HotSpots for 10/15/2019 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 0.02 46.50 chart
normal-13 1325 1359 92 0.01 39.75 chart
normal-11 1325 1359 91 0.01 31.75 chart
normal-8 1255 1351 100 0.01 38.50 chart
normal-5 1316 1357 100 0.01 35.25 chart
taylorPlus-21 1009 1058 86 0.03 88.75 chart
taylorPlus-13 1007 1039 92 0.01 33.25 chart
taylorPlus-11 1007 1039 100 0.02 52.50 chart
taylorPlus-8 1007 1039 100 0.01 40.25 chart
taylorPlus-5 1007 1039 100 0.01 28.50 chart
taylor3-21 1442 1540 81 0.02 74.00 chart
taylor3-13 1438 1531 92 0.01 35.00 chart
taylor3-11 1439 1534 91 0.01 42.75 chart
taylor3-8 1504 1535 100 0.01 32.50 chart
taylor3-5 1338 1436 100 0.01 26.25 chart

ES_F SHORT
Type Entry Exit Trade % Profit % Points HeatMap
normal-21 1226 1324 -81 -0.02 -49.50 chart
normal-13 1229 1320 -85 -0.01 -25.75 chart
normal-11 1229 1319 -82 -0.01 -21.75 chart
normal-8 1515 1545 -87 -0.01 -25.50 chart
normal-5 1529 1559 -100 -0.02 -45.00 chart
taylorPlus-13 0930 1008 -85 -0.02 -58.75 chart
taylorPlus-11 0930 1008 -82 -0.02 -52.50 chart
taylorPlus-8 1308 1338 -100 -0.00 -14.25 chart
taylorPlus-5 0950 1023 -100 -0.01 -38.00 chart
taylor3-21 1027 1115 -81 -0.02 -68.75 chart
taylor3-13 1029 1103 -92 -0.02 -52.00 chart
taylor3-11 1029 1103 -100 -0.01 -42.75 chart
taylor3-8 1029 1103 -100 -0.01 -30.25 chart
taylor3-5 1004 1103 -100 -0.01 -38.75 chart

NQ_F LONG
Type Entry Exit Trade % Profit % Points HeatMap
normal-21 1338 1437 81 0.02 160.00 chart
normal-13 1013 1056 85 0.02 169.50 chart
normal-11 1050 1127 82 0.02 186.25 chart
normal-8 1050 1142 100 0.02 165.75 chart
normal-5 1004 1101 100 0.01 113.75 chart
taylorPlus-21 1009 1056 81 0.03 229.25 chart
taylorPlus-13 1008 1043 85 0.01 101.75 chart
taylorPlus-11 1008 1043 91 0.02 167.50 chart
taylorPlus-8 1324 1354 100 0.01 62.00 chart
taylorPlus-5 1140 1215 100 0.01 74.25 chart
taylor3-21 1439 1535 86 0.03 234.00 chart
taylor3-13 1439 1535 92 0.02 164.25 chart
taylor3-11 1439 1535 91 0.02 158.50 chart
taylor3-8 1428 1505 100 0.01 51.50 chart
taylor3-5 1102 1139 100 0.01 81.00 chart

NQ_F SHORT
Type Entry Exit Trade % Profit % Points HeatMap
normal-21 1110 1158 -81 -0.02 -134.00 chart
normal-11 1248 1318 -82 -0.01 -75.50 chart
normal-8 1343 1413 -87 -0.01 -50.50 chart
normal-5 1526 1556 -100 -0.02 -122.00 chart
taylorPlus-13 1353 1429 -92 -0.01 -87.00 chart
taylorPlus-11 1249 1330 -91 -0.01 -82.25 chart
taylorPlus-8 1248 1330 -100 -0.01 -81.50 chart
taylorPlus-5 0951 1023 -100 -0.01 -109.50 chart
taylor3-21 0940 1015 -81 -0.04 -332.75 chart
taylor3-13 0931 1015 -85 -0.02 -187.00 chart
taylor3-11 1227 1325 -100 -0.01 -109.00 chart
taylor3-8 1227 1325 -100 -0.01 -74.00 chart
taylor3-5 1004 1103 -100 -0.01 -110.75 chart

YM_F LONG
Type Entry Exit Trade % Profit % Points HeatMap
normal-21 1338 1420 86 0.01 314.00 chart
normal-13 1307 1400 92 0.01 270.00 chart
normal-11 1307 1400 91 0.01 246.00 chart
normal-8 1253 1351 100 0.01 333.00 chart
normal-5 1319 1357 100 0.01 316.00 chart
taylorPlus-21 1009 1043 86 0.03 805.00 chart
taylorPlus-13 1008 1043 92 0.02 443.00 chart
taylorPlus-11 1008 1043 100 0.02 548.00 chart
taylorPlus-8 1008 1043 100 0.01 401.00 chart
taylorPlus-5 1008 1100 100 0.01 323.00 chart
taylor3-21 1443 1540 81 0.02 505.00 chart
taylor3-13 1438 1534 92 0.01 355.00 chart
taylor3-11 1442 1535 91 0.01 366.00 chart
taylor3-8 1439 1536 88 0.01 341.00 chart
taylor3-5 1335 1434 100 0.01 235.00 chart

YM_F SHORT
Type Entry Exit Trade % Profit % Points HeatMap
normal-21 1222 1254 -81 -0.01 -253.00 chart
normal-13 1229 1318 -85 -0.01 -218.00 chart
normal-11 0951 1040 -82 -0.02 -437.00 chart
normal-8 1248 1319 -87 -0.00 -70.00 chart
normal-5 1526 1556 -100 -0.01 -354.00 chart
taylorPlus-13 1341 1411 -85 -0.01 -180.00 chart
taylorPlus-11 0930 1003 -82 -0.01 -340.00 chart
taylorPlus-8 1307 1337 -100 -0.00 -106.00 chart
taylorPlus-5 0933 1008 -100 -0.02 -415.00 chart
taylor3-21 0944 1014 -81 -0.02 -673.00 chart
taylor3-13 0949 1048 -92 -0.03 -662.00 chart
taylor3-11 1238 1311 -100 -0.01 -172.00 chart
taylor3-8 0950 1049 -100 -0.02 -426.00 chart
taylor3-5 1001 1100 -100 -0.01 -377.00 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.