HotSpots for 09/30/2019 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 1039 85 0.01 28.50 chart
normal-11 1331 1401 82 0.01 33.25 chart
normal-8 1145 1216 100 0.01 21.75 chart
normal-5 1016 1052 100 0.01 26.25 chart
taylorPlus-21 1425 1501 81 0.01 42.75 chart
taylorPlus-13 1007 1039 92 0.02 51.25 chart
taylorPlus-11 1007 1039 91 0.01 19.50 chart
taylorPlus-8 1007 1038 100 0.01 29.75 chart
taylorPlus-5 1007 1038 100 0.01 17.00 chart
taylor3-21 1133 1217 81 0.01 38.50 chart
taylor3-13 1015 1113 92 0.02 62.00 chart
taylor3-11 1015 1113 91 0.02 54.50 chart
taylor3-8 1420 1450 100 0.01 17.25 chart
taylor3-5 1002 1033 100 0.01 33.25 chart

ES_F SHORT
Type Entry Exit Trade % Profit % Points HeatMap
normal-11 1210 1246 -91 -0.01 -42.50 chart
normal-8 1226 1323 -100 -0.02 -49.50 chart
normal-5 0945 1016 -100 -0.01 -35.50 chart
taylorPlus-21 1344 1426 -86 -0.02 -48.75 chart
taylorPlus-13 1337 1424 -92 -0.01 -20.00 chart
taylorPlus-11 1340 1412 -91 -0.01 -26.75 chart
taylorPlus-8 1131 1218 -100 -0.01 -22.00 chart
taylorPlus-5 1050 1145 -100 -0.01 -38.75 chart
taylor3-11 1310 1340 -82 -0.01 -33.25 chart
taylor3-8 0935 1005 -100 -0.01 -32.25 chart
taylor3-5 0935 1005 -100 -0.01 -20.00 chart

NQ_F LONG
Type Entry Exit Trade % Profit % Points HeatMap
normal-21 1508 1540 81 0.02 181.25 chart
normal-13 1002 1032 85 0.01 108.00 chart
normal-11 1323 1401 91 0.01 107.50 chart
normal-8 1323 1401 100 0.01 95.75 chart
normal-5 1323 1402 100 0.01 72.25 chart
taylorPlus-21 1422 1453 90 0.01 97.75 chart
taylorPlus-13 1009 1056 85 0.02 139.50 chart
taylorPlus-11 1441 1540 82 0.02 116.75 chart
taylorPlus-8 1007 1045 88 0.01 100.50 chart
taylorPlus-5 1325 1357 100 0.00 35.00 chart
taylor3-21 1239 1310 86 0.01 83.50 chart
taylor3-13 1232 1309 92 0.01 42.00 chart
taylor3-11 1232 1309 100 0.01 60.50 chart
taylor3-8 1232 1309 100 0.01 44.25 chart
taylor3-5 1002 1033 100 0.01 105.75 chart

NQ_F SHORT
Type Entry Exit Trade % Profit % Points HeatMap
normal-13 1209 1300 -85 -0.02 -194.25 chart
normal-11 1209 1300 -91 -0.03 -209.50 chart
normal-8 1209 1258 -100 -0.02 -172.25 chart
normal-5 0930 1016 -100 -0.02 -177.50 chart
taylorPlus-21 1336 1412 -90 -0.02 -162.75 chart
taylorPlus-13 1202 1233 -92 -0.02 -120.75 chart
taylorPlus-11 1335 1412 -100 -0.01 -84.75 chart
taylorPlus-8 1156 1253 -100 -0.03 -204.50 chart
taylorPlus-5 1128 1227 -100 -0.02 -183.75 chart
taylor3-21 0941 1038 -81 -0.01 -56.00 chart
taylor3-11 1136 1219 -82 -0.00 -34.75 chart
taylor3-8 0940 1010 -100 -0.01 -96.25 chart
taylor3-5 0933 1003 -100 -0.01 -100.50 chart

YM_F LONG
Type Entry Exit Trade % Profit % Points HeatMap
normal-21 1007 1039 81 0.01 323.00 chart
normal-13 1007 1040 85 0.01 311.00 chart
normal-11 1323 1401 82 0.01 228.00 chart
normal-8 1145 1216 88 0.01 197.00 chart
normal-5 1016 1052 100 0.01 245.00 chart
taylorPlus-21 1421 1452 81 0.01 269.00 chart
taylorPlus-13 1007 1043 92 0.02 530.00 chart
taylorPlus-11 1007 1043 91 0.01 339.00 chart
taylorPlus-8 1007 1044 100 0.01 331.00 chart
taylorPlus-5 1007 1045 100 0.01 180.00 chart
taylor3-13 1015 1114 85 0.02 544.00 chart
taylor3-11 1120 1216 91 0.01 307.00 chart
taylor3-8 1054 1124 88 0.01 236.00 chart
taylor3-5 1002 1033 100 0.01 358.00 chart

YM_F SHORT
Type Entry Exit Trade % Profit % Points HeatMap
normal-13 0940 1010 -85 -0.01 -253.00 chart
normal-11 1221 1258 -91 -0.01 -286.00 chart
normal-8 1228 1317 -100 -0.02 -416.00 chart
normal-5 1221 1258 -100 -0.01 -258.00 chart
taylorPlus-21 1350 1425 -81 -0.02 -455.00 chart
taylorPlus-13 1350 1425 -85 -0.01 -224.00 chart
taylorPlus-11 1319 1412 -91 -0.01 -193.00 chart
taylorPlus-8 1200 1252 -100 -0.01 -352.00 chart
taylorPlus-5 1200 1252 -100 -0.01 -308.00 chart
taylor3-13 1304 1334 -85 -0.01 -330.00 chart
taylor3-11 1310 1342 -82 -0.01 -340.00 chart
taylor3-8 1304 1334 -87 -0.01 -293.00 chart
taylor3-5 0930 1002 -100 -0.01 -183.00 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.