HotSpots for 11/06/2019 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 1116 86 0.03 74.00 chart
normal-13 1036 1116 85 0.01 40.00 chart
normal-11 1036 1116 91 0.01 36.00 chart
normal-8 1035 1110 88 0.01 23.75 chart
normal-5 1035 1110 100 0.01 18.25 chart
taylorPlus-21 1013 1112 81 0.02 51.50 chart
taylorPlus-13 1015 1110 85 0.02 58.25 chart
taylorPlus-11 1452 1529 91 0.01 22.00 chart
taylorPlus-8 1046 1145 88 0.02 45.25 chart
taylorPlus-5 1121 1151 100 0.00 7.75 chart
taylor3-21 1441 1529 86 0.02 51.25 chart
taylor3-13 1504 1535 100 0.02 46.00 chart
taylor3-11 1504 1535 100 0.01 45.00 chart
taylor3-8 1504 1535 100 0.01 19.50 chart
taylor3-5 1253 1352 100 0.01 16.50 chart

ES_F SHORT
Type Entry Exit Trade % Profit % Points HeatMap
normal-13 1113 1212 -92 -0.01 -31.75 chart
normal-11 1136 1207 -91 -0.01 -18.50 chart
normal-8 1113 1212 -87 -0.00 -14.75 chart
normal-5 1110 1205 -100 -0.01 -21.75 chart
taylorPlus-13 1143 1235 -85 -0.01 -44.50 chart
taylorPlus-11 1227 1318 -91 -0.01 -26.25 chart
taylorPlus-8 1343 1414 -100 -0.01 -16.00 chart
taylorPlus-5 1230 1325 -100 -0.00 -9.00 chart
taylor3-21 0946 1040 -86 -0.03 -81.75 chart
taylor3-13 0948 1041 -85 -0.01 -41.75 chart
taylor3-11 0948 1041 -82 -0.01 -40.00 chart
taylor3-8 1151 1232 -100 -0.01 -27.25 chart
taylor3-5 1143 1236 -100 -0.01 -20.50 chart

NQ_F LONG
Type Entry Exit Trade % Profit % Points HeatMap
normal-21 1018 1057 86 0.02 158.25 chart
normal-13 1221 1319 92 0.01 101.00 chart
normal-11 1017 1108 91 0.02 126.00 chart
normal-8 1222 1321 100 0.01 45.00 chart
normal-5 1036 1107 100 0.01 46.00 chart
taylorPlus-21 1014 1056 81 0.03 258.75 chart
taylorPlus-13 1507 1540 92 0.01 43.25 chart
taylorPlus-11 1014 1056 91 0.02 139.50 chart
taylorPlus-8 1017 1108 100 0.02 136.75 chart
taylorPlus-5 1015 1058 100 0.01 76.25 chart
taylor3-21 1439 1535 86 0.03 215.75 chart
taylor3-13 1428 1505 92 0.01 66.00 chart
taylor3-11 1459 1529 100 0.01 97.00 chart
taylor3-8 1459 1529 100 0.00 35.00 chart
taylor3-5 1040 1117 100 0.01 79.50 chart

NQ_F SHORT
Type Entry Exit Trade % Profit % Points HeatMap
normal-13 1130 1210 -92 -0.01 -115.00 chart
normal-11 1136 1207 -91 -0.01 -72.75 chart
normal-8 1137 1207 -100 -0.01 -43.25 chart
normal-5 1107 1205 -100 -0.01 -86.75 chart
taylorPlus-21 1231 1318 -81 -0.01 -88.25 chart
taylorPlus-13 1146 1235 -92 -0.02 -150.75 chart
taylorPlus-11 1146 1235 -91 -0.02 -139.25 chart
taylorPlus-8 1146 1235 -100 -0.01 -106.00 chart
taylorPlus-5 1145 1244 -100 -0.01 -55.50 chart
taylor3-21 0940 1015 -81 -0.05 -343.50 chart
taylor3-8 1151 1230 -87 -0.01 -90.25 chart
taylor3-5 1153 1235 -100 -0.01 -57.00 chart

YM_F LONG
Type Entry Exit Trade % Profit % Points HeatMap
normal-21 1035 1118 86 0.02 577.00 chart
normal-13 1454 1531 92 0.01 181.00 chart
normal-11 1037 1110 91 0.01 284.00 chart
normal-8 1502 1557 100 0.01 227.00 chart
normal-5 1502 1557 100 0.01 182.00 chart
taylorPlus-21 1048 1136 81 0.01 287.00 chart
taylorPlus-13 1047 1129 85 0.02 411.00 chart
taylorPlus-11 1104 1143 91 0.01 282.00 chart
taylorPlus-8 1258 1347 100 0.01 173.00 chart
taylorPlus-5 1114 1148 100 0.00 103.00 chart
taylor3-21 1442 1535 81 0.02 540.00 chart
taylor3-13 1504 1536 92 0.01 363.00 chart
taylor3-11 1504 1536 100 0.01 361.00 chart
taylor3-8 1504 1536 100 0.01 149.00 chart
taylor3-5 1251 1347 100 0.01 177.00 chart

YM_F SHORT
Type Entry Exit Trade % Profit % Points HeatMap
normal-21 1148 1219 -86 -0.02 -429.00 chart
normal-13 1110 1207 -92 -0.01 -285.00 chart
normal-11 1232 1313 -100 -0.00 -119.00 chart
normal-8 1232 1313 -100 -0.00 -67.00 chart
normal-5 1110 1207 -100 -0.01 -187.00 chart
taylorPlus-21 1246 1318 -86 -0.01 -256.00 chart
taylorPlus-13 1222 1308 -92 -0.01 -197.00 chart
taylorPlus-11 1222 1319 -100 -0.01 -275.00 chart
taylorPlus-8 1222 1319 -100 -0.01 -192.00 chart
taylorPlus-5 1230 1300 -100 -0.00 -120.00 chart
taylor3-21 0949 1047 -90 -0.04 -1041.00 chart
taylor3-13 0950 1048 -92 -0.02 -554.00 chart
taylor3-11 0949 1048 -91 -0.02 -498.00 chart
taylor3-8 1151 1248 -100 -0.01 -355.00 chart
taylor3-5 1143 1235 -100 -0.01 -289.00 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.