Trading Report

Session 2026-06-10 · signal_gen MNQ · updated daily after 17:00 ET

Events: Core CPI m/m; Core CPI y/y; CPI m/m; CPI y/y

down, high-vol, MNQ move -619.0pt, range 838.2pt

Net P/L

$463.50

Trades

Win rate

40%

Profit factor

1.86

Best / Worst

$196.50 / $-64.00

Avg hold

4.3m

Market Analysis

Instrument	Close	Change	%	Range	Trend	Support	Resistance	Note
SPX	7266.99	-83.5	-1.14%	130.6	down	—	—	S&P 500 cash index (Yahoo)
ES	7267.00	-113.0	-1.53%	148.8	down	—	—	S&P 500 future ESM6
NQ/MNQ	28470.75	-619.0	-2.13%	838.3	down	—	—	Nasdaq-100 future MNQM6
NDX	28508.03	-385.8	-1.33%	749.5	down	—	—	Nasdaq-100 cash index (Yahoo)

Signals vs Orders

Signals taken

Suppressed

Gate vetoes

Time	Dir	Module	Suppressed by	Hypo +15m	Hypo +60m	Detail
04:51 PM	long	+1	closed-window 18:00-16:00 ET, now 16:51	—	—	+1 ict_long sweep<28415 reclaim28425 rsi30 div

Missed Opportunities & Trend Check

Window	aiprediction	Our result	Move	Missed $	Reason	Note
session	n/a	profit	-619.0	—	ok	aiprediction trend=n/a, actual MNQ move=-619.0pt (down); our session net=$463.5 (profit)

Trades (30)

Entry	Strat	Dir	In	Out	Pts	P/L	Exit	Grade
06:48 PM	ict	long	29008.50	28996.00	-12.5	$-25.00	ha_flip_long	—
07:19 PM	ict	long	29017.25	29009.75	-7.5	$-15.00	ha_flip_long	—
07:27 PM	ict	long	29009.25	29008.75	-0.5	$-1.00	ha_flip_long	—
07:32 PM	ict	long	29008.50	28999.00	-9.5	$-19.00	ha_flip_long	—
07:37 PM	ict	long	28986.25	28986.75	0.5	$1.00	ha_flip_long	—
08:05 PM	ict	long	29158.00	29127.50	-30.5	$-61.00	tick_sl	—
08:44 PM	ict	long	28998.75	29056.75	58.0	$116.00	ha_flip_long	—
09:27 PM	ict	long	29086.50	29060.25	-26.3	$-52.50	tick_sl	—
10:22 PM	ict	short	28997.50	29015.75	-18.3	$-36.50	ha_flip_short	—
10:32 PM	ict	short	29002.00	29014.00	-12.0	$-24.00	ha_flip_short	—
10:50 PM	ict	short	29019.50	28969.75	49.8	$99.50	rsi_ride_short	—
11:41 PM	ict	long	28982.00	28980.00	-2.0	$-4.00	ha_flip_long	—
11:43 PM	ict	long	28981.50	28977.50	-4.0	$-8.00	ha_flip_long	—
11:45 PM	ict	long	28984.00	28978.50	-5.5	$-11.00	ha_flip_long	—
11:58 PM	ict	short	28998.25	28964.25	34.0	$68.00	rsi_ride_short	—
12:46 AM	ict	long	28893.75	28939.50	45.8	$91.50	rsi_ride_long	—
03:07 AM	ict	long	28963.50	28996.50	33.0	$66.00	rsi_ride_long	—
03:22 AM	ict	long	28963.75	28938.50	-25.3	$-50.50	tick_sl	—
03:47 AM	ict	long	28958.75	28948.00	-10.8	$-21.50	ha_flip_long	—
04:17 AM	ict	long	28877.75	28878.50	0.8	$1.50	ha_flip_long	—
04:21 AM	ict	long	28875.00	28860.25	-14.8	$-29.50	ha_flip_long	—
04:47 AM	ict	short	28748.75	28780.75	-32.0	$-64.00	tick_sl	—
05:33 AM	ict	short	28776.50	28779.75	-3.3	$-6.50	ha_flip_short	—
05:48 AM	ict	long	28752.75	28764.00	11.3	$22.50	ha_flip_long	—
06:10 AM	ict	short	28759.50	28730.25	29.3	$58.50	rsi_ride_short	—
08:04 AM	ict	short	28679.50	28704.75	-25.3	$-50.50	tick_sl	—
09:28 AM	ict	long	28854.50	28917.00	62.5	$125.00	rsi_ride_long	—
11:12 AM	ict	short	28756.25	28787.00	-30.8	$-61.50	tick_sl	—
01:45 PM	ict	long	28652.00	28750.25	98.3	$196.50	rsi_ride_long	—
03:27 PM	ict	long	28510.00	28589.25	79.3	$158.50	rsi_ride_long	—

QQQ Options (tos_bot)

QQQ Net P/L

$-359.00

Round trips

Wins / Losses

11 / 10

Market: MNQ day window: low 28265.50 high 29249.50 range 984.00 (679 1-min bars)

Signals: ema-cross/BUY_CALL=4; ema-cross/BUY_PUT=2; ema-cross/EXIT=2; signal_gen/BUY_CALL=1; signal_gen/BUY_PUT=1; trend-cont/BUY_CALL=8; trend-cont/BUY_PUT=12

Trades: 22 round trips (11 wins / 10 losses)

P/L: FIFO net est $-359.00 from fill lines — duplicate-echo fills may skew; broker statement is authoritative

STRATEGY (as of 2026-06-10): MNQ 1-min EMA9/21 drives QQQ 0DTE single-leg options. Entries: (a) EMA cross, (b) trend-continuation when |EMA gap|>=20pts (raised from 5 today — all winners had gap 30-67, all whipsaw losers 8-18), (c) signal_gen B30/S70 mean-reversion (sig=2->PUT mapping fixed today). Entry filters: room-to-key-level >=0.50, Schwab-priceable contract, QQQ spot band 400-1200. Orders: marketable LIMITs (Schwab mark +/-0.10). Exits (6 layers): signal_gen BX/SX; premium stop -35% w/ IV-noise guard (needs MNQ >=10pts against + 3-cycle debounce); trailing TP +40/-20; trend-reversal TP; QQQ Heikin-Ashi flip; ICT key-level TP. Avg-down algorithm added (NOISE-only, k=ceil(N*(A-M(1+r))/(M*r)), max 2 adds/4 contracts, stack exits at avg+5%) — not yet live-tested. DAY REVIEW: AM trend regime printed ~+\ in 90min (best: P705 +97, C695 +97, P709 +85/+82; ICT level exits sold into S/R perfectly). Midday chop gave it back via cross-entry whipsaws (-142, -130, -51) — cross entries lack the 20pt quality gate. PM was dominated by INFRASTRUCTURE failures, not strategy: (1) fill-report lag (60-100s, backgrounded ToS tab) made retry logic double-sell -> naked shorts -125 and -4/-8 contracts at expiry; (2) ToS WsJson gateway died intermittently -> failed entries/exits; (3) DUPLICATE EXECUTORS: every connected ToS tab executes every order (one cover -> 2 broker orders; a buy tripled) — keep exactly ONE ToS tab; (4) 0DTE orders blocked after 16:00 ET (now enforced in code). True day P/L likely -500..-700 incl. the expiry scramble; broker statement authoritative. LESSONS CODED: fill-evidence beats DOM scrape; retry windows must exceed fill lag (120s); never sell-to-open; never enter while held; hours guard at the order chokepoint.

Incidents: 19:41:47 WARNING tos_bot: rejecting QQQ spot 119.66 (outside 400-1200 band) � check the ToS tab is on QQQ | 19:42:47 WARNING tos_bot: rejecting QQQ spot 119.66 (outside 400-1200 band) � check the ToS tab is on QQQ | 19:43:47 WARNING tos_bot: rejecting QQQ spot 119.66 (outside 400-1200 band) � check the ToS tab is on QQQ | 19:44:47 WARNING tos_bot: rejecting QQQ spot 119.66 (outside 400-1200 band) � check the ToS tab is on QQQ | 19:45:47 WARNING tos_bot: rejecting QQQ spot 119.66 (outside 400-1200 band) � check the ToS tab is on QQQ | 19:46:47 WARNING tos_bot: rejecting QQQ spot 119.66 (outside 400-1200 band) � check the ToS tab is on QQQ | 19:47:47 WARNING tos_bot: rejecting QQQ spot 119.66 (outside 400-1200 band) � check the ToS tab is on QQQ | 19:48:47 WARNING tos_bot: rejecting QQQ spot 119.66 (outside 400-1200 band) � check the ToS tab is on QQQ | 19:49:47 WARNING tos_bot: rejecting QQQ spot 119.66 (outside 400-1200 band) � check the ToS tab is on QQQ | 19:50:47 WARNING tos_bot: rejecting QQQ spot 119.66 (outside 400-1200 band) � check the ToS tab is on QQQ | 19:51:47 WARNING tos_bot: rejecting QQQ spot 119.66 (outside 400-1200 band) � check the ToS tab is on QQQ | 19:52:47 WARNING tos_bot: rejecting QQQ spot 119.66 (outside 400-1200 band) � check the ToS tab is on QQQ

In	Contract	Entry	Exit	Out	P/L	Reason
10:32:51	Call 706	5.12	5.52	10:33:39	$40.00	QQQ 708.61 at resistance swingH 708.60 (take profit, exit CALL)
10:48:24	Put 709	4.87	5.72	10:49:53	$85.00	QQQ 705.65 at support swingL 705.63 (take profit, exit PUT)
10:52:05	Put 709	4.69	5.51	10:52:41	$82.00	QQQ 705.69 at support swingL 705.63 (take profit, exit PUT)
10:55:09	Put 708	4.94	5.00	10:55:35	$6.00	QQQ 705.63 at support swingL 705.63 (take profit, exit PUT)
11:00:07	Put 705	5.06	6.03	11:00:44	$97.00	QQQ 701.55 at support swingL 701.50 (take profit, exit PUT)
11:03:11	Put 706	4.73	4.89	11:03:26	$16.00	QQQ 704.12 at support swingL 703.96 (take profit, exit PUT)
11:06:09	Put 705	5.36	5.83	11:07:02	$47.00	QQQ 701.66 at support swingL 701.50 (take profit, exit PUT)
11:09:09	Put 703	4.99	4.99	11:09:18	$0.00	QQQ 701.17 at support swingL 701.18 (take profit, exit PUT)
11:11:00	Put 703	5.31	5.56	11:11:19	$25.00	QQQ Heikin-Ashi bar turned GREEN (exit PUT)
11:13:02	Put 701	5.00	4.79	11:13:37	$-21.00	signal_gen SX
11:20:12	Put 700	4.82	3.40	11:24:00	$-142.00	stop-loss: option P/L -36% (mark 4.96->3.18)
11:35:09	Put 702	4.66	4.32	11:41:59	$-34.00	QQQ 701.18 at support swingL 701.18 (take profit, exit PUT)
11:45:03	Call 700	4.44	4.42	11:45:18	$-2.00	QQQ 701.47 at resistance swingL 701.50 (take profit, exit CALL)
11:49:02	Call 698	3.97	3.75	11:52:41	$-22.00
11:51:38	Put 700	4.83	3.30	12:05:10	$-153.00	stop-loss: option P/L -36% (mark 4.62->2.96)
11:59:41	Call 700	4.49	4.54	12:00:57	$5.00	QQQ 701.49 at resistance swingL 701.50 (take profit, exit CALL)
12:10:32	Call 698	4.47	3.96	12:11:23	$-51.00
13:07:07	Put 700	3.59	4.17	13:27:59	$58.00	take-profit: trend reversing (EMA momentum +6.1 retraced from peak +23.7)
13:31:14	Call 695	4.03	5.00	13:51:06	$97.00	take-profit: option peaked +41% gave back to +11% (mark 4.45)
15:55:41	Call 695	1.45	1.04	15:59:47	$-164.00	take-profit: option peaked +41% gave back to +11% (mark 4.45)

Recent Sessions

Date	Trades	Win%	PF	Net P/L
2026-08-12	34	35.3%	0.29	$-1150.00
2026-08-11	28	21.4%	0.4	$-741.50
2026-08-10	18	16.7%	0.03	$-1030.00
2026-08-07	15	26.7%	0.05	$-512.00
2026-08-06	25	32%	1.07	$52.00
2026-08-05	19	26.3%	0.32	$-440.50
2026-08-04	16	31.2%	5.55	$1641.00
2026-08-03	23	30.4%	0.67	$-244.00
2026-07-31	25	36%	0.67	$-303.00
2026-07-30	62	54.8%	1.1	$102.50
2026-07-29	49	49%	0.14	$-3827.00
2026-07-28	68	51.5%	39.88	$41254.50
2026-07-27	49	59.2%	1.25	$152.00
2026-07-24	54	48.1%	0.68	$-305.50
2026-07-23	53	49.1%	0.88	$-94.00
2026-07-22	31	51.6%	0.65	$-157.50
2026-07-21	49	38.8%	0.31	$-1243.50
2026-07-20	15	46.7%	0.3	$-502.50
2026-07-17	11	36.4%	0.42	$-202.00
2026-07-16	72	43.1%	0.5	$-696.50
2026-07-15	46	65.2%	1.44	$361.50
2026-07-14	212	49.5%	0.84	$-445.00
2026-07-13	57	64.9%	1.26	$133.50
2026-07-03	39	35.9%	0.62	$-188.00
2026-07-02	77	36.4%	0.91	$-67.00
2026-07-01	45	37.8%	0.73	$-134.00
2026-06-30	53	39.6%	0.84	$-120.00
2026-06-29	39	51.3%	1.35	$589.00
2026-06-26	22	54.5%	0.92	$-139.00
2026-06-25	54	42.6%	1.08	$110.00