Trading Report

Session 2026-07-20 · signal_gen MNQ · updated daily after 17:00 ET

rangebound, high-vol, MNQ move 17.5pt, range 483.0pt

Net P/L

$-502.50

Trades

Win rate

46.7%

Profit factor

0.3

Best / Worst

$72.50 / $-239.50

Avg hold

8.6m

Day Summary

up (+207pt over the session), dominant regime R4; strategy mix {'ha_long': 11, 'short5m': 2, 'selloff': 2}

Net -$502.5 on 15 trades despite the market grinding up +207pt in dominant regime R4, because the two 'selloff' shorts (score/rsi=0, 300pt flat stops) lost -$433 fighting the trend for 31 bars each before invalidating. The dominant, correctly-directional ha_long strategy (11 trades) was roughly breakeven at -$14.5, not because entries were wrong but because the be_lock_tick trail repeatedly gave back 50-80% of peak profit (e.g. +36.5pt peak locked at only +7.5pt). short5m added a small -$55 drag. Overall the day's damage came from one bad counter-trend strategy and a too-loose profit trail, not from the core long bias.

- Gate or disable 'selloff' shorts when regime is trending up (R4, positive session pts) and replace its flat 300pt/500pt SL with an ATR-relative stop so losing shorts invalidate fast instead of riding 30+ bars. - Tighten the be_lock_tick trail step once a trade clears ~1.5-2x ATR profit — several ha_long winners gave back most of their peak (30.8->22, 36.5->7.5, 23.5->8.8). - Add a higher-timeframe trend filter to ha_long cross-up/pullback-flip entries so counter-trend crosses are skipped at entry rather than caught late by llm_rescue_exit.

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

Predicted close

7445.0

Range (wings)

7445.0 – 7445.0

Actual close

7443.1

Error

1.9 pt

Butterfly: center the body near 7445.0, wings around 7445.0/7445.0. Per-source levels — v82: 7445.0/7445.0 · v83: 7445.0/7445.0 · v51a: 7445.1/7440.1.

Date	Predicted	Range	Actual	Error (pt)
2026-10-12	7807.5	7805.0 – 7810.0	7806.5	1.0
2026-10-09	7810.0	7810.0 – 7810.0	7810.5	0.5
2026-10-08	7765.0	7765.0 – 7765.0	7766.8	1.8
2026-10-07	7800.0	7785.0 – 7805.0	7801.5	1.5
2026-10-06	7820.0	7816.0 – 7825.9	7819.2	0.8
2026-10-05	7775.0	7771.7 – 7776.6	7773.9	1.1
2026-10-02	7722.5	7693.4 – 7743.0	7722.9	0.4
2026-10-01	7665.6	7663.1 – 7670.0	7665.1	0.5
2026-09-30	7662.5	7648.1 – 7665.0	7652.6	9.9
2026-09-29	7672.5	7665.0 – 7680.0	7669.3	3.2
2026-09-28	7685.0	7682.9 – 7687.9	7683.9	1.1
2026-09-25	7740.9	7670.0 – 7745.0	7743.6	2.7
2026-09-24	7705.0	7702.6 – 7707.6	7704.4	0.6
2026-09-23	7702.5	7700.0 – 7708.4	7704.9	2.5
2026-09-22	7765.5	7765.0 – 7770.0	7765.5	0.0

Market Analysis

Instrument	Close	Change	%	Range	Trend	Support	Resistance	Note
SPX	7443.28	-45.9	-0.61%	72.7	down	7445	7445	S&P 500 cash index (Yahoo); GEX walls 7445.0/7445.0
ES	7483.25	-1.8	-0.02%	75.3	rangebound	—	—	S&P 500 future (Yahoo ES=F)
NQ/MNQ	28781.75	17.5	0.06%	483.0	rangebound	—	—	Nasdaq-100 future MNQU6
NDX	28604.23	-266.9	-0.93%	426.8	down	—	—	Nasdaq-100 cash index (Yahoo)

Signals vs Orders

Signals taken

Suppressed

Gate vetoes

Time	Dir	Module	Suppressed by	Hypo +15m	Hypo +60m	Detail
11:05 PM	long	+1	news_gate BEARISH c=0.65	$3.00	$5.50	+1 ha_long regime-hold(run=7) rsi5=55 sl=12.0
11:05 PM	long	+1	news_gate BEARISH c=0.65	$3.00	$5.50	+1 ha_long regime-hold(run=7) rsi5=55 sl=12.0
11:05 PM	long	+1	news_gate BEARISH c=0.65	$3.00	$5.50	+1 ha_long regime-hold(run=7) rsi5=55 sl=12.0
11:05 PM	long	+1	news_gate BEARISH c=0.65	$3.00	$5.50	+1 ha_long regime-hold(run=7) rsi5=55 sl=12.0
11:11 PM	long	+1	news_gate BEARISH c=0.6	$4.00	$9.00	+1 ha_long cross-up rsi5=51 sl=28.9
11:11 PM	long	+1	news_gate BEARISH c=0.6	$4.00	$9.00	+1 ha_long cross-up rsi5=51 sl=28.9
11:11 PM	long	+1	news_gate BEARISH c=0.6	$4.00	$9.00	+1 ha_long cross-up rsi5=51 sl=28.9
11:11 PM	long	+1	news_gate BEARISH c=0.6	$4.00	$9.00	+1 ha_long cross-up rsi5=51 sl=29.0
11:15 PM	long	+1	news_gate BEARISH c=0.6	$23.50	$-35.00	+1 ha_long cross-up rsi5=54 sl=31.6
11:15 PM	long	+1	news_gate BEARISH c=0.6	$23.50	$-35.00	+1 ha_long cross-up rsi5=54 sl=31.6
11:15 PM	long	+1	news_gate BEARISH c=0.6	$23.50	$-35.00	+1 ha_long cross-up rsi5=54 sl=31.6
11:56 AM	—	+1	?	—	—	+1 ribbon_stack_up(age=1)
11:56 AM	—	+1	?	—	—	+1 ribbon_stack_up(age=1)
03:30 PM	short	-1	news_gate BULLISH c=0.6	$39.00	$217.50	-1 short5m 5m-dn rsi5=49 r5max=49 sl=13.2
03:30 PM	short	-1	news_gate BULLISH c=0.6	$39.00	$217.50	-1 short5m 5m-dn rsi5=49 r5max=49 sl=14.5
03:30 PM	short	-1	news_gate BULLISH c=0.6	$39.00	$217.50	-1 short5m 5m-dn rsi5=49 r5max=49 sl=14.5
03:30 PM	short	-1	news_gate BULLISH c=0.6	$39.00	$217.50	-1 short5m 5m-dn rsi5=49 r5max=49 sl=14.5
03:32 PM	short	-1	news_gate BULLISH c=0.6	$36.00	$199.50	-1 short5m 5m-dn rsi5=49 r5max=49 sl=24.5
03:32 PM	short	-1	news_gate BULLISH c=0.6	$36.00	$199.50	-1 short5m 5m-dn rsi5=49 r5max=49 sl=24.8
03:32 PM	short	-1	news_gate BULLISH c=0.6	$36.00	$199.50	-1 short5m 5m-dn rsi5=49 r5max=49 sl=24.8
03:32 PM	short	-1	news_gate BULLISH c=0.6	$36.00	$199.50	-1 short5m 5m-dn rsi5=49 r5max=49 sl=24.8

Missed Opportunities & Trend Check

Window	aiprediction	Our result	Move	Missed $	Reason	Note
session	bearish	loss	17.5	—	ok	aiprediction trend=bearish, actual MNQ move=17.5pt (flat); our session net=$-502.5 (loss)

Trades (15)

Entry	Strat	Dir	In	Out	Pts	P/L	Exit	Grade	Lesson
07:58 PM	ha_long	long	28871.00	28827.50	-43.5	$-87.00	tick_sl	unlucky	Consider widening the tick_sl slightly on regime-hold adds so normal pullback noise within an intact run doesn't stop out a structurally sound entry.
10:18 PM	selloff	short	28812.50	28932.25	-119.8	$-239.50	selloff_cutloss_thesis_invalidated	mistake	Skip or size down entries where score/RSI show no real confluence, and tighten stop-loss relative to ATR instead of using a flat wide SL.
11:59 PM	ha_long	long	28901.00	28910.75	9.8	$19.50	be_lock_tick peaked+18.2pt gaveback_to+9.8pt	good_exit	Consider trailing a bit looser or scaling out partial size near peak to capture more than half of a fast +18pt run-up.
02:47 AM	short5m	short	28783.50	28794.25	-10.8	$-21.50	short5m_ride_cross_exit	marginal	Require RSI confirmation (rsi5 clearly <45 for shorts) before trusting a marginal 5m-dn signal, not just the directional flag.
02:58 AM	selloff	short	28783.75	28880.50	-96.8	$-193.50	selloff_cutloss_thesis_invalidated	good_exit	Tighten initial stop distance relative to ATR (12.8) since a 300pt SL is ~23x ATR, letting losers run too far before invalidation triggers.
03:49 AM	ha_long	long	28886.00	28922.25	36.3	$72.50	tick_tp	good_entry	Keep trusting regime-hold continuation entries when RSI5 confirms momentum in the trade direction.
04:11 AM	ha_long	long	28909.00	28931.00	22.0	$44.00	be_lock_tick peaked+30.8pt gaveback_to+22.0pt	good_exit	Consider trailing tighter than 8.8pts (30.8→22) once a trade is up 2x+ ATR, to lock more of extended peaks.
04:43 AM	short5m	short	28865.25	28882.00	-16.8	$-33.50	llm_rescue_exit:5m TREND UP against short, 1m HA green x	good_exit	When the higher-timeframe trend flips against a fresh entry, exit fast rather than waiting for the full stop-loss to be tested.
06:20 AM	ha_long	long	28950.25	28959.00	8.8	$17.50	be_lock_tick peaked+23.5pt gaveback_to+8.8pt	good_exit	The breakeven-lock trail is surrendering too much of the peak (23.5pt→8.8pt); tighten the trail step once price clears +1.5x ATR to protect more of the run-up.
07:00 AM	ha_long	long	28981.00	28992.50	11.5	$23.00	be_lock_tick peaked+21.0pt gaveback_to+11.5pt	good_exit	The give-back from +21pt to +11.5pt shows the trail is a bit loose for a 6-bar move — tightening the lock distance after a fast spike could capture more of the peak.
07:29 AM	ha_long	long	28997.50	29005.00	7.5	$15.00	be_lock_tick peaked+36.5pt gaveback_to+7.5pt	unlucky	On a fast +30pt+ spike within 1 bar, tighten the trail step instead of leaving a flat be_lock buffer that gives back 80% of peak gain.
07:52 AM	ha_long	long	29080.50	29043.50	-37.0	$-74.00	ha_long_ride_cross_exit	marginal	Require a higher score/RSI threshold on ha_long pullback-flip entries, or tighten the ride-cross exit so it doesn't give back near-full SL before firing.
08:47 AM	ha_long	long	29033.25	29024.00	-9.3	$-18.50	llm_rescue_exit:5m trend down vs long, price lost both E	unlucky	Add a higher-timeframe trend filter to the entry signal itself so counter-trend ha_long crosses are skipped rather than caught late by the rescue exit.
09:19 AM	ha_long	long	29040.25	29051.25	11.0	$22.00	be_lock_tick peaked+19.5pt gaveback_to+11.0pt	good_exit	Trail is doing its job locking gains, but consider tightening the giveback after +15pt to capture more of extended peaks.
12:24 PM	ha_long	long	29102.00	29077.75	-24.3	$-48.50	tick_sl	unlucky	No process fix needed — a 24pt stop against ~12.5 ATR is reasonable; this is normal signal noise, not a setup flaw.

Recent Sessions

Date	Trades	Win%	PF	Net P/L
2026-10-12	1	100%	—	$50.50
2026-10-09	1	0%	0	$-134.50
2026-10-08	1	0%	0	$-162.00
2026-10-06	1	0%	0	$-159.00
2026-10-05	1	100%	—	$234.00
2026-10-02	1	0%	0	$-251.50
2026-09-30	1	0%	0	$-42.00
2026-09-29	7	0%	0	$-405.50
2026-09-25	7	14.3%	0.02	$-558.50
2026-09-24	7	0%	0	$-427.50
2026-09-16	1	0%	0	$-1055.00
2026-09-02	1	0%	0	$-164.50
2026-08-28	7	14.3%	0.18	$-247.00
2026-08-27	8	37.5%	0.52	$-134.50
2026-08-26	5	60%	2.66	$207.50
2026-08-25	7	42.9%	0.37	$-98.50
2026-08-24	6	16.7%	0.34	$-165.50
2026-08-21	5	40%	0.23	$-76.00
2026-08-20	16	25%	0.11	$-503.00
2026-08-19	12	8.3%	0.01	$-394.50
2026-08-18	22	27.3%	0.75	$-182.50
2026-08-17	7	14.3%	0.17	$-210.00
2026-08-14	26	15.4%	0.55	$-286.50
2026-08-13	19	47.4%	3.21	$580.00
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