HotSpots for 11/07/2019 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 0.02 68.25 chart
normal-13 1036 1116 92 0.01 41.75 chart
normal-11 1036 1109 91 0.01 33.75 chart
normal-8 1036 1113 88 0.01 21.25 chart
normal-5 1036 1110 100 0.01 15.75 chart
taylorPlus-13 1321 1358 85 0.01 21.75 chart
taylorPlus-11 1321 1358 91 0.01 24.00 chart
taylorPlus-8 1300 1354 100 0.01 19.25 chart
taylorPlus-5 0937 1031 100 0.01 23.50 chart
taylor3-21 1003 1055 86 0.03 97.25 chart
taylor3-13 1448 1520 92 0.00 14.00 chart
taylor3-11 1027 1059 91 0.01 20.25 chart
taylor3-8 1034 1110 100 0.01 35.25 chart
taylor3-5 1003 1101 100 0.01 23.75 chart

ES_F SHORT
Type Entry Exit Trade % Profit % Points HeatMap
normal-21 1112 1211 -81 -0.01 -40.50 chart
normal-13 1113 1212 -92 -0.01 -29.25 chart
normal-11 1136 1207 -91 -0.01 -22.25 chart
normal-8 1402 1441 -100 -0.00 -10.00 chart
normal-5 1110 1205 -100 -0.01 -19.00 chart
taylorPlus-13 1117 1202 -85 -0.01 -33.50 chart
taylorPlus-11 1449 1548 -91 -0.02 -52.75 chart
taylorPlus-8 1117 1211 -100 -0.01 -42.50 chart
taylorPlus-5 1117 1211 -100 -0.01 -21.50 chart
taylor3-21 1131 1212 -81 -0.02 -45.00 chart
taylor3-13 1147 1221 -92 -0.01 -28.75 chart
taylor3-11 1147 1221 -100 -0.01 -30.00 chart
taylor3-8 1147 1221 -100 -0.01 -24.00 chart
taylor3-5 1132 1217 -100 -0.01 -15.50 chart

NQ_F LONG
Type Entry Exit Trade % Profit % Points HeatMap
normal-21 1036 1117 81 0.03 215.75 chart
normal-13 1222 1321 92 0.01 98.00 chart
normal-11 1036 1108 91 0.01 108.25 chart
normal-8 1220 1319 100 0.01 47.75 chart
normal-5 1037 1116 100 0.01 58.25 chart
taylorPlus-13 1419 1449 85 0.01 107.25 chart
taylorPlus-11 1419 1450 91 0.01 110.75 chart
taylorPlus-8 1212 1311 100 0.01 86.50 chart
taylorPlus-5 1211 1306 100 0.01 60.50 chart
taylor3-21 1005 1055 81 0.05 341.50 chart
taylor3-13 1447 1520 92 0.01 67.25 chart
taylor3-11 1447 1520 91 0.01 55.75 chart
taylor3-8 1002 1101 88 0.02 115.00 chart
taylor3-5 1000 1058 100 0.01 62.25 chart

NQ_F SHORT
Type Entry Exit Trade % Profit % Points HeatMap
normal-21 1127 1211 -81 -0.02 -137.25 chart
normal-13 1136 1207 -92 -0.01 -118.75 chart
normal-11 1137 1207 -100 -0.01 -82.00 chart
normal-8 1137 1207 -100 -0.01 -52.50 chart
normal-5 1116 1205 -100 -0.01 -75.50 chart
taylorPlus-21 1024 1120 -81 -0.04 -305.00 chart
taylorPlus-13 1117 1202 -85 -0.01 -106.25 chart
taylorPlus-11 1117 1202 -91 -0.02 -126.50 chart
taylorPlus-8 1117 1212 -100 -0.02 -137.75 chart
taylorPlus-5 1117 1211 -100 -0.01 -83.00 chart
taylor3-21 1157 1252 -86 -0.04 -275.25 chart
taylor3-13 1132 1227 -85 -0.03 -213.00 chart
taylor3-11 1132 1227 -91 -0.02 -196.00 chart
taylor3-8 1117 1216 -87 -0.01 -83.75 chart
taylor3-5 1117 1216 -100 -0.01 -51.25 chart

YM_F LONG
Type Entry Exit Trade % Profit % Points HeatMap
normal-21 1035 1118 86 0.02 551.00 chart
normal-13 1035 1118 92 0.01 319.00 chart
normal-11 1037 1109 91 0.01 265.00 chart
normal-8 1502 1557 88 0.01 192.00 chart
normal-5 1502 1556 100 0.01 156.00 chart
taylorPlus-21 1458 1530 81 0.01 225.00 chart
taylorPlus-13 1317 1400 92 0.01 284.00 chart
taylorPlus-11 1317 1400 91 0.01 269.00 chart
taylorPlus-8 1301 1358 100 0.01 160.00 chart
taylorPlus-5 0937 1030 100 0.01 220.00 chart
taylor3-21 1006 1045 86 0.01 342.00 chart
taylor3-13 1034 1110 85 0.01 350.00 chart
taylor3-11 1025 1123 91 0.01 170.00 chart
taylor3-8 1034 1110 100 0.01 295.00 chart
taylor3-5 1007 1105 100 0.01 211.00 chart

YM_F SHORT
Type Entry Exit Trade % Profit % Points HeatMap
normal-21 1146 1220 -86 -0.02 -455.00 chart
normal-13 1110 1207 -92 -0.01 -279.00 chart
normal-11 1232 1313 -100 -0.00 -109.00 chart
normal-8 1232 1313 -100 -0.00 -60.00 chart
normal-5 1113 1212 -100 -0.01 -152.00 chart
taylorPlus-13 1117 1211 -85 -0.01 -358.00 chart
taylorPlus-11 1117 1205 -91 -0.01 -400.00 chart
taylorPlus-8 1117 1216 -100 -0.02 -426.00 chart
taylorPlus-5 1117 1214 -100 -0.01 -257.00 chart
taylor3-21 1205 1248 -86 -0.01 -350.00 chart
taylor3-13 1155 1226 -100 -0.01 -290.00 chart
taylor3-11 1149 1224 -100 -0.01 -307.00 chart
taylor3-8 1150 1220 -100 -0.01 -218.00 chart
taylor3-5 1150 1220 -100 -0.01 -155.00 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.