HotSpots for 12/05/2019 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 1124 81 0.01 34.75 chart
normal-13 1359 1451 92 0.01 31.00 chart
normal-11 1113 1212 91 0.01 28.75 chart
normal-8 1113 1212 100 0.01 24.00 chart
normal-5 1112 1211 100 0.01 18.25 chart
taylorPlus-21 1007 1043 86 0.03 87.50 chart
taylorPlus-13 1337 1427 92 0.01 36.50 chart
taylorPlus-11 1406 1456 100 0.01 36.75 chart
taylorPlus-8 1358 1457 100 0.01 36.75 chart
taylorPlus-5 1358 1447 100 0.01 20.00 chart
taylor3-21 1504 1536 81 0.02 49.50 chart
taylor3-13 1259 1353 92 0.01 32.75 chart
taylor3-11 1259 1353 91 0.01 29.75 chart
taylor3-8 1259 1354 88 0.01 22.50 chart
taylor3-5 1006 1043 100 0.00 15.00 chart

ES_F SHORT
Type Entry Exit Trade % Profit % Points HeatMap
normal-11 0957 1030 -91 -0.01 -30.00 chart
normal-8 0957 1030 -87 -0.01 -26.25 chart
normal-5 1000 1039 -100 -0.01 -16.75 chart
taylorPlus-21 1308 1339 -86 -0.01 -18.50 chart
taylorPlus-13 1308 1339 -92 -0.00 -12.25 chart
taylorPlus-11 1308 1339 -91 -0.00 -10.75 chart
taylorPlus-8 1308 1339 -100 -0.00 -11.75 chart
taylorPlus-5 1044 1136 -100 -0.00 -13.75 chart
taylor3-21 1208 1256 -81 -0.00 -10.50 chart
taylor3-13 1143 1236 -92 -0.01 -30.00 chart
taylor3-11 1143 1236 -100 -0.01 -33.25 chart
taylor3-8 1210 1257 -100 -0.01 -24.25 chart
taylor3-5 1200 1259 -100 -0.01 -21.00 chart

NQ_F LONG
Type Entry Exit Trade % Profit % Points HeatMap
normal-21 1227 1321 86 0.00 29.00 chart
normal-13 1359 1458 92 0.01 86.00 chart
normal-11 1359 1458 100 0.01 74.00 chart
normal-8 1217 1315 100 0.01 58.00 chart
normal-5 1112 1210 100 0.01 67.00 chart
taylorPlus-21 1006 1043 86 0.03 249.00 chart
taylorPlus-13 1340 1431 92 0.01 112.50 chart
taylorPlus-11 1358 1456 100 0.02 122.75 chart
taylorPlus-8 1359 1458 100 0.01 101.75 chart
taylorPlus-5 1358 1457 100 0.01 50.25 chart
taylor3-21 1325 1355 86 0.01 90.50 chart
taylor3-13 1259 1352 92 0.01 86.00 chart
taylor3-11 1032 1124 91 0.01 89.75 chart
taylor3-8 1032 1124 100 0.01 56.25 chart
taylor3-5 1006 1045 100 0.01 63.50 chart

NQ_F SHORT
Type Entry Exit Trade % Profit % Points HeatMap
normal-11 1442 1512 -82 -0.00 -22.50 chart
normal-8 1328 1359 -87 -0.00 -14.00 chart
taylorPlus-21 1307 1338 -81 -0.01 -84.75 chart
taylorPlus-11 1047 1136 -82 -0.00 -21.25 chart
taylorPlus-8 1304 1358 -87 -0.01 -51.00 chart
taylorPlus-5 1045 1136 -100 -0.01 -45.00 chart
taylor3-13 1150 1230 -85 -0.01 -90.75 chart
taylor3-11 1131 1229 -91 -0.02 -137.25 chart
taylor3-8 1145 1235 -100 -0.00 -39.00 chart
taylor3-5 1213 1256 -100 -0.00 -41.00 chart

YM_F LONG
Type Entry Exit Trade % Profit % Points HeatMap
normal-21 1203 1239 86 0.01 137.00 chart
normal-13 1415 1450 100 0.01 157.00 chart
normal-11 1120 1212 100 0.01 192.00 chart
normal-8 1120 1215 100 0.01 174.00 chart
normal-5 1130 1215 100 0.00 98.00 chart
taylorPlus-21 1007 1043 81 0.02 635.00 chart
taylorPlus-13 1337 1433 92 0.01 261.00 chart
taylorPlus-11 1400 1457 91 0.01 284.00 chart
taylorPlus-8 1400 1457 100 0.01 273.00 chart
taylorPlus-5 1149 1227 100 0.00 129.00 chart
taylor3-21 1453 1528 86 0.01 320.00 chart
taylor3-13 1316 1354 100 0.01 240.00 chart
taylor3-11 1316 1354 100 0.01 214.00 chart
taylor3-8 1316 1354 100 0.01 146.00 chart
taylor3-5 1315 1354 100 0.00 68.00 chart

YM_F SHORT
Type Entry Exit Trade % Profit % Points HeatMap
normal-13 1004 1103 -85 -0.01 -364.00 chart
normal-11 1004 1103 -91 -0.01 -378.00 chart
normal-8 1001 1054 -87 -0.01 -303.00 chart
normal-5 0957 1039 -100 -0.01 -228.00 chart
taylorPlus-21 1307 1337 -86 -0.01 -206.00 chart
taylorPlus-13 1302 1339 -92 -0.01 -201.00 chart
taylorPlus-11 1303 1341 -91 -0.01 -206.00 chart
taylorPlus-8 0953 1035 -100 -0.01 -268.00 chart
taylorPlus-5 0957 1036 -100 -0.01 -224.00 chart
taylor3-21 1205 1254 -81 -0.01 -172.00 chart
taylor3-13 1205 1254 -100 -0.01 -254.00 chart
taylor3-11 1129 1219 -100 -0.01 -298.00 chart
taylor3-8 1205 1254 -100 -0.01 -140.00 chart
taylor3-5 1129 1159 -100 -0.00 -71.00 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.