HotSpots for 12/11/2019 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-13 1405 1454 85 0.01 24.50 chart
normal-11 1248 1345 91 0.01 24.00 chart
normal-8 1248 1345 100 0.01 26.50 chart
normal-5 1007 1053 100 0.00 12.00 chart
taylorPlus-21 1007 1039 86 0.02 72.00 chart
taylorPlus-13 1400 1432 100 0.01 30.00 chart
taylorPlus-11 1406 1456 100 0.01 34.50 chart
taylorPlus-8 1358 1457 100 0.01 37.00 chart
taylorPlus-5 1334 1432 100 0.01 26.25 chart
taylor3-21 1027 1113 90 0.01 43.00 chart
taylor3-13 1037 1117 100 0.02 47.50 chart
taylor3-11 1037 1117 100 0.01 35.25 chart
taylor3-8 1038 1124 100 0.01 26.25 chart
taylor3-5 1038 1126 100 0.01 22.00 chart

ES_F SHORT
Type Entry Exit Trade % Profit % Points HeatMap
normal-13 1523 1553 -85 -0.01 -15.75 chart
normal-11 1523 1553 -91 -0.00 -11.25 chart
normal-8 1522 1554 -100 -0.00 -15.50 chart
normal-5 1457 1556 -100 -0.01 -16.00 chart
taylorPlus-21 1308 1339 -86 -0.01 -16.75 chart
taylorPlus-13 1308 1339 -85 -0.00 -8.25 chart
taylorPlus-11 0954 1025 -82 -0.01 -23.75 chart
taylorPlus-8 0949 1031 -87 -0.01 -33.75 chart
taylorPlus-5 1044 1136 -100 -0.00 -13.00 chart
taylor3-11 1416 1507 -82 -0.00 -1.25 chart
taylor3-8 1004 1038 -87 -0.00 -13.25 chart
taylor3-5 1001 1038 -100 -0.00 -14.50 chart

NQ_F LONG
Type Entry Exit Trade % Profit % Points HeatMap
normal-21 1245 1315 86 -0.00 -7.75 chart
normal-13 1232 1304 92 0.00 18.00 chart
normal-11 1227 1315 100 0.01 58.25 chart
normal-8 1246 1345 100 0.01 75.25 chart
normal-5 1227 1314 100 0.00 37.00 chart
taylorPlus-21 1006 1043 81 0.03 208.00 chart
taylorPlus-13 1359 1430 100 0.01 85.25 chart
taylorPlus-11 1358 1457 100 0.01 117.75 chart
taylorPlus-8 1358 1456 100 0.01 105.25 chart
taylorPlus-5 1335 1430 100 0.01 66.25 chart
taylor3-21 1012 1111 81 0.02 154.50 chart
taylor3-13 0945 1043 92 0.02 143.00 chart
taylor3-11 0956 1046 91 0.01 98.25 chart
taylor3-8 0945 1043 100 0.01 102.00 chart
taylor3-5 0945 1043 100 0.01 51.75 chart

NQ_F SHORT
Type Entry Exit Trade % Profit % Points HeatMap
normal-13 1102 1134 -85 -0.01 -58.75 chart
normal-11 1033 1113 -82 -0.01 -46.75 chart
normal-8 1033 1113 -87 -0.01 -43.75 chart
normal-5 1457 1555 -100 -0.01 -54.00 chart
taylorPlus-11 1102 1137 -82 -0.01 -46.25 chart
taylorPlus-8 0953 1031 -87 -0.01 -109.00 chart
taylorPlus-5 1044 1136 -100 -0.01 -44.75 chart
taylor3-11 1331 1401 -82 -0.00 -37.25 chart
taylor3-5 1001 1038 -100 -0.00 -32.75 chart

YM_F LONG
Type Entry Exit Trade % Profit % Points HeatMap
normal-21 1404 1446 86 0.01 198.00 chart
normal-13 1405 1444 92 0.01 214.00 chart
normal-11 1125 1204 100 0.00 99.00 chart
normal-8 1247 1345 100 0.01 233.00 chart
normal-5 1247 1345 100 0.00 111.00 chart
taylorPlus-21 1326 1422 81 0.01 286.00 chart
taylorPlus-13 1334 1433 92 0.01 305.00 chart
taylorPlus-11 1400 1457 91 0.01 278.00 chart
taylorPlus-8 1400 1457 100 0.01 273.00 chart
taylorPlus-5 1341 1440 100 0.01 188.00 chart
taylor3-21 1031 1122 90 0.02 435.00 chart
taylor3-13 1037 1117 100 0.02 395.00 chart
taylor3-11 1037 1117 100 0.01 280.00 chart
taylor3-8 1130 1225 100 0.01 235.00 chart
taylor3-5 1130 1225 100 0.01 165.00 chart

YM_F SHORT
Type Entry Exit Trade % Profit % Points HeatMap
normal-13 0957 1031 -85 -0.01 -235.00 chart
normal-11 0955 1037 -82 -0.01 -193.00 chart
normal-8 1523 1554 -100 -0.00 -106.00 chart
normal-5 1457 1556 -100 -0.00 -125.00 chart
taylorPlus-21 1307 1337 -86 -0.01 -191.00 chart
taylorPlus-13 0933 1032 -85 -0.02 -572.00 chart
taylorPlus-11 0953 1035 -91 -0.01 -245.00 chart
taylorPlus-8 0953 1035 -100 -0.01 -268.00 chart
taylorPlus-5 0957 1041 -100 -0.01 -199.00 chart
taylor3-21 1435 1510 -81 -0.01 -188.00 chart
taylor3-13 1301 1332 -85 -0.00 -86.00 chart
taylor3-11 1240 1310 -82 -0.00 -104.00 chart
taylor3-8 1048 1130 -87 -0.00 -23.00 chart
taylor3-5 1001 1038 -100 -0.01 -212.00 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.