HotSpots for 11/22/2019 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 51.25 chart
normal-13 1036 1118 92 0.01 22.75 chart
normal-11 1036 1118 91 0.01 20.50 chart
normal-8 1034 1125 88 0.01 25.00 chart
normal-5 1345 1442 100 0.01 23.00 chart
taylorPlus-13 1300 1354 92 0.01 21.75 chart
taylorPlus-11 1050 1120 91 0.01 22.00 chart
taylorPlus-8 1209 1257 100 0.00 13.75 chart
taylorPlus-5 1207 1257 100 0.00 5.75 chart
taylor3-21 1052 1124 81 0.03 75.25 chart
taylor3-13 1204 1301 92 0.02 45.25 chart
taylor3-11 1207 1300 100 0.01 37.75 chart
taylor3-8 1207 1300 100 0.01 18.25 chart
taylor3-5 1407 1449 100 0.00 11.50 chart

ES_F SHORT
Type Entry Exit Trade % Profit % Points HeatMap
normal-8 1445 1519 -87 -0.00 -5.00 chart
normal-5 0930 1026 -100 -0.01 -28.50 chart
taylorPlus-13 1449 1548 -85 -0.02 -49.25 chart
taylorPlus-11 1452 1551 -91 -0.02 -47.50 chart
taylorPlus-8 1352 1445 -87 -0.01 -21.25 chart
taylorPlus-5 1041 1131 -100 -0.00 -8.75 chart
taylor3-11 1117 1207 -82 -0.01 -33.75 chart
taylor3-8 1318 1404 -87 -0.00 -12.75 chart
taylor3-5 1324 1400 -100 -0.00 -8.25 chart

NQ_F LONG
Type Entry Exit Trade % Profit % Points HeatMap
normal-21 1017 1108 81 0.02 155.00 chart
normal-13 0936 1015 85 0.01 71.75 chart
normal-11 0936 1015 91 0.01 52.25 chart
normal-8 0945 1042 88 0.01 97.25 chart
normal-5 1348 1442 100 0.01 75.25 chart
taylorPlus-13 1217 1250 92 0.01 59.75 chart
taylorPlus-11 1213 1312 91 0.01 76.00 chart
taylorPlus-8 1209 1252 100 0.01 46.25 chart
taylorPlus-5 0952 1030 100 0.01 52.75 chart
taylor3-21 1053 1128 81 0.03 224.00 chart
taylor3-13 1207 1301 100 0.02 154.25 chart
taylor3-11 1207 1301 100 0.02 131.75 chart
taylor3-8 1207 1301 100 0.01 66.25 chart
taylor3-5 1400 1452 100 0.01 61.75 chart

NQ_F SHORT
Type Entry Exit Trade % Profit % Points HeatMap
normal-21 1136 1206 -81 -0.01 -110.50 chart
normal-8 1146 1231 -87 -0.00 -6.00 chart
normal-5 0930 1025 -100 -0.01 -79.25 chart
taylorPlus-13 1501 1556 -85 -0.02 -155.00 chart
taylorPlus-11 1456 1552 -91 -0.02 -131.75 chart
taylorPlus-8 1350 1447 -87 -0.01 -54.00 chart
taylorPlus-5 1041 1130 -100 -0.00 -35.50 chart
taylor3-21 0935 1007 -81 -0.03 -212.00 chart
taylor3-13 1128 1200 -85 -0.01 -54.25 chart
taylor3-11 1121 1204 -82 -0.01 -97.00 chart
taylor3-8 1139 1209 -87 -0.01 -43.00 chart
taylor3-5 1044 1125 -100 -0.00 -35.50 chart

YM_F LONG
Type Entry Exit Trade % Profit % Points HeatMap
normal-21 1035 1114 86 0.01 298.00 chart
normal-13 1204 1239 100 0.01 180.00 chart
normal-11 1159 1242 100 0.01 242.00 chart
normal-8 1159 1242 100 0.01 186.00 chart
normal-5 1345 1442 100 0.01 194.00 chart
taylorPlus-13 1315 1350 85 0.01 240.00 chart
taylorPlus-11 1309 1356 91 0.01 179.00 chart
taylorPlus-8 1309 1356 100 0.00 111.00 chart
taylorPlus-5 1309 1356 100 0.00 75.00 chart
taylor3-21 1054 1129 81 0.02 625.00 chart
taylor3-13 1204 1246 92 0.02 429.00 chart
taylor3-11 1205 1301 100 0.02 415.00 chart
taylor3-8 1204 1301 100 0.01 215.00 chart
taylor3-5 1203 1300 100 0.00 132.00 chart

YM_F SHORT
Type Entry Exit Trade % Profit % Points HeatMap
normal-11 1300 1332 -91 -0.00 -107.00 chart
normal-8 1300 1330 -100 -0.00 -107.00 chart
normal-5 1240 1333 -100 -0.01 -203.00 chart
taylorPlus-11 1117 1216 -82 -0.01 -364.00 chart
taylorPlus-8 1145 1222 -87 -0.01 -167.00 chart
taylorPlus-5 1046 1131 -100 -0.00 -65.00 chart
taylor3-11 1116 1150 -82 -0.01 -265.00 chart
taylor3-8 1127 1159 -87 -0.00 -128.00 chart
taylor3-5 0933 1003 -100 -0.01 -146.00 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.