HotSpots for 12/30/2019 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 25.25 chart
normal-13 0939 1030 85 0.01 44.25 chart
normal-11 0959 1042 91 0.01 24.00 chart
normal-8 1000 1059 100 0.01 25.75 chart
normal-5 1034 1133 100 0.01 20.25 chart
taylorPlus-21 1037 1117 81 0.02 47.50 chart
taylorPlus-13 1231 1321 92 0.01 28.50 chart
taylorPlus-11 1231 1306 100 0.01 20.00 chart
taylorPlus-8 1224 1308 100 0.01 21.00 chart
taylorPlus-5 1000 1057 100 0.01 19.25 chart
taylor3-21 1338 1423 86 0.01 43.00 chart
taylor3-13 1232 1321 92 0.00 2.00 chart
taylor3-11 1334 1413 91 0.01 19.50 chart
taylor3-8 1341 1425 100 0.01 18.50 chart
taylor3-5 1249 1321 100 0.00 12.00 chart

ES_F SHORT
Type Entry Exit Trade % Profit % Points HeatMap
normal-13 1458 1533 -92 -0.01 -16.25 chart
normal-11 1458 1533 -91 -0.00 -9.75 chart
normal-8 1454 1543 -100 -0.00 -14.25 chart
normal-5 1454 1543 -100 -0.00 -11.50 chart
taylorPlus-21 1141 1235 -86 -0.02 -49.75 chart
taylorPlus-13 1144 1231 -92 -0.01 -27.25 chart
taylorPlus-11 1144 1231 -91 -0.00 -15.25 chart
taylorPlus-8 1321 1418 -87 -0.00 -14.00 chart
taylorPlus-5 1139 1224 -100 -0.01 -22.00 chart
taylor3-21 1208 1255 -86 -0.01 -25.75 chart
taylor3-13 1210 1257 -92 -0.01 -28.75 chart
taylor3-11 1210 1253 -100 -0.01 -22.50 chart
taylor3-8 1210 1253 -100 -0.01 -18.75 chart
taylor3-5 1457 1556 -100 -0.00 -13.25 chart

NQ_F LONG
Type Entry Exit Trade % Profit % Points HeatMap
normal-21 1244 1314 86 0.01 77.00 chart
normal-13 0958 1042 92 0.02 127.50 chart
normal-11 0958 1042 100 0.01 106.00 chart
normal-8 1000 1056 100 0.01 98.00 chart
normal-5 1039 1134 100 0.01 68.50 chart
taylorPlus-21 1036 1108 81 0.02 125.50 chart
taylorPlus-13 1233 1312 100 0.01 69.75 chart
taylorPlus-11 1232 1312 100 0.01 66.25 chart
taylorPlus-8 1418 1458 100 0.01 56.50 chart
taylorPlus-5 1225 1306 100 0.01 43.25 chart
taylor3-21 1334 1415 81 0.01 85.50 chart
taylor3-13 1235 1322 92 -0.00 -10.25 chart
taylor3-11 1341 1415 91 0.00 29.75 chart
taylor3-8 1403 1433 100 0.01 51.75 chart
taylor3-5 1104 1202 100 0.00 39.25 chart

NQ_F SHORT
Type Entry Exit Trade % Profit % Points HeatMap
normal-13 1501 1549 -92 -0.01 -97.50 chart
normal-11 1501 1549 -91 -0.01 -68.50 chart
normal-8 1451 1549 -100 -0.01 -78.75 chart
normal-5 1457 1550 -100 -0.01 -60.50 chart
taylorPlus-21 1145 1235 -81 -0.02 -146.50 chart
taylorPlus-13 1129 1205 -85 -0.01 -77.25 chart
taylorPlus-11 1443 1513 -91 -0.00 -22.25 chart
taylorPlus-8 1122 1158 -87 -0.01 -46.75 chart
taylorPlus-5 1139 1224 -100 -0.01 -64.00 chart
taylor3-21 1212 1256 -81 -0.01 -44.00 chart
taylor3-13 1145 1235 -92 -0.01 -43.25 chart
taylor3-11 1213 1256 -91 -0.01 -53.75 chart
taylor3-8 1207 1259 -87 -0.01 -72.00 chart
taylor3-5 1457 1555 -100 -0.01 -60.50 chart

YM_F LONG
Type Entry Exit Trade % Profit % Points HeatMap
normal-21 1421 1457 86 0.01 222.00 chart
normal-13 0935 1013 85 0.02 580.00 chart
normal-11 0935 1008 91 0.02 540.00 chart
normal-8 1010 1109 100 0.01 143.00 chart
normal-5 1027 1123 100 0.01 194.00 chart
taylorPlus-21 1044 1118 86 0.02 411.00 chart
taylorPlus-13 1044 1118 92 0.01 193.00 chart
taylorPlus-11 1231 1323 91 0.01 169.00 chart
taylorPlus-8 1209 1308 100 0.01 153.00 chart
taylorPlus-5 1000 1057 100 0.00 127.00 chart
taylor3-21 1341 1433 86 0.01 391.00 chart
taylor3-13 1259 1353 85 0.01 241.00 chart
taylor3-11 1341 1433 91 0.01 203.00 chart
taylor3-8 1341 1433 100 0.01 202.00 chart
taylor3-5 1249 1321 100 0.00 100.00 chart

YM_F SHORT
Type Entry Exit Trade % Profit % Points HeatMap
normal-21 1458 1537 -86 -0.01 -160.00 chart
normal-13 1458 1537 -100 -0.01 -205.00 chart
normal-11 1458 1537 -100 -0.01 -140.00 chart
normal-8 1458 1543 -100 -0.00 -136.00 chart
normal-5 1458 1543 -100 -0.00 -97.00 chart
taylorPlus-21 1143 1216 -81 -0.01 -288.00 chart
taylorPlus-13 1139 1224 -85 -0.01 -191.00 chart
taylorPlus-11 1444 1537 -91 -0.00 -92.00 chart
taylorPlus-8 1113 1203 -87 -0.01 -146.00 chart
taylorPlus-5 1139 1224 -100 -0.01 -172.00 chart
taylor3-21 1208 1254 -90 -0.01 -320.00 chart
taylor3-13 1204 1254 -100 -0.01 -181.00 chart
taylor3-11 1204 1254 -100 -0.00 -110.00 chart
taylor3-8 1047 1142 -100 -0.01 -226.00 chart
taylor3-5 1102 1136 -100 -0.01 -141.00 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.