Trading Report

Session 2026-07-13 Β· signal_gen MNQ Β· updated daily after 17:00 ET

down, high-vol, MNQ move -503.5pt, range 682.5pt
Net P/L
$133.50
Trades
57
Win rate
64.9%
Profit factor
1.26
Best / Worst
$39.00 / $-50.50
Avg hold
2.4m

Day Summary

down (-190pt over the session), dominant regime R4; strategy mix {'rsifade': 37, 'trend_ma': 13, 'ict': 4, 'ribbon': 3}

Net +$133.5 on 57 trades despite a -190pt down session, carried almost entirely by rsifade (+170.5) while trend_ma (-2.0), ict (-29.0), and ribbon (-6.0) were flat-to-negative. The big drags were concentrated losses from tick_sl (3 trades, -$141) and ha10s_loss_cut (6 trades, -$179.5), mostly on trend_ma/ict entries taken at marginal scores or into already-extended RSI. Meanwhile the be_lock_tick trail repeatedly gave back 40-75% of peak profit on winning trades (e.g. +48.8pt peak shrunk to +11.2pt), leaving real money on the table across a dozen exits.

- Trend_ma and ict entries need stricter score/RSI filters (avoid golden-cross longs when RSI is already overbought, avoid ict reclaims in chop) β€” they're the source of the biggest full stop-outs. - Tighten or stage the be_lock_tick giveback threshold (e.g. trail past 2x initial SL distance) so fast winners aren't cut back to a third of their peak. - Rsifade is the reliable edge this session (37 trades, +170.5) β€” keep sizing/frequency weighted toward it in R4 regimes rather than diversifying into weaker strategies.

SPX Close Prediction Β· from 0DTE option flow (GEX/P-C) Β· butterfly body

Predicted close
7515.0
Range (wings)
7515.0 – 7515.0
Actual close
7517.0
Error
2.0 pt

Butterfly: center the body near 7515.0, wings around 7515.0/7515.0. Per-source levels β€” v82: 7515.0/7515.0 Β· v83: 7515.0/7515.0 Β· v51a: 7519.0/7514.0.

DatePredictedRangeActualError (pt)
2026-08-127747.57745.0 – 7753.27748.51.0
2026-08-117720.07720.0 – 7725.07722.52.5
2026-08-107750.07750.0 – 7750.07749.80.2
2026-08-077756.67750.0 – 7760.07758.11.5
2026-08-067707.57705.0 – 7710.07710.12.6
2026-08-057729.97730.0 – 7735.07731.92.0
2026-08-047742.57736.5 – 7745.07736.56.0
2026-08-037597.57500.0 – 7602.07598.81.3
2026-07-317488.37400.0 – 7500.07489.81.5
2026-07-307438.77410.0 – 7440.07438.00.7
2026-07-297309.97312.4 – 7325.07314.44.5
2026-07-287427.57425.0 – 7430.07428.91.4
2026-07-277412.57405.0 – 7415.07413.00.5
2026-07-247410.07400.0 – 7410.07408.51.5
2026-07-237406.17400.0 – 7410.07408.12.0

Market Analysis

InstrumentCloseChange%RangeTrendSupportResistanceNote
SPX7515.34-32.2-0.43%59.0down75157515S&P 500 cash index (Yahoo); GEX walls 7515.0/7515.0
ES7554.25-52.8-0.69%68.0downβ€”β€”S&P 500 future (Yahoo ES=F)
NQ/MNQ29431.00-503.5-1.68%682.5downβ€”β€”Nasdaq-100 future MNQU6
NDX29264.10-206.9-0.70%351.8downβ€”β€”Nasdaq-100 cash index (Yahoo)

Signals vs Orders

Signals taken
57
Suppressed
51
Gate vetoes
0
TimeDirModuleSuppressed byHypo +15mHypo +60mDetail
07:46 PMβ€”+1?β€”β€”+1 rsi_fade long rsi=30 (eve)
07:47 PMβ€”+1?β€”β€”+1 rsi_fade long rsi=18 (eve)
08:16 PMβ€”+1?β€”β€”+1 ribbon_stack_up(age=1)
08:31 PMβ€”+1?β€”β€”+1 rsi_fade long rsi=28 (eve)
08:46 PMβ€”-1?β€”β€”-1 ribbon_stack_dn(age=1)
10:56 PMβ€”+1?β€”β€”+1 rsi_fade long rsi=28 (eve)
10:57 PMβ€”+1?β€”β€”+1 rsi_fade long rsi=25 (eve)
10:58 PMβ€”+1?β€”β€”+1 rsi_fade long rsi=24 (eve)
10:59 PMβ€”+1?β€”β€”+1 rsi_fade long rsi=21 (eve)
12:52 AMβ€”+1?β€”β€”+1 rsi_fade long rsi=21 (eve)
02:13 AMβ€”+1?β€”β€”+1 rsi_fade long rsi=23 (eve)
02:14 AMβ€”+1?β€”β€”+1 rsi_fade long rsi=21 (eve)
02:15 AMβ€”+1?β€”β€”+1 rsi_fade long rsi=27 (eve)
03:16 AMβ€”+1?β€”β€”+1 ribbon_stack_up(age=1)
04:04 AMshort-1counter_trend vs SMA50x200=+1$-81.00$-100.00-1 rsi_fade short rsi=71
04:12 AMshort-1counter_trend vs SMA50x200=+1$-86.50$-59.50-1 rsi_fade short rsi=75
04:13 AMshort-1counter_trend vs SMA50x200=+1$-83.50$-56.00-1 rsi_fade short rsi=76
04:15 AMshort-1counter_trend vs SMA50x200=+1$-42.50$-56.50-1 rsi_fade short rsi=75
04:16 AMshort-1counter_trend vs SMA50x200=+1$-31.50$-66.50-1 rsi_fade short rsi=77
04:17 AMshort-1counter_trend vs SMA50x200=+1$-23.00$-52.00-1 rsi_fade short rsi=82
04:18 AMshort-1counter_trend vs SMA50x200=+1$-2.00$-63.00-1 rsi_fade short rsi=81
04:19 AMshort-1counter_trend vs SMA50x200=+1$16.00$-50.50-1 rsi_fade short rsi=82
04:22 AMshort-1counter_trend vs SMA50x200=+1$45.00$-51.50-1 rsi_fade short rsi=76
04:23 AMshort-1counter_trend vs SMA50x200=+1$42.00$-71.00-1 rsi_fade short rsi=71
04:24 AMshort-1counter_trend vs SMA50x200=+1$23.50$-51.50-1 rsi_fade short rsi=74
04:26 AMshort-1counter_trend vs SMA50x200=+1$29.00$-39.50-1 rsi_fade short rsi=72
04:28 AMshort-1counter_trend vs SMA50x200=+1$15.00$-48.50-1 rsi_fade short rsi=71
04:29 AMshort-1counter_trend vs SMA50x200=+1$17.50$-48.50-1 rsi_fade short rsi=71
04:49 AMshort-1counter_trend vs SMA50x200=+1$20.50$-50.00-1 rsi_fade short rsi=71
04:50 AMshort-1counter_trend vs SMA50x200=+1$31.50$-33.00-1 rsi_fade short rsi=72
04:51 AMshort-1counter_trend vs SMA50x200=+1$39.50$-28.00-1 rsi_fade short rsi=76
04:52 AMshort-1counter_trend vs SMA50x200=+1$27.00$-30.50-1 rsi_fade short rsi=76
04:53 AMshort-1counter_trend vs SMA50x200=+1$44.50$-38.00-1 rsi_fade short rsi=81
04:54 AMshort-1counter_trend vs SMA50x200=+1$50.50$-26.50-1 rsi_fade short rsi=84
05:18 AMshort-1counter_trend vs SMA50x200=+1$-30.00$-19.00-1 rsi_fade short rsi=75
05:19 AMshort-1counter_trend vs SMA50x200=+1$-14.50$-26.00-1 rsi_fade short rsi=78
05:20 AMshort-1counter_trend vs SMA50x200=+1$-32.50$-29.00-1 rsi_fade short rsi=71
05:21 AMshort-1counter_trend vs SMA50x200=+1$-29.50$-21.00-1 rsi_fade short rsi=73
05:23 AMshort-1counter_trend vs SMA50x200=+1$-32.00$-19.50-1 rsi_fade short rsi=72
05:24 AMshort-1counter_trend vs SMA50x200=+1$-17.00$18.00-1 rsi_fade short rsi=79
05:26 AMshort-1counter_trend vs SMA50x200=+1$-10.50$48.00-1 rsi_fade short rsi=74
05:38 AMshort-1counter_trend vs SMA50x200=+1$12.50$41.00-1 rsi_fade short rsi=72
06:20 AMshort-1counter_trend vs SMA50x200=+1$44.50$40.00-1 rsi_fade short rsi=72
08:11 AMβ€”-1?β€”β€”-1 ribbon_stack_dn(age=1)
09:20 AMβ€”+1?β€”β€”+1 rsi_fade long rsi=26 (eve)
09:21 AMβ€”+1?β€”β€”+1 rsi_fade long rsi=22 (eve)
09:22 AMβ€”+1?β€”β€”+1 rsi_fade long rsi=30 (eve)
09:23 AMβ€”+1?β€”β€”+1 rsi_fade long rsi=28 (eve)
09:24 AMβ€”+1?β€”β€”+1 rsi_fade long rsi=26 (eve)
11:56 AMβ€”-1?β€”β€”-1 ribbon_stack_dn(age=1)
03:02 PMlong+1counter_trend vs SMA50x200=-1$-87.50$-87.00+1 ict_long sweep<29497 reclaim29507 rsi56 div

Missed Opportunities & Trend Check

WindowaipredictionOur resultMoveMissed $ReasonNote
sessionbearishprofit-503.5β€”okaiprediction trend=bearish, actual MNQ move=-503.5pt (down); our session net=$133.5 (profit)

Trades (57)

EntryStratDirInOutPtsP/LExitGradeLesson
12:35 AMrsifadelong29632.5029619.50-13.0$-26.00ha10s_loss_cutmarginalTreat eve-session RSI fades as lower-confidence entries and let the early loss-cut do its job rather than widening stops to avoid it.
12:52 AMrsifadelong29616.7529629.0012.3$24.50be_lock_tick peaked+20.5pt gaveback_to+12.2ptgood_exitOn fast-moving favorable trades, consider a tighter or staged trail past +1.5x ATR to protect more of the peak before giving back over a third of it.
01:14 AMrsifadeshort29683.2529663.7519.5$39.00sma50_touchgood_entryLet rsi_fade shorts run toward the 120pt TP when momentum confirms, since sma50_touch exits are leaving points on the table.
01:20 AMrsifadelong29633.0029618.25-14.8$-29.50ha10s_loss_cutgood_exitLet the early-exit heuristic keep clipping failed fades quickly rather than waiting for full stop-outs on rsi_fade entries.
01:23 AMrsifadelong29600.5029585.75-14.8$-29.50ha10s_loss_cutmarginalRequire a confirming reversal candle/structure before fading extreme RSI rather than entering on the raw oscillator reading alone.
01:27 AMrsifadelong29582.5029591.509.0$18.00trend_ride_end:htf_flipgood_exitLet the htf_flip exit keep doing its job of grabbing quick fades without waiting for full TP.
02:10 AMribbonshort29610.2529604.505.8$11.50rsi_extreme_exit(rsi=28)good_exitA 1-bar +5.8pt scratch is the exit rule working as designed, not an entry edge β€” don't read alpha into it either way.
02:25 AMrsifadeshort29632.7529621.0011.8$23.50be_lock_tick peaked+23.2pt gaveback_to+11.8ptgood_exitTighten the be_lock giveback threshold on fast RSI-fade reversals so peak profit isn't cut in half before exit.
02:55 AMribbonshort29623.5029643.50-20.0$-40.00sma50_touchmarginalWait for RSI/price to clear away from the SMA50 before taking ribbon-flip shorts, or the SMA50 touch will tag you almost immediately.
03:00 AMictshort29608.2529626.50-18.3$-36.50ha10s_loss_cutgood_exitTick-exit's fast loss-cut is doing its job here; the bigger lever is filtering entries so fewer of these low-quality reclaim setups fire in chop.
03:20 AMtrend_malong29652.5029658.255.8$11.50trend_ride_end:htf_flipgood_exitLetting htf_flip trigger a fast, disciplined exit on a small favorable move is preferable to holding into a trend reversal.
03:22 AMtrend_malong29670.2529676.005.8$11.50trend_ride_end:htf_flipgood_exitKeep honoring the htf_flip exit signal promptly rather than holding for the full TP when the higher-timeframe trend turns.
03:24 AMtrend_malong29683.0029669.00-14.0$-28.00ha10s_loss_cutmistakeDon't take fresh long trend signals when RSI is already deep overbought β€” wait for a pullback or skip the entry.
03:29 AMtrend_malong29669.2529644.00-25.3$-50.50tick_slmarginalRequire signal score/RSI meaningfully above 50 (not borderline) before sizing a trend_ma golden-cross entry.
03:31 AMtrend_malong29652.0029645.25-6.8$-13.50sma50_touchmarginalRequire the SMA50 to hold for more than one bar (or widen the touch buffer relative to ATR) before treating it as an exit trigger on golden_cross entries.
04:37 AMrsifadelong29704.7529715.7511.0$22.00be_lock_tick peaked+20.5pt gaveback_to+11.0ptgood_exitConsider tightening the giveback trail once price is up 2x the SL distance, so peaks like +20.5pt don't shrink to under half their value.
05:06 AMictlong29722.0029728.506.5$13.00sma50_touchgood_exitWhen price confirms the sweep/reclaim thesis instantly, taking the quick sma50 scalp is fine, but consider trailing slightly to capture more of the move on strong ICT setups like this.
05:10 AMictlong29724.2529726.252.0$4.00sma50_touchmarginalDon't let a same-bar sma50 touch override a wide TP on a fresh ICT reclaim signal β€” give the setup at least a few bars to develop before an indicator-based exit overrides the target.
05:50 AMrsifadelong29754.7529766.2511.5$23.00be_lock_tick peaked+23.8pt gaveback_to+11.5ptgood_exitConsider trailing tighter once profit exceeds ~2x the giveback threshold to capture more of the peak on fast reversals.
06:06 AMrsifadelong29754.0029742.50-11.5$-23.00sma50_touchmarginalRequire a reversal confirmation candle (not just RSI extreme) before entering fade trades during low-liquidity evening hours.
06:10 AMrsifadelong29742.5029742.00-0.5$-1.00sma50_touchunluckyConsider requiring a minimum hold/confirmation bar before sma50_touch can trigger, so a valid oversold fade isn't scratched before it has room to work.
06:26 AMrsifadelong29739.5029744.505.0$10.00sma50_touchmarginalFor wide-TP mean-reversion entries, don't let a same-bar sma50_touch exit override the planβ€”give the trade room before taking a token profit.
06:55 AMribbonlong29751.2529762.5011.3$22.50be_lock_tick peaked+48.8pt gaveback_to+11.2ptgood_exitTighten the trailing lock (or scale out) once profit exceeds ~4x the giveback threshold instead of letting a flat static stop erase most of the gain.
07:20 AMrsifadelong29746.0029759.2513.3$26.50sma50_touchgood_exitKeep using structure-based exits (sma50_touch) on RSI fades rather than holding for full TP, since fast partial wins compound better than waiting.
07:46 AMrsifadelong29756.0029758.252.3$4.50sma50_touchgood_exitQuick sma50_touch exits on rsi_fade scalps lock in small gains fast β€” fine as designed, no change needed.
07:48 AMrsifadelong29754.0029761.257.3$14.50sma50_touchgood_exitOn single-bar SMA50-touch exits after a fade, consider trailing slightly past the touch rather than booking instantly, since the entry thesis (extreme RSI) often has more room to run.
07:53 AMrsifadelong29750.2529742.50-7.8$-15.50sma50_touchunluckyLet RSI-fade entries breathe past 1 bar before an sma50_touch exit invalidates them, or the setup gets stopped out by noise instead of thesis failure.
07:55 AMrsifadelong29745.0029740.50-4.5$-9.00sma50_touchmarginalCheck that the sma50_touch exit isn't sitting too close to entry before taking rsi_fade signals, or it'll cap trades before the wide TP can ever engage.
08:07 AMrsifadelong29712.7529724.0011.3$22.50trend_ride_end:sma_invalidategood_exitOn 1-bar fade entries, let the invalidation exit take quick profits rather than assuming the full TP will fill.
08:29 AMrsifadelong29684.2529669.25-15.0$-30.00ha10s_loss_cutunluckyConsider whether the ha10s_loss_cut is stopping out RSI-fade trades too early relative to their intended SL, and check if widening its trigger for this strategy improves win rate.
08:31 AMrsifadelong29663.2529671.758.5$17.00trend_ride_end:sma_invalidategood_exitKeep using the trend-ride SMA-invalidate exit as the primary bail on quick oversold snaps rather than waiting for TP/SL.
08:33 AMrsifadelong29665.5029671.756.3$12.50trend_ride_end:htf_flipgood_exitLet the htf_flip exit rule keep overriding the fixed TP on fast-moving fades β€” it's banking gains before mean-reversion can fail.
08:36 AMrsifadelong29660.0029673.0013.0$26.00trend_ride_end:htf_flipgood_exitLet the HTF-flip exit rule cut winners early rather than holding to the fixed TP β€” it captured most of the move with minimal exposure.
08:56 AMrsifadeshort29717.5029717.500.0$0.00sma50_touchgood_exitA scratch exit on no adverse movement is fine, but consider whether the sma50_touch trigger is firing too early to let the fade thesis actually play out.
08:58 AMrsifadeshort29720.2529718.751.5$3.00sma50_touchgood_exitWhen RSI-fade entries hit the sma50_touch exit that fast, consider let-it-run logic since the immediate reversal usually signals more room before real resistance.
09:01 AMrsifadeshort29726.7529746.75-20.0$-40.00tick_slmistakeRequire a momentum-stall confirmation (e.g. lower high or MACD roll) before fading RSI extremes, not just the RSI level alone.
09:02 AMrsifadeshort29742.0029738.503.5$7.00sma50_touchgood_exitDon't size stops/targets for a multi-bar hold when the exit logic actually triggers on fast intrabar signals like sma50_touch.
09:04 AMrsifadeshort29741.5029738.003.5$7.00sma50_touchgood_exitConsider letting rsi_fade winners run closer to the TP/trail instead of exiting on first sma50 touch when the fade is working immediately.
09:17 AMrsifadelong29704.2529709.505.3$10.50trend_ride_end:sma_invalidateunluckyOn rsi_fade entries, don't let a same-bar/1-bar trend-invalidate rule override the trade before giving the mean-reversion thesis at least a few bars to develop.
10:24 AMrsifadeshort29668.2529660.258.0$16.00be_lock_tick peaked+16.0pt gaveback_to+8.0ptmarginalWiden the breakeven-lock giveback tolerance relative to ATR so small pullbacks don't cut winners before they can run toward TP.
10:26 AMrsifadeshort29673.5029661.0012.5$25.00sma50_touchgood_exitWhen a mean-reversion short pays off this fast, treat it as noise-driven luck rather than confirmation the RSI-fade edge is robust β€” track the sample size before scaling size.
10:29 AMrsifadeshort29704.5029706.75-2.3$-4.50sma50_touchgood_exit1-bar holds on sma50_touch exits are noise; consider giving rsi_fade shorts more room before honoring that exit trigger.
10:31 AMrsifadeshort29700.2529698.252.0$4.00sma50_touchmarginalRequire a higher RSI extreme (e.g. >75-80) before firing rsi_fade shorts to filter out marginal signals like this one.
10:33 AMrsifadeshort29705.2529698.506.8$13.50sma50_touchgood_entryLetting rule-based exits (sma50_touch) take fast wins on overbought fades is fine even when far below the 120pt TP target.
10:59 AMrsifadeshort29728.0029746.50-18.5$-37.00sma50_touchunluckyConsider widening the initial stop or adding a delay filter so a single adverse bar doesn't trigger the SMA50 exit before the fade thesis has time to develop.
11:01 AMrsifadeshort29739.2529731.757.5$15.00sma50_touchgood_entryFine setup, but the sma50_touch exit is capping winners far below the 120pt TP β€” worth checking if it's leaving edge on the table.
11:09 AMtrend_malong29694.0029710.5016.5$33.00be_lock_tick peaked+24.8pt gaveback_to+16.5ptgood_exitConsider a wider or ATR-scaled be_lock trail so trend_ma winners aren't given back so fast after peaking.
11:11 AMtrend_malong29702.5029679.25-23.3$-46.50sma50_touchmarginalConsider requiring a confirmation bar or minimum separation from sma50 before entry to avoid getting faked out by immediate mean-reversion on golden-cross signals.
11:15 AMtrend_malong29665.7529677.2511.5$23.00be_lock_tick peaked+19.8pt gaveback_to+11.5ptgood_exitLocking breakeven+ after a fast favorable move captured a small win instead of letting a 1-bar spike round-trip to scratch or loss.
11:16 AMtrend_malong29681.2529695.7514.5$29.00trend_ride_end:sma_invalidategood_exitLet the SMA-invalidation exit override a wide static TP when trend confirmation dies fast, since realized-in-1-bar reversal risk to a $-580 SL wasn't worth chasing $150.
11:18 AMtrend_malong29687.2529690.753.5$7.00be_lock_tick peaked+15.0pt gaveback_to+3.5ptgood_exitOn a 1-bar +15pt spike, consider a partial-profit take instead of a pure trailing stop that gives back ~75% of the peak gain.
11:19 AMtrend_malong29701.5029719.7518.3$36.50be_lock_tick peaked+27.0pt gaveback_to+18.2ptgood_exitConsider trailing tighter after a strong initial pop (+27pt) rather than giving back ~9pt to the stop.
11:23 AMtrend_malong29722.0029696.75-25.3$-50.50tick_slgood_exitA tight, fast-acting SL on a marginal-score signal is doing its job hereβ€”no change needed.
11:37 AMictlong29689.7529685.00-4.8$-9.50sma50_touchmarginalLet the defined SL/TP manage the trade instead of exiting on an incidental MA touch within the first bar.
12:19 PMtrend_mashort29582.7529565.0017.8$35.50rsi_extreme_exit(rsi=27)good_exitConsider letting rsi_extreme_exit trail a bit more on trend_ma shorts before cutting, since 3-bar exits leave the bulk of the 150pt TP on the table.
02:05 PMrsifadeshort29534.7529528.256.5$13.00sma50_touchgood_exitLet the sma50_touch exit rule stand as-is on rsi_fade shorts since it's capturing fast mean-reversion moves efficiently.
03:44 PMrsifadeshort29451.2529442.259.0$18.00eod_flatten(15:45 ET, now 15:45)good_exit1-bar EOD-forced exits with wide TP/SL (20/120) mean outcome is driven by flatten timing, not signal quality β€” track these separately from organic exits.

Recent Sessions

DateTradesWin%PFNet P/L
2026-08-123435.3%0.29$-1150.00
2026-08-112821.4%0.4$-741.50
2026-08-101816.7%0.03$-1030.00
2026-08-071526.7%0.05$-512.00
2026-08-062532%1.07$52.00
2026-08-051926.3%0.32$-440.50
2026-08-041631.2%5.55$1641.00
2026-08-032330.4%0.67$-244.00
2026-07-312536%0.67$-303.00
2026-07-306254.8%1.1$102.50
2026-07-294949%0.14$-3827.00
2026-07-286851.5%39.88$41254.50
2026-07-274959.2%1.25$152.00
2026-07-245448.1%0.68$-305.50
2026-07-235349.1%0.88$-94.00
2026-07-223151.6%0.65$-157.50
2026-07-214938.8%0.31$-1243.50
2026-07-201546.7%0.3$-502.50
2026-07-171136.4%0.42$-202.00
2026-07-167243.1%0.5$-696.50
2026-07-154665.2%1.44$361.50
2026-07-1421249.5%0.84$-445.00
2026-07-135764.9%1.26$133.50
2026-07-033935.9%0.62$-188.00
2026-07-027736.4%0.91$-67.00
2026-07-014537.8%0.73$-134.00
2026-06-305339.6%0.84$-120.00
2026-06-293951.3%1.35$589.00
2026-06-262254.5%0.92$-139.00
2026-06-255442.6%1.08$110.00