HotSpots for 12/19/2019 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 1232 1308 85 0.01 18.75 chart
normal-11 1224 1259 91 0.01 18.50 chart
normal-8 0949 1020 100 0.01 40.00 chart
normal-5 0950 1021 100 0.01 36.50 chart
taylorPlus-21 0934 1022 81 0.02 53.00 chart
taylorPlus-13 0934 1022 92 0.02 62.50 chart
taylorPlus-11 0934 1022 91 0.02 54.50 chart
taylorPlus-8 1120 1204 100 0.01 24.00 chart
taylorPlus-5 0932 1027 100 0.01 44.25 chart
taylor3-21 1036 1114 81 0.02 50.75 chart
taylor3-13 1036 1118 92 0.01 34.50 chart
taylor3-11 0941 1040 91 0.01 37.00 chart
taylor3-8 1103 1146 100 0.01 18.75 chart
taylor3-5 0933 1020 100 0.01 23.25 chart

ES_F SHORT
Type Entry Exit Trade % Profit % Points HeatMap
normal-13 1034 1127 -85 -0.01 -26.00 chart
normal-11 1457 1556 -91 -0.01 -22.75 chart
normal-8 1306 1341 -100 -0.00 -10.00 chart
normal-5 1059 1135 -100 -0.01 -15.75 chart
taylorPlus-21 1516 1555 -81 -0.02 -48.25 chart
taylorPlus-13 1047 1126 -85 -0.01 -22.75 chart
taylorPlus-11 1042 1129 -91 -0.01 -25.75 chart
taylorPlus-8 1047 1120 -100 -0.01 -24.75 chart
taylorPlus-5 1027 1120 -100 -0.01 -23.00 chart
taylor3-11 1458 1552 -82 -0.01 -16.00 chart
taylor3-8 1004 1038 -87 -0.00 -13.25 chart

NQ_F LONG
Type Entry Exit Trade % Profit % Points HeatMap
normal-21 1359 1458 86 0.01 95.75 chart
normal-13 1224 1316 85 0.01 93.25 chart
normal-11 0933 1025 82 0.03 261.25 chart
normal-8 1430 1512 100 0.00 40.75 chart
normal-5 0950 1021 100 0.01 112.00 chart
taylorPlus-21 1213 1259 81 0.01 77.25 chart
taylorPlus-13 1215 1300 100 0.01 52.00 chart
taylorPlus-11 1215 1300 100 0.00 39.75 chart
taylorPlus-8 1209 1301 100 0.01 42.50 chart
taylorPlus-5 0930 1027 100 0.02 159.50 chart
taylor3-21 1013 1110 81 0.02 135.00 chart
taylor3-13 0945 1043 92 0.02 126.50 chart
taylor3-11 0945 1043 100 0.02 141.25 chart
taylor3-8 0945 1043 100 0.01 106.00 chart
taylor3-5 0933 1020 100 0.01 92.25 chart

NQ_F SHORT
Type Entry Exit Trade % Profit % Points HeatMap
normal-13 1032 1112 -92 -0.01 -88.00 chart
normal-11 1051 1133 -91 -0.01 -61.75 chart
normal-8 1032 1112 -100 -0.01 -56.50 chart
normal-5 1032 1112 -100 -0.00 -39.50 chart
taylorPlus-21 1456 1553 -81 -0.02 -156.75 chart
taylorPlus-13 1047 1125 -85 -0.01 -85.00 chart
taylorPlus-11 1047 1125 -91 -0.01 -73.75 chart
taylorPlus-8 1047 1120 -100 -0.01 -75.25 chart
taylorPlus-5 1048 1127 -100 -0.01 -55.25 chart
taylor3-13 1439 1518 -85 -0.00 -39.00 chart
taylor3-11 1439 1519 -82 -0.01 -66.00 chart
taylor3-5 1406 1436 -100 -0.00 -25.50 chart

YM_F LONG
Type Entry Exit Trade % Profit % Points HeatMap
normal-21 1405 1443 86 0.01 296.00 chart
normal-13 1232 1321 92 0.01 190.00 chart
normal-11 0933 1019 91 0.03 735.00 chart
normal-8 0933 1019 100 0.03 701.00 chart
normal-5 0931 1019 100 0.02 581.00 chart
taylorPlus-21 0934 1022 81 0.02 540.00 chart
taylorPlus-13 0932 1028 92 0.02 584.00 chart
taylorPlus-11 0934 1027 91 0.02 539.00 chart
taylorPlus-8 1120 1202 100 0.01 184.00 chart
taylorPlus-5 0931 1025 100 0.01 394.00 chart
taylor3-21 1036 1132 81 0.01 343.00 chart
taylor3-13 1214 1302 92 0.01 216.00 chart
taylor3-11 0932 1008 91 0.01 372.00 chart
taylor3-8 1103 1145 100 0.01 180.00 chart
taylor3-5 1107 1144 100 0.01 154.00 chart

YM_F SHORT
Type Entry Exit Trade % Profit % Points HeatMap
normal-21 1001 1044 -81 -0.01 -284.00 chart
normal-13 1042 1135 -85 -0.01 -333.00 chart
normal-11 1457 1556 -91 -0.01 -202.00 chart
normal-8 1019 1113 -100 -0.01 -300.00 chart
normal-5 1042 1135 -100 -0.01 -229.00 chart
taylorPlus-21 1041 1132 -81 -0.01 -280.00 chart
taylorPlus-13 1047 1129 -85 -0.01 -211.00 chart
taylorPlus-11 1042 1130 -91 -0.01 -243.00 chart
taylorPlus-8 1050 1126 -100 -0.01 -177.00 chart
taylorPlus-5 1025 1120 -100 -0.01 -240.00 chart
taylor3-11 1439 1521 -82 -0.00 -72.00 chart
taylor3-8 1005 1038 -100 -0.01 -216.00 chart
taylor3-5 1005 1037 -100 -0.00 -111.00 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.