HotSpots for 12/16/2019 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 86 0.01 42.50 chart
normal-13 1232 1308 92 0.01 20.25 chart
normal-11 1232 1308 100 0.01 20.25 chart
normal-8 1224 1303 100 0.01 20.25 chart
normal-5 0934 1021 100 0.02 66.75 chart
taylorPlus-21 0934 1022 81 0.02 60.00 chart
taylorPlus-13 1211 1259 100 0.01 18.50 chart
taylorPlus-11 1215 1300 100 0.00 14.75 chart
taylorPlus-8 1119 1200 100 0.01 23.50 chart
taylorPlus-5 0933 1027 100 0.01 41.50 chart
taylor3-21 1027 1113 86 0.01 38.25 chart
taylor3-13 1036 1117 92 0.01 35.25 chart
taylor3-11 1227 1303 100 0.00 13.75 chart
taylor3-8 1227 1303 100 0.00 9.25 chart
taylor3-5 1103 1146 100 0.00 14.50 chart

ES_F SHORT
Type Entry Exit Trade % Profit % Points HeatMap
normal-13 1034 1127 -85 -0.01 -29.75 chart
normal-11 1034 1127 -91 -0.01 -29.50 chart
normal-8 1034 1126 -87 -0.01 -24.75 chart
normal-5 1027 1126 -100 -0.01 -38.75 chart
taylorPlus-13 1047 1125 -85 -0.01 -23.75 chart
taylorPlus-11 1042 1129 -91 -0.01 -26.25 chart
taylorPlus-8 1047 1126 -100 -0.01 -22.25 chart
taylorPlus-5 1027 1120 -100 -0.01 -32.00 chart
taylor3-8 1001 1038 -87 -0.01 -17.00 chart
taylor3-5 1001 1038 -100 -0.00 -15.25 chart

NQ_F LONG
Type Entry Exit Trade % Profit % Points HeatMap
normal-21 1231 1304 90 0.01 61.50 chart
normal-13 1225 1315 100 0.01 93.25 chart
normal-11 1224 1323 100 0.01 90.75 chart
normal-8 1224 1316 100 0.01 81.50 chart
normal-5 0934 1021 100 0.03 232.50 chart
taylorPlus-21 1238 1311 86 0.01 73.25 chart
taylorPlus-13 1215 1300 100 0.01 65.50 chart
taylorPlus-11 1215 1300 100 0.01 44.25 chart
taylorPlus-8 1209 1300 100 0.00 38.25 chart
taylorPlus-5 0933 1007 100 0.01 120.25 chart
taylor3-21 1013 1110 81 0.02 128.00 chart
taylor3-13 0956 1046 92 0.01 112.00 chart
taylor3-11 0945 1043 91 0.01 101.00 chart
taylor3-8 0945 1043 100 0.01 98.25 chart
taylor3-5 1216 1315 100 0.01 64.00 chart

NQ_F SHORT
Type Entry Exit Trade % Profit % Points HeatMap
normal-13 1033 1113 -85 -0.01 -74.25 chart
normal-11 1033 1113 -91 -0.01 -80.50 chart
normal-8 1051 1133 -100 -0.01 -63.25 chart
normal-5 1030 1129 -100 -0.01 -120.50 chart
taylorPlus-21 1033 1113 -81 -0.01 -109.25 chart
taylorPlus-13 1047 1125 -85 -0.01 -87.50 chart
taylorPlus-11 1047 1125 -91 -0.01 -104.75 chart
taylorPlus-8 1505 1551 -100 -0.01 -60.00 chart
taylorPlus-5 1047 1120 -100 -0.01 -62.00 chart
taylor3-13 1439 1518 -85 -0.01 -47.00 chart
taylor3-11 1443 1517 -82 -0.01 -43.50 chart
taylor3-8 1330 1401 -87 -0.00 -31.00 chart
taylor3-5 1001 1038 -100 -0.00 -36.50 chart

YM_F LONG
Type Entry Exit Trade % Profit % Points HeatMap
normal-21 1405 1444 90 0.02 420.00 chart
normal-13 1229 1324 92 0.01 240.00 chart
normal-11 1233 1330 100 0.01 247.00 chart
normal-8 1224 1320 100 0.01 204.00 chart
normal-5 0934 1011 100 0.02 611.00 chart
taylorPlus-21 1341 1435 86 0.01 251.00 chart
taylorPlus-13 0934 1030 92 0.02 536.00 chart
taylorPlus-11 0934 1027 91 0.02 540.00 chart
taylorPlus-8 1120 1200 100 0.01 193.00 chart
taylorPlus-5 0934 1027 100 0.01 373.00 chart
taylor3-21 1036 1132 86 0.01 386.00 chart
taylor3-13 1037 1117 92 0.01 276.00 chart
taylor3-11 1214 1302 100 0.01 211.00 chart
taylor3-8 1159 1252 100 0.01 199.00 chart
taylor3-5 1054 1147 100 0.01 160.00 chart

YM_F SHORT
Type Entry Exit Trade % Profit % Points HeatMap
normal-21 1004 1035 -81 -0.01 -297.00 chart
normal-13 1001 1044 -85 -0.01 -175.00 chart
normal-11 1001 1044 -91 -0.01 -181.00 chart
normal-8 1004 1040 -87 -0.01 -191.00 chart
normal-5 1027 1126 -100 -0.01 -361.00 chart
taylorPlus-13 1047 1129 -85 -0.01 -232.00 chart
taylorPlus-11 1047 1129 -91 -0.01 -249.00 chart
taylorPlus-8 1050 1126 -100 -0.01 -167.00 chart
taylorPlus-5 1025 1120 -100 -0.01 -289.00 chart
taylor3-8 1003 1038 -87 -0.01 -200.00 chart
taylor3-5 1001 1038 -100 -0.01 -226.00 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.