HotSpots for 12/12/2019 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 1403 1453 81 0.01 32.50 chart
normal-13 1103 1150 92 0.01 22.75 chart
normal-11 1104 1144 91 0.01 21.75 chart
normal-8 1232 1303 100 0.00 12.25 chart
normal-5 1252 1323 100 0.00 8.00 chart
taylorPlus-21 1028 1120 86 0.01 44.25 chart
taylorPlus-13 1036 1124 85 0.01 32.75 chart
taylorPlus-11 1232 1321 91 0.01 20.75 chart
taylorPlus-8 1232 1304 100 0.00 12.00 chart
taylorPlus-5 1248 1325 100 0.00 9.25 chart
taylor3-21 1412 1451 90 0.01 39.50 chart
taylor3-13 1207 1300 92 0.01 22.25 chart
taylor3-11 1207 1300 91 0.00 15.00 chart
taylor3-8 1407 1448 100 0.00 11.75 chart
taylor3-5 1123 1205 100 0.00 12.50 chart

ES_F SHORT
Type Entry Exit Trade % Profit % Points HeatMap
normal-13 1523 1553 -85 -0.01 -16.00 chart
normal-11 1034 1113 -82 -0.01 -15.75 chart
normal-8 1144 1237 -100 -0.01 -16.75 chart
normal-5 1457 1553 -100 -0.00 -14.00 chart
taylorPlus-21 1141 1235 -81 -0.02 -51.25 chart
taylorPlus-11 1144 1233 -82 -0.01 -18.00 chart
taylorPlus-8 1444 1538 -87 -0.00 -9.00 chart
taylorPlus-5 1523 1554 -100 -0.00 -13.50 chart
taylor3-13 1523 1558 -85 -0.01 -32.25 chart
taylor3-11 1523 1558 -82 -0.00 -14.25 chart
taylor3-8 0958 1051 -87 -0.01 -17.00 chart
taylor3-5 0958 1045 -100 -0.00 -13.50 chart

NQ_F LONG
Type Entry Exit Trade % Profit % Points HeatMap
normal-21 1231 1304 86 0.00 38.75 chart
normal-13 1227 1315 100 0.01 69.25 chart
normal-11 1227 1315 100 0.01 52.00 chart
normal-8 1246 1345 100 0.01 77.25 chart
normal-5 1249 1345 100 0.01 58.25 chart
taylorPlus-21 1258 1352 86 0.01 72.25 chart
taylorPlus-13 1249 1340 92 0.01 90.00 chart
taylorPlus-11 1259 1352 100 0.01 72.00 chart
taylorPlus-8 0941 1015 100 0.01 59.50 chart
taylorPlus-5 0932 1015 100 0.01 56.50 chart
taylor3-21 1413 1450 86 0.02 134.00 chart
taylor3-13 1407 1445 92 0.01 60.50 chart
taylor3-11 1407 1445 91 0.01 47.00 chart
taylor3-8 1405 1437 100 0.00 38.75 chart
taylor3-5 1414 1448 100 0.00 23.00 chart

NQ_F SHORT
Type Entry Exit Trade % Profit % Points HeatMap
normal-11 1033 1113 -82 -0.00 -40.25 chart
normal-8 1021 1104 -87 -0.01 -82.00 chart
normal-5 1457 1553 -100 -0.01 -46.00 chart
taylorPlus-13 1342 1432 -85 -0.01 -71.50 chart
taylorPlus-11 1342 1432 -82 -0.01 -51.50 chart
taylorPlus-8 1440 1510 -87 -0.00 -17.25 chart
taylorPlus-5 1334 1407 -100 -0.00 -17.75 chart
taylor3-13 1328 1405 -85 -0.01 -49.00 chart
taylor3-11 1329 1407 -82 -0.01 -48.75 chart
taylor3-8 0949 1036 -87 -0.01 -67.50 chart
taylor3-5 1033 1113 -100 -0.01 -43.25 chart

YM_F LONG
Type Entry Exit Trade % Profit % Points HeatMap
normal-21 1404 1446 90 0.01 274.00 chart
normal-13 1232 1330 92 0.01 243.00 chart
normal-11 1242 1340 91 0.01 229.00 chart
normal-8 1242 1340 100 0.01 198.00 chart
normal-5 1253 1345 100 0.00 121.00 chart
taylorPlus-21 1031 1122 86 0.01 403.00 chart
taylorPlus-13 1038 1117 85 0.01 280.00 chart
taylorPlus-11 1253 1350 91 0.01 215.00 chart
taylorPlus-8 1159 1240 100 0.01 143.00 chart
taylorPlus-5 1155 1240 100 0.00 136.00 chart
taylor3-21 1416 1449 86 0.01 285.00 chart
taylor3-13 1209 1300 100 0.01 204.00 chart
taylor3-11 1209 1300 100 0.01 163.00 chart
taylor3-8 1234 1323 100 0.00 108.00 chart
taylor3-5 1245 1344 100 0.00 93.00 chart

YM_F SHORT
Type Entry Exit Trade % Profit % Points HeatMap
normal-13 0955 1037 -85 -0.01 -279.00 chart
normal-11 0955 1037 -82 -0.01 -199.00 chart
normal-8 0955 1037 -87 -0.01 -220.00 chart
normal-5 1457 1553 -100 -0.00 -99.00 chart
taylorPlus-21 1143 1216 -81 -0.01 -235.00 chart
taylorPlus-13 1523 1554 -85 -0.01 -139.00 chart
taylorPlus-11 1143 1213 -91 -0.00 -98.00 chart
taylorPlus-8 1523 1554 -87 -0.00 -77.00 chart
taylorPlus-5 0947 1038 -100 -0.01 -185.00 chart
taylor3-11 1325 1358 -91 -0.00 -102.00 chart
taylor3-8 0955 1051 -100 -0.01 -220.00 chart
taylor3-5 0955 1054 -100 -0.01 -162.00 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.