HotSpots for 12/20/2019 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 1357 1456 81 0.01 33.50 chart
normal-13 0933 1032 85 0.02 75.25 chart
normal-11 0933 1030 82 0.02 65.00 chart
normal-8 1341 1414 100 0.00 13.00 chart
normal-5 0950 1032 100 0.00 14.50 chart
taylorPlus-21 1007 1039 81 0.02 60.00 chart
taylorPlus-13 1406 1456 100 0.01 39.50 chart
taylorPlus-11 1358 1457 100 0.02 48.25 chart
taylorPlus-8 1358 1457 100 0.01 31.00 chart
taylorPlus-5 1352 1449 100 0.01 19.00 chart
taylor3-21 1407 1448 90 0.01 41.25 chart
taylor3-13 1407 1448 92 0.01 17.00 chart
taylor3-11 1407 1448 100 0.01 24.25 chart
taylor3-8 1406 1448 100 0.01 18.25 chart
taylor3-5 0934 1021 100 0.02 57.00 chart

ES_F SHORT
Type Entry Exit Trade % Profit % Points HeatMap
normal-13 1457 1556 -85 -0.01 -15.75 chart
normal-11 1457 1556 -91 -0.01 -19.00 chart
normal-8 1457 1556 -87 -0.00 -13.50 chart
normal-5 1458 1556 -100 -0.00 -11.25 chart
taylorPlus-21 1308 1339 -90 -0.01 -19.25 chart
taylorPlus-13 1308 1339 -85 -0.00 -9.00 chart
taylorPlus-11 1308 1339 -91 -0.00 -10.50 chart
taylorPlus-8 1044 1136 -100 -0.01 -17.25 chart
taylorPlus-5 1002 1056 -100 -0.01 -18.25 chart
taylor3-13 1032 1126 -85 -0.00 -14.50 chart
taylor3-11 1032 1126 -91 -0.01 -24.25 chart
taylor3-8 1033 1113 -100 -0.01 -19.25 chart
taylor3-5 1038 1126 -100 -0.01 -16.75 chart

NQ_F LONG
Type Entry Exit Trade % Profit % Points HeatMap
normal-21 1359 1458 86 0.01 92.75 chart
normal-13 0933 1030 85 0.03 265.00 chart
normal-11 0933 1030 82 0.03 246.50 chart
normal-8 0950 1031 100 0.02 143.50 chart
normal-5 0950 1047 100 0.01 72.00 chart
taylorPlus-21 1338 1414 86 0.01 87.25 chart
taylorPlus-13 1406 1455 100 0.01 101.75 chart
taylorPlus-11 1403 1457 100 0.01 117.50 chart
taylorPlus-8 1336 1434 100 0.01 94.50 chart
taylorPlus-5 1334 1414 100 0.01 66.00 chart
taylor3-21 1408 1448 90 0.02 134.00 chart
taylor3-13 1407 1445 92 0.01 59.75 chart
taylor3-11 1407 1445 100 0.01 68.00 chart
taylor3-8 1406 1436 100 0.01 44.75 chart
taylor3-5 0933 1021 100 0.02 160.50 chart

NQ_F SHORT
Type Entry Exit Trade % Profit % Points HeatMap
normal-13 1032 1112 -85 -0.01 -68.00 chart
normal-11 1457 1553 -91 -0.00 -32.25 chart
normal-8 1030 1104 -87 -0.01 -75.25 chart
normal-5 1457 1549 -100 -0.00 -22.25 chart
taylorPlus-13 1047 1136 -85 -0.00 -24.50 chart
taylorPlus-11 1230 1310 -82 -0.01 -58.50 chart
taylorPlus-8 1044 1136 -100 -0.01 -52.00 chart
taylorPlus-5 1024 1104 -100 -0.01 -44.00 chart
taylor3-11 1025 1122 -82 -0.01 -102.50 chart
taylor3-8 1033 1113 -100 -0.01 -80.00 chart
taylor3-5 1056 1126 -100 -0.01 -59.25 chart

YM_F LONG
Type Entry Exit Trade % Profit % Points HeatMap
normal-21 1405 1448 86 0.01 307.00 chart
normal-13 1421 1457 92 0.01 188.00 chart
normal-11 0935 1013 91 0.02 549.00 chart
normal-8 0935 1013 100 0.02 580.00 chart
normal-5 0935 1013 100 0.01 232.00 chart
taylorPlus-21 1338 1418 86 0.01 332.00 chart
taylorPlus-13 1400 1457 92 0.01 351.00 chart
taylorPlus-11 1400 1457 100 0.01 368.00 chart
taylorPlus-8 1400 1457 100 0.01 219.00 chart
taylorPlus-5 1341 1439 100 0.00 139.00 chart
taylor3-21 1407 1449 86 0.01 366.00 chart
taylor3-13 1209 1300 100 0.01 168.00 chart
taylor3-11 1209 1300 100 0.00 135.00 chart
taylor3-8 1405 1447 100 0.01 192.00 chart
taylor3-5 0934 1033 100 0.02 436.00 chart

YM_F SHORT
Type Entry Exit Trade % Profit % Points HeatMap
normal-21 1458 1537 -81 -0.01 -143.00 chart
normal-13 1457 1556 -85 -0.01 -146.00 chart
normal-11 1457 1556 -91 -0.01 -163.00 chart
normal-8 1458 1537 -100 -0.01 -144.00 chart
normal-5 1458 1556 -100 -0.00 -115.00 chart
taylorPlus-21 1305 1338 -86 -0.01 -241.00 chart
taylorPlus-13 0953 1035 -85 -0.01 -244.00 chart
taylorPlus-11 0953 1035 -91 -0.01 -285.00 chart
taylorPlus-8 1046 1135 -100 -0.01 -162.00 chart
taylorPlus-5 1047 1135 -100 -0.00 -120.00 chart
taylor3-13 1325 1358 -92 -0.00 -123.00 chart
taylor3-11 1325 1358 -91 -0.00 -115.00 chart
taylor3-8 1021 1058 -87 -0.01 -243.00 chart
taylor3-5 1148 1224 -100 -0.01 -159.00 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.