HotSpots for 12/24/2019 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 1405 1457 81 0.01 39.00 chart
normal-13 0933 1032 85 0.02 74.00 chart
normal-11 0930 1027 91 0.02 70.75 chart
normal-8 0930 1025 88 0.02 55.00 chart
normal-5 1000 1052 100 0.00 15.50 chart
taylorPlus-21 1404 1453 86 0.01 34.25 chart
taylorPlus-13 1358 1457 100 0.02 51.50 chart
taylorPlus-11 1358 1457 100 0.02 47.00 chart
taylorPlus-8 1352 1451 100 0.01 32.50 chart
taylorPlus-5 1352 1449 100 0.01 19.75 chart
taylor3-21 1323 1353 86 0.01 32.75 chart
taylor3-13 1259 1353 85 0.01 26.00 chart
taylor3-11 1232 1321 91 -0.00 -0.25 chart
taylor3-8 1341 1425 100 0.01 21.25 chart
taylor3-5 1252 1350 100 0.01 16.50 chart

ES_F SHORT
Type Entry Exit Trade % Profit % Points HeatMap
normal-13 1457 1556 -92 -0.01 -26.50 chart
normal-11 1458 1556 -91 -0.01 -21.50 chart
normal-8 1458 1549 -87 -0.00 -11.50 chart
normal-5 1451 1549 -100 -0.00 -14.75 chart
taylorPlus-21 1308 1339 -86 -0.01 -15.75 chart
taylorPlus-11 1245 1340 -82 -0.01 -30.25 chart
taylorPlus-8 1044 1136 -87 -0.00 -12.00 chart
taylorPlus-5 1457 1556 -100 -0.01 -17.50 chart
taylor3-21 1208 1255 -86 -0.01 -25.75 chart
taylor3-13 1143 1235 -92 -0.01 -25.50 chart
taylor3-11 1210 1253 -100 -0.01 -24.50 chart
taylor3-8 1210 1253 -100 -0.01 -17.50 chart
taylor3-5 1457 1556 -100 -0.01 -18.25 chart

NQ_F LONG
Type Entry Exit Trade % Profit % Points HeatMap
normal-21 1359 1458 86 0.01 94.50 chart
normal-13 0941 1026 85 0.02 157.25 chart
normal-11 0941 1027 91 0.02 181.00 chart
normal-8 0950 1031 100 0.01 117.25 chart
normal-5 1000 1051 100 0.01 58.25 chart
taylorPlus-21 1404 1457 81 0.01 109.50 chart
taylorPlus-13 1403 1457 100 0.02 132.25 chart
taylorPlus-11 1403 1457 100 0.02 123.00 chart
taylorPlus-8 1403 1457 100 0.01 77.25 chart
taylorPlus-5 1249 1347 100 0.01 67.00 chart
taylor3-21 1325 1357 81 0.01 77.50 chart
taylor3-13 1235 1308 92 -0.00 -3.50 chart
taylor3-11 1235 1305 91 -0.00 -4.00 chart
taylor3-8 1341 1415 100 0.01 47.25 chart
taylor3-5 1104 1202 100 0.01 64.75 chart

NQ_F SHORT
Type Entry Exit Trade % Profit % Points HeatMap
normal-13 1457 1553 -92 -0.01 -56.50 chart
normal-11 1457 1553 -91 -0.00 -41.50 chart
normal-8 1030 1100 -87 -0.01 -58.25 chart
normal-5 1451 1549 -100 -0.00 -40.75 chart
taylorPlus-11 1044 1136 -82 -0.00 -16.00 chart
taylorPlus-8 1043 1136 -87 -0.01 -43.50 chart
taylorPlus-5 0930 1013 -100 -0.02 -155.50 chart
taylor3-21 1212 1256 -81 -0.01 -43.00 chart
taylor3-13 1145 1235 -92 -0.01 -53.25 chart
taylor3-11 1143 1232 -91 -0.01 -63.00 chart
taylor3-8 1207 1259 -87 -0.01 -66.25 chart
taylor3-5 1457 1555 -100 -0.01 -66.25 chart

YM_F LONG
Type Entry Exit Trade % Profit % Points HeatMap
normal-21 1405 1448 86 0.01 316.00 chart
normal-13 1407 1457 92 0.01 208.00 chart
normal-11 0935 1013 91 0.02 645.00 chart
normal-8 0935 1008 100 0.02 557.00 chart
normal-5 1016 1055 100 0.00 87.00 chart
taylorPlus-21 1332 1430 86 0.01 296.00 chart
taylorPlus-13 1417 1457 100 0.01 208.00 chart
taylorPlus-11 1400 1457 100 0.01 364.00 chart
taylorPlus-8 1358 1457 100 0.01 271.00 chart
taylorPlus-5 1357 1454 100 0.00 134.00 chart
taylor3-21 1316 1354 90 0.01 302.00 chart
taylor3-13 1259 1353 92 0.01 265.00 chart
taylor3-11 1259 1353 91 0.01 201.00 chart
taylor3-8 1341 1433 100 0.01 215.00 chart
taylor3-5 1255 1353 100 0.01 154.00 chart

YM_F SHORT
Type Entry Exit Trade % Profit % Points HeatMap
normal-21 1458 1537 -86 -0.01 -178.00 chart
normal-13 1457 1556 -92 -0.01 -250.00 chart
normal-11 1458 1537 -100 -0.01 -174.00 chart
normal-8 1458 1537 -100 -0.00 -108.00 chart
normal-5 1458 1556 -100 -0.01 -145.00 chart
taylorPlus-21 1307 1338 -86 -0.01 -173.00 chart
taylorPlus-13 0959 1035 -92 -0.01 -282.00 chart
taylorPlus-11 0959 1035 -91 -0.01 -215.00 chart
taylorPlus-8 0937 1036 -87 -0.01 -333.00 chart
taylorPlus-5 0937 1036 -100 -0.01 -320.00 chart
taylor3-21 1208 1254 -86 -0.01 -308.00 chart
taylor3-13 1204 1254 -100 -0.01 -194.00 chart
taylor3-11 1204 1254 -100 -0.01 -164.00 chart
taylor3-8 1205 1255 -100 -0.00 -103.00 chart
taylor3-5 1035 1134 -100 -0.01 -253.00 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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