HotSpots for 12/13/2019 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
normal-21 1403 1453 86 0.01 36.00 chart
normal-13 1232 1308 92 0.01 20.00 chart
normal-11 1232 1308 91 0.01 16.50 chart
normal-8 1224 1303 100 0.01 17.75 chart
normal-5 0933 1029 100 0.02 57.25 chart
taylorPlus-21 0934 1022 81 0.02 63.00 chart
taylorPlus-13 1211 1259 100 0.01 19.00 chart
taylorPlus-11 1211 1259 100 0.00 11.50 chart
taylorPlus-8 1359 1437 100 0.00 11.25 chart
taylorPlus-5 1120 1151 100 0.01 16.00 chart
taylor3-21 1325 1355 81 0.01 36.25 chart
taylor3-13 1259 1353 85 0.01 32.25 chart
taylor3-11 1259 1353 82 0.01 23.50 chart
taylor3-8 1334 1425 88 0.01 19.75 chart
taylor3-5 1334 1425 100 0.01 19.00 chart

ES_F SHORT
Type Entry Exit Trade % Profit % Points HeatMap
normal-13 1034 1113 -85 -0.01 -24.25 chart
normal-11 1034 1113 -82 -0.01 -18.50 chart
normal-8 1144 1228 -100 -0.01 -22.75 chart
normal-5 1138 1224 -100 -0.01 -21.50 chart
taylorPlus-13 1513 1547 -85 -0.01 -24.50 chart
taylorPlus-11 1457 1552 -82 -0.00 -11.25 chart
taylorPlus-8 1454 1552 -87 -0.01 -16.00 chart
taylorPlus-5 1026 1120 -100 -0.01 -17.50 chart
taylor3-21 1208 1256 -86 -0.01 -19.50 chart
taylor3-13 1143 1236 -100 -0.01 -38.25 chart
taylor3-11 1143 1235 -100 -0.01 -30.75 chart
taylor3-8 1210 1257 -100 -0.01 -24.00 chart
taylor3-5 1210 1257 -100 -0.01 -20.00 chart

NQ_F LONG
Type Entry Exit Trade % Profit % Points HeatMap
normal-21 1228 1314 90 0.01 60.25 chart
normal-13 1227 1315 100 0.01 93.75 chart
normal-11 1225 1315 100 0.01 88.00 chart
normal-8 1224 1316 100 0.01 83.50 chart
normal-5 0933 1030 100 0.02 187.25 chart
taylorPlus-21 1241 1313 81 0.01 76.75 chart
taylorPlus-13 1215 1300 100 0.01 60.25 chart
taylorPlus-11 1215 1300 100 0.00 38.75 chart
taylorPlus-8 1241 1313 100 0.00 37.00 chart
taylorPlus-5 1119 1151 100 0.01 49.00 chart
taylor3-21 1326 1356 86 0.01 77.00 chart
taylor3-13 1257 1351 92 0.01 69.00 chart
taylor3-11 1509 1549 91 0.00 31.00 chart
taylor3-8 1333 1414 88 0.00 36.75 chart
taylor3-5 1351 1432 100 0.01 45.75 chart

NQ_F SHORT
Type Entry Exit Trade % Profit % Points HeatMap
normal-13 1033 1113 -85 -0.01 -73.00 chart
normal-11 1033 1113 -82 -0.01 -62.75 chart
normal-8 1116 1158 -100 -0.01 -54.50 chart
normal-5 1139 1224 -100 -0.01 -63.50 chart
taylorPlus-21 1033 1113 -81 -0.01 -113.50 chart
taylorPlus-13 1501 1552 -85 -0.01 -85.50 chart
taylorPlus-11 1501 1552 -82 -0.01 -57.50 chart
taylorPlus-8 1505 1551 -100 -0.01 -59.75 chart
taylorPlus-5 1033 1118 -100 -0.00 -39.00 chart
taylor3-21 1212 1256 -81 -0.00 -29.75 chart
taylor3-13 1131 1229 -92 -0.02 -156.75 chart
taylor3-11 1145 1235 -100 -0.01 -67.50 chart
taylor3-8 1130 1229 -100 -0.01 -69.50 chart
taylor3-5 1207 1259 -100 -0.01 -75.25 chart

YM_F LONG
Type Entry Exit Trade % Profit % Points HeatMap
normal-21 1405 1444 90 0.01 415.00 chart
normal-13 1232 1330 92 0.01 254.00 chart
normal-11 1419 1457 100 0.01 168.00 chart
normal-8 1224 1323 100 0.01 195.00 chart
normal-5 0933 1015 100 0.02 537.00 chart
taylorPlus-21 0934 1030 81 0.02 578.00 chart
taylorPlus-13 0932 1030 92 0.02 555.00 chart
taylorPlus-11 0932 1030 91 0.02 431.00 chart
taylorPlus-8 1245 1324 100 0.00 129.00 chart
taylorPlus-5 1112 1144 100 0.01 157.00 chart
taylor3-21 1316 1354 90 0.01 299.00 chart
taylor3-13 1259 1353 92 0.01 276.00 chart
taylor3-11 1259 1353 91 0.01 236.00 chart
taylor3-8 1311 1400 100 0.01 155.00 chart
taylor3-5 1334 1432 100 0.01 198.00 chart

YM_F SHORT
Type Entry Exit Trade % Profit % Points HeatMap
normal-13 1001 1044 -85 -0.01 -190.00 chart
normal-11 1001 1044 -91 -0.01 -185.00 chart
normal-8 1144 1226 -87 -0.01 -187.00 chart
normal-5 1139 1227 -100 -0.01 -193.00 chart
taylorPlus-13 1143 1217 -85 -0.01 -303.00 chart
taylorPlus-11 1145 1217 -82 -0.01 -177.00 chart
taylorPlus-8 1325 1358 -100 -0.00 -57.00 chart
taylorPlus-5 1025 1112 -100 -0.01 -211.00 chart
taylor3-21 1205 1254 -86 -0.01 -233.00 chart
taylor3-13 1129 1219 -100 -0.01 -315.00 chart
taylor3-11 1205 1254 -100 -0.01 -193.00 chart
taylor3-8 1129 1159 -100 -0.01 -146.00 chart
taylor3-5 1035 1134 -100 -0.01 -173.00 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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