HotSpots for 11/28/2019 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 34.75 chart
normal-13 1405 1442 85 0.01 22.25 chart
normal-11 1405 1442 91 0.01 22.75 chart
normal-8 1405 1442 100 0.01 22.25 chart
normal-5 1405 1442 100 0.01 16.00 chart
taylorPlus-21 1036 1116 86 0.02 55.00 chart
taylorPlus-13 1035 1109 92 0.02 56.50 chart
taylorPlus-11 1035 1112 91 0.02 45.50 chart
taylorPlus-8 1035 1125 88 0.01 32.75 chart
taylorPlus-5 1033 1112 100 0.01 19.25 chart
taylor3-21 1413 1450 86 0.01 39.50 chart
taylor3-13 1207 1300 100 0.01 42.25 chart
taylor3-11 1207 1300 100 0.01 31.25 chart
taylor3-8 1207 1300 100 0.01 15.25 chart
taylor3-5 1358 1443 100 0.00 11.50 chart

ES_F SHORT
Type Entry Exit Trade % Profit % Points HeatMap
normal-13 1304 1403 -85 -0.01 -22.50 chart
normal-11 1303 1402 -82 -0.01 -19.50 chart
normal-8 1451 1537 -87 -0.00 -10.00 chart
normal-5 1303 1341 -100 -0.01 -16.25 chart
taylorPlus-13 1143 1235 -85 -0.01 -33.75 chart
taylorPlus-11 1143 1235 -82 -0.01 -27.00 chart
taylorPlus-8 1143 1235 -87 -0.01 -15.75 chart
taylorPlus-5 1444 1541 -100 -0.00 -14.00 chart
taylor3-13 1327 1404 -85 -0.00 -11.50 chart
taylor3-11 1328 1404 -91 -0.01 -15.25 chart
taylor3-8 1324 1400 -100 -0.00 -11.00 chart
taylor3-5 0958 1057 -100 -0.01 -20.25 chart

NQ_F LONG
Type Entry Exit Trade % Profit % Points HeatMap
normal-21 1037 1113 81 0.01 101.25 chart
normal-13 1153 1243 85 0.01 63.75 chart
normal-11 1229 1321 91 -0.00 -20.25 chart
normal-8 1352 1426 100 0.01 54.25 chart
normal-5 0933 1008 100 0.01 46.75 chart
taylorPlus-21 1013 1110 81 0.03 256.00 chart
taylorPlus-13 1036 1108 100 0.02 177.50 chart
taylorPlus-11 1036 1108 100 0.02 133.75 chart
taylorPlus-8 1036 1134 100 0.02 132.50 chart
taylorPlus-5 1034 1133 100 0.01 68.75 chart
taylor3-21 1208 1259 86 0.02 169.00 chart
taylor3-13 1207 1301 100 0.02 162.25 chart
taylor3-11 1207 1300 100 0.01 110.75 chart
taylor3-8 1207 1301 100 0.01 60.50 chart
taylor3-5 1058 1139 100 0.01 51.50 chart

NQ_F SHORT
Type Entry Exit Trade % Profit % Points HeatMap
normal-13 1304 1403 -85 -0.01 -74.50 chart
normal-11 1304 1403 -82 -0.01 -65.75 chart
normal-8 1450 1541 -87 -0.00 -39.50 chart
normal-5 1303 1340 -100 -0.01 -54.25 chart
taylorPlus-21 1146 1230 -81 -0.02 -122.25 chart
taylorPlus-13 1145 1235 -92 -0.01 -100.75 chart
taylorPlus-11 1146 1225 -91 -0.01 -90.50 chart
taylorPlus-8 1134 1228 -87 -0.01 -53.50 chart
taylorPlus-5 1133 1229 -100 -0.01 -50.75 chart
taylor3-21 0935 1007 -86 -0.03 -238.75 chart
taylor3-13 0951 1035 -85 -0.01 -107.75 chart
taylor3-11 1328 1405 -91 -0.01 -54.00 chart
taylor3-8 1321 1400 -87 -0.01 -45.50 chart
taylor3-5 0941 1037 -100 -0.01 -77.75 chart

YM_F LONG
Type Entry Exit Trade % Profit % Points HeatMap
normal-21 1203 1239 95 0.01 237.00 chart
normal-13 1159 1242 100 0.01 250.00 chart
normal-11 1159 1242 100 0.01 210.00 chart
normal-8 1345 1442 100 0.01 231.00 chart
normal-5 1345 1440 100 0.01 177.00 chart
taylorPlus-21 1047 1122 90 0.02 522.00 chart
taylorPlus-13 1037 1134 92 0.02 514.00 chart
taylorPlus-11 1036 1131 91 0.01 358.00 chart
taylorPlus-8 1036 1131 88 0.01 222.00 chart
taylorPlus-5 1036 1134 100 0.01 149.00 chart
taylor3-21 1054 1129 81 0.02 595.00 chart
taylor3-13 1205 1301 100 0.02 436.00 chart
taylor3-11 1205 1301 100 0.01 335.00 chart
taylor3-8 1204 1257 100 0.01 182.00 chart
taylor3-5 1203 1300 100 0.00 102.00 chart

YM_F SHORT
Type Entry Exit Trade % Profit % Points HeatMap
normal-13 1302 1333 -85 -0.01 -157.00 chart
normal-11 1009 1106 -82 -0.01 -177.00 chart
normal-8 1013 1108 -87 -0.01 -183.00 chart
normal-5 1009 1108 -100 -0.01 -142.00 chart
taylorPlus-13 1143 1220 -85 -0.01 -153.00 chart
taylorPlus-11 1143 1220 -82 -0.00 -117.00 chart
taylorPlus-8 1131 1203 -100 -0.00 -132.00 chart
taylorPlus-5 1131 1201 -100 -0.00 -118.00 chart
taylor3-11 1525 1555 -82 -0.01 -317.00 chart
taylor3-8 1325 1358 -100 -0.00 -98.00 chart
taylor3-5 0958 1057 -100 -0.01 -217.00 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.