HotSpots for 10/01/2019 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 0959 1032 81 0.01 25.00 chart
normal-13 1328 1401 85 0.01 31.75 chart
normal-11 1331 1401 91 0.01 35.75 chart
normal-8 1145 1216 100 0.01 24.00 chart
normal-5 1025 1055 100 0.01 30.75 chart
taylorPlus-21 1159 1236 81 0.01 38.50 chart
taylorPlus-13 1015 1114 85 0.01 20.50 chart
taylorPlus-11 1013 1100 82 0.01 38.25 chart
taylorPlus-8 1015 1114 100 0.02 45.50 chart
taylorPlus-5 1013 1110 100 0.01 28.50 chart
taylor3-21 1442 1540 86 0.03 76.75 chart
taylor3-13 1307 1355 85 0.02 55.00 chart
taylor3-11 1442 1539 91 0.01 42.25 chart
taylor3-8 1451 1547 100 0.01 34.00 chart
taylor3-5 1451 1550 100 0.01 32.25 chart

ES_F SHORT
Type Entry Exit Trade % Profit % Points HeatMap
normal-11 1227 1324 -82 -0.01 -42.50 chart
normal-8 1227 1324 -100 -0.02 -45.25 chart
normal-5 1230 1325 -100 -0.01 -31.75 chart
taylorPlus-13 1355 1445 -85 -0.02 -54.25 chart
taylorPlus-11 0938 1011 -91 -0.01 -42.25 chart
taylorPlus-8 0937 1013 -87 -0.02 -49.25 chart
taylorPlus-5 1316 1348 -100 -0.00 -7.25 chart
taylor3-21 0930 1012 -86 -0.02 -52.25 chart
taylor3-13 0930 1015 -92 -0.02 -56.50 chart
taylor3-11 1029 1103 -91 -0.02 -49.00 chart
taylor3-8 1029 1103 -100 -0.01 -26.75 chart
taylor3-5 0930 1012 -100 -0.01 -28.25 chart

NQ_F LONG
Type Entry Exit Trade % Profit % Points HeatMap
normal-21 1008 1039 81 0.02 139.50 chart
normal-13 1325 1401 92 0.01 101.75 chart
normal-11 1325 1401 100 0.01 106.50 chart
normal-8 1325 1401 100 0.01 74.00 chart
normal-5 1509 1551 100 0.01 78.50 chart
taylorPlus-21 0950 1030 81 0.02 140.00 chart
taylorPlus-13 0950 1030 85 0.02 124.50 chart
taylorPlus-11 1013 1100 82 0.02 135.75 chart
taylorPlus-8 1013 1110 100 0.02 161.00 chart
taylorPlus-5 1013 1110 100 0.01 113.25 chart
taylor3-21 1440 1539 86 0.04 273.75 chart
taylor3-13 1306 1354 92 0.02 178.00 chart
taylor3-11 1442 1541 91 0.02 157.50 chart
taylor3-8 1322 1354 100 0.01 66.25 chart
taylor3-5 1448 1536 100 0.02 118.75 chart

NQ_F SHORT
Type Entry Exit Trade % Profit % Points HeatMap
normal-11 1242 1320 -91 -0.01 -109.50 chart
normal-8 1240 1335 -100 -0.02 -133.75 chart
normal-5 1232 1324 -100 -0.01 -100.50 chart
taylorPlus-13 1355 1440 -85 -0.02 -140.75 chart
taylorPlus-11 0938 1013 -82 -0.02 -154.25 chart
taylorPlus-8 0938 1013 -87 -0.02 -116.00 chart
taylorPlus-5 1115 1145 -100 -0.01 -57.00 chart
taylor3-21 0931 1015 -86 -0.03 -268.50 chart
taylor3-13 0938 1015 -92 -0.03 -242.75 chart
taylor3-11 0931 1015 -91 -0.03 -192.50 chart
taylor3-8 1227 1322 -100 -0.01 -96.75 chart
taylor3-5 0930 1013 -100 -0.02 -134.75 chart

YM_F LONG
Type Entry Exit Trade % Profit % Points HeatMap
normal-21 1007 1039 86 0.01 389.00 chart
normal-13 1007 1040 85 0.01 266.00 chart
normal-11 1325 1401 91 0.01 223.00 chart
normal-8 1332 1421 88 0.01 274.00 chart
normal-5 1025 1055 100 0.01 261.00 chart
taylorPlus-21 1203 1238 81 0.01 309.00 chart
taylorPlus-13 1047 1124 85 0.00 72.00 chart
taylorPlus-11 1013 1045 82 0.01 256.00 chart
taylorPlus-8 1046 1136 100 0.01 366.00 chart
taylorPlus-5 1013 1111 100 0.01 226.00 chart
taylor3-21 1443 1540 86 0.02 543.00 chart
taylor3-13 1306 1340 85 0.02 447.00 chart
taylor3-11 1442 1538 91 0.01 339.00 chart
taylor3-8 1448 1547 88 0.01 319.00 chart
taylor3-5 1142 1238 100 0.01 177.00 chart

YM_F SHORT
Type Entry Exit Trade % Profit % Points HeatMap
normal-13 1221 1258 -85 -0.01 -277.00 chart
normal-11 1221 1258 -91 -0.01 -278.00 chart
normal-8 1228 1317 -100 -0.02 -424.00 chart
normal-5 1230 1324 -100 -0.01 -264.00 chart
taylorPlus-13 1355 1440 -92 -0.02 -444.00 chart
taylorPlus-11 0937 1013 -91 -0.02 -556.00 chart
taylorPlus-8 0936 1013 -100 -0.02 -497.00 chart
taylorPlus-5 0936 1013 -100 -0.01 -223.00 chart
taylor3-21 1332 1427 -81 -0.02 -562.00 chart
taylor3-13 0949 1047 -92 -0.02 -599.00 chart
taylor3-11 0955 1053 -91 -0.02 -426.00 chart
taylor3-8 1410 1442 -100 -0.01 -218.00 chart
taylor3-5 1408 1451 -100 -0.01 -177.00 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.