HotSpots for 10/31/2019 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 1035 1109 81 0.02 62.00 chart
normal-13 1018 1117 85 0.02 48.00 chart
normal-11 1218 1248 91 0.01 19.00 chart
normal-8 1007 1049 100 0.01 27.50 chart
normal-5 1004 1049 100 0.01 24.75 chart
taylorPlus-21 1015 1114 81 0.02 50.75 chart
taylorPlus-13 1013 1110 85 0.02 59.00 chart
taylorPlus-11 1332 1421 91 0.01 22.00 chart
taylorPlus-8 0934 1033 88 0.01 21.25 chart
taylorPlus-5 0933 1032 100 0.01 37.25 chart
taylor3-21 1441 1529 86 0.02 59.75 chart
taylor3-13 1504 1535 100 0.01 41.00 chart
taylor3-11 1504 1535 100 0.01 38.50 chart
taylor3-8 1504 1535 100 0.01 18.75 chart
taylor3-5 0930 1029 100 0.01 25.25 chart

ES_F SHORT
Type Entry Exit Trade % Profit % Points HeatMap
normal-21 1251 1323 -81 -0.00 -14.25 chart
normal-13 1112 1208 -85 -0.01 -28.50 chart
normal-11 1113 1212 -91 -0.01 -23.00 chart
normal-8 1251 1336 -100 -0.01 -15.00 chart
normal-5 1239 1336 -100 -0.00 -11.25 chart
taylorPlus-21 1225 1324 -81 -0.02 -52.00 chart
taylorPlus-13 1227 1323 -85 -0.01 -24.50 chart
taylorPlus-11 1139 1235 -82 -0.01 -37.75 chart
taylorPlus-8 1223 1311 -100 -0.01 -23.25 chart
taylorPlus-5 1247 1333 -100 -0.00 -11.00 chart
taylor3-21 0946 1040 -81 -0.02 -52.75 chart
taylor3-13 1029 1103 -85 -0.01 -20.50 chart
taylor3-11 0950 1041 -82 -0.01 -25.25 chart
taylor3-8 0950 1042 -87 -0.01 -24.50 chart
taylor3-5 1151 1232 -100 -0.01 -14.75 chart

NQ_F LONG
Type Entry Exit Trade % Profit % Points HeatMap
normal-21 1013 1056 81 0.02 180.75 chart
normal-13 1219 1255 92 0.01 65.25 chart
normal-11 1222 1254 91 0.01 67.00 chart
normal-8 1017 1058 100 0.02 121.50 chart
normal-5 1005 1101 100 0.01 112.75 chart
taylorPlus-21 0950 1030 81 0.02 180.50 chart
taylorPlus-13 0949 1042 92 0.01 113.25 chart
taylorPlus-11 0949 1042 91 0.01 96.75 chart
taylorPlus-8 1017 1108 88 0.01 88.25 chart
taylorPlus-5 0949 1033 100 0.01 96.00 chart
taylor3-21 1439 1535 86 0.03 225.50 chart
taylor3-13 1428 1505 92 0.01 74.75 chart
taylor3-11 1459 1529 91 0.01 85.00 chart
taylor3-8 1459 1529 100 0.01 51.00 chart
taylor3-5 1229 1319 100 0.01 62.25 chart

NQ_F SHORT
Type Entry Exit Trade % Profit % Points HeatMap
normal-13 1130 1212 -85 -0.01 -106.00 chart
normal-11 1130 1212 -91 -0.01 -90.00 chart
normal-8 1329 1401 -100 -0.01 -50.50 chart
normal-5 1317 1407 -100 -0.01 -42.25 chart
taylorPlus-21 1228 1309 -86 -0.01 -55.00 chart
taylorPlus-13 1146 1235 -85 -0.01 -93.75 chart
taylorPlus-11 1146 1235 -91 -0.02 -121.50 chart
taylorPlus-8 1146 1235 -100 -0.01 -107.00 chart
taylorPlus-5 1146 1236 -100 -0.01 -68.00 chart

YM_F LONG
Type Entry Exit Trade % Profit % Points HeatMap
normal-21 1034 1110 81 0.02 464.00 chart
normal-13 1008 1106 85 0.01 387.00 chart
normal-11 1454 1531 91 0.01 139.00 chart
normal-8 1501 1533 100 0.01 173.00 chart
normal-5 1436 1526 100 0.01 213.00 chart
taylorPlus-21 1049 1136 81 0.01 359.00 chart
taylorPlus-13 1014 1112 85 0.02 418.00 chart
taylorPlus-11 1333 1403 91 0.01 253.00 chart
taylorPlus-8 1104 1146 88 0.01 246.00 chart
taylorPlus-5 0932 1002 100 0.01 298.00 chart
taylor3-21 1439 1536 81 0.02 493.00 chart
taylor3-13 1439 1536 85 0.02 427.00 chart
taylor3-11 1504 1536 91 0.01 320.00 chart
taylor3-8 1504 1536 100 0.01 148.00 chart
taylor3-5 1253 1352 100 0.01 157.00 chart

YM_F SHORT
Type Entry Exit Trade % Profit % Points HeatMap
normal-21 1148 1220 -81 -0.01 -390.00 chart
normal-13 1143 1219 -85 -0.01 -372.00 chart
normal-11 1148 1218 -82 -0.01 -265.00 chart
normal-8 1251 1321 -100 -0.00 -125.00 chart
normal-5 1247 1318 -100 -0.00 -75.00 chart
taylorPlus-21 1246 1318 -90 -0.01 -294.00 chart
taylorPlus-13 1222 1308 -92 -0.01 -200.00 chart
taylorPlus-11 1222 1319 -91 -0.01 -232.00 chart
taylorPlus-8 1222 1319 -100 -0.01 -229.00 chart
taylorPlus-5 1230 1316 -100 -0.00 -120.00 chart
taylor3-21 0949 1048 -86 -0.03 -766.00 chart
taylor3-13 0950 1049 -85 -0.01 -372.00 chart
taylor3-11 0950 1048 -91 -0.01 -380.00 chart
taylor3-8 0949 1043 -87 -0.01 -360.00 chart
taylor3-5 1146 1229 -100 -0.01 -218.00 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.