HotSpots for 11/26/2019 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 81 0.01 37.00 chart
normal-13 1358 1442 85 0.01 19.50 chart
normal-11 1403 1445 91 0.01 24.00 chart
normal-8 1358 1445 100 0.01 27.50 chart
normal-5 1349 1445 100 0.01 17.25 chart
taylorPlus-21 1007 1039 86 0.02 54.75 chart
taylorPlus-13 1404 1445 92 0.01 25.00 chart
taylorPlus-11 1404 1445 100 0.01 26.75 chart
taylorPlus-8 1406 1456 100 0.01 26.25 chart
taylorPlus-5 1358 1456 100 0.01 28.75 chart
taylor3-21 1027 1059 90 0.02 61.00 chart
taylor3-13 1035 1110 100 0.02 56.25 chart
taylor3-11 1035 1111 100 0.02 50.75 chart
taylor3-8 1036 1111 100 0.01 29.25 chart
taylor3-5 0935 1013 100 0.01 19.25 chart

ES_F SHORT
Type Entry Exit Trade % Profit % Points HeatMap
normal-11 1305 1403 -82 -0.01 -18.25 chart
normal-5 1009 1108 -100 -0.01 -17.00 chart
taylorPlus-13 1308 1338 -92 -0.00 -14.00 chart
taylorPlus-11 1302 1334 -91 -0.01 -20.00 chart
taylorPlus-8 1241 1325 -87 -0.01 -21.50 chart
taylorPlus-5 1243 1334 -100 -0.01 -29.50 chart
taylor3-21 1131 1216 -81 -0.01 -39.25 chart
taylor3-13 1241 1332 -85 -0.01 -22.75 chart
taylor3-11 1241 1332 -91 -0.00 -14.00 chart
taylor3-8 1241 1312 -87 -0.00 -7.00 chart
taylor3-5 1501 1552 -100 -0.01 -20.25 chart

NQ_F LONG
Type Entry Exit Trade % Profit % Points HeatMap
normal-21 1037 1113 81 0.01 115.75 chart
normal-13 1153 1243 85 0.01 74.50 chart
normal-11 1402 1442 91 0.01 70.75 chart
normal-8 1402 1445 100 0.01 72.75 chart
normal-5 1406 1442 100 0.01 51.50 chart
taylorPlus-21 1008 1043 81 0.02 179.50 chart
taylorPlus-13 1338 1431 92 0.01 114.50 chart
taylorPlus-11 1338 1431 100 0.01 94.75 chart
taylorPlus-8 1358 1456 100 0.01 98.50 chart
taylorPlus-5 1408 1506 100 0.01 90.50 chart
taylor3-21 1002 1059 81 0.03 231.75 chart
taylor3-13 1034 1107 92 0.02 172.00 chart
taylor3-11 1036 1107 100 0.02 134.50 chart
taylor3-8 1036 1107 100 0.01 77.00 chart
taylor3-5 0945 1015 100 0.01 79.50 chart

NQ_F SHORT
Type Entry Exit Trade % Profit % Points HeatMap
normal-11 1305 1403 -82 -0.01 -66.00 chart
normal-5 1301 1339 -100 -0.00 -31.25 chart
taylorPlus-21 1307 1338 -81 -0.01 -66.25 chart
taylorPlus-13 1307 1338 -85 -0.01 -43.75 chart
taylorPlus-11 1307 1338 -82 -0.00 -32.50 chart
taylorPlus-8 1105 1159 -87 -0.01 -79.00 chart
taylorPlus-5 1303 1358 -100 -0.01 -58.00 chart
taylor3-21 1149 1231 -81 -0.03 -205.75 chart
taylor3-13 1108 1141 -85 -0.02 -120.75 chart
taylor3-11 1107 1141 -82 -0.01 -54.50 chart
taylor3-8 1514 1546 -87 -0.01 -57.00 chart
taylor3-5 1507 1552 -100 -0.01 -67.50 chart

YM_F LONG
Type Entry Exit Trade % Profit % Points HeatMap
normal-21 1203 1239 90 0.01 185.00 chart
normal-13 1159 1242 100 0.01 255.00 chart
normal-11 1159 1242 100 0.01 210.00 chart
normal-8 1342 1441 100 0.01 237.00 chart
normal-5 1340 1438 100 0.01 179.00 chart
taylorPlus-21 1007 1043 81 0.02 510.00 chart
taylorPlus-13 1326 1422 85 0.01 291.00 chart
taylorPlus-11 1337 1433 91 0.01 212.00 chart
taylorPlus-8 1426 1524 88 0.01 231.00 chart
taylorPlus-5 1426 1525 100 0.01 281.00 chart
taylor3-21 1029 1059 86 0.02 490.00 chart
taylor3-13 1038 1108 100 0.02 445.00 chart
taylor3-11 1023 1111 100 0.01 387.00 chart
taylor3-8 1217 1256 100 0.01 226.00 chart
taylor3-5 0932 1008 100 0.01 200.00 chart

YM_F SHORT
Type Entry Exit Trade % Profit % Points HeatMap
normal-11 1043 1115 -91 -0.00 -97.00 chart
normal-8 1013 1108 -87 -0.01 -217.00 chart
normal-5 1013 1112 -100 -0.01 -215.00 chart
taylorPlus-21 1307 1337 -86 -0.01 -149.00 chart
taylorPlus-13 1307 1338 -100 -0.01 -143.00 chart
taylorPlus-11 1302 1339 -100 -0.01 -185.00 chart
taylorPlus-8 1303 1341 -100 -0.01 -153.00 chart
taylorPlus-5 0933 1032 -100 -0.01 -234.00 chart
taylor3-21 1155 1226 -81 -0.01 -265.00 chart
taylor3-13 1149 1219 -85 -0.01 -193.00 chart
taylor3-11 1302 1332 -91 -0.01 -140.00 chart
taylor3-8 1241 1328 -100 -0.00 -104.00 chart
taylor3-5 1516 1552 -100 -0.00 -116.00 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.