HotSpots for 10/14/2019 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 1325 1359 81 0.01 39.00 chart
normal-13 1325 1359 92 0.01 35.75 chart
normal-11 1325 1359 91 0.01 27.75 chart
normal-8 1410 1449 88 0.01 37.00 chart
normal-5 1050 1146 100 0.01 34.25 chart
taylorPlus-21 1454 1541 81 0.02 58.00 chart
taylorPlus-13 1459 1533 85 0.01 32.25 chart
taylorPlus-11 1324 1421 91 0.01 24.00 chart
taylorPlus-8 1414 1449 88 0.01 28.25 chart
taylorPlus-5 1414 1449 100 0.01 28.00 chart
taylor3-21 1052 1124 86 0.02 71.00 chart
taylor3-13 1053 1124 92 0.02 63.00 chart
taylor3-11 1053 1124 91 0.02 59.75 chart
taylor3-8 1007 1037 100 0.01 40.75 chart
taylor3-5 1045 1117 100 0.01 40.75 chart

ES_F SHORT
Type Entry Exit Trade % Profit % Points HeatMap
normal-13 1227 1324 -85 -0.01 -34.25 chart
normal-11 0950 1036 -82 -0.02 -48.75 chart
normal-8 1515 1545 -87 -0.01 -17.25 chart
normal-5 1251 1321 -100 -0.00 -7.50 chart
taylorPlus-21 1033 1132 -81 -0.03 -88.50 chart
taylorPlus-13 1033 1103 -92 -0.01 -40.00 chart
taylorPlus-11 1033 1103 -91 -0.01 -30.50 chart
taylorPlus-8 1033 1103 -87 -0.00 -13.75 chart
taylorPlus-5 1521 1558 -100 -0.01 -43.50 chart
taylor3-13 0935 1015 -85 -0.03 -78.25 chart
taylor3-11 0935 1007 -91 -0.03 -76.50 chart
taylor3-8 0935 1007 -87 -0.02 -63.50 chart
taylor3-5 0943 1029 -100 -0.01 -26.75 chart

NQ_F LONG
Type Entry Exit Trade % Profit % Points HeatMap
normal-21 1338 1437 81 0.02 154.50 chart
normal-13 1332 1422 85 0.02 154.50 chart
normal-11 1013 1056 82 0.02 120.25 chart
normal-8 1050 1142 88 0.02 127.00 chart
normal-5 1050 1147 100 0.01 104.75 chart
taylorPlus-21 1459 1529 81 0.02 144.00 chart
taylorPlus-13 1442 1533 85 0.01 100.50 chart
taylorPlus-11 1322 1421 91 0.01 80.75 chart
taylorPlus-8 1408 1502 100 0.01 63.25 chart
taylorPlus-5 1413 1450 100 0.01 101.50 chart
taylor3-21 1239 1310 90 0.01 110.50 chart
taylor3-13 1232 1309 100 0.01 75.75 chart
taylor3-11 1232 1309 100 0.01 65.00 chart
taylor3-8 1002 1032 100 0.02 150.75 chart
taylor3-5 1002 1032 100 0.01 105.25 chart

NQ_F SHORT
Type Entry Exit Trade % Profit % Points HeatMap
normal-11 1248 1319 -82 -0.01 -86.00 chart
normal-8 1251 1323 -87 -0.00 -30.75 chart
normal-5 1250 1326 -100 -0.00 -25.50 chart
taylorPlus-21 1024 1120 -86 -0.04 -334.00 chart
taylorPlus-13 1033 1103 -92 -0.02 -150.50 chart
taylorPlus-11 1033 1103 -91 -0.02 -121.25 chart
taylorPlus-8 1020 1054 -87 -0.01 -85.00 chart
taylorPlus-5 0930 1016 -100 -0.02 -160.25 chart
taylor3-13 0935 1007 -92 -0.03 -210.25 chart
taylor3-11 0935 1007 -100 -0.03 -222.00 chart
taylor3-8 0935 1007 -100 -0.03 -203.25 chart
taylor3-5 0935 1007 -100 -0.02 -176.50 chart

YM_F LONG
Type Entry Exit Trade % Profit % Points HeatMap
normal-21 1338 1421 86 0.01 298.00 chart
normal-13 1258 1357 92 0.01 210.00 chart
normal-11 1307 1400 91 0.01 198.00 chart
normal-8 1410 1449 88 0.01 291.00 chart
normal-5 1050 1146 100 0.01 303.00 chart
taylorPlus-21 1453 1541 81 0.01 352.00 chart
taylorPlus-13 1458 1533 85 0.01 233.00 chart
taylorPlus-11 1318 1413 91 0.01 180.00 chart
taylorPlus-8 1318 1413 100 0.01 156.00 chart
taylorPlus-5 1350 1449 100 0.01 313.00 chart
taylor3-21 1052 1125 81 0.02 528.00 chart
taylor3-13 1235 1309 92 0.01 165.00 chart
taylor3-11 1054 1124 91 0.02 470.00 chart
taylor3-8 1002 1101 100 0.02 498.00 chart
taylor3-5 1007 1104 100 0.02 436.00 chart

YM_F SHORT
Type Entry Exit Trade % Profit % Points HeatMap
normal-21 1222 1254 -81 -0.01 -266.00 chart
normal-13 0933 1025 -85 -0.03 -701.00 chart
normal-11 0933 1032 -91 -0.02 -572.00 chart
normal-8 0933 1032 -87 -0.02 -482.00 chart
normal-5 1246 1319 -100 -0.00 -115.00 chart
taylorPlus-21 1039 1129 -81 -0.03 -696.00 chart
taylorPlus-11 0950 1025 -82 -0.01 -145.00 chart
taylorPlus-8 1515 1549 -87 -0.01 -204.00 chart
taylorPlus-5 1450 1549 -100 -0.01 -373.00 chart
taylor3-13 1250 1338 -85 -0.01 -205.00 chart
taylor3-11 1448 1527 -91 -0.01 -284.00 chart
taylor3-8 0930 1002 -87 -0.02 -409.00 chart
taylor3-5 1450 1546 -100 -0.01 -335.00 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.