HotSpots for 10/30/2019 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 1036 1110 81 0.02 61.75 chart
normal-13 1018 1117 85 0.02 57.50 chart
normal-11 1018 1117 82 0.01 43.00 chart
normal-8 1218 1251 100 0.01 16.25 chart
normal-5 1007 1050 100 0.01 20.25 chart
taylorPlus-21 1007 1039 90 0.03 101.25 chart
taylorPlus-13 1007 1039 92 0.02 59.25 chart
taylorPlus-11 1007 1039 91 0.02 54.75 chart
taylorPlus-8 1054 1133 100 0.01 42.00 chart
taylorPlus-5 1221 1301 100 0.01 20.25 chart
taylor3-21 1014 1113 86 0.04 108.00 chart
taylor3-13 1413 1450 92 0.01 32.00 chart
taylor3-11 1053 1124 91 0.02 59.75 chart
taylor3-8 1204 1301 100 0.01 37.50 chart
taylor3-5 1205 1254 100 0.01 23.75 chart

ES_F SHORT
Type Entry Exit Trade % Profit % Points HeatMap
normal-13 1132 1222 -85 -0.02 -46.00 chart
normal-11 1132 1222 -82 -0.01 -29.00 chart
normal-8 1147 1221 -87 -0.01 -24.75 chart
normal-5 1239 1336 -100 -0.00 -10.75 chart
taylorPlus-13 0931 1008 -85 -0.02 -61.00 chart
taylorPlus-11 1308 1338 -91 -0.00 -10.25 chart
taylorPlus-8 0943 1029 -87 -0.01 -17.00 chart
taylorPlus-5 1151 1226 -100 -0.01 -16.50 chart
taylor3-11 1456 1550 -82 -0.02 -57.25 chart
taylor3-8 1456 1555 -87 -0.02 -52.25 chart
taylor3-5 1456 1555 -100 -0.02 -50.50 chart

NQ_F LONG
Type Entry Exit Trade % Profit % Points HeatMap
normal-21 1013 1056 81 0.02 171.00 chart
normal-13 1012 1058 85 0.02 151.50 chart
normal-11 1219 1255 91 0.01 57.50 chart
normal-8 1222 1254 100 0.01 65.25 chart
normal-5 1005 1102 100 0.01 99.00 chart
taylorPlus-21 1009 1056 86 0.04 297.50 chart
taylorPlus-13 1009 1039 85 0.02 169.75 chart
taylorPlus-11 1326 1401 91 0.01 64.50 chart
taylorPlus-8 1041 1133 100 0.02 131.50 chart
taylorPlus-5 1227 1302 100 0.01 60.75 chart
taylor3-21 1051 1121 86 0.03 231.25 chart
taylor3-13 1412 1449 92 0.01 102.50 chart
taylor3-11 1221 1251 91 0.01 105.75 chart
taylor3-8 1204 1301 100 0.02 147.75 chart
taylor3-5 1204 1302 100 0.01 73.25 chart

NQ_F SHORT
Type Entry Exit Trade % Profit % Points HeatMap
normal-13 1130 1212 -85 -0.01 -113.00 chart
normal-11 1130 1212 -82 -0.01 -82.75 chart
normal-8 1130 1208 -87 -0.01 -80.25 chart
normal-5 1329 1427 -100 -0.01 -39.75 chart
taylorPlus-13 0930 1010 -85 -0.02 -195.00 chart
taylorPlus-11 0940 1010 -82 -0.02 -173.75 chart
taylorPlus-5 1505 1545 -100 -0.00 -34.00 chart
taylor3-21 1125 1204 -81 -0.01 -86.00 chart
taylor3-13 0935 1007 -85 -0.02 -175.75 chart
taylor3-11 1124 1204 -91 -0.01 -91.75 chart
taylor3-8 1128 1200 -100 -0.01 -53.00 chart
taylor3-5 1120 1208 -100 -0.01 -70.75 chart

YM_F LONG
Type Entry Exit Trade % Profit % Points HeatMap
normal-21 1034 1110 81 0.02 484.00 chart
normal-13 1008 1106 85 0.02 456.00 chart
normal-11 1008 1106 82 0.01 334.00 chart
normal-8 1502 1533 100 0.01 144.00 chart
normal-5 1502 1557 100 0.01 134.00 chart
taylorPlus-21 1007 1043 90 0.04 978.00 chart
taylorPlus-13 1007 1040 92 0.02 517.00 chart
taylorPlus-11 1007 1040 91 0.02 469.00 chart
taylorPlus-8 1008 1106 88 0.02 564.00 chart
taylorPlus-5 1222 1301 100 0.01 164.00 chart
taylor3-21 1054 1124 86 0.02 672.00 chart
taylor3-13 1054 1124 92 0.02 503.00 chart
taylor3-11 1054 1124 100 0.02 506.00 chart
taylor3-8 1050 1120 100 0.02 436.00 chart
taylor3-5 1205 1302 100 0.01 237.00 chart

YM_F SHORT
Type Entry Exit Trade % Profit % Points HeatMap
normal-21 1148 1219 -81 -0.02 -408.00 chart
normal-13 1129 1216 -92 -0.02 -415.00 chart
normal-11 1148 1222 -91 -0.01 -303.00 chart
normal-8 1135 1205 -100 -0.01 -159.00 chart
normal-5 1130 1217 -100 -0.01 -211.00 chart
taylorPlus-13 1307 1337 -92 -0.00 -128.00 chart
taylorPlus-11 1307 1337 -100 -0.00 -108.00 chart
taylorPlus-8 1305 1338 -100 -0.00 -84.00 chart
taylorPlus-5 1151 1222 -100 -0.01 -207.00 chart
taylor3-13 1515 1550 -85 -0.01 -334.00 chart
taylor3-11 1449 1520 -91 -0.01 -274.00 chart
taylor3-8 1456 1555 -87 -0.02 -466.00 chart
taylor3-5 1456 1555 -100 -0.02 -419.00 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.