HotSpots for 11/08/2019 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 64.50 chart
normal-13 1036 1116 92 0.01 38.50 chart
normal-11 1036 1116 91 0.01 33.00 chart
normal-8 1036 1113 88 0.01 16.25 chart
normal-5 1036 1109 100 0.01 15.25 chart
taylorPlus-21 1007 1039 90 0.03 93.00 chart
taylorPlus-13 1007 1039 92 0.02 58.75 chart
taylorPlus-11 1007 1039 91 0.02 50.00 chart
taylorPlus-8 1220 1303 100 0.01 33.75 chart
taylorPlus-5 1035 1131 100 0.01 25.50 chart
taylor3-21 1013 1110 86 0.04 110.75 chart
taylor3-13 1409 1452 92 0.01 31.00 chart
taylor3-11 1204 1301 91 0.01 38.50 chart
taylor3-8 1205 1302 100 0.01 37.25 chart
taylor3-5 0937 1028 100 0.00 14.25 chart

ES_F SHORT
Type Entry Exit Trade % Profit % Points HeatMap
normal-21 1112 1208 -86 -0.01 -39.75 chart
normal-13 1136 1207 -92 -0.01 -24.25 chart
normal-11 1136 1207 -91 -0.01 -22.00 chart
normal-8 1113 1205 -100 -0.01 -25.25 chart
normal-5 1109 1205 -100 -0.01 -17.00 chart
taylorPlus-13 1308 1338 -92 -0.01 -16.00 chart
taylorPlus-11 1308 1338 -91 -0.00 -10.25 chart
taylorPlus-8 1302 1338 -87 -0.00 -10.75 chart
taylorPlus-5 1111 1209 -100 -0.00 -9.25 chart
taylor3-11 1456 1550 -82 -0.02 -57.00 chart
taylor3-8 1117 1207 -100 -0.01 -31.00 chart
taylor3-5 1345 1435 -100 -0.00 -13.00 chart

NQ_F LONG
Type Entry Exit Trade % Profit % Points HeatMap
normal-21 1219 1255 86 0.01 86.50 chart
normal-13 1036 1108 92 0.02 129.00 chart
normal-11 1036 1112 91 0.02 124.50 chart
normal-8 1036 1110 88 0.01 56.50 chart
normal-5 1037 1116 100 0.01 62.75 chart
taylorPlus-21 1009 1056 86 0.04 267.25 chart
taylorPlus-13 1008 1039 85 0.02 168.75 chart
taylorPlus-11 1008 1101 82 0.02 181.25 chart
taylorPlus-8 1220 1317 100 0.01 112.00 chart
taylorPlus-5 1035 1131 100 0.01 74.00 chart
taylor3-21 1412 1449 86 0.02 118.50 chart
taylor3-13 1221 1251 92 0.01 109.25 chart
taylor3-11 1204 1301 91 0.02 152.75 chart
taylor3-8 1204 1301 100 0.02 126.00 chart
taylor3-5 1204 1235 100 0.01 48.25 chart

NQ_F SHORT
Type Entry Exit Trade % Profit % Points HeatMap
normal-21 1117 1216 -81 -0.02 -190.25 chart
normal-13 1136 1207 -92 -0.01 -95.75 chart
normal-11 1137 1207 -100 -0.01 -77.25 chart
normal-8 1112 1203 -100 -0.01 -83.25 chart
normal-5 1120 1219 -100 -0.01 -70.50 chart
taylorPlus-13 0930 1010 -85 -0.02 -191.00 chart
taylorPlus-11 0930 1008 -82 -0.02 -187.50 chart
taylor3-21 1125 1204 -81 -0.01 -55.75 chart
taylor3-13 1124 1204 -92 -0.01 -104.25 chart
taylor3-11 1128 1200 -100 -0.01 -68.25 chart
taylor3-8 1121 1204 -100 -0.01 -102.00 chart
taylor3-5 1127 1204 -100 -0.01 -55.00 chart

YM_F LONG
Type Entry Exit Trade % Profit % Points HeatMap
normal-21 1035 1118 86 0.02 517.00 chart
normal-13 1037 1109 92 0.01 314.00 chart
normal-11 1035 1118 91 0.01 231.00 chart
normal-8 0939 1030 88 0.00 123.00 chart
normal-5 1037 1116 100 0.00 132.00 chart
taylorPlus-21 1007 1043 90 0.03 858.00 chart
taylorPlus-13 1007 1040 92 0.02 505.00 chart
taylorPlus-11 1007 1040 91 0.01 392.00 chart
taylorPlus-8 1221 1303 100 0.01 247.00 chart
taylorPlus-5 1008 1106 100 0.01 199.00 chart
taylor3-21 1013 1110 81 0.04 961.00 chart
taylor3-13 1006 1043 100 0.02 447.00 chart
taylor3-11 1006 1043 100 0.01 326.00 chart
taylor3-8 1205 1302 100 0.01 366.00 chart
taylor3-5 0937 1030 100 0.01 184.00 chart

YM_F SHORT
Type Entry Exit Trade % Profit % Points HeatMap
normal-21 1117 1216 -81 -0.02 -485.00 chart
normal-13 1232 1312 -92 -0.00 -125.00 chart
normal-11 1118 1217 -91 -0.01 -310.00 chart
normal-8 1118 1217 -100 -0.01 -193.00 chart
normal-5 1125 1219 -100 -0.01 -147.00 chart
taylorPlus-13 1307 1337 -100 -0.01 -177.00 chart
taylorPlus-11 1307 1337 -100 -0.00 -107.00 chart
taylorPlus-8 1302 1338 -100 -0.00 -125.00 chart
taylorPlus-5 1117 1216 -100 -0.00 -125.00 chart
taylor3-13 1449 1520 -85 -0.01 -249.00 chart
taylor3-11 1456 1550 -82 -0.02 -514.00 chart
taylor3-8 1124 1203 -100 -0.01 -233.00 chart
taylor3-5 1124 1203 -100 -0.00 -126.00 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.