-13 1441 1540 85 0.03 211.50 chart
taylor3-11 1441 1540 91 0.02 171.75 chart
taylor3-8 1307 1349 100 0.01 70.50 chart
taylor3-5 1448 1536 100 0.01 114.00 chart

NQ_F SHORT
Type Entry Exit Trade % Profit % Points HeatMap
normal-21 1211 1252 -81 -0.02 -165.00 chart
normal-13 1210 1300 -85 -0.02 -133.00 chart
normal-11 1211 1302 -91 -0.02 -137.25 chart
normal-8 1210 1300 -100 -0.02 -138.25 chart
normal-5 1210 1300 -100 -0.02 -120.00 chart
taylorPlus-21 1025 1105 -90 -0.02 -153.25 chart
taylorPlus-13 1024 1120 -92 -0.03 -250.75 chart
taylorPlus-11 1024 1120 -91 -0.03 -216.50 chart
taylorPlus-8 1033 1103 -100 -0.01 -102.00 chart
taylorPlus-5 1020 1058 -100 -0.01 -59.00 chart
taylor3-21 0931 1018 -86 -0.02 -180.25 chart
taylor3-13 0940 1015 -85 -0.03 -208.00 chart
taylor3-11 0938 1015 -91 -0.03 -208.00 chart
taylor3-8 1031 1130 -87 -0.02 -154.00 chart
taylor3-5 1352 1439 -100 -0.01 -86.25 chart

YM_F LONG
Type Entry Exit Trade % Profit % Points HeatMap
normal-21 1007 1039 81 0.01 328.00 chart
normal-13 1007 1038 92 0.01 320.00 chart
normal-11 1007 1040 91 0.01 293.00 chart
normal-8 1331 1401 88 0.01 189.00 chart
normal-5 1343 1422 100 0.01 204.00 chart
taylorPlus-21 1453 1541 86 0.02 587.00 chart
taylorPlus-13 1453 1541 92 0.02 480.00 chart
taylorPlus-11 1443 1541 91 0.01 350.00 chart
taylorPlus-8 1120 1155 100 0.01 151.00 chart
taylorPlus-5 0934 1033 100 0.01 360.00 chart
taylor3-21 1231 1302 86 0.01 176.00 chart
taylor3-13 1442 1540 85 0.02 459.00 chart
taylor3-11 1442 1540 91 0.02 427.00 chart
taylor3-8 1448 1547 88 0.01 328.00 chart
taylor3-5 1448 1547 100 0.01 299.00 chart

YM_F SHORT
Type Entry Exit Trade % Profit % Points HeatMap
normal-13 1220 1307 -85 -0.01 -145.00 chart
normal-11 1210 1300 -82 -0.01 -304.00 chart
normal-8 1216 1258 -87 -0.01 -312.00 chart
normal-5 1216 1315 -100 -0.02 -411.00 chart
taylorPlus-21 1401 1454 -86 -0.02 -665.00 chart
taylorPlus-13 1401 1454 -85 -0.02 -442.00 chart
taylorPlus-11 1401 1452 -91 -0.00 -89.00 chart
taylorPlus-8 1401 1452 -100 -0.01 -153.00 chart
taylorPlus-5 1206 1257 -100 -0.00 -99.00 chart
taylor3-21 1353 1424 -86 -0.02 -424.00 chart
taylor3-13 1354 1443 -92 -0.02 -437.00 chart
taylor3-11 1354 1443 -100 -0.02 -442.00 chart
taylor3-8 1023 1059 -100 -0.01 -305.00 chart
taylor3-5 1355 1448 -100 -0.01 -221.00 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.