HotSpots for 10/22/2019 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 55.00 chart
normal-13 1050 1127 92 0.02 61.75 chart
normal-11 1316 1351 91 0.02 45.25 chart
normal-8 1325 1401 100 0.01 20.75 chart
normal-5 1329 1428 100 0.00 13.75 chart
taylorPlus-13 1015 1114 92 0.02 68.25 chart
taylorPlus-11 1013 1110 91 0.02 57.75 chart
taylorPlus-8 1331 1403 100 0.01 28.50 chart
taylorPlus-5 1331 1403 100 0.01 17.25 chart
taylor3-21 1052 1124 90 0.03 84.00 chart
taylor3-13 1053 1124 92 0.02 67.00 chart
taylor3-11 1413 1448 100 0.01 39.75 chart
taylor3-8 1054 1124 100 0.02 49.00 chart
taylor3-5 1050 1120 100 0.01 40.25 chart

ES_F SHORT
Type Entry Exit Trade % Profit % Points HeatMap
normal-13 1515 1545 -85 -0.01 -32.25 chart
normal-11 1151 1226 -91 -0.01 -17.25 chart
normal-8 1151 1226 -100 -0.01 -23.75 chart
normal-5 1130 1222 -100 -0.01 -23.75 chart
taylorPlus-21 1237 1332 -81 -0.02 -60.25 chart
taylorPlus-13 1239 1331 -85 -0.01 -21.50 chart
taylorPlus-11 1143 1242 -91 -0.01 -18.75 chart
taylorPlus-8 1143 1242 -100 -0.01 -27.25 chart
taylorPlus-5 1138 1235 -100 -0.01 -30.75 chart
taylor3-13 1350 1422 -85 -0.00 -10.75 chart
taylor3-11 1125 1219 -82 -0.01 -23.75 chart
taylor3-8 1117 1158 -87 -0.01 -29.25 chart
taylor3-5 1451 1550 -100 -0.02 -53.25 chart

NQ_F LONG
Type Entry Exit Trade % Profit % Points HeatMap
normal-21 1325 1421 86 0.03 221.75 chart
normal-13 1253 1351 92 0.02 148.25 chart
normal-11 1311 1357 100 0.02 119.25 chart
normal-8 1333 1432 100 0.01 65.50 chart
normal-5 1243 1335 100 0.01 57.25 chart
taylorPlus-21 0950 1030 81 0.02 125.00 chart
taylorPlus-13 1013 1110 92 0.03 230.00 chart
taylorPlus-11 1013 1110 91 0.03 199.25 chart
taylorPlus-8 1331 1421 100 0.01 92.25 chart
taylorPlus-5 1316 1403 100 0.01 50.00 chart
taylor3-21 1051 1121 90 0.03 245.25 chart
taylor3-13 1232 1309 100 0.01 69.00 chart
taylor3-11 1412 1449 100 0.02 122.75 chart
taylor3-8 1412 1449 100 0.01 109.50 chart
taylor3-5 1050 1120 100 0.02 133.00 chart

NQ_F SHORT
Type Entry Exit Trade % Profit % Points HeatMap
normal-21 1110 1152 -81 -0.02 -176.00 chart
normal-13 1503 1548 -85 -0.01 -88.75 chart
normal-11 1150 1230 -82 -0.01 -90.25 chart
normal-8 1132 1227 -87 -0.01 -110.25 chart
normal-5 1107 1159 -100 -0.01 -79.75 chart
taylorPlus-21 1233 1318 -81 -0.02 -144.75 chart
taylorPlus-11 1156 1235 -82 -0.01 -100.75 chart
taylorPlus-8 1209 1300 -100 -0.01 -80.25 chart
taylorPlus-5 1138 1235 -100 -0.01 -95.25 chart
taylor3-13 0935 1007 -92 -0.03 -195.75 chart
taylor3-11 0935 1007 -91 -0.02 -183.00 chart
taylor3-8 1127 1158 -100 -0.01 -65.00 chart
taylor3-5 1451 1550 -100 -0.02 -152.50 chart

YM_F LONG
Type Entry Exit Trade % Profit % Points HeatMap
normal-21 1335 1434 90 0.02 534.00 chart
normal-13 1253 1351 92 0.02 418.00 chart
normal-11 1321 1351 100 0.01 346.00 chart
normal-8 1324 1357 100 0.01 195.00 chart
normal-5 1329 1428 100 0.00 122.00 chart
taylorPlus-21 1052 1129 86 0.01 162.00 chart
taylorPlus-13 1049 1136 92 0.02 596.00 chart
taylorPlus-11 1013 1111 91 0.02 417.00 chart
taylorPlus-8 1333 1403 100 0.01 213.00 chart
taylorPlus-5 1105 1146 100 0.01 156.00 chart
taylor3-21 1054 1124 86 0.02 620.00 chart
taylor3-13 1054 1124 92 0.02 542.00 chart
taylor3-11 1416 1449 100 0.01 341.00 chart
taylor3-8 1054 1124 100 0.01 364.00 chart
taylor3-5 1050 1120 100 0.01 328.00 chart

YM_F SHORT
Type Entry Exit Trade % Profit % Points HeatMap
normal-21 1513 1546 -81 -0.01 -171.00 chart
normal-13 1148 1220 -85 -0.01 -233.00 chart
normal-11 1150 1220 -91 -0.01 -236.00 chart
normal-8 1149 1222 -100 -0.01 -273.00 chart
normal-5 1129 1220 -100 -0.01 -210.00 chart
taylorPlus-21 1246 1318 -90 -0.01 -365.00 chart
taylorPlus-13 1250 1332 -85 -0.01 -248.00 chart
taylorPlus-11 1155 1235 -91 -0.01 -273.00 chart
taylorPlus-8 1203 1248 -100 -0.01 -213.00 chart
taylorPlus-5 1151 1235 -100 -0.01 -238.00 chart
taylor3-13 1515 1546 -92 -0.01 -212.00 chart
taylor3-11 1449 1520 -91 -0.01 -250.00 chart
taylor3-8 1450 1524 -100 -0.01 -230.00 chart
taylor3-5 1451 1550 -100 -0.02 -445.00 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.