HotSpots for 12/17/2019 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 81 0.01 33.75 chart
normal-13 0932 1021 85 0.02 64.50 chart
normal-11 1232 1308 91 0.01 18.00 chart
normal-8 0933 1027 88 0.02 68.00 chart
normal-5 0934 1027 100 0.02 65.50 chart
taylorPlus-21 1007 1039 81 0.02 61.50 chart
taylorPlus-13 1406 1456 100 0.02 44.75 chart
taylorPlus-11 1358 1457 100 0.02 49.50 chart
taylorPlus-8 1358 1457 100 0.01 40.75 chart
taylorPlus-5 1341 1440 100 0.01 29.50 chart
taylor3-21 1407 1448 90 0.01 42.75 chart
taylor3-13 1207 1259 92 0.01 21.25 chart
taylor3-11 1407 1448 100 0.01 23.50 chart
taylor3-8 1417 1509 100 0.01 18.00 chart
taylor3-5 0934 1022 100 0.02 54.25 chart

ES_F SHORT
Type Entry Exit Trade % Profit % Points HeatMap
normal-13 1034 1127 -85 -0.01 -28.00 chart
normal-11 1034 1127 -91 -0.01 -28.75 chart
normal-8 1032 1125 -87 -0.01 -28.25 chart
normal-5 1027 1126 -100 -0.01 -37.00 chart
taylorPlus-21 1308 1339 -86 -0.00 -14.50 chart
taylorPlus-13 1308 1339 -85 -0.00 -8.00 chart
taylorPlus-11 0956 1035 -91 -0.01 -33.00 chart
taylorPlus-8 1044 1136 -100 -0.01 -17.25 chart
taylorPlus-5 1213 1312 -100 -0.01 -26.75 chart
taylor3-13 1032 1126 -85 -0.01 -17.00 chart
taylor3-11 1321 1407 -82 -0.00 -14.00 chart
taylor3-8 1042 1126 -100 -0.01 -16.75 chart
taylor3-5 1004 1045 -100 -0.01 -18.50 chart

NQ_F LONG
Type Entry Exit Trade % Profit % Points HeatMap
normal-21 1232 1304 86 0.01 55.50 chart
normal-13 1225 1315 92 0.01 88.00 chart
normal-11 1224 1316 91 0.01 94.25 chart
normal-8 1253 1352 100 0.00 36.25 chart
normal-5 0934 1030 100 0.03 239.50 chart
taylorPlus-21 1336 1434 81 0.02 119.50 chart
taylorPlus-13 1358 1456 100 0.02 154.50 chart
taylorPlus-11 1358 1457 100 0.02 141.50 chart
taylorPlus-8 1358 1457 100 0.01 117.00 chart
taylorPlus-5 1334 1426 100 0.01 94.25 chart
taylor3-21 1408 1448 90 0.02 137.75 chart
taylor3-13 1407 1445 92 0.01 63.00 chart
taylor3-11 1407 1445 100 0.01 69.25 chart
taylor3-8 1406 1436 100 0.01 47.75 chart
taylor3-5 0934 1004 100 0.02 163.75 chart

NQ_F SHORT
Type Entry Exit Trade % Profit % Points HeatMap
normal-11 1032 1112 -91 -0.01 -81.00 chart
normal-8 1051 1136 -100 -0.01 -71.00 chart
normal-5 1030 1129 -100 -0.01 -106.75 chart
taylorPlus-13 1047 1136 -85 -0.00 -29.00 chart
taylorPlus-11 0958 1035 -82 -0.01 -91.50 chart
taylorPlus-8 1046 1136 -100 -0.01 -58.00 chart
taylorPlus-5 1445 1519 -100 -0.00 -41.50 chart
taylor3-13 1330 1407 -85 -0.01 -53.50 chart
taylor3-11 1330 1407 -82 -0.01 -45.00 chart
taylor3-8 1033 1113 -87 -0.01 -63.25 chart
taylor3-5 1102 1134 -100 -0.01 -55.50 chart

YM_F LONG
Type Entry Exit Trade % Profit % Points HeatMap
normal-21 1405 1444 86 0.01 355.00 chart
normal-13 1419 1457 92 0.01 159.00 chart
normal-11 1233 1330 91 0.01 192.00 chart
normal-8 0933 1020 88 0.02 640.00 chart
normal-5 0931 1027 100 0.02 656.00 chart
taylorPlus-21 1326 1422 81 0.01 323.00 chart
taylorPlus-13 1400 1457 92 0.01 369.00 chart
taylorPlus-11 1420 1457 100 0.01 184.00 chart
taylorPlus-8 1400 1457 100 0.01 307.00 chart
taylorPlus-5 1341 1439 100 0.01 232.00 chart
taylor3-21 1209 1300 86 0.01 376.00 chart
taylor3-13 1209 1300 100 0.01 196.00 chart
taylor3-11 1209 1300 100 0.00 132.00 chart
taylor3-8 1404 1446 100 0.01 164.00 chart
taylor3-5 0934 1013 100 0.02 442.00 chart

YM_F SHORT
Type Entry Exit Trade % Profit % Points HeatMap
normal-21 1005 1104 -81 -0.02 -596.00 chart
normal-13 1001 1044 -85 -0.01 -168.00 chart
normal-11 1034 1113 -91 -0.01 -249.00 chart
normal-8 1033 1126 -87 -0.01 -261.00 chart
normal-5 1027 1126 -100 -0.01 -365.00 chart
taylorPlus-21 1305 1338 -81 -0.01 -199.00 chart
taylorPlus-13 0953 1035 -85 -0.01 -243.00 chart
taylorPlus-11 0953 1035 -100 -0.01 -376.00 chart
taylorPlus-8 0953 1035 -100 -0.01 -248.00 chart
taylorPlus-5 1004 1103 -100 -0.01 -239.00 chart
taylor3-13 1325 1407 -85 -0.00 -103.00 chart
taylor3-11 1325 1407 -91 -0.00 -113.00 chart
taylor3-8 1003 1051 -100 -0.01 -165.00 chart
taylor3-5 1004 1045 -100 -0.01 -152.00 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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