HotSpots for 10/28/2019 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 1050 1130 81 0.02 66.50 chart
normal-13 1018 1117 85 0.02 60.75 chart
normal-11 1018 1117 91 0.02 55.75 chart
normal-8 1036 1117 88 0.01 33.75 chart
normal-5 1036 1135 100 0.01 32.75 chart
taylorPlus-21 1015 1114 81 0.02 50.00 chart
taylorPlus-13 1013 1110 92 0.02 67.25 chart
taylorPlus-11 1013 1110 91 0.02 58.25 chart
taylorPlus-8 1014 1109 88 0.02 48.50 chart
taylorPlus-5 1014 1109 100 0.01 42.25 chart
taylor3-21 1442 1540 81 0.02 74.00 chart
taylor3-13 1504 1535 100 0.01 44.00 chart
taylor3-11 1504 1535 100 0.01 37.50 chart
taylor3-8 1459 1529 100 0.01 18.00 chart
taylor3-5 0930 1026 100 0.01 28.50 chart

ES_F SHORT
Type Entry Exit Trade % Profit % Points HeatMap
normal-13 1147 1219 -85 -0.01 -38.25 chart
normal-11 1145 1224 -100 -0.01 -42.25 chart
normal-8 1141 1224 -100 -0.01 -31.75 chart
normal-5 1146 1218 -100 -0.01 -16.25 chart
taylorPlus-21 1237 1332 -86 -0.02 -64.00 chart
taylorPlus-13 1239 1331 -85 -0.01 -20.25 chart
taylorPlus-11 1143 1242 -91 -0.01 -28.50 chart
taylorPlus-8 1231 1318 -100 -0.01 -20.00 chart
taylorPlus-5 1343 1428 -100 -0.01 -16.75 chart
taylor3-21 0949 1036 -81 -0.02 -68.25 chart
taylor3-13 1238 1325 -92 -0.01 -19.50 chart
taylor3-11 1238 1325 -91 -0.01 -16.00 chart
taylor3-8 0950 1043 -87 -0.01 -30.75 chart
taylor3-5 1151 1230 -100 -0.01 -17.00 chart

NQ_F LONG
Type Entry Exit Trade % Profit % Points HeatMap
normal-21 1013 1056 81 0.03 204.25 chart
normal-13 1036 1117 85 0.02 166.25 chart
normal-11 1036 1117 91 0.02 138.00 chart
normal-8 1036 1117 88 0.01 105.50 chart
normal-5 1017 1108 100 0.01 95.75 chart
taylorPlus-21 1508 1540 81 0.02 122.25 chart
taylorPlus-13 1507 1540 92 0.01 51.25 chart
taylorPlus-11 0949 1042 91 0.01 91.75 chart
taylorPlus-8 1017 1108 88 0.02 136.75 chart
taylorPlus-5 0949 1043 100 0.01 112.50 chart
taylor3-21 1439 1535 86 0.03 228.25 chart
taylor3-13 1439 1535 85 0.02 177.25 chart
taylor3-11 1428 1505 91 0.01 59.75 chart
taylor3-8 1459 1529 100 0.01 47.25 chart
taylor3-5 1230 1307 100 0.01 68.25 chart

NQ_F SHORT
Type Entry Exit Trade % Profit % Points HeatMap
normal-13 1124 1219 -85 -0.02 -130.75 chart
normal-11 1130 1227 -91 -0.02 -155.75 chart
normal-8 1128 1222 -100 -0.02 -122.50 chart
normal-5 1130 1217 -100 -0.01 -49.50 chart
taylorPlus-21 1228 1309 -86 -0.01 -92.75 chart
taylorPlus-13 1146 1235 -85 -0.01 -99.50 chart
taylorPlus-11 1146 1235 -91 -0.02 -125.75 chart
taylorPlus-8 1146 1235 -87 -0.01 -91.50 chart
taylorPlus-5 1146 1235 -100 -0.01 -80.50 chart
taylor3-21 0940 1015 -81 -0.04 -332.00 chart
taylor3-11 0931 1015 -82 -0.02 -124.50 chart
taylor3-8 0947 1036 -87 -0.01 -94.00 chart
taylor3-5 1150 1230 -100 -0.01 -69.75 chart

YM_F LONG
Type Entry Exit Trade % Profit % Points HeatMap
normal-21 1050 1130 81 0.02 654.00 chart
normal-13 1035 1130 85 0.02 513.00 chart
normal-11 1035 1130 91 0.02 530.00 chart
normal-8 1054 1130 100 0.01 211.00 chart
normal-5 1034 1130 100 0.01 333.00 chart
taylorPlus-21 1049 1136 86 0.02 423.00 chart
taylorPlus-13 1013 1112 92 0.02 526.00 chart
taylorPlus-11 1014 1110 91 0.02 463.00 chart
taylorPlus-8 1104 1143 100 0.01 245.00 chart
taylorPlus-5 1014 1109 100 0.01 372.00 chart
taylor3-21 1442 1539 81 0.02 521.00 chart
taylor3-13 1439 1536 85 0.02 433.00 chart
taylor3-11 1504 1536 91 0.01 316.00 chart
taylor3-8 1504 1536 100 0.01 144.00 chart
taylor3-5 1043 1142 100 0.01 201.00 chart

YM_F SHORT
Type Entry Exit Trade % Profit % Points HeatMap
normal-13 1146 1220 -85 -0.01 -326.00 chart
normal-11 1129 1220 -91 -0.02 -434.00 chart
normal-8 1129 1220 -87 -0.01 -273.00 chart
normal-5 1240 1321 -100 -0.00 -95.00 chart
taylorPlus-21 1246 1318 -90 -0.01 -346.00 chart
taylorPlus-13 1155 1235 -85 -0.01 -239.00 chart
taylorPlus-11 1203 1248 -91 -0.01 -176.00 chart
taylorPlus-8 1222 1319 -100 -0.01 -228.00 chart
taylorPlus-5 1420 1513 -100 -0.01 -205.00 chart
taylor3-21 0945 1041 -86 -0.02 -558.00 chart
taylor3-13 0950 1047 -85 -0.01 -332.00 chart
taylor3-11 0950 1048 -91 -0.01 -396.00 chart
taylor3-8 0950 1043 -87 -0.01 -348.00 chart
taylor3-5 1151 1230 -100 -0.01 -220.00 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.