HotSpots for 12/18/2019 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 30.25 chart
normal-13 0932 1021 85 0.02 61.75 chart
normal-11 0933 1021 91 0.03 87.50 chart
normal-8 0933 1027 100 0.02 78.25 chart
normal-5 0934 1021 100 0.02 61.25 chart
taylorPlus-21 0952 1050 86 0.01 22.75 chart
taylorPlus-13 0949 1021 85 0.01 35.75 chart
taylorPlus-11 1231 1321 91 0.01 26.50 chart
taylorPlus-8 1418 1458 100 0.01 16.75 chart
taylorPlus-5 0932 1021 100 0.02 49.25 chart
taylor3-21 1323 1353 81 0.01 31.50 chart
taylor3-13 1259 1353 85 0.01 31.25 chart
taylor3-11 1232 1321 91 -0.00 -1.00 chart
taylor3-8 1341 1425 88 0.01 15.50 chart
taylor3-5 1105 1204 100 0.01 16.50 chart

ES_F SHORT
Type Entry Exit Trade % Profit % Points HeatMap
normal-13 1034 1127 -92 -0.01 -31.75 chart
normal-11 1034 1126 -91 -0.01 -30.25 chart
normal-8 1051 1123 -100 -0.01 -19.25 chart
normal-5 1027 1126 -100 -0.01 -38.25 chart
taylorPlus-21 1141 1235 -81 -0.02 -51.00 chart
taylorPlus-13 1144 1233 -85 -0.01 -21.50 chart
taylorPlus-11 1144 1231 -91 -0.01 -21.75 chart
taylorPlus-8 1335 1406 -87 -0.00 -7.25 chart
taylorPlus-5 1341 1421 -100 -0.00 -15.25 chart
taylor3-21 1208 1256 -86 -0.01 -29.00 chart
taylor3-13 1143 1235 -92 -0.01 -33.75 chart
taylor3-11 1210 1257 -91 -0.01 -26.75 chart
taylor3-8 1210 1253 -100 -0.01 -17.75 chart
taylor3-5 1030 1104 -100 -0.01 -26.25 chart

NQ_F LONG
Type Entry Exit Trade % Profit % Points HeatMap
normal-21 0941 1015 81 0.01 124.50 chart
normal-13 0933 1021 85 0.02 209.75 chart
normal-11 0933 1025 91 0.03 283.75 chart
normal-8 0933 1027 100 0.03 269.00 chart
normal-5 0934 1027 100 0.03 211.25 chart
taylorPlus-21 1258 1352 86 0.01 74.75 chart
taylorPlus-13 1224 1319 100 0.01 109.00 chart
taylorPlus-11 1224 1323 100 0.01 109.00 chart
taylorPlus-8 0941 1015 100 0.01 91.50 chart
taylorPlus-5 0933 1021 100 0.02 167.75 chart
taylor3-21 1326 1356 81 0.01 71.50 chart
taylor3-13 1233 1328 92 0.00 36.50 chart
taylor3-11 1235 1327 91 -0.00 -3.75 chart
taylor3-8 1015 1047 88 0.01 53.75 chart
taylor3-5 1238 1321 100 0.01 44.75 chart

NQ_F SHORT
Type Entry Exit Trade % Profit % Points HeatMap
normal-13 1033 1113 -85 -0.01 -88.25 chart
normal-11 1056 1134 -91 -0.01 -76.75 chart
normal-8 1051 1135 -100 -0.01 -72.00 chart
normal-5 1030 1129 -100 -0.01 -105.25 chart
taylorPlus-13 1330 1401 -85 -0.00 -14.00 chart
taylorPlus-11 1116 1158 -82 -0.01 -71.50 chart
taylorPlus-8 1442 1513 -87 -0.00 -16.25 chart
taylorPlus-5 1341 1425 -100 -0.01 -54.75 chart
taylor3-21 1211 1254 -81 -0.01 -61.25 chart
taylor3-13 1145 1234 -92 -0.01 -93.25 chart
taylor3-11 1211 1255 -91 -0.01 -50.00 chart
taylor3-8 1211 1255 -100 -0.01 -44.25 chart
taylor3-5 1047 1136 -100 -0.01 -64.00 chart

YM_F LONG
Type Entry Exit Trade % Profit % Points HeatMap
normal-21 1405 1444 86 0.01 354.00 chart
normal-13 1232 1321 92 0.01 222.00 chart
normal-11 0951 1021 91 0.01 400.00 chart
normal-8 0931 1020 100 0.03 766.00 chart
normal-5 0931 1020 100 0.02 644.00 chart
taylorPlus-21 1047 1120 86 0.01 330.00 chart
taylorPlus-13 1416 1514 92 0.01 164.00 chart
taylorPlus-11 1224 1321 91 0.01 199.00 chart
taylorPlus-8 1418 1504 100 0.01 170.00 chart
taylorPlus-5 1224 1323 100 0.01 149.00 chart
taylor3-21 1316 1354 90 0.01 296.00 chart
taylor3-13 1259 1353 92 0.01 274.00 chart
taylor3-11 1259 1353 91 0.01 230.00 chart
taylor3-8 1311 1400 100 0.00 108.00 chart
taylor3-5 1255 1353 100 0.01 151.00 chart

YM_F SHORT
Type Entry Exit Trade % Profit % Points HeatMap
normal-21 1458 1537 -81 -0.00 -108.00 chart
normal-13 1457 1556 -85 -0.01 -172.00 chart
normal-11 1025 1058 -82 -0.01 -248.00 chart
normal-8 1458 1537 -100 -0.00 -103.00 chart
normal-5 1020 1101 -100 -0.01 -289.00 chart
taylorPlus-21 1143 1216 -81 -0.01 -279.00 chart
taylorPlus-13 1143 1213 -92 -0.01 -173.00 chart
taylorPlus-11 1143 1213 -91 -0.01 -151.00 chart
taylorPlus-8 1001 1044 -87 -0.00 -123.00 chart
taylorPlus-5 1143 1213 -100 -0.00 -95.00 chart
taylor3-21 1208 1254 -86 -0.01 -320.00 chart
taylor3-13 1204 1254 -100 -0.01 -264.00 chart
taylor3-11 1204 1254 -100 -0.01 -170.00 chart
taylor3-8 1204 1254 -100 -0.00 -89.00 chart
taylor3-5 1035 1134 -100 -0.01 -277.00 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.