HotSpots for 10/24/2019 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 53.00 chart
normal-13 1316 1410 92 0.01 22.75 chart
normal-11 1316 1410 91 0.00 12.50 chart
normal-8 1316 1410 100 0.00 13.50 chart
normal-5 1222 1302 100 0.01 15.75 chart
taylorPlus-21 1007 1039 90 0.03 101.75 chart
taylorPlus-13 1007 1039 92 0.02 65.50 chart
taylorPlus-11 1328 1401 100 0.01 27.50 chart
taylorPlus-8 1328 1359 100 0.01 19.00 chart
taylorPlus-5 1221 1301 100 0.01 30.50 chart
taylor3-21 1005 1055 81 0.03 88.25 chart
taylor3-13 1013 1110 85 0.02 47.50 chart
taylor3-11 1011 1110 82 0.01 35.50 chart
taylor3-8 1332 1419 88 0.01 29.00 chart
taylor3-5 1040 1111 100 0.01 26.00 chart

ES_F SHORT
Type Entry Exit Trade % Profit % Points HeatMap
normal-21 1109 1201 -81 -0.02 -45.25 chart
normal-13 1151 1226 -85 -0.01 -19.25 chart
normal-11 1112 1210 -91 -0.01 -24.75 chart
normal-8 1107 1205 -100 -0.01 -29.00 chart
normal-5 1117 1205 -100 -0.01 -24.75 chart
taylorPlus-13 0931 1007 -85 -0.02 -58.00 chart
taylorPlus-11 1308 1338 -91 -0.00 -13.75 chart
taylorPlus-8 1421 1451 -87 -0.01 -20.00 chart
taylorPlus-5 1504 1548 -100 -0.00 -11.75 chart
taylor3-21 1215 1252 -86 -0.02 -71.75 chart
taylor3-13 1207 1246 -92 -0.02 -63.00 chart
taylor3-11 1207 1247 -91 -0.02 -60.00 chart
taylor3-8 1133 1224 -100 -0.02 -48.00 chart
taylor3-5 1155 1227 -100 -0.01 -19.00 chart

NQ_F LONG
Type Entry Exit Trade % Profit % Points HeatMap
normal-21 1325 1357 81 0.02 139.25 chart
normal-13 1313 1346 92 0.01 103.50 chart
normal-11 1313 1346 91 0.01 65.00 chart
normal-8 1313 1346 100 0.01 49.75 chart
normal-5 1224 1323 100 0.01 57.25 chart
taylorPlus-21 1009 1056 86 0.04 301.00 chart
taylorPlus-13 1009 1042 85 0.02 181.75 chart
taylorPlus-11 1330 1401 91 0.01 78.25 chart
taylorPlus-8 1326 1401 100 0.01 51.00 chart
taylorPlus-5 1221 1302 100 0.01 85.00 chart
taylor3-21 1011 1055 81 0.03 232.50 chart
taylor3-13 1013 1110 85 0.02 124.25 chart
taylor3-11 0957 1027 91 0.00 24.50 chart
taylor3-8 1332 1419 88 0.01 84.25 chart
taylor3-5 0947 1022 100 0.01 82.50 chart

NQ_F SHORT
Type Entry Exit Trade % Profit % Points HeatMap
normal-21 1110 1159 -86 -0.02 -184.00 chart
normal-13 1109 1158 -85 -0.01 -75.75 chart
normal-11 1107 1200 -91 -0.01 -109.50 chart
normal-8 1107 1159 -100 -0.02 -125.00 chart
normal-5 0946 1036 -100 -0.01 -118.25 chart
taylorPlus-13 0930 1010 -85 -0.03 -194.50 chart
taylorPlus-11 0940 1010 -82 -0.02 -156.75 chart
taylorPlus-8 1419 1452 -87 -0.01 -71.25 chart
taylorPlus-5 1505 1548 -100 -0.00 -37.00 chart
taylor3-21 1211 1252 -90 -0.03 -252.00 chart
taylor3-13 1209 1257 -92 -0.03 -235.25 chart
taylor3-11 1209 1300 -91 -0.03 -237.50 chart
taylor3-8 1212 1301 -100 -0.03 -228.50 chart
taylor3-5 1107 1137 -100 -0.01 -62.50 chart

YM_F LONG
Type Entry Exit Trade % Profit % Points HeatMap
normal-21 1324 1400 90 0.02 453.00 chart
normal-13 1325 1359 100 0.01 337.00 chart
normal-11 1325 1359 100 0.01 211.00 chart
normal-8 1325 1359 100 0.01 164.00 chart
normal-5 1050 1120 100 0.01 141.00 chart
taylorPlus-21 1007 1043 90 0.04 1010.00 chart
taylorPlus-13 1007 1043 92 0.02 570.00 chart
taylorPlus-11 1324 1357 100 0.01 208.00 chart
taylorPlus-8 1324 1400 100 0.01 141.00 chart
taylorPlus-5 1221 1301 100 0.01 208.00 chart
taylor3-21 1009 1058 81 0.02 523.00 chart
taylor3-13 1047 1127 92 0.01 364.00 chart
taylor3-11 1047 1127 91 0.01 288.00 chart
taylor3-8 1332 1419 88 0.01 244.00 chart
taylor3-5 1050 1127 100 0.01 249.00 chart

YM_F SHORT
Type Entry Exit Trade % Profit % Points HeatMap
normal-13 1148 1219 -85 -0.01 -241.00 chart
normal-11 1117 1205 -82 -0.01 -254.00 chart
normal-8 1129 1220 -87 -0.01 -319.00 chart
normal-5 1117 1205 -100 -0.01 -220.00 chart
taylorPlus-13 1307 1337 -92 -0.01 -138.00 chart
taylorPlus-11 1307 1337 -100 -0.01 -140.00 chart
taylorPlus-8 1307 1338 -100 -0.00 -73.00 chart
taylorPlus-5 1301 1340 -100 -0.00 -93.00 chart
taylor3-21 1220 1255 -86 -0.02 -652.00 chart
taylor3-13 1206 1248 -92 -0.02 -482.00 chart
taylor3-11 1211 1256 -91 -0.02 -480.00 chart
taylor3-8 1214 1313 -100 -0.02 -436.00 chart
taylor3-5 1222 1321 -100 -0.01 -146.00 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.