HotSpots for 11/01/2019 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 1107 86 0.03 83.00 chart
normal-13 1035 1117 85 0.02 46.25 chart
normal-11 1449 1533 91 0.01 33.00 chart
normal-8 1500 1534 100 0.01 22.25 chart
normal-5 1447 1524 100 0.01 23.25 chart
taylorPlus-21 1458 1529 86 0.02 47.00 chart
taylorPlus-13 1316 1410 85 0.01 27.00 chart
taylorPlus-11 1316 1410 82 0.01 25.00 chart
taylorPlus-8 1300 1354 100 0.01 16.00 chart
taylorPlus-5 1206 1254 100 0.01 24.00 chart
taylor3-21 1006 1038 86 0.02 46.50 chart
taylor3-13 1011 1110 85 0.02 47.00 chart
taylor3-11 1448 1520 91 0.00 11.75 chart
taylor3-8 1033 1110 100 0.01 41.75 chart
taylor3-5 1014 1111 100 0.01 39.25 chart

ES_F SHORT
Type Entry Exit Trade % Profit % Points HeatMap
normal-13 1113 1212 -85 -0.01 -27.50 chart
normal-11 1112 1208 -91 -0.01 -26.50 chart
normal-8 1329 1409 -100 -0.00 -14.25 chart
normal-5 1356 1441 -100 -0.00 -12.50 chart
taylorPlus-13 1110 1202 -85 -0.01 -27.00 chart
taylorPlus-11 1117 1202 -82 -0.01 -29.00 chart
taylorPlus-8 1526 1558 -87 -0.02 -54.75 chart
taylorPlus-5 1117 1206 -100 -0.01 -32.50 chart
taylor3-21 1234 1332 -81 -0.02 -55.75 chart
taylor3-13 1147 1221 -92 -0.01 -26.00 chart
taylor3-11 1147 1221 -100 -0.01 -28.75 chart
taylor3-8 1230 1325 -100 -0.01 -25.50 chart
taylor3-5 1132 1220 -100 -0.01 -15.75 chart

NQ_F LONG
Type Entry Exit Trade % Profit % Points HeatMap
normal-21 1014 1056 86 0.02 183.25 chart
normal-13 1016 1058 85 0.02 136.50 chart
normal-11 1459 1533 100 0.01 79.50 chart
normal-8 1017 1108 100 0.01 108.75 chart
normal-5 1443 1525 100 0.01 87.50 chart
taylorPlus-21 1458 1533 81 0.02 163.25 chart
taylorPlus-13 1458 1533 85 0.01 83.00 chart
taylorPlus-11 1427 1526 91 0.01 66.00 chart
taylorPlus-8 1203 1246 88 0.01 88.75 chart
taylorPlus-5 1206 1246 100 0.01 90.50 chart
taylor3-21 1005 1055 81 0.04 291.00 chart
taylor3-13 1012 1110 85 0.02 133.00 chart
taylor3-11 1447 1520 91 0.01 60.75 chart
taylor3-8 1034 1107 100 0.02 133.00 chart
taylor3-5 1007 1106 100 0.02 135.00 chart

NQ_F SHORT
Type Entry Exit Trade % Profit % Points HeatMap
normal-13 1130 1212 -85 -0.01 -95.00 chart
normal-11 1130 1207 -91 -0.01 -110.25 chart
normal-8 1329 1407 -100 -0.01 -64.00 chart
normal-5 1321 1407 -100 -0.01 -47.00 chart
taylorPlus-21 0931 1015 -81 -0.02 -197.00 chart
taylorPlus-13 1106 1200 -85 -0.01 -76.00 chart
taylorPlus-11 0931 1010 -82 -0.02 -124.00 chart
taylorPlus-8 0931 1012 -87 -0.02 -162.75 chart
taylorPlus-5 1117 1206 -100 -0.01 -95.25 chart
taylor3-21 1212 1309 -86 -0.03 -228.25 chart
taylor3-13 1231 1310 -92 -0.01 -71.00 chart
taylor3-11 1132 1227 -91 -0.03 -205.00 chart
taylor3-8 1230 1323 -100 -0.01 -79.25 chart
taylor3-5 1117 1216 -100 -0.00 -37.50 chart

YM_F LONG
Type Entry Exit Trade % Profit % Points HeatMap
normal-21 1034 1110 86 0.02 619.00 chart
normal-13 1035 1108 85 0.01 318.00 chart
normal-11 1454 1531 100 0.01 193.00 chart
normal-8 1504 1534 100 0.01 224.00 chart
normal-5 1447 1524 100 0.01 177.00 chart
taylorPlus-21 1459 1530 86 0.01 372.00 chart
taylorPlus-13 1317 1410 85 0.01 279.00 chart
taylorPlus-11 1317 1410 91 0.01 280.00 chart
taylorPlus-8 1300 1359 100 0.01 159.00 chart
taylorPlus-5 1315 1350 100 0.01 201.00 chart
taylor3-21 1455 1528 81 0.01 339.00 chart
taylor3-13 1034 1110 85 0.01 360.00 chart
taylor3-11 1034 1110 82 0.01 317.00 chart
taylor3-8 1034 1110 100 0.01 354.00 chart
taylor3-5 1014 1112 100 0.01 304.00 chart

YM_F SHORT
Type Entry Exit Trade % Profit % Points HeatMap
normal-21 1148 1219 -81 -0.01 -376.00 chart
normal-13 1143 1219 -85 -0.01 -318.00 chart
normal-11 1110 1207 -91 -0.01 -235.00 chart
normal-8 1232 1318 -100 -0.00 -110.00 chart
normal-5 1131 1203 -100 -0.00 -73.00 chart
taylorPlus-13 1106 1205 -85 -0.01 -324.00 chart
taylorPlus-11 1117 1211 -82 -0.01 -306.00 chart
taylorPlus-8 1526 1558 -87 -0.02 -436.00 chart
taylorPlus-5 1117 1206 -100 -0.01 -318.00 chart
taylor3-21 1218 1248 -81 -0.01 -368.00 chart
taylor3-13 1155 1226 -92 -0.01 -253.00 chart
taylor3-11 1149 1224 -100 -0.01 -309.00 chart
taylor3-8 1150 1220 -100 -0.01 -220.00 chart
taylor3-5 1149 1220 -100 -0.01 -156.00 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.