HotSpots for 10/17/2019 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 86 0.02 51.50 chart
normal-13 1325 1359 92 0.01 36.00 chart
normal-11 1409 1449 91 0.01 44.25 chart
normal-8 1011 1101 100 0.02 52.00 chart
normal-5 0930 1029 100 0.02 52.75 chart
taylorPlus-21 1458 1529 86 0.01 44.25 chart
taylorPlus-13 1442 1538 85 0.01 25.25 chart
taylorPlus-11 1317 1410 91 0.02 45.25 chart
taylorPlus-8 1317 1410 88 0.01 33.50 chart
taylorPlus-5 1414 1449 100 0.01 27.50 chart
taylor3-21 1239 1313 90 0.01 31.75 chart
taylor3-13 1053 1124 92 0.02 67.50 chart
taylor3-11 1053 1124 91 0.02 61.00 chart
taylor3-8 1053 1124 100 0.02 53.25 chart
taylor3-5 1013 1110 100 0.02 59.75 chart

ES_F SHORT
Type Entry Exit Trade % Profit % Points HeatMap
normal-21 1227 1319 -81 -0.02 -58.00 chart
normal-13 1437 1507 -85 -0.01 -22.50 chart
normal-11 1515 1545 -91 -0.01 -27.25 chart
normal-8 1515 1545 -87 -0.01 -24.00 chart
normal-5 1150 1247 -100 -0.01 -22.00 chart
taylorPlus-13 1020 1050 -85 -0.01 -35.75 chart
taylorPlus-11 1033 1114 -82 -0.01 -37.75 chart
taylorPlus-5 1521 1558 -100 -0.02 -56.25 chart
taylor3-11 0935 1007 -82 -0.02 -60.25 chart
taylor3-8 1448 1518 -87 -0.01 -25.50 chart

NQ_F LONG
Type Entry Exit Trade % Profit % Points HeatMap
normal-21 1317 1359 86 0.02 153.25 chart
normal-13 1008 1107 85 0.03 257.75 chart
normal-11 1410 1449 91 0.02 147.50 chart
normal-8 1008 1107 100 0.02 190.75 chart
normal-5 0931 1030 100 0.02 163.00 chart
taylorPlus-21 1459 1529 81 0.02 146.00 chart
taylorPlus-13 1408 1502 85 0.01 102.50 chart
taylorPlus-11 1321 1420 91 0.01 101.50 chart
taylorPlus-8 1408 1502 100 0.01 51.25 chart
taylorPlus-5 1413 1450 100 0.01 91.25 chart
taylor3-21 1239 1310 90 0.02 121.75 chart
taylor3-13 1232 1309 100 0.01 70.25 chart
taylor3-11 1232 1309 100 0.01 66.75 chart
taylor3-8 1002 1032 100 0.02 157.25 chart
taylor3-5 1013 1112 100 0.03 207.25 chart

NQ_F SHORT
Type Entry Exit Trade % Profit % Points HeatMap
normal-21 1110 1158 -81 -0.01 -111.00 chart
normal-11 1449 1548 -82 -0.02 -162.00 chart
normal-8 1207 1240 -87 -0.01 -72.00 chart
normal-5 1207 1240 -100 -0.01 -65.00 chart
taylorPlus-21 1024 1120 -81 -0.04 -286.00 chart
taylorPlus-13 1033 1103 -92 -0.02 -129.25 chart
taylorPlus-11 1033 1103 -91 -0.02 -118.50 chart
taylorPlus-8 1033 1103 -87 -0.01 -55.50 chart
taylorPlus-5 1457 1556 -100 -0.02 -149.75 chart
taylor3-13 0935 1007 -85 -0.02 -176.25 chart
taylor3-11 0935 1007 -91 -0.02 -183.25 chart
taylor3-8 0935 1007 -87 -0.02 -165.25 chart
taylor3-5 1127 1158 -100 -0.00 -36.75 chart

YM_F LONG
Type Entry Exit Trade % Profit % Points HeatMap
normal-21 1331 1422 86 0.02 456.00 chart
normal-13 1259 1354 92 0.01 210.00 chart
normal-11 1410 1449 91 0.01 373.00 chart
normal-8 1316 1351 100 0.01 348.00 chart
normal-5 0937 1030 100 0.02 400.00 chart
taylorPlus-21 1458 1528 81 0.01 352.00 chart
taylorPlus-13 1337 1430 85 0.01 229.00 chart
taylorPlus-11 1318 1413 100 0.01 276.00 chart
taylorPlus-8 1357 1446 100 0.01 318.00 chart
taylorPlus-5 1350 1449 100 0.01 300.00 chart
taylor3-21 1235 1309 86 0.01 176.00 chart
taylor3-13 1054 1124 92 0.02 567.00 chart
taylor3-11 1339 1437 100 0.01 303.00 chart
taylor3-8 1002 1101 100 0.02 448.00 chart
taylor3-5 1013 1110 100 0.02 532.00 chart

YM_F SHORT
Type Entry Exit Trade % Profit % Points HeatMap
normal-21 1227 1258 -86 -0.01 -212.00 chart
normal-13 1148 1234 -85 -0.01 -189.00 chart
normal-11 1449 1548 -82 -0.02 -482.00 chart
normal-8 1151 1235 -87 -0.01 -200.00 chart
normal-5 1150 1241 -100 -0.01 -233.00 chart
taylorPlus-11 1106 1205 -82 -0.01 -289.00 chart
taylorPlus-8 1515 1550 -87 -0.01 -260.00 chart
taylorPlus-5 1521 1558 -100 -0.02 -463.00 chart
taylor3-13 1448 1527 -85 -0.01 -274.00 chart
taylor3-11 1448 1518 -91 -0.01 -287.00 chart
taylor3-8 1448 1518 -100 -0.01 -282.00 chart
taylor3-5 1449 1546 -100 -0.01 -299.00 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.