HotSpots for 10/21/2019 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 1337 1421 86 0.02 55.75 chart
normal-13 1253 1351 92 0.02 45.25 chart
normal-11 1316 1351 100 0.02 55.25 chart
normal-8 1252 1351 100 0.01 33.25 chart
normal-5 0930 1029 100 0.01 35.25 chart
taylorPlus-21 1009 1058 86 0.04 108.25 chart
taylorPlus-13 1007 1039 92 0.02 62.75 chart
taylorPlus-11 1328 1400 100 0.01 27.25 chart
taylorPlus-8 1328 1401 100 0.01 24.75 chart
taylorPlus-5 1221 1302 100 0.01 29.00 chart
taylor3-13 1023 1057 85 0.02 43.75 chart
taylor3-11 1013 1110 82 0.01 39.75 chart
taylor3-8 1332 1420 88 0.01 26.75 chart
taylor3-5 1040 1110 100 0.01 30.00 chart

ES_F SHORT
Type Entry Exit Trade % Profit % Points HeatMap
normal-21 1456 1554 -81 -0.02 -51.50 chart
normal-13 1515 1545 -92 -0.01 -33.25 chart
normal-11 1515 1545 -91 -0.01 -30.25 chart
normal-8 1515 1545 -100 -0.01 -30.75 chart
normal-5 1130 1222 -100 -0.01 -33.75 chart
taylorPlus-11 1351 1447 -91 -0.01 -26.50 chart
taylorPlus-8 1419 1449 -87 -0.01 -25.75 chart
taylorPlus-5 1455 1550 -100 -0.01 -20.75 chart
taylor3-21 1215 1252 -86 -0.02 -70.75 chart
taylor3-13 1215 1246 -100 -0.02 -56.00 chart
taylor3-11 1207 1246 -100 -0.02 -63.25 chart
taylor3-8 1133 1231 -100 -0.02 -65.00 chart
taylor3-5 1156 1255 -100 -0.02 -47.00 chart

NQ_F LONG
Type Entry Exit Trade % Profit % Points HeatMap
normal-21 1325 1421 86 0.03 228.00 chart
normal-13 1410 1449 92 0.02 154.25 chart
normal-11 1316 1351 100 0.02 159.00 chart
normal-8 1253 1351 100 0.01 105.00 chart
normal-5 1251 1350 100 0.01 83.50 chart
taylorPlus-21 1009 1056 81 0.03 266.25 chart
taylorPlus-13 1330 1401 92 0.01 72.25 chart
taylorPlus-11 1330 1400 100 0.01 83.50 chart
taylorPlus-8 1330 1401 100 0.01 75.75 chart
taylorPlus-5 1221 1302 100 0.01 100.50 chart
taylor3-21 0946 1019 81 0.02 159.00 chart
taylor3-13 1446 1521 85 0.01 93.00 chart
taylor3-11 1507 1540 91 0.01 52.75 chart
taylor3-8 1332 1422 88 0.01 87.00 chart
taylor3-5 1034 1108 100 0.01 95.00 chart

NQ_F SHORT
Type Entry Exit Trade % Profit % Points HeatMap
normal-21 1110 1153 -81 -0.03 -205.25 chart
normal-13 1457 1550 -85 -0.02 -158.75 chart
normal-11 1457 1550 -82 -0.02 -130.25 chart
normal-8 1457 1556 -87 -0.02 -157.75 chart
normal-5 1132 1229 -100 -0.01 -107.00 chart
taylorPlus-13 1201 1253 -85 -0.02 -138.25 chart
taylorPlus-11 0930 1010 -82 -0.02 -157.25 chart
taylorPlus-8 1419 1449 -87 -0.01 -90.50 chart
taylorPlus-5 1456 1550 -100 -0.01 -58.25 chart
taylor3-21 1219 1310 -90 -0.04 -277.50 chart
taylor3-13 1211 1252 -100 -0.03 -224.75 chart
taylor3-11 1209 1300 -100 -0.03 -253.75 chart
taylor3-8 1207 1301 -100 -0.03 -244.50 chart
taylor3-5 1202 1301 -100 -0.02 -148.50 chart

YM_F LONG
Type Entry Exit Trade % Profit % Points HeatMap
normal-21 1331 1422 90 0.02 539.00 chart
normal-13 1253 1351 92 0.01 400.00 chart
normal-11 1316 1351 100 0.02 471.00 chart
normal-8 1252 1351 100 0.01 280.00 chart
normal-5 0930 1027 100 0.01 274.00 chart
taylorPlus-21 1007 1043 86 0.03 941.00 chart
taylorPlus-13 1008 1043 92 0.03 645.00 chart
taylorPlus-11 1324 1357 100 0.01 222.00 chart
taylorPlus-8 1324 1357 100 0.01 165.00 chart
taylorPlus-5 1252 1351 100 0.01 213.00 chart
taylor3-21 1009 1055 81 0.01 384.00 chart
taylor3-13 1010 1059 85 0.01 373.00 chart
taylor3-11 1047 1127 91 0.01 269.00 chart
taylor3-8 1050 1128 88 0.01 230.00 chart
taylor3-5 1040 1110 100 0.01 272.00 chart

YM_F SHORT
Type Entry Exit Trade % Profit % Points HeatMap
normal-21 1513 1546 -86 -0.01 -196.00 chart
normal-13 1457 1550 -85 -0.02 -478.00 chart
normal-11 1457 1550 -82 -0.02 -395.00 chart
normal-8 1457 1556 -87 -0.02 -500.00 chart
normal-5 1141 1234 -100 -0.01 -299.00 chart
taylorPlus-13 1216 1254 -85 -0.01 -359.00 chart
taylorPlus-11 1307 1337 -91 -0.00 -98.00 chart
taylorPlus-8 1307 1337 -100 -0.00 -56.00 chart
taylorPlus-5 1455 1550 -100 -0.01 -233.00 chart
taylor3-21 1220 1255 -86 -0.02 -672.00 chart
taylor3-13 1205 1246 -100 -0.02 -484.00 chart
taylor3-11 1211 1256 -100 -0.02 -521.00 chart
taylor3-8 1211 1256 -100 -0.02 -488.00 chart
taylor3-5 1202 1301 -100 -0.01 -360.00 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.