Session 2026-06-10 Β· signal_gen MNQ Β· updated daily after 17:00 ET
| Instrument | Close | Change | % | Range | Trend | Support | Resistance | Note |
|---|---|---|---|---|---|---|---|---|
| SPX | 7431.57 | β | β | β | β | 7430 | 7435 | cash close; GEX walls 7430.0/7435.0 |
| ES | 7267.00 | -113.0 | -1.53% | 148.8 | down | β | β | front future ESM6 |
| NQ/MNQ | 28470.75 | -619.0 | -2.13% | 838.3 | down | β | β | front future MNQM6 |
| NDX | 28470.75 | -619.0 | -2.13% | 838.3 | down | β | β | Nasdaq via MNQM6 (cash basis not applied) |
| Time | Dir | Module | Suppressed by | Hypo +15m | Hypo +60m | Detail |
|---|---|---|---|---|---|---|
| 08:51 PM | long | +1 | closed-window 18:00-16:00 ET, now 16:51 | β | β | +1 ict_long sweep<28415 reclaim28425 rsi30 div |
| Window | aiprediction | Our result | Move | Missed $ | Reason | Note |
|---|---|---|---|---|---|---|
| session | n/a | profit | -619.0 | β | ok | aiprediction trend=n/a, actual MNQ move=-619.0pt (down); our session net=$463.5 (profit) |
| Entry | Strat | Dir | In | Out | Pts | P/L | Exit | Grade | Lesson |
|---|---|---|---|---|---|---|---|---|---|
| 10:48 PM | ict | long | 29008.50 | 28996.00 | -12.5 | $-25.00 | ha_flip_long | β | |
| 11:19 PM | ict | long | 29017.25 | 29009.75 | -7.5 | $-15.00 | ha_flip_long | β | |
| 11:27 PM | ict | long | 29009.25 | 29008.75 | -0.5 | $-1.00 | ha_flip_long | β | |
| 11:32 PM | ict | long | 29008.50 | 28999.00 | -9.5 | $-19.00 | ha_flip_long | β | |
| 11:37 PM | ict | long | 28986.25 | 28986.75 | 0.5 | $1.00 | ha_flip_long | β | |
| 12:05 AM | ict | long | 29158.00 | 29127.50 | -30.5 | $-61.00 | tick_sl | β | |
| 12:44 AM | ict | long | 28998.75 | 29056.75 | 58.0 | $116.00 | ha_flip_long | β | |
| 01:27 AM | ict | long | 29086.50 | 29060.25 | -26.3 | $-52.50 | tick_sl | β | |
| 02:22 AM | ict | short | 28997.50 | 29015.75 | -18.3 | $-36.50 | ha_flip_short | β | |
| 02:32 AM | ict | short | 29002.00 | 29014.00 | -12.0 | $-24.00 | ha_flip_short | β | |
| 02:50 AM | ict | short | 29019.50 | 28969.75 | 49.8 | $99.50 | rsi_ride_short | β | |
| 03:41 AM | ict | long | 28982.00 | 28980.00 | -2.0 | $-4.00 | ha_flip_long | β | |
| 03:43 AM | ict | long | 28981.50 | 28977.50 | -4.0 | $-8.00 | ha_flip_long | β | |
| 03:45 AM | ict | long | 28984.00 | 28978.50 | -5.5 | $-11.00 | ha_flip_long | β | |
| 03:58 AM | ict | short | 28998.25 | 28964.25 | 34.0 | $68.00 | rsi_ride_short | β | |
| 04:46 AM | ict | long | 28893.75 | 28939.50 | 45.8 | $91.50 | rsi_ride_long | β | |
| 07:07 AM | ict | long | 28963.50 | 28996.50 | 33.0 | $66.00 | rsi_ride_long | β | |
| 07:22 AM | ict | long | 28963.75 | 28938.50 | -25.3 | $-50.50 | tick_sl | β | |
| 07:47 AM | ict | long | 28958.75 | 28948.00 | -10.8 | $-21.50 | ha_flip_long | β | |
| 08:17 AM | ict | long | 28877.75 | 28878.50 | 0.8 | $1.50 | ha_flip_long | β | |
| 08:21 AM | ict | long | 28875.00 | 28860.25 | -14.8 | $-29.50 | ha_flip_long | β | |
| 08:47 AM | ict | short | 28748.75 | 28780.75 | -32.0 | $-64.00 | tick_sl | β | |
| 09:33 AM | ict | short | 28776.50 | 28779.75 | -3.3 | $-6.50 | ha_flip_short | β | |
| 09:48 AM | ict | long | 28752.75 | 28764.00 | 11.3 | $22.50 | ha_flip_long | β | |
| 10:10 AM | ict | short | 28759.50 | 28730.25 | 29.3 | $58.50 | rsi_ride_short | β | |
| 12:04 PM | ict | short | 28679.50 | 28704.75 | -25.3 | $-50.50 | tick_sl | β | |
| 01:28 PM | ict | long | 28854.50 | 28917.00 | 62.5 | $125.00 | rsi_ride_long | β | |
| 03:12 PM | ict | short | 28756.25 | 28787.00 | -30.8 | $-61.50 | tick_sl | β | |
| 05:45 PM | ict | long | 28652.00 | 28750.25 | 98.3 | $196.50 | rsi_ride_long | β | |
| 07:27 PM | ict | long | 28510.00 | 28589.25 | 79.3 | $158.50 | rsi_ride_long | β |
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 β 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 β 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%) β 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) β 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) β 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) οΏ½ check the ToS tab is on QQQ | 19:42:47 WARNING tos_bot: rejecting QQQ spot 119.66 (outside 400-1200 band) οΏ½ check the ToS tab is on QQQ | 19:43:47 WARNING tos_bot: rejecting QQQ spot 119.66 (outside 400-1200 band) οΏ½ check the ToS tab is on QQQ | 19:44:47 WARNING tos_bot: rejecting QQQ spot 119.66 (outside 400-1200 band) οΏ½ check the ToS tab is on QQQ | 19:45:47 WARNING tos_bot: rejecting QQQ spot 119.66 (outside 400-1200 band) οΏ½ check the ToS tab is on QQQ | 19:46:47 WARNING tos_bot: rejecting QQQ spot 119.66 (outside 400-1200 band) οΏ½ check the ToS tab is on QQQ | 19:47:47 WARNING tos_bot: rejecting QQQ spot 119.66 (outside 400-1200 band) οΏ½ check the ToS tab is on QQQ | 19:48:47 WARNING tos_bot: rejecting QQQ spot 119.66 (outside 400-1200 band) οΏ½ check the ToS tab is on QQQ | 19:49:47 WARNING tos_bot: rejecting QQQ spot 119.66 (outside 400-1200 band) οΏ½ check the ToS tab is on QQQ | 19:50:47 WARNING tos_bot: rejecting QQQ spot 119.66 (outside 400-1200 band) οΏ½ check the ToS tab is on QQQ | 19:51:47 WARNING tos_bot: rejecting QQQ spot 119.66 (outside 400-1200 band) οΏ½ check the ToS tab is on QQQ | 19:52:47 WARNING tos_bot: rejecting QQQ spot 119.66 (outside 400-1200 band) οΏ½ 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) |
| Date | Trades | Win% | PF | Net P/L |
|---|---|---|---|---|
| 2026-06-12 | 8 | 62.5% | 1.04 | $11.50 |
| 2026-06-11 | 28 | 35.7% | 1.29 | $159.50 |
| 2026-06-10 | 30 | 40% | 1.86 | $463.50 |
| 2026-06-09 | 72 | 36.1% | 0.76 | $-248.00 |
| 2026-06-08 | 71 | 33.8% | 0.58 | $-1069.50 |
| 2026-06-03 | 9 | 22.2% | 0.21 | $-368.00 |
| 2026-06-02 | 1 | 0% | 0 | $-7.50 |
| 2026-06-01 | 1 | 0% | 0 | $-100.50 |
| 2026-05-29 | 2 | 50% | 0.05 | $-28.50 |
| 2026-05-28 | 12 | 25% | 0.13 | $-306.50 |
| 2026-05-27 | 10 | 50% | 3.55 | $383.50 |
| 2026-05-25 | 2 | 50% | 2.38 | $11.00 |