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)
2026-08-12	7747.5	7745.0 – 7753.2	7748.5	1.0
2026-08-11	7720.0	7720.0 – 7725.0	7722.5	2.5
2026-08-10	7750.0	7750.0 – 7750.0	7749.8	0.2
2026-08-07	7756.6	7750.0 – 7760.0	7758.1	1.5
2026-08-06	7707.5	7705.0 – 7710.0	7710.1	2.6
2026-08-05	7729.9	7730.0 – 7735.0	7731.9	2.0
2026-08-04	7742.5	7736.5 – 7745.0	7736.5	6.0
2026-08-03	7597.5	7500.0 – 7602.0	7598.8	1.3
2026-07-31	7488.3	7400.0 – 7500.0	7489.8	1.5
2026-07-30	7438.7	7410.0 – 7440.0	7438.0	0.7
2026-07-29	7309.9	7312.4 – 7325.0	7314.4	4.5
2026-07-28	7427.5	7425.0 – 7430.0	7428.9	1.4
2026-07-27	7412.5	7405.0 – 7415.0	7413.0	0.5
2026-07-24	7410.0	7400.0 – 7410.0	7408.5	1.5
2026-07-23	7406.1	7400.0 – 7410.0	7408.1	2.0

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
2026-08-12	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