HotSpots for 09/27/2019 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 85 0.01 27.50 chart
normal-11 1340 1413 91 0.01 21.25 chart
normal-8 1331 1401 100 0.01 33.50 chart
normal-5 1323 1422 100 0.01 42.00 chart
taylorPlus-21 1233 1305 86 0.01 28.50 chart
taylorPlus-13 1007 1039 92 0.02 57.75 chart
taylorPlus-11 1007 1039 91 0.01 27.75 chart
taylorPlus-8 1431 1528 88 0.01 16.25 chart
taylorPlus-5 1006 1038 100 0.01 17.50 chart
taylor3-13 0935 1018 85 0.01 39.50 chart
taylor3-11 0936 1020 91 0.01 42.75 chart
taylor3-8 0935 1019 88 0.01 38.75 chart
taylor3-5 0935 1019 100 0.01 20.50 chart

ES_F SHORT
Type Entry Exit Trade % Profit % Points HeatMap
normal-13 1033 1103 -85 -0.01 -32.00 chart
normal-11 1029 1103 -91 -0.01 -21.25 chart
normal-8 1221 1258 -100 -0.01 -28.00 chart
normal-5 1230 1317 -100 -0.01 -40.00 chart
taylorPlus-21 1344 1426 -81 -0.01 -38.75 chart
taylorPlus-13 1337 1424 -92 -0.01 -43.50 chart
taylorPlus-11 1337 1424 -91 -0.00 -11.25 chart
taylorPlus-8 1204 1241 -87 -0.01 -34.00 chart
taylorPlus-5 1045 1144 -100 -0.01 -26.00 chart
taylor3-13 1215 1246 -92 -0.01 -33.75 chart
taylor3-11 1215 1246 -100 -0.01 -42.00 chart
taylor3-8 1215 1246 -100 -0.01 -32.75 chart
taylor3-5 1211 1246 -100 -0.01 -31.25 chart

NQ_F LONG
Type Entry Exit Trade % Profit % Points HeatMap
normal-21 1429 1523 81 0.01 91.75 chart
normal-13 1002 1032 85 0.01 112.75 chart
normal-11 1321 1401 91 0.01 100.75 chart
normal-8 1321 1401 100 0.01 93.50 chart
normal-5 1323 1420 100 0.02 132.75 chart
taylorPlus-21 1422 1453 90 0.02 139.25 chart
taylorPlus-13 1426 1500 92 0.01 102.75 chart
taylorPlus-11 1425 1456 91 0.01 49.50 chart
taylorPlus-8 1425 1521 88 0.01 88.50 chart
taylorPlus-5 1324 1354 100 0.00 32.50 chart
taylor3-13 1447 1540 85 0.01 104.25 chart
taylor3-11 0937 1010 91 0.01 74.50 chart
taylor3-8 1441 1517 100 0.00 29.50 chart
taylor3-5 0937 1010 100 0.01 61.00 chart

NQ_F SHORT
Type Entry Exit Trade % Profit % Points HeatMap
normal-13 1033 1103 -85 -0.02 -135.50 chart
normal-11 1210 1300 -82 -0.02 -133.25 chart
normal-8 1209 1258 -100 -0.02 -131.75 chart
normal-5 0931 1016 -100 -0.02 -130.25 chart
taylorPlus-21 1336 1412 -86 -0.02 -144.50 chart
taylorPlus-13 1336 1412 -92 -0.02 -142.25 chart
taylorPlus-11 1336 1412 -100 -0.01 -71.25 chart
taylorPlus-8 1335 1412 -100 -0.01 -56.00 chart
taylorPlus-5 1130 1229 -100 -0.02 -138.50 chart
taylor3-21 1219 1310 -81 -0.02 -176.75 chart
taylor3-13 1211 1252 -92 -0.02 -149.75 chart
taylor3-11 1211 1252 -100 -0.02 -173.25 chart
taylor3-8 1211 1252 -100 -0.02 -126.50 chart
taylor3-5 1211 1252 -100 -0.01 -114.50 chart

YM_F LONG
Type Entry Exit Trade % Profit % Points HeatMap
normal-21 1014 1044 81 0.01 341.00 chart
normal-13 1317 1354 92 0.00 116.00 chart
normal-11 1339 1413 91 0.01 204.00 chart
normal-8 1331 1401 88 0.01 242.00 chart
normal-5 1323 1422 100 0.01 308.00 chart
taylorPlus-21 1421 1452 81 0.01 326.00 chart
taylorPlus-13 1007 1043 92 0.02 620.00 chart
taylorPlus-11 1008 1043 91 0.01 360.00 chart
taylorPlus-8 1324 1404 100 0.00 85.00 chart
taylorPlus-5 1006 1044 100 0.01 178.00 chart
taylor3-13 1009 1055 85 0.02 416.00 chart
taylor3-11 1009 1055 91 0.01 334.00 chart
taylor3-8 1013 1043 88 0.01 347.00 chart
taylor3-5 1343 1428 80 0.00 133.00 chart

YM_F SHORT
Type Entry Exit Trade % Profit % Points HeatMap
normal-13 1031 1102 -85 -0.01 -239.00 chart
normal-11 1031 1102 -91 -0.01 -231.00 chart
normal-8 1221 1258 -100 -0.01 -233.00 chart
normal-5 1228 1317 -100 -0.01 -347.00 chart
taylorPlus-13 1350 1425 -85 -0.01 -358.00 chart
taylorPlus-11 1316 1412 -82 -0.01 -150.00 chart
taylorPlus-8 1222 1258 -87 -0.01 -254.00 chart
taylorPlus-5 1200 1252 -100 -0.01 -256.00 chart
taylor3-13 1218 1248 -92 -0.01 -297.00 chart
taylor3-11 1218 1248 -100 -0.01 -360.00 chart
taylor3-8 1218 1248 -100 -0.01 -275.00 chart
taylor3-5 1211 1246 -100 -0.01 -254.00 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.