HotSpots for 12/26/2019 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 1234 1317 86 0.01 26.50 chart
normal-13 0939 1030 85 0.01 45.50 chart
normal-11 0941 1029 91 0.01 46.75 chart
normal-8 0950 1042 100 0.01 28.00 chart
normal-5 1017 1105 100 0.00 13.00 chart
taylorPlus-21 1006 1038 81 0.01 44.75 chart
taylorPlus-13 1358 1457 100 0.02 50.25 chart
taylorPlus-11 1358 1457 100 0.01 43.00 chart
taylorPlus-8 1352 1451 100 0.01 30.50 chart
taylorPlus-5 1352 1449 100 0.01 16.50 chart
taylor3-21 1036 1110 81 0.02 49.25 chart
taylor3-13 1036 1118 92 0.01 33.50 chart
taylor3-11 0945 1044 91 0.01 32.25 chart
taylor3-8 1103 1147 100 0.01 20.75 chart
taylor3-5 0941 1034 100 0.01 18.25 chart

ES_F SHORT
Type Entry Exit Trade % Profit % Points HeatMap
normal-21 1457 1556 -81 -0.01 -27.25 chart
normal-13 1457 1556 -92 -0.01 -24.25 chart
normal-11 1458 1556 -91 -0.01 -22.25 chart
normal-8 1458 1556 -87 -0.00 -10.75 chart
normal-5 1454 1549 -100 -0.00 -14.25 chart
taylorPlus-21 1308 1339 -86 -0.00 -14.75 chart
taylorPlus-13 1246 1343 -85 -0.01 -29.50 chart
taylorPlus-11 1246 1343 -82 -0.01 -24.50 chart
taylorPlus-8 1445 1527 -100 -0.00 -11.25 chart
taylorPlus-5 1457 1556 -100 -0.00 -12.50 chart
taylor3-11 1458 1552 -82 -0.01 -17.75 chart
taylor3-8 1447 1518 -87 -0.00 -11.50 chart

NQ_F LONG
Type Entry Exit Trade % Profit % Points HeatMap
normal-21 1245 1316 86 0.01 81.00 chart
normal-13 0958 1042 85 0.01 92.00 chart
normal-11 0958 1042 91 0.01 110.00 chart
normal-8 0959 1042 100 0.01 92.75 chart
normal-5 1100 1139 100 0.01 47.00 chart
taylorPlus-21 1336 1419 81 0.02 137.00 chart
taylorPlus-13 1350 1449 100 0.01 96.50 chart
taylorPlus-11 1350 1449 100 0.01 83.25 chart
taylorPlus-8 1352 1451 100 0.01 73.25 chart
taylorPlus-5 1249 1347 100 0.01 44.75 chart
taylor3-21 0958 1044 86 0.01 116.00 chart
taylor3-13 0945 1043 92 0.02 128.75 chart
taylor3-11 0945 1043 100 0.02 143.00 chart
taylor3-8 0945 1043 100 0.01 92.75 chart
taylor3-5 0933 1032 100 0.01 78.00 chart

NQ_F SHORT
Type Entry Exit Trade % Profit % Points HeatMap
normal-13 1457 1553 -92 -0.01 -54.50 chart
normal-11 1501 1548 -91 -0.01 -68.50 chart
normal-8 1507 1548 -87 -0.00 -30.50 chart
normal-5 0936 1006 -100 -0.01 -53.25 chart
taylorPlus-11 1044 1136 -82 -0.01 -43.75 chart
taylorPlus-8 1444 1522 -100 -0.00 -28.00 chart
taylorPlus-5 0930 1013 -100 -0.01 -80.75 chart
taylor3-13 1443 1517 -85 -0.01 -46.75 chart
taylor3-11 1439 1519 -82 -0.01 -68.00 chart
taylor3-8 1443 1519 -87 -0.01 -50.50 chart

YM_F LONG
Type Entry Exit Trade % Profit % Points HeatMap
normal-21 1232 1321 86 0.01 271.00 chart
normal-13 1407 1457 92 0.01 192.00 chart
normal-11 0935 1013 91 0.02 603.00 chart
normal-8 0935 1008 100 0.02 521.00 chart
normal-5 1024 1123 100 0.01 179.00 chart
taylorPlus-21 1338 1419 81 0.01 292.00 chart
taylorPlus-13 1400 1457 100 0.01 395.00 chart
taylorPlus-11 1400 1457 100 0.01 344.00 chart
taylorPlus-8 1349 1446 100 0.01 246.00 chart
taylorPlus-5 1357 1454 100 0.00 126.00 chart
taylor3-21 1036 1132 81 0.01 374.00 chart
taylor3-13 1208 1240 92 0.01 184.00 chart
taylor3-11 1111 1208 100 0.01 173.00 chart
taylor3-8 1103 1145 100 0.01 177.00 chart
taylor3-5 1103 1144 100 0.01 167.00 chart

YM_F SHORT
Type Entry Exit Trade % Profit % Points HeatMap
normal-21 1458 1537 -86 -0.01 -169.00 chart
normal-13 1457 1556 -92 -0.01 -220.00 chart
normal-11 1458 1537 -100 -0.01 -179.00 chart
normal-8 1458 1537 -100 -0.00 -104.00 chart
normal-5 1500 1559 -100 -0.00 -134.00 chart
taylorPlus-21 1308 1338 -86 -0.01 -159.00 chart
taylorPlus-13 0959 1035 -92 -0.01 -221.00 chart
taylorPlus-11 0959 1035 -91 -0.01 -184.00 chart
taylorPlus-8 0957 1036 -87 -0.01 -213.00 chart
taylorPlus-5 1457 1556 -100 -0.00 -102.00 chart
taylor3-11 1439 1521 -82 -0.00 -57.00 chart
taylor3-8 1005 1038 -87 -0.01 -194.00 chart
taylor3-5 1229 1309 -100 -0.00 -27.00 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.