HotSpots for 12/31/2019 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 1225 1600 81 0.01 29.50 chart
normal-13 1225 1600 92 0.01 23.75 chart
normal-11 0959 1042 91 0.01 21.50 chart
normal-8 1017 1116 100 0.01 23.25 chart
normal-5 1034 1131 100 0.01 19.75 chart
taylorPlus-13 0932 1027 85 0.02 64.50 chart
taylorPlus-11 1118 1200 91 0.01 23.75 chart
taylorPlus-8 1120 1204 100 0.01 26.25 chart
taylorPlus-5 0932 1027 100 0.01 37.00 chart
taylor3-21 1036 1110 86 0.02 53.25 chart
taylor3-13 0945 1044 92 0.01 40.50 chart
taylor3-11 1036 1124 91 0.01 31.50 chart
taylor3-8 1054 1144 100 0.00 15.50 chart
taylor3-5 0930 1029 100 0.01 24.25 chart

ES_F SHORT
Type Entry Exit Trade % Profit % Points HeatMap
normal-13 1600 1600 -85 -0.00 -14.50 chart
normal-11 1600 1600 -82 -0.00 -10.00 chart
normal-8 0934 1016 -87 -0.01 -32.00 chart
taylorPlus-21 1501 1548 -86 -0.02 -54.75 chart
taylorPlus-13 1047 1126 -85 -0.01 -23.25 chart
taylorPlus-11 1500 1555 -91 -0.01 -20.00 chart
taylorPlus-8 1027 1120 -87 -0.01 -31.25 chart
taylorPlus-5 1458 1555 -100 -0.01 -17.75 chart
taylor3-13 1421 1519 -85 -0.00 -12.25 chart
taylor3-11 1458 1541 -82 -0.00 -14.25 chart
taylor3-8 1447 1518 -87 -0.00 -8.50 chart
taylor3-5 1447 1518 -100 -0.00 -8.50 chart

NQ_F LONG
Type Entry Exit Trade % Profit % Points HeatMap
normal-21 1104 1148 86 0.01 93.75 chart
normal-13 0959 1044 100 0.02 141.50 chart
normal-11 1000 1047 100 0.02 128.00 chart
normal-8 1000 1056 100 0.01 92.75 chart
normal-5 1016 1113 100 0.01 73.00 chart
taylorPlus-21 1213 1259 81 0.01 80.50 chart
taylorPlus-13 1215 1300 92 0.01 41.00 chart
taylorPlus-11 1209 1300 91 0.01 43.75 chart
taylorPlus-8 1103 1141 100 0.01 56.25 chart
taylorPlus-5 0933 1030 100 0.02 132.75 chart
taylor3-21 0958 1044 86 0.01 111.25 chart
taylor3-13 0945 1043 100 0.02 154.00 chart
taylor3-11 0945 1043 100 0.02 134.00 chart
taylor3-8 0945 1043 100 0.01 76.25 chart
taylor3-5 0930 1029 100 0.01 100.75 chart

NQ_F SHORT
Type Entry Exit Trade % Profit % Points HeatMap
normal-13 1600 1600 -85 -0.01 -90.50 chart
normal-11 1600 1600 -82 -0.01 -57.25 chart
normal-8 0932 1016 -87 -0.02 -140.75 chart
normal-5 1149 1224 -100 -0.00 -23.50 chart
taylorPlus-21 1457 1553 -86 -0.02 -171.00 chart
taylorPlus-13 1457 1553 -92 -0.01 -71.50 chart
taylorPlus-11 1501 1554 -91 -0.01 -65.75 chart
taylorPlus-8 1047 1120 -87 -0.01 -70.25 chart
taylorPlus-5 1457 1548 -100 -0.01 -43.25 chart
taylor3-13 1439 1519 -85 -0.01 -72.25 chart
taylor3-11 1443 1519 -82 -0.01 -84.00 chart
taylor3-8 1443 1519 -87 -0.00 -37.25 chart
taylor3-5 1447 1519 -100 -0.00 -40.00 chart

YM_F LONG
Type Entry Exit Trade % Profit % Points HeatMap
normal-21 1600 1600 81 0.01 220.00 chart
normal-13 1224 1600 85 0.01 176.00 chart
normal-11 0935 1008 82 0.01 400.00 chart
normal-8 1027 1123 100 0.01 296.00 chart
normal-5 1027 1122 100 0.01 177.00 chart
taylorPlus-21 0932 1030 81 0.02 512.00 chart
taylorPlus-13 0932 1030 92 0.02 595.00 chart
taylorPlus-11 0932 1030 91 0.02 440.00 chart
taylorPlus-8 1120 1151 100 0.01 170.00 chart
taylorPlus-5 0931 1026 100 0.01 326.00 chart
taylor3-21 1038 1117 81 0.02 451.00 chart
taylor3-13 0932 1008 92 0.01 400.00 chart
taylor3-11 0932 1008 91 0.01 279.00 chart
taylor3-8 1103 1145 100 0.01 165.00 chart
taylor3-5 0930 1012 100 0.01 258.00 chart

YM_F SHORT
Type Entry Exit Trade % Profit % Points HeatMap
normal-21 1600 1600 -86 -0.01 -191.00 chart
normal-13 1600 1600 -92 -0.01 -192.00 chart
normal-11 1600 1600 -91 -0.00 -130.00 chart
normal-8 0942 1023 -87 -0.01 -189.00 chart
normal-5 0954 1033 -100 -0.00 -128.00 chart
taylorPlus-21 1523 1555 -81 -0.01 -391.00 chart
taylorPlus-13 1047 1129 -85 -0.01 -223.00 chart
taylorPlus-11 1042 1112 -82 -0.01 -220.00 chart
taylorPlus-8 1025 1120 -87 -0.01 -334.00 chart
taylorPlus-5 1458 1555 -100 -0.01 -152.00 chart
taylor3-13 1439 1521 -85 -0.00 -79.00 chart
taylor3-11 1458 1541 -82 -0.00 -105.00 chart
taylor3-8 1447 1518 -87 -0.00 -81.00 chart
taylor3-5 1447 1518 -100 -0.00 -82.00 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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