HotSpots for 12/09/2019 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 31.00 chart
normal-13 1113 1212 92 0.01 30.75 chart
normal-11 1113 1212 91 0.01 24.75 chart
normal-8 1112 1210 100 0.01 22.00 chart
normal-5 1249 1345 100 0.01 17.50 chart
taylorPlus-21 1028 1120 90 0.02 48.75 chart
taylorPlus-13 1036 1117 92 0.01 36.00 chart
taylorPlus-11 1037 1124 91 0.01 35.50 chart
taylorPlus-8 1037 1124 100 0.01 22.25 chart
taylorPlus-5 1030 1126 100 0.01 19.75 chart
taylor3-21 1413 1448 90 0.01 41.00 chart
taylor3-13 1207 1300 100 0.01 32.50 chart
taylor3-11 1207 1300 100 0.01 22.00 chart
taylor3-8 1407 1448 100 0.01 16.50 chart
taylor3-5 1358 1451 100 0.01 17.50 chart

ES_F SHORT
Type Entry Exit Trade % Profit % Points HeatMap
normal-13 0957 1030 -85 -0.01 -33.50 chart
normal-11 0957 1030 -82 -0.01 -30.25 chart
normal-8 1000 1039 -87 -0.00 -14.50 chart
normal-5 1000 1039 -100 -0.01 -16.00 chart
taylorPlus-21 1141 1235 -81 -0.02 -50.25 chart
taylorPlus-11 1144 1233 -82 -0.01 -16.50 chart
taylorPlus-8 1144 1231 -87 -0.00 -10.00 chart
taylorPlus-5 1522 1552 -100 -0.00 -12.00 chart
taylor3-13 1523 1558 -85 -0.02 -45.00 chart
taylor3-11 1523 1558 -82 -0.00 -11.75 chart
taylor3-8 1042 1122 -87 -0.00 -10.00 chart
taylor3-5 1005 1045 -100 -0.00 -12.50 chart

NQ_F LONG
Type Entry Exit Trade % Profit % Points HeatMap
normal-21 1228 1321 86 0.00 26.75 chart
normal-13 1359 1456 92 0.01 80.50 chart
normal-11 1359 1456 91 0.01 67.75 chart
normal-8 1112 1210 100 0.01 72.75 chart
normal-5 1247 1345 100 0.01 58.25 chart
taylorPlus-21 1031 1117 86 0.03 199.00 chart
taylorPlus-13 1031 1117 92 0.01 109.00 chart
taylorPlus-11 1030 1122 100 0.02 128.00 chart
taylorPlus-8 1230 1329 100 0.01 74.50 chart
taylorPlus-5 1248 1341 100 0.01 57.00 chart
taylor3-21 1413 1450 86 0.02 138.50 chart
taylor3-13 1204 1254 92 0.01 114.00 chart
taylor3-11 1207 1300 91 0.01 73.75 chart
taylor3-8 1401 1452 100 0.01 79.00 chart
taylor3-5 1058 1139 100 0.01 53.50 chart

NQ_F SHORT
Type Entry Exit Trade % Profit % Points HeatMap
normal-13 1442 1512 -85 -0.00 -31.75 chart
normal-11 1102 1134 -82 -0.00 -28.00 chart
normal-8 1430 1510 -87 -0.00 -26.25 chart
normal-5 0944 1028 -100 -0.01 -102.00 chart
taylorPlus-13 1343 1431 -85 -0.01 -51.75 chart
taylorPlus-11 1342 1432 -82 -0.01 -40.50 chart
taylorPlus-8 1426 1506 -87 -0.00 -18.75 chart
taylor3-13 1328 1405 -85 -0.01 -54.00 chart
taylor3-11 0958 1035 -82 -0.01 -62.25 chart
taylor3-8 0951 1035 -87 -0.01 -52.00 chart
taylor3-5 1033 1113 -100 -0.00 -37.25 chart

YM_F LONG
Type Entry Exit Trade % Profit % Points HeatMap
normal-21 1203 1240 86 0.01 193.00 chart
normal-13 1420 1450 100 0.01 142.00 chart
normal-11 1132 1206 100 0.01 150.00 chart
normal-8 1132 1206 100 0.00 102.00 chart
normal-5 1242 1340 100 0.01 157.00 chart
taylorPlus-21 1047 1122 90 0.02 414.00 chart
taylorPlus-13 1039 1126 92 0.01 321.00 chart
taylorPlus-11 1039 1126 91 0.01 273.00 chart
taylorPlus-8 1038 1114 100 0.01 200.00 chart
taylorPlus-5 1130 1225 100 0.01 150.00 chart
taylor3-21 1416 1449 86 0.01 308.00 chart
taylor3-13 1208 1300 100 0.01 342.00 chart
taylor3-11 1208 1300 100 0.01 210.00 chart
taylor3-8 1203 1300 100 0.01 161.00 chart
taylor3-5 1358 1448 100 0.00 137.00 chart

YM_F SHORT
Type Entry Exit Trade % Profit % Points HeatMap
normal-13 0957 1039 -92 -0.01 -389.00 chart
normal-11 0958 1037 -91 -0.01 -322.00 chart
normal-8 0957 1037 -87 -0.01 -241.00 chart
normal-5 0957 1028 -100 -0.01 -257.00 chart
taylorPlus-21 1144 1216 -81 -0.01 -192.00 chart
taylorPlus-11 1143 1213 -91 -0.00 -92.00 chart
taylorPlus-8 1523 1554 -87 -0.00 -58.00 chart
taylorPlus-5 1001 1038 -100 -0.01 -195.00 chart
taylor3-13 1325 1358 -85 -0.00 -2.00 chart
taylor3-11 1325 1358 -91 -0.00 -85.00 chart
taylor3-8 1325 1358 -100 -0.00 -97.00 chart
taylor3-5 1000 1058 -100 -0.01 -169.00 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.