HotSpots for 11/04/2019 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 1117 86 0.03 95.25 chart
normal-13 1035 1117 85 0.01 41.00 chart
normal-11 1501 1534 100 0.01 23.25 chart
normal-8 1500 1534 100 0.01 21.00 chart
normal-5 1448 1520 100 0.01 17.00 chart
taylorPlus-21 1454 1541 81 0.02 62.50 chart
taylorPlus-13 1316 1410 85 0.01 26.25 chart
taylorPlus-11 1316 1410 91 0.01 27.50 chart
taylorPlus-8 1300 1354 100 0.01 19.00 chart
taylorPlus-5 0930 1023 100 0.01 36.00 chart
taylor3-21 1014 1113 86 0.04 109.75 chart
taylor3-13 1412 1452 92 0.01 30.75 chart
taylor3-11 1040 1110 91 0.01 29.00 chart
taylor3-8 1205 1302 100 0.01 39.75 chart
taylor3-5 0941 1027 100 0.01 26.00 chart

ES_F SHORT
Type Entry Exit Trade % Profit % Points HeatMap
normal-13 1113 1212 -92 -0.01 -32.50 chart
normal-11 1113 1212 -91 -0.01 -22.50 chart
normal-8 1136 1207 -87 -0.01 -15.00 chart
normal-5 1113 1206 -100 -0.01 -17.25 chart
taylorPlus-13 1116 1211 -85 -0.01 -28.50 chart
taylorPlus-11 1117 1202 -91 -0.01 -35.25 chart
taylorPlus-8 1117 1205 -100 -0.01 -38.75 chart
taylorPlus-5 1117 1211 -100 -0.01 -26.75 chart
taylor3-11 1117 1158 -82 -0.01 -30.25 chart
taylor3-8 1342 1412 -100 -0.00 -10.75 chart
taylor3-5 1525 1558 -100 -0.01 -28.50 chart

NQ_F LONG
Type Entry Exit Trade % Profit % Points HeatMap
normal-21 1014 1056 86 0.03 210.25 chart
normal-13 1426 1513 92 0.01 57.50 chart
normal-11 1449 1533 91 0.01 110.50 chart
normal-8 1002 1100 100 0.01 95.25 chart
normal-5 1442 1520 100 0.01 67.75 chart
taylorPlus-13 1426 1523 92 0.01 75.25 chart
taylorPlus-11 1419 1450 91 0.01 109.25 chart
taylorPlus-8 1212 1311 100 0.01 87.50 chart
taylorPlus-5 1212 1304 100 0.01 66.50 chart
taylor3-21 1044 1114 81 0.03 231.50 chart
taylor3-13 1412 1449 92 0.01 99.50 chart
taylor3-11 1221 1251 91 0.01 94.25 chart
taylor3-8 1204 1254 100 0.02 139.00 chart
taylor3-5 1449 1536 100 0.01 47.75 chart

NQ_F SHORT
Type Entry Exit Trade % Profit % Points HeatMap
normal-13 1130 1212 -92 -0.02 -120.75 chart
normal-11 1130 1212 -91 -0.01 -105.50 chart
normal-8 1137 1207 -100 -0.01 -52.25 chart
normal-5 1112 1203 -100 -0.01 -58.00 chart
taylorPlus-21 1024 1120 -81 -0.04 -304.25 chart
taylorPlus-13 1117 1202 -85 -0.01 -99.75 chart
taylorPlus-11 1117 1202 -91 -0.02 -118.75 chart
taylorPlus-8 1056 1153 -100 -0.02 -127.75 chart
taylorPlus-5 1117 1212 -100 -0.01 -98.00 chart
taylor3-21 1125 1204 -81 -0.01 -81.75 chart
taylor3-13 1124 1219 -92 -0.01 -108.75 chart
taylor3-11 1124 1204 -91 -0.01 -89.50 chart
taylor3-8 1128 1204 -100 -0.01 -69.75 chart
taylor3-5 1127 1204 -100 -0.01 -64.00 chart

YM_F LONG
Type Entry Exit Trade % Profit % Points HeatMap
normal-21 1035 1116 86 0.03 712.00 chart
normal-13 1454 1531 92 0.01 183.00 chart
normal-11 1502 1534 100 0.01 239.00 chart
normal-8 1502 1557 100 0.01 267.00 chart
normal-5 1502 1557 100 0.01 168.00 chart
taylorPlus-21 1459 1530 86 0.01 353.00 chart
taylorPlus-13 1318 1348 92 0.01 235.00 chart
taylorPlus-11 1317 1400 91 0.01 269.00 chart
taylorPlus-8 1300 1355 100 0.01 156.00 chart
taylorPlus-5 0937 1027 100 0.01 304.00 chart
taylor3-21 1014 1113 81 0.04 939.00 chart
taylor3-13 1006 1043 100 0.02 445.00 chart
taylor3-11 1006 1043 100 0.01 333.00 chart
taylor3-8 1205 1302 100 0.01 373.00 chart
taylor3-5 0937 1028 100 0.01 272.00 chart

YM_F SHORT
Type Entry Exit Trade % Profit % Points HeatMap
normal-21 1148 1219 -81 -0.01 -383.00 chart
normal-13 1148 1218 -85 -0.01 -340.00 chart
normal-11 1110 1207 -91 -0.01 -202.00 chart
normal-8 1237 1320 -100 -0.00 -97.00 chart
normal-5 1113 1212 -100 -0.01 -148.00 chart
taylorPlus-13 1117 1211 -85 -0.01 -332.00 chart
taylorPlus-11 1117 1211 -91 -0.01 -352.00 chart
taylorPlus-8 1117 1212 -100 -0.01 -382.00 chart
taylorPlus-5 1117 1216 -100 -0.01 -280.00 chart
taylor3-13 1525 1559 -85 -0.01 -383.00 chart
taylor3-11 1525 1559 -82 -0.01 -326.00 chart
taylor3-8 1456 1550 -87 -0.02 -459.00 chart
taylor3-5 1525 1558 -100 -0.01 -244.00 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.