HotSpots for 12/27/2019 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 1600 86 0.01 26.50 chart
normal-13 0939 1030 92 0.02 52.50 chart
normal-11 0939 1030 91 0.02 48.00 chart
normal-8 0950 1042 100 0.01 18.25 chart
normal-5 1027 1123 100 0.01 21.00 chart
taylorPlus-21 1037 1117 81 0.02 52.25 chart
taylorPlus-13 1231 1321 92 0.01 28.25 chart
taylorPlus-11 1230 1305 100 0.01 19.25 chart
taylorPlus-8 1227 1306 100 0.01 17.50 chart
taylorPlus-5 0953 1038 100 0.01 17.00 chart
taylor3-21 1407 1448 95 0.01 45.00 chart
taylor3-13 1407 1448 100 0.01 27.25 chart
taylor3-11 1407 1448 100 0.01 20.25 chart
taylor3-8 1406 1446 100 0.01 17.75 chart
taylor3-5 0933 1031 100 0.02 52.25 chart

ES_F SHORT
Type Entry Exit Trade % Profit % Points HeatMap
normal-13 1600 1600 -85 -0.01 -24.25 chart
normal-11 1600 1600 -82 -0.01 -18.75 chart
normal-8 1600 1600 -87 -0.01 -16.75 chart
normal-5 1134 1226 -100 -0.00 -9.00 chart
taylorPlus-21 1141 1235 -81 -0.02 -45.50 chart
taylorPlus-13 1144 1231 -85 -0.01 -22.50 chart
taylorPlus-11 1144 1231 -91 -0.01 -18.25 chart
taylorPlus-8 1523 1553 -87 -0.00 -8.25 chart
taylorPlus-5 1139 1219 -100 -0.00 -13.75 chart
taylor3-13 1321 1407 -85 -0.01 -17.75 chart
taylor3-11 1032 1126 -82 -0.01 -21.75 chart
taylor3-8 1034 1126 -87 -0.01 -17.25 chart
taylor3-5 1249 1336 -100 -0.00 -6.25 chart

NQ_F LONG
Type Entry Exit Trade % Profit % Points HeatMap
normal-21 1245 1600 86 0.01 81.25 chart
normal-13 0958 1042 92 0.01 116.25 chart
normal-11 0954 1042 100 0.01 124.25 chart
normal-8 1000 1047 100 0.01 87.25 chart
normal-5 1035 1134 100 0.01 68.50 chart
taylorPlus-21 1258 1352 86 0.01 83.00 chart
taylorPlus-13 1246 1319 100 0.01 66.75 chart
taylorPlus-11 1232 1316 100 0.01 79.25 chart
taylorPlus-8 1232 1315 100 0.01 60.75 chart
taylorPlus-5 0930 1021 100 0.02 147.50 chart
taylor3-21 1408 1448 90 0.02 137.50 chart
taylor3-13 1407 1445 100 0.01 75.25 chart
taylor3-11 1407 1445 100 0.01 53.25 chart
taylor3-8 1418 1448 100 0.00 41.50 chart
taylor3-5 0941 1025 100 0.01 63.25 chart

NQ_F SHORT
Type Entry Exit Trade % Profit % Points HeatMap
normal-13 1600 1600 -85 -0.01 -51.50 chart
normal-11 1600 1600 -82 -0.01 -61.50 chart
normal-8 1600 1600 -87 -0.01 -49.00 chart
normal-5 1134 1230 -100 -0.00 -13.25 chart
taylorPlus-11 1122 1158 -82 -0.01 -71.25 chart
taylorPlus-8 1436 1506 -87 -0.00 -18.25 chart
taylorPlus-5 1122 1158 -100 -0.00 -36.50 chart
taylor3-11 1025 1057 -82 -0.01 -80.25 chart
taylor3-8 1025 1057 -87 -0.01 -68.50 chart
taylor3-5 1138 1224 -100 -0.01 -72.75 chart

YM_F LONG
Type Entry Exit Trade % Profit % Points HeatMap
normal-21 1232 1600 86 0.01 255.00 chart
normal-13 0935 1013 92 0.02 670.00 chart
normal-11 0934 1009 91 0.02 588.00 chart
normal-8 0935 1008 100 0.01 248.00 chart
normal-5 1027 1123 100 0.01 188.00 chart
taylorPlus-21 1044 1118 86 0.02 447.00 chart
taylorPlus-13 1253 1325 92 0.00 132.00 chart
taylorPlus-11 1201 1241 100 0.01 166.00 chart
taylorPlus-8 1224 1321 100 0.01 196.00 chart
taylorPlus-5 0949 1021 100 0.01 212.00 chart
taylor3-21 1407 1449 90 0.01 391.00 chart
taylor3-13 1209 1300 100 0.01 151.00 chart
taylor3-11 1417 1447 100 0.01 172.00 chart
taylor3-8 1406 1447 100 0.01 184.00 chart
taylor3-5 0933 1004 100 0.02 447.00 chart

YM_F SHORT
Type Entry Exit Trade % Profit % Points HeatMap
normal-21 1600 1600 -81 -0.01 -141.00 chart
normal-13 1600 1600 -92 -0.01 -180.00 chart
normal-11 1600 1600 -91 -0.01 -166.00 chart
normal-8 1600 1600 -87 -0.01 -174.00 chart
normal-5 1123 1211 -100 -0.00 -99.00 chart
taylorPlus-13 1001 1044 -85 -0.01 -233.00 chart
taylorPlus-11 1444 1537 -91 -0.00 -78.00 chart
taylorPlus-8 1001 1044 -100 -0.01 -157.00 chart
taylorPlus-5 1004 1041 -100 -0.00 -85.00 chart
taylor3-21 1447 1537 -81 -0.01 -242.00 chart
taylor3-13 1325 1407 -92 -0.01 -141.00 chart
taylor3-11 1325 1358 -91 -0.00 -93.00 chart
taylor3-8 1447 1540 -100 -0.00 -112.00 chart
taylor3-5 1151 1225 -100 -0.01 -163.00 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.