HotSpots for 11/25/2019 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 86 0.02 47.50 chart
normal-13 1036 1117 85 0.01 19.50 chart
normal-11 1358 1442 91 0.01 20.50 chart
normal-8 1403 1445 100 0.01 28.50 chart
normal-5 1341 1436 100 0.01 22.25 chart
taylorPlus-13 1211 1259 92 0.01 19.50 chart
taylorPlus-11 1209 1257 100 0.01 25.00 chart
taylorPlus-8 1209 1257 100 0.00 12.00 chart
taylorPlus-5 1207 1257 100 0.00 8.25 chart
taylor3-21 1324 1355 86 0.01 38.00 chart
taylor3-13 1325 1355 92 0.01 30.00 chart
taylor3-11 1325 1355 100 0.01 26.25 chart
taylor3-8 1453 1551 100 0.01 19.75 chart
taylor3-5 1035 1109 100 0.01 18.00 chart

ES_F SHORT
Type Entry Exit Trade % Profit % Points HeatMap
normal-11 1304 1403 -82 -0.01 -18.00 chart
normal-8 0939 1034 -87 -0.01 -22.50 chart
normal-5 0930 1025 -100 -0.01 -28.00 chart
taylorPlus-13 1449 1548 -85 -0.02 -49.25 chart
taylorPlus-11 1452 1551 -91 -0.01 -42.25 chart
taylorPlus-8 1513 1547 -87 -0.00 -5.75 chart
taylorPlus-5 1508 1544 -100 -0.00 -9.25 chart
taylor3-13 1143 1236 -85 -0.01 -29.50 chart
taylor3-11 1143 1236 -91 -0.01 -28.25 chart
taylor3-8 1141 1235 -100 -0.01 -34.75 chart
taylor3-5 1214 1259 -100 -0.01 -24.25 chart

NQ_F LONG
Type Entry Exit Trade % Profit % Points HeatMap
normal-21 1036 1111 81 0.02 160.75 chart
normal-13 1159 1243 85 0.01 65.25 chart
normal-11 1402 1442 82 0.01 64.75 chart
normal-8 1403 1445 100 0.01 90.00 chart
normal-5 1352 1442 100 0.01 70.75 chart
taylorPlus-13 1213 1312 92 0.01 89.50 chart
taylorPlus-11 1209 1252 100 0.01 86.75 chart
taylorPlus-8 1209 1252 100 0.01 46.25 chart
taylorPlus-5 1130 1224 100 0.01 50.75 chart
taylor3-21 1317 1356 86 0.02 129.50 chart
taylor3-13 1325 1357 92 0.01 68.25 chart
taylor3-11 1325 1357 100 0.01 58.25 chart
taylor3-8 1453 1552 100 0.01 56.75 chart
taylor3-5 1033 1116 100 0.01 68.75 chart

NQ_F SHORT
Type Entry Exit Trade % Profit % Points HeatMap
normal-11 1304 1403 -82 -0.01 -65.50 chart
normal-8 1513 1543 -87 -0.01 -44.00 chart
normal-5 0930 1025 -100 -0.01 -89.75 chart
taylorPlus-13 1456 1552 -85 -0.02 -125.25 chart
taylorPlus-11 1456 1552 -91 -0.02 -130.25 chart
taylorPlus-8 1350 1430 -87 -0.01 -46.50 chart
taylorPlus-5 0938 1008 -100 -0.01 -46.50 chart
taylor3-11 1150 1230 -82 -0.01 -83.00 chart
taylor3-8 1146 1225 -100 -0.01 -107.25 chart
taylor3-5 1214 1259 -100 -0.01 -80.75 chart

YM_F LONG
Type Entry Exit Trade % Profit % Points HeatMap
normal-21 1203 1239 86 0.01 171.00 chart
normal-13 1203 1240 100 0.01 190.00 chart
normal-11 1159 1242 100 0.01 235.00 chart
normal-8 1403 1444 100 0.01 244.00 chart
normal-5 1340 1438 100 0.01 181.00 chart
taylorPlus-13 1404 1438 85 0.01 237.00 chart
taylorPlus-11 1309 1356 100 0.01 201.00 chart
taylorPlus-8 1309 1356 100 0.00 82.00 chart
taylorPlus-5 1207 1257 100 0.00 98.00 chart
taylor3-21 1317 1354 86 0.01 383.00 chart
taylor3-13 1325 1357 92 0.01 266.00 chart
taylor3-11 1317 1354 100 0.01 247.00 chart
taylor3-8 1317 1354 100 0.01 195.00 chart
taylor3-5 1035 1110 100 0.01 142.00 chart

YM_F SHORT
Type Entry Exit Trade % Profit % Points HeatMap
normal-11 1300 1332 -91 -0.00 -121.00 chart
normal-8 0939 1038 -87 -0.01 -213.00 chart
normal-5 0939 1038 -100 -0.01 -225.00 chart
taylorPlus-13 1044 1132 -85 -0.01 -187.00 chart
taylorPlus-11 1449 1519 -82 -0.01 -193.00 chart
taylorPlus-8 1436 1519 -87 -0.00 -96.00 chart
taylorPlus-5 1042 1112 -100 -0.00 -116.00 chart
taylor3-21 0945 1041 -81 -0.02 -508.00 chart
taylor3-13 1208 1254 -92 -0.01 -228.00 chart
taylor3-11 1208 1254 -100 -0.01 -232.00 chart
taylor3-8 1214 1259 -100 -0.01 -319.00 chart
taylor3-5 1214 1312 -100 -0.01 -212.00 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.