HotSpots for 12/04/2019 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 27.50 chart
normal-13 1402 1451 92 0.01 31.00 chart
normal-11 1113 1212 91 0.01 29.75 chart
normal-8 1133 1226 100 0.01 22.25 chart
normal-5 1112 1211 100 0.01 19.50 chart
taylorPlus-13 1211 1259 92 0.01 16.25 chart
taylorPlus-11 1211 1259 100 0.01 16.75 chart
taylorPlus-8 1215 1258 100 0.00 10.00 chart
taylorPlus-5 1112 1200 100 0.01 20.00 chart
taylor3-21 1413 1448 86 0.01 37.00 chart
taylor3-13 1207 1300 100 0.01 40.75 chart
taylor3-11 1207 1300 100 0.01 23.00 chart
taylor3-8 1407 1449 100 0.00 15.00 chart
taylor3-5 1358 1449 100 0.00 13.75 chart

ES_F SHORT
Type Entry Exit Trade % Profit % Points HeatMap
normal-11 0930 1025 -82 -0.02 -50.75 chart
normal-8 0959 1030 -87 -0.01 -24.75 chart
normal-5 1413 1503 -100 -0.00 -3.50 chart
taylorPlus-13 1452 1551 -85 -0.02 -48.25 chart
taylorPlus-11 1136 1207 -82 -0.01 -20.25 chart
taylorPlus-8 1042 1131 -100 -0.00 -13.25 chart
taylorPlus-5 1041 1112 -100 -0.00 -14.25 chart
taylor3-13 1328 1404 -85 -0.00 -13.00 chart
taylor3-11 1328 1404 -91 -0.00 -12.75 chart
taylor3-8 1328 1400 -100 -0.00 -9.00 chart
taylor3-5 0958 1052 -100 -0.01 -16.00 chart

NQ_F LONG
Type Entry Exit Trade % Profit % Points HeatMap
normal-21 1037 1116 86 0.01 108.75 chart
normal-13 1359 1458 92 0.01 83.50 chart
normal-11 1359 1458 91 0.01 58.25 chart
normal-8 1359 1458 100 0.01 49.00 chart
normal-5 1136 1211 100 0.01 67.00 chart
taylorPlus-21 1319 1356 81 0.01 68.75 chart
taylorPlus-13 1213 1312 92 0.01 88.75 chart
taylorPlus-11 1215 1300 100 0.01 56.25 chart
taylorPlus-8 1217 1250 100 0.00 31.25 chart
taylorPlus-5 1107 1200 100 0.01 73.25 chart
taylor3-21 1053 1128 81 0.03 206.50 chart
taylor3-13 1204 1254 92 0.02 152.25 chart
taylor3-11 1207 1300 91 0.01 81.50 chart
taylor3-8 1405 1451 100 0.01 54.25 chart
taylor3-5 1058 1139 100 0.01 56.00 chart

NQ_F SHORT
Type Entry Exit Trade % Profit % Points HeatMap
normal-11 1442 1512 -82 -0.00 -20.50 chart
normal-8 1047 1135 -87 -0.01 -51.00 chart
normal-5 1414 1508 -100 -0.00 -17.00 chart
taylorPlus-21 1044 1129 -81 -0.02 -184.00 chart
taylorPlus-13 1456 1552 -85 -0.02 -132.00 chart
taylorPlus-11 1344 1414 -82 -0.01 -65.25 chart
taylorPlus-8 1044 1129 -100 -0.01 -62.00 chart
taylorPlus-5 1321 1359 -100 -0.00 -40.50 chart
taylor3-21 0935 1007 -81 -0.03 -222.00 chart
taylor3-13 1328 1405 -85 -0.01 -50.50 chart
taylor3-11 1328 1405 -91 -0.01 -46.50 chart
taylor3-8 1323 1407 -87 -0.00 -35.25 chart
taylor3-5 1321 1359 -100 -0.00 -20.25 chart

YM_F LONG
Type Entry Exit Trade % Profit % Points HeatMap
normal-21 1203 1239 90 0.01 192.00 chart
normal-13 1415 1450 100 0.01 212.00 chart
normal-11 1116 1212 100 0.01 198.00 chart
normal-8 1135 1226 100 0.01 294.00 chart
normal-5 1134 1226 100 0.01 182.00 chart
taylorPlus-21 1335 1433 81 0.01 239.00 chart
taylorPlus-13 1244 1343 85 0.01 292.00 chart
taylorPlus-11 0930 1028 91 0.02 426.00 chart
taylorPlus-8 1215 1258 100 0.00 112.00 chart
taylorPlus-5 1112 1200 100 0.01 182.00 chart
taylor3-21 1054 1129 81 0.02 555.00 chart
taylor3-13 1205 1301 100 0.02 440.00 chart
taylor3-11 1207 1300 100 0.01 233.00 chart
taylor3-8 1207 1305 100 0.01 160.00 chart
taylor3-5 1207 1305 100 0.00 116.00 chart

YM_F SHORT
Type Entry Exit Trade % Profit % Points HeatMap
normal-13 1000 1037 -85 -0.01 -300.00 chart
normal-11 1004 1103 -82 -0.01 -310.00 chart
normal-8 1059 1131 -100 -0.00 -56.00 chart
normal-5 1059 1131 -100 -0.00 -26.00 chart
taylorPlus-21 1040 1132 -81 -0.01 -370.00 chart
taylorPlus-13 1044 1132 -85 -0.00 -117.00 chart
taylorPlus-11 1139 1217 -82 -0.01 -262.00 chart
taylorPlus-8 1046 1131 -100 -0.00 -132.00 chart
taylorPlus-5 1041 1112 -100 -0.01 -162.00 chart
taylor3-11 1328 1404 -82 -0.00 -97.00 chart
taylor3-8 1325 1358 -100 -0.00 -99.00 chart
taylor3-5 0952 1051 -100 -0.01 -195.00 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.