HotSpots for 11/21/2019 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 1118 90 0.02 50.00 chart
normal-13 1036 1117 92 0.01 25.75 chart
normal-11 0955 1044 91 0.01 22.00 chart
normal-8 0954 1046 88 0.01 21.25 chart
normal-5 1334 1433 100 0.01 22.50 chart
taylorPlus-21 1015 1114 86 0.03 85.75 chart
taylorPlus-13 1036 1110 85 0.01 39.50 chart
taylorPlus-11 1035 1112 91 0.02 45.25 chart
taylorPlus-8 1036 1125 88 0.01 27.75 chart
taylorPlus-5 1035 1112 100 0.01 22.00 chart
taylor3-21 1028 1058 90 0.02 67.00 chart
taylor3-13 1036 1107 92 0.01 42.50 chart
taylor3-11 1036 1110 100 0.01 42.25 chart
taylor3-8 1003 1101 100 0.01 32.50 chart
taylor3-5 0932 1013 100 0.01 27.25 chart

ES_F SHORT
Type Entry Exit Trade % Profit % Points HeatMap
normal-21 1136 1207 -81 -0.01 -31.25 chart
normal-13 1134 1227 -85 -0.01 -18.50 chart
normal-11 1214 1309 -82 -0.01 -17.25 chart
normal-8 1217 1247 -87 -0.00 -0.50 chart
normal-5 1139 1215 -100 -0.00 -11.25 chart
taylorPlus-13 1143 1235 -92 -0.02 -47.25 chart
taylorPlus-11 1143 1235 -91 -0.01 -37.50 chart
taylorPlus-8 1143 1235 -87 -0.01 -19.00 chart
taylorPlus-5 1143 1233 -100 -0.01 -21.50 chart
taylor3-21 1131 1216 -86 -0.01 -42.25 chart
taylor3-13 1135 1220 -85 -0.01 -42.75 chart
taylor3-11 1155 1227 -82 -0.01 -26.50 chart
taylor3-8 1242 1312 -87 -0.00 -9.75 chart
taylor3-5 1356 1455 -100 -0.01 -17.50 chart

NQ_F LONG
Type Entry Exit Trade % Profit % Points HeatMap
normal-21 1017 1108 81 0.02 160.25 chart
normal-13 1325 1356 92 0.01 49.75 chart
normal-11 1325 1356 91 0.00 38.25 chart
normal-8 1000 1042 100 0.01 87.25 chart
normal-5 1331 1428 100 0.01 69.00 chart
taylorPlus-21 1013 1110 86 0.04 295.00 chart
taylorPlus-13 1036 1108 92 0.02 124.25 chart
taylorPlus-11 1036 1108 100 0.02 136.25 chart
taylorPlus-8 1036 1108 100 0.01 79.25 chart
taylorPlus-5 1035 1134 100 0.01 88.00 chart
taylor3-21 1002 1058 86 0.03 270.00 chart
taylor3-13 1002 1101 85 0.02 136.00 chart
taylor3-11 1002 1101 91 0.02 149.00 chart
taylor3-8 1000 1058 100 0.01 104.50 chart
taylor3-5 0950 1046 100 0.01 84.50 chart

NQ_F SHORT
Type Entry Exit Trade % Profit % Points HeatMap
normal-21 1136 1206 -81 -0.01 -111.25 chart
normal-11 1045 1115 -82 -0.00 -29.25 chart
normal-8 1216 1315 -87 -0.01 -55.75 chart
normal-5 1140 1231 -100 -0.00 -29.25 chart
taylorPlus-21 1141 1230 -81 -0.01 -106.75 chart
taylorPlus-13 1145 1235 -100 -0.02 -131.75 chart
taylorPlus-11 1145 1235 -100 -0.01 -107.50 chart
taylorPlus-8 1145 1228 -100 -0.01 -51.25 chart
taylorPlus-5 1143 1233 -100 -0.01 -68.75 chart
taylor3-21 1136 1235 -81 -0.03 -252.50 chart
taylor3-13 1202 1301 -85 -0.03 -227.75 chart
taylor3-11 1200 1236 -82 -0.01 -98.00 chart
taylor3-8 1439 1518 -87 -0.01 -44.50 chart
taylor3-5 1513 1552 -100 -0.01 -56.75 chart

YM_F LONG
Type Entry Exit Trade % Profit % Points HeatMap
normal-21 1035 1114 86 0.01 305.00 chart
normal-13 1204 1239 92 0.00 83.00 chart
normal-11 1204 1239 100 0.00 124.00 chart
normal-8 1455 1526 100 0.00 138.00 chart
normal-5 1342 1441 100 0.01 183.00 chart
taylorPlus-21 1048 1134 90 0.03 686.00 chart
taylorPlus-13 1039 1134 85 0.02 432.00 chart
taylorPlus-11 1039 1134 91 0.02 425.00 chart
taylorPlus-8 1036 1131 88 0.01 243.00 chart
taylorPlus-5 1039 1134 100 0.01 183.00 chart
taylor3-21 1029 1059 86 0.02 532.00 chart
taylor3-13 1038 1111 92 0.01 357.00 chart
taylor3-11 1038 1111 100 0.01 330.00 chart
taylor3-8 1005 1055 100 0.01 244.00 chart
taylor3-5 0930 1027 100 0.01 293.00 chart

YM_F SHORT
Type Entry Exit Trade % Profit % Points HeatMap
normal-13 1140 1216 -85 -0.01 -150.00 chart
normal-11 1053 1146 -82 -0.00 -123.00 chart
normal-8 1300 1331 -100 -0.00 -106.00 chart
normal-5 1250 1334 -100 -0.01 -194.00 chart
taylorPlus-13 1143 1220 -92 -0.01 -254.00 chart
taylorPlus-11 1143 1220 -91 -0.01 -174.00 chart
taylorPlus-8 1135 1205 -100 -0.00 -124.00 chart
taylorPlus-5 1134 1233 -100 -0.01 -167.00 chart
taylor3-21 1204 1246 -81 -0.02 -427.00 chart
taylor3-13 1135 1220 -85 -0.01 -329.00 chart
taylor3-11 1149 1219 -91 -0.01 -208.00 chart
taylor3-8 1242 1328 -100 -0.00 -132.00 chart
taylor3-5 1356 1455 -100 -0.01 -138.00 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.