HotSpots for 01/02/2020 for $ES $YM $NQ

Commentary, HotSpot, Technical Analysis, Trades

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
taylorPlus-21 1036 1117 86 0.02 62.25 chart
taylorPlus-13 1231 1306 92 0.01 19.25 chart
taylorPlus-11 1030 1100 91 0.01 19.50 chart
taylorPlus-8 1224 1306 100 0.01 18.25 chart
taylorPlus-5 1425 1521 100 0.01 16.50 chart
taylor3-21 1338 1423 81 0.01 39.00 chart
taylor3-13 1232 1321 85 -0.00 -1.75 chart
taylor3-11 1334 1413 82 0.00 14.00 chart
taylor3-8 1222 1318 100 0.00 9.50 chart
taylor3-5 1223 1304 100 0.00 10.50 chart

ES_F SHORT
Type Entry Exit Trade % Profit % Points HeatMap
taylorPlus-21 1141 1235 -81 -0.01 -33.25 chart
taylorPlus-13 1144 1231 -85 -0.01 -16.25 chart
taylorPlus-11 1522 1552 -82 -0.01 -17.50 chart
taylorPlus-8 1323 1418 -87 -0.01 -18.00 chart
taylorPlus-5 1306 1403 -100 -0.00 -13.50 chart
taylor3-21 1143 1236 -81 -0.01 -26.75 chart
taylor3-13 1210 1254 -92 -0.01 -22.75 chart
taylor3-11 1210 1253 -91 -0.01 -16.50 chart
taylor3-8 1414 1502 -100 -0.00 -7.75 chart
taylor3-5 1457 1555 -100 -0.01 -15.75 chart

NQ_F LONG
Type Entry Exit Trade % Profit % Points HeatMap
taylorPlus-21 1031 1117 86 0.02 164.00 chart
taylorPlus-13 1231 1304 100 0.01 65.00 chart
taylorPlus-11 1231 1304 100 0.01 57.25 chart
taylorPlus-8 1231 1304 100 0.00 36.00 chart
taylorPlus-5 1225 1306 100 0.01 45.75 chart
taylor3-21 1349 1421 81 0.01 42.00 chart
taylor3-13 1016 1049 85 0.01 51.75 chart
taylor3-11 1015 1047 91 0.01 80.75 chart
taylor3-8 1103 1150 100 0.01 61.00 chart
taylor3-5 1000 1047 100 0.01 65.25 chart

NQ_F SHORT
Type Entry Exit Trade % Profit % Points HeatMap
taylorPlus-11 1315 1405 -82 -0.00 -25.00 chart
taylorPlus-8 1341 1418 -87 -0.01 -56.00 chart
taylorPlus-5 1149 1224 -100 -0.01 -63.75 chart
taylor3-13 1213 1256 -85 -0.01 -53.00 chart
taylor3-11 1413 1510 -91 -0.00 -24.75 chart
taylor3-8 1414 1510 -100 -0.00 -24.25 chart
taylor3-5 1457 1555 -100 -0.01 -65.75 chart

YM_F LONG
Type Entry Exit Trade % Profit % Points HeatMap
taylorPlus-21 1046 1117 90 0.02 493.00 chart
taylorPlus-13 1044 1118 92 0.01 196.00 chart
taylorPlus-11 1200 1252 91 0.01 190.00 chart
taylorPlus-8 1223 1314 100 0.00 126.00 chart
taylorPlus-5 1224 1306 100 0.00 125.00 chart
taylor3-21 1341 1433 81 0.01 338.00 chart
taylor3-13 1444 1514 85 0.00 60.00 chart
taylor3-11 1341 1433 82 0.01 148.00 chart
taylor3-8 1136 1219 88 0.01 161.00 chart
taylor3-5 1142 1220 100 0.00 108.00 chart

YM_F SHORT
Type Entry Exit Trade % Profit % Points HeatMap
taylorPlus-13 1523 1554 -85 -0.00 -112.00 chart
taylorPlus-11 1523 1554 -91 -0.00 -121.00 chart
taylorPlus-8 0947 1038 -87 -0.01 -143.00 chart
taylorPlus-5 1529 1559 -100 -0.00 -132.00 chart
taylor3-21 1204 1254 -90 -0.01 -255.00 chart
taylor3-13 1204 1254 -92 -0.00 -133.00 chart
taylor3-11 1204 1254 -91 -0.00 -60.00 chart
taylor3-8 1045 1136 -87 -0.01 -203.00 chart
taylor3-5 1514 1555 -100 -0.00 -128.00 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 found for the heatmap calculation.


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