Session 2026-07-21 · signal_gen MNQ · updated daily after 17:00 ET
up (+533pt over the session), dominant regime R4; strategy mix {'llm': 18, 'ha_long': 19, 'ict': 1, 'trend_ma': 11}
Despite a strong +533pt up session (regime R4), the bot netted -$1243.5 on 49 trades (19 wins) because a cluster of long entries between 13:01-14:09 ET all stopped out on 0-bar holds with fills 15-20pts beyond their nominal SL distance, wiping out most of the day's edge. The llm (-858) and ha_long (-399.5) strategies took the brunt of this, while trend_ma and ict were roughly flat-to-positive. Separately, be_lock_tick trailing exits repeatedly gave back 40-60% of peak favorable excursion across strategies before locking gains, shrinking otherwise-good winners. The underlying entries themselves (pullback-flips, EMA13 reclaims, death/golden crosses) look directionally sound given the market moved as predicted; execution/exit mechanics, not signal quality, drove the loss.
Butterfly: center the body near 7507.5, wings around 7505.0/7514.9. Per-source levels — v82: 7505.0/7510.0 · v83: 7505.0/7495.0 · v51a: 7510.0/7514.9.
| 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 |
| Instrument | Close | Change | % | Range | Trend | Support | Resistance | Note |
|---|---|---|---|---|---|---|---|---|
| SPX | 7509.20 | 19.3 | 0.26% | 47.5 | up | 7505 | 7510 | S&P 500 cash index (Yahoo); GEX walls 7505.0/7510.0 |
| ES | 7542.75 | 58.8 | 0.79% | 81.0 | up | — | — | S&P 500 future (Yahoo ES=F) |
| NQ/MNQ | 29282.75 | 486.8 | 1.69% | 663.0 | up | — | — | Nasdaq-100 future MNQU6 |
| NDX | 29155.18 | 95.7 | 0.33% | 301.2 | up | — | — | Nasdaq-100 cash index (Yahoo) |
| Time | Dir | Module | Suppressed by | Hypo +15m | Hypo +60m | Detail |
|---|---|---|---|---|---|---|
| 07:58 AM | — | +1 | ? | — | — | +1 rsi_fade long rsi=29 (eve) |
| 09:01 AM | — | +1 | ? | — | — | +1 ribbon_stack_up(age=1) |
| 09:26 AM | short | -1 | counter_trend vs SMA50x200=+1 | $83.00 | $16.00 | -1 rsi_fade short rsi=79 |
| 09:27 AM | short | -1 | counter_trend vs SMA50x200=+1 | $91.50 | $-37.50 | -1 rsi_fade short rsi=81 |
| 09:28 AM | short | -1 | counter_trend vs SMA50x200=+1 | $109.50 | $14.50 | -1 rsi_fade short rsi=88 |
| 09:29 AM | short | -1 | counter_trend vs SMA50x200=+1 | $142.00 | $6.00 | -1 rsi_fade short rsi=90 |
| 09:56 AM | — | -1 | ? | — | — | -1 ribbon_stack_dn(age=1) |
| 10:23 AM | long | +1 | cooldown 11s<30s | $105.00 | $292.00 | +1 llm_trigger 5m uptrend intact, 1m dip to 29080 reclaiming wi |
| 10:36 AM | — | +1 | ? | — | — | +1 ribbon_stack_up(age=1) |
| 10:36 AM | — | +1 | ? | — | — | +1 ribbon_stack_up(age=1) |
| 10:52 AM | short | -1 | counter_trend vs SMA50x200=+1 | $-52.50 | $-99.50 | -1 bearish_div px29236>29258 rsi69>63 |
| 10:53 AM | short | -1 | counter_trend vs SMA50x200=+1 | $-86.00 | $-140.50 | -1 bearish_div px29236>29258 rsi69>63 |
| 10:54 AM | short | -1 | counter_trend vs SMA50x200=+1 | $-112.00 | $-105.50 | -1 bearish_div px29236>29258 rsi69>63 |
| 10:55 AM | short | -1 | counter_trend vs SMA50x200=+1 | $-88.00 | $-83.50 | -1 bearish_div px29236>29258 rsi69>63 |
| 11:04 AM | long | +1 | cooldown 4s<30s | $167.50 | $207.50 | +1 ha_long regime-hold(run=7) rsi5=67 sl=17.0 |
| 11:05 AM | short | -1 | counter_trend vs SMA50x200=+1 | $-147.00 | $-214.50 | -1 head_shoulders |
| 11:06 AM | short | -1 | counter_trend vs SMA50x200=+1 | $-173.00 | $-197.00 | -1 head_shoulders |
| 11:07 AM | short | -1 | counter_trend vs SMA50x200=+1 | $-125.50 | $-160.50 | -1 head_shoulders |
| 11:16 AM | short | -1 | counter_trend vs SMA50x200=+1 | $-5.00 | $-55.50 | -1 rsi_cross_down_70 |
| 11:19 AM | short | -1 | counter_trend vs SMA50x200=+1 | $-12.00 | $-46.50 | -1 rsi_cross_down_70 |
| 11:25 AM | short | -1 | counter_trend vs SMA50x200=+1 | $57.50 | $-36.00 | -1 bearish_div px29298>29310 rsi66>64 |
| 11:26 AM | short | -1 | counter_trend vs SMA50x200=+1 | $58.50 | $-17.00 | -1 bearish_div px29298>29310 rsi66>64 |
| 11:27 AM | short | -1 | counter_trend vs SMA50x200=+1 | $74.00 | $4.00 | -1 bearish_div px29298>29310 rsi66>64 |
| 11:28 AM | short | -1 | counter_trend vs SMA50x200=+1 | $79.00 | $3.50 | -1 bearish_div px29298>29310 rsi66>64 |
| 11:29 AM | short | -1 | counter_trend vs SMA50x200=+1 | $97.00 | $-9.50 | -1 rsi_cross_down_70 |
| 11:39 AM | short | -1 | counter_trend vs SMA50x200=+1 | $4.50 | $-104.00 | -1 head_shoulders |
| 11:40 AM | short | -1 | counter_trend vs SMA50x200=+1 | $8.50 | $-104.50 | -1 head_shoulders |
| 11:41 AM | short | -1 | counter_trend vs SMA50x200=+1 | $-19.50 | $-97.00 | -1 head_shoulders |
| 11:42 AM | short | -1 | counter_trend vs SMA50x200=+1 | $0.00 | $-79.00 | -1 head_shoulders |
| 11:52 AM | long | +1 | cooldown 20s<30s | $40.00 | $104.50 | +1 llm_trigger dip bought off 29259 low, back above EMA13, RSI6 |
| 11:54 AM | short | -1 | counter_trend vs SMA50x200=+1 | $-39.50 | $-114.50 | -1 head_shoulders |
| 12:05 PM | short | -1 | counter_trend vs SMA50x200=+1 | $-30.00 | $-101.50 | -1 rsi_fade short rsi=70 |
| 12:06 PM | short | -1 | counter_trend vs SMA50x200=+1 | $-34.50 | $-87.50 | -1 rsi_fade short rsi=73 |
| 12:07 PM | short | -1 | counter_trend vs SMA50x200=+1 | $-36.00 | $-76.50 | -1 rsi_fade short rsi=73 |
| 12:08 PM | short | -1 | counter_trend vs SMA50x200=+1 | $-40.50 | $-69.50 | -1 rsi_fade short rsi=75 |
| 12:09 PM | short | -1 | counter_trend vs SMA50x200=+1 | $-30.00 | $-78.00 | -1 rsi_fade short rsi=70 |
| 12:10 PM | short | -1 | counter_trend vs SMA50x200=+1 | $-18.00 | $-57.00 | -1 rsi_fade short rsi=70 |
| 12:11 PM | short | -1 | counter_trend vs SMA50x200=+1 | $-11.50 | $-62.00 | -1 rsi_cross_down_70 |
| 12:12 PM | short | -1 | counter_trend vs SMA50x200=+1 | $-6.00 | $-45.50 | -1 rsi_fade short rsi=72 |
| 12:13 PM | short | -1 | counter_trend vs SMA50x200=+1 | $-15.50 | $-61.00 | -1 rsi_cross_down_70 |
| 12:35 PM | short | -1 | counter_trend vs SMA50x200=+1 | $-38.50 | $-56.50 | -1 head_shoulders |
| 12:36 PM | short | -1 | counter_trend vs SMA50x200=+1 | $-55.00 | $-70.00 | -1 head_shoulders |
| 12:37 PM | short | -1 | counter_trend vs SMA50x200=+1 | $-52.00 | $-57.50 | -1 head_shoulders |
| 12:38 PM | short | -1 | counter_trend vs SMA50x200=+1 | $-35.50 | $-41.00 | -1 head_shoulders |
| 12:39 PM | short | -1 | counter_trend vs SMA50x200=+1 | $-31.50 | $-32.50 | -1 rsi_fade short rsi=74 |
| 12:40 PM | short | -1 | counter_trend vs SMA50x200=+1 | $-41.00 | $-28.50 | -1 rsi_fade short rsi=72 |
| 12:41 PM | short | -1 | counter_trend vs SMA50x200=+1 | $-23.00 | $-20.50 | -1 rsi_cross_down_70 |
| 12:44 PM | short | -1 | counter_trend vs SMA50x200=+1 | $-20.50 | $-42.00 | -1 head_shoulders |
| 12:45 PM | short | -1 | counter_trend vs SMA50x200=+1 | $-47.50 | $-30.50 | -1 head_shoulders |
| 12:46 PM | short | -1 | counter_trend vs SMA50x200=+1 | $-56.50 | $-39.00 | -1 head_shoulders |
| 12:47 PM | short | -1 | counter_trend vs SMA50x200=+1 | $-53.00 | $-50.50 | -1 head_shoulders |
| 12:51 PM | short | -1 | counter_trend vs SMA50x200=+1 | $-34.50 | $-41.00 | -1 rsi_fade short rsi=72 |
| 12:52 PM | short | -1 | counter_trend vs SMA50x200=+1 | $-7.50 | $-17.00 | -1 rsi_fade short rsi=79 |
| 12:53 PM | short | -1 | counter_trend vs SMA50x200=+1 | $-5.00 | $-10.00 | -1 rsi_fade short rsi=80 |
| 12:54 PM | short | -1 | counter_trend vs SMA50x200=+1 | $-9.50 | $-3.00 | -1 rsi_fade short rsi=78 |
| 12:55 PM | short | -1 | counter_trend vs SMA50x200=+1 | $18.00 | $9.50 | -1 rsi_fade short rsi=81 |
| 12:56 PM | short | -1 | counter_trend vs SMA50x200=+1 | $23.00 | $17.00 | -1 rsi_fade short rsi=84 |
| 12:57 PM | short | -1 | counter_trend vs SMA50x200=+1 | $11.50 | $-2.50 | -1 rsi_cross_down_70 |
| 01:31 PM | short | -1 | counter_trend vs SMA50x200=+1 | $8.00 | $55.50 | -1 head_shoulders |
| 01:32 PM | short | -1 | counter_trend vs SMA50x200=+1 | $9.50 | $70.50 | -1 head_shoulders |
| 01:32 PM | short | -1 | counter_trend vs SMA50x200=+1 | $9.50 | $70.50 | -1 rsi_fade short rsi=76 |
| 01:33 PM | short | -1 | counter_trend vs SMA50x200=+1 | $4.50 | $56.50 | -1 rsi_fade short rsi=72 |
| 01:34 PM | short | -1 | counter_trend vs SMA50x200=+1 | $-37.00 | $41.50 | -1 rsi_cross_down_70 |
| 01:36 PM | short | -1 | counter_trend vs SMA50x200=+1 | $-23.00 | $29.00 | -1 head_shoulders |
| 01:37 PM | short | -1 | counter_trend vs SMA50x200=+1 | $-2.00 | $38.50 | -1 head_shoulders |
| 01:38 PM | short | -1 | counter_trend vs SMA50x200=+1 | $-4.50 | $30.50 | -1 head_shoulders |
| 01:40 PM | short | -1 | counter_trend vs SMA50x200=+1 | $10.50 | $35.50 | -1 head_shoulders |
| 01:41 PM | short | -1 | counter_trend vs SMA50x200=+1 | $4.50 | $28.00 | -1 head_shoulders |
| 01:50 PM | short | -1 | counter_trend vs SMA50x200=+1 | $11.00 | $38.00 | -1 rsi_fade short rsi=71 |
| 01:51 PM | short | -1 | counter_trend vs SMA50x200=+1 | $12.00 | $45.50 | -1 rsi_fade short rsi=74 |
| 01:52 PM | short | -1 | counter_trend vs SMA50x200=+1 | $1.50 | $38.50 | -1 rsi_cross_down_70 |
| 02:05 PM | short | -1 | counter_trend vs SMA50x200=+1 | $14.50 | $44.50 | -1 head_shoulders |
| 02:06 PM | short | -1 | counter_trend vs SMA50x200=+1 | $34.50 | $53.00 | -1 head_shoulders |
| 02:07 PM | short | -1 | counter_trend vs SMA50x200=+1 | $24.50 | $77.50 | -1 head_shoulders |
| 02:08 PM | short | -1 | counter_trend vs SMA50x200=+1 | $25.50 | $80.50 | -1 head_shoulders |
| 02:12 PM | short | -1 | counter_trend vs SMA50x200=+1 | $60.50 | $79.50 | -1 head_shoulders |
| 02:13 PM | short | -1 | counter_trend vs SMA50x200=+1 | $40.00 | $69.50 | -1 head_shoulders |
| 02:14 PM | short | -1 | counter_trend vs SMA50x200=+1 | $39.50 | $76.50 | -1 head_shoulders |
| 02:43 PM | short | -1 | counter_trend vs SMA50x200=+1 | $38.00 | $1.50 | -1 head_shoulders |
| 02:44 PM | short | -1 | counter_trend vs SMA50x200=+1 | $33.50 | $15.00 | -1 head_shoulders |
| 02:44 PM | short | -1 | counter_trend vs SMA50x200=+1 | $33.50 | $15.00 | -1 rsi_fade short rsi=71 |
| 02:45 PM | short | -1 | counter_trend vs SMA50x200=+1 | $40.00 | $25.00 | -1 head_shoulders |
| 02:45 PM | short | -1 | counter_trend vs SMA50x200=+1 | $40.00 | $25.00 | -1 rsi_fade short rsi=74 |
| 02:46 PM | short | -1 | counter_trend vs SMA50x200=+1 | $72.50 | $34.50 | -1 rsi_fade short rsi=78 |
| 02:47 PM | short | -1 | counter_trend vs SMA50x200=+1 | $81.00 | $51.00 | -1 rsi_fade short rsi=78 |
| 02:48 PM | short | -1 | counter_trend vs SMA50x200=+1 | $60.50 | $28.50 | -1 rsi_cross_down_70 |
| 02:50 PM | short | -1 | counter_trend vs SMA50x200=+1 | $43.50 | $8.00 | -1 head_shoulders |
| 02:51 PM | — | +1 | ? | — | — | +1 ribbon_stack_up(age=1) |
| 02:52 PM | — | +1 | ? | — | — | +1 ribbon_stack_up(age=1) |
| 03:14 PM | long | +1 | counter_trend vs SMA50x200=-1 | $-27.00 | $-12.00 | +1 bullish_div px29317<29304 rsi30<31 |
| 03:15 PM | long | +1 | counter_trend vs SMA50x200=-1 | $-15.00 | $-22.00 | +1 bullish_div px29317<29304 rsi30<31 |
| 03:16 PM | long | +1 | counter_trend vs SMA50x200=-1 | $-11.00 | $-29.00 | +1 bullish_div px29317<29304 rsi30<31 |
| 03:17 PM | long | +1 | counter_trend vs SMA50x200=-1 | $-22.50 | $-45.50 | +1 bullish_div px29317<29304 rsi30<31 |
| 03:31 PM | long | +1 | counter_trend vs SMA50x200=-1 | $67.50 | $-5.00 | +1 rsi_cross_up_30 |
| Window | aiprediction | Our result | Move | Missed $ | Reason | Note |
|---|---|---|---|---|---|---|
| session | bullish | loss | 486.8 | — | missed_up_trend | aiprediction trend=bullish, actual MNQ move=486.8pt (up); our session net=$-1243.5 (loss) |
| Entry | Strat | Dir | In | Out | Pts | P/L | Exit | Grade | Lesson |
|---|---|---|---|---|---|---|---|---|---|
| 07:49 PM | ha_long | long | 28801.75 | 28789.50 | -12.3 | $-24.50 | tick_sl | unlucky | Consider whether a 1-bar-to-stop whipsaw pattern recurs on regime-hold re-entries; if so, tighten entry timing (e.g. require 2-bar confirmation) rather than the stop itself. |
| 08:59 PM | ha_long | long | 28858.75 | 28846.75 | -12.0 | $-24.00 | tick_sl | marginal | Be more skeptical of regime-hold longs late in a run (run=9+) with rsi5 already elevated near 60+; that's chasing, not confirming. |
| 09:03 PM | ha_long | long | 28857.00 | 28859.00 | 2.0 | $4.00 | be_lock_tick peaked+19.8pt gaveback_to+2.0pt | good_exit | Consider trailing the be_lock further behind peak (or scaling out) since a +19.8pt peak gaveback to +2.0pt leaves a lot of edge on the table. |
| 09:24 PM | ha_long | long | 28892.25 | 28887.25 | -5.0 | $-10.00 | llm_rescue_exit:5m trend neutral, 1m HA flipped red at b | good_exit | Only take pullback-flip longs when the 5m trend is actually up, not neutral — neutral higher-timeframe context is a weak-edge filter that should downgrade or skip the entry. |
| 09:29 PM | ha_long | long | 28892.50 | 28904.25 | 11.8 | $23.50 | be_lock_tick peaked+28.5pt gaveback_to+11.8pt | marginal | Tighten the be_lock trail distance so winners lock in a larger share of peak MFE instead of giving back over 50%. |
| 09:47 PM | ha_long | long | 28896.50 | 28890.75 | -5.8 | $-11.50 | llm_rescue_exit:Lost EMA13/50 on 1m, HA flipped red, 5m | good_exit | Require RSI comfortably above 55-60 with trend confirmation before taking ha_long entries, but keep the rescue-exit logic as-is since it's saving multiples of the stop distance. |
| 10:03 PM | ha_long | long | 28906.25 | 28917.75 | 11.5 | $23.00 | be_lock_tick peaked+33.8pt gaveback_to+11.5pt | good_exit | Consider a tighter or tiered trailing lock past +30pt so peak gains aren't given back nearly 3-to-1 before exit. |
| 10:55 PM | ha_long | long | 28941.75 | 28996.25 | 54.5 | $109.00 | tick_tp | good_exit | Keep taking ha_long pullback-flip entries when RSI is mid-range and rising — this is the setup working as designed. |
| 01:40 AM | ha_long | long | 29076.00 | 29079.00 | 3.0 | $6.00 | be_lock_tick peaked+17.8pt gaveback_to+3.0pt | good_exit | Consider trailing tighter than 17.8pt gaveback once a MNQ scalp is up double-digit points, since giveback is currently eating most of the peak gain. |
| 02:24 AM | ha_long | long | 29117.75 | 29118.25 | 0.5 | $1.00 | llm_rescue_exit:5m neutral, 1m HA flipped red, lost EMA1 | good_exit | When 1m structure flips within a couple bars of entry, treat it as a no-decision scratch rather than forcing the SL/TP to play out. |
| 02:28 AM | ha_long | long | 29119.25 | 29115.25 | -4.0 | $-8.00 | be_lock_tick peaked+15.5pt gaveback_to-4.0pt | unlucky | Widen be_lock_tick giveback tolerance (or delay arming it) on fast 1-bar HA pullback entries so a proven favorable move isn't stopped out on noise. |
| 08:58 AM | ha_long | long | 29178.50 | 29158.50 | -20.0 | $-40.00 | tick_sl | marginal | Require confirmation beyond a single pullback-flip tick before sizing in on ha_long when RSI is already elevated near 65-70, since that's late-cycle momentum prone to snapback. |
| 10:05 AM | trend_ma | short | 29105.00 | 29131.00 | -26.0 | $-52.00 | tick_sl | unlucky | Size stop distance relative to ATR (e.g. >=1x ATR) rather than a fixed 25pt SL, especially on trend_ma entries. |
| 10:06 AM | trend_ma | short | 29133.00 | 29106.50 | 26.5 | $53.00 | be_lock_tick peaked+34.8pt gaveback_to+26.5pt | good_exit | Consider a slightly wider be_lock buffer on fast MA-cross entries so a 1-bar spike doesn't trigger giveback before the move develops. |
| 10:07 AM | trend_ma | short | 29099.75 | 29089.50 | 10.3 | $20.50 | be_lock_tick peaked+18.8pt gaveback_to+10.2pt | good_exit | On death-cross entries with weak initial follow-through, the be_lock giveback exit is doing its job — no change needed here. |
| 10:08 AM | trend_ma | short | 29093.75 | 29082.75 | 11.0 | $22.00 | be_lock_tick peaked+19.5pt gaveback_to+11.0pt | good_exit | Consider trailing be_lock tighter or scaling out at the peak-favorable mark on fast 1-bar spikes instead of giving back ~40% before locking. |
| 10:09 AM | trend_ma | short | 29079.50 | 29074.75 | 4.8 | $9.50 | be_lock_tick peaked+15.0pt gaveback_to+4.8pt | good_exit | Consider trailing the be_lock tighter after a fast +15pt spike on a 1-bar hold, since a 33% giveback on a quick spike suggests the lock trigger is too loose for this volatility. |
| 10:10 AM | trend_ma | short | 29081.00 | 29097.00 | -16.0 | $-32.00 | ha10s_loss_cut | marginal | Treat sma50x200 death-cross shorts as late signals and demand fresh momentum confirmation (not just the cross) before entering. |
| 10:12 AM | trend_ma | short | 29092.00 | 29117.50 | -25.5 | $-51.00 | tick_sl | unlucky | Consider whether a slightly wider initial stop or a brief confirmation delay would filter out single-bar stop-outs on fresh death-cross signals. |
| 10:13 AM | trend_ma | short | 29118.25 | 29082.50 | 35.8 | $71.50 | be_lock_tick peaked+44.2pt gaveback_to+35.8pt | good_exit | Consider trailing tighter than a ~8pt gaveback on a 2-bar hold, since fast-moving trend_ma scalps can give back a large chunk of peak profit before the lock triggers. |
| 10:15 AM | trend_ma | short | 29085.00 | 29075.75 | 9.3 | $18.50 | be_lock_tick peaked+17.5pt gaveback_to+9.2pt | good_exit | When a fast-decaying 1-bar move gives back half its peak, tightening the trail further (not loosening) would lock more of that initial 17.5pt spike. |
| 10:20 AM | llm | long | 29142.00 | 29115.00 | -27.0 | $-54.00 | tick_sl | good_entry | Nothing to fix in the signal itself — 1-bar stop-outs on valid reclaim entries are expected variance, not a pattern to patch. |
| 10:28 AM | llm | long | 29199.00 | 29211.75 | 12.8 | $25.50 | be_lock_tick peaked+20.8pt gaveback_to+12.8pt | good_exit | Consider trailing be_lock a bit looser or scaling out at +15-20pt peaks so quick winners aren't discounted by giveback. |
| 10:45 AM | llm | long | 29238.75 | 29213.50 | -25.3 | $-50.50 | tick_sl | unlucky | Widen SL relative to ATR (23.9) on EMA13 reclaim entries — a 25pt stop is under 1x ATR and gets clipped by routine chop. |
| 10:47 AM | llm | long | 29222.00 | 29228.50 | 6.5 | $13.00 | be_lock_tick peaked+17.8pt gaveback_to+6.5pt | good_entry | Tighten the trailing/be_lock step once a trade builds a big early cushion so gains aren't given back so readily. |
| 10:48 AM | trend_ma | long | 29237.50 | 29211.75 | -25.8 | $-51.50 | tick_sl | mistake | Size the SL to at least 1x ATR with a buffer, not near-equal to it, so normal noise doesn't stop out a correct directional call. |
| 10:51 AM | trend_ma | long | 29230.75 | 29204.75 | -26.0 | $-52.00 | tick_sl | unlucky | Widen SL past ~1.2x ATR on golden-cross entries so a single ATR-sized pullback doesn't tick you out before trend confirms. |
| 11:06 AM | ict | long | 29231.00 | 29259.75 | 28.8 | $57.50 | trend_ride_trail | good_entry | Keep using the trailing exit on confirmed sweep-reclaim setups—it captured more of the move than a fixed 150pt TP would have forced. |
| 11:48 AM | ha_long | long | 29281.00 | 29292.75 | 11.8 | $23.50 | be_lock_tick peaked+19.8pt gaveback_to+11.8pt | good_exit | On fast 2-bar scalps like this, consider tightening the be_lock giveback threshold slightly since it surrendered ~40% of the peak gain before locking. |
| 11:53 AM | llm | long | 29289.00 | 29275.50 | -13.5 | $-27.00 | sma50_touch | unlucky | 1-bar sma50_touch exits are cutting winners before the trade has room to work; consider requiring a minimum hold or confirmation bar before that exit rule fires. |
| 11:55 AM | llm | long | 29271.75 | 29280.75 | 9.0 | $18.00 | sma50_touch | good_exit | When a fast confluence entry pays off immediately, taking the first structural exit (sma50_touch) beats holding for full TP on a 1-bar move. |
| 12:02 PM | llm | long | 29277.75 | 29305.00 | 11.6 | $46.50 | be_lock_tick peaked+59.5pt gaveback_to+11.6pt | good_exit | Consider trailing the be_lock stop tighter after a large unrealized peak so gaveback doesn't erase most of the run. |
| 01:01 PM | ha_long | long | 29347.25 | 29307.25 | -40.0 | $-80.00 | tick_sl | good_entry | Zero-bar stop-outs on otherwise clean signals are usually variance, not a reason to widen stops or tighten filters after just one instance. |
| 01:03 PM | llm | long | 29347.25 | 29307.25 | -40.0 | $-80.00 | tick_sl | marginal | Wait for a confirming bar close above the reclaim level before entering, rather than triggering on the first tick back through it. |
| 01:04 PM | llm | long | 29347.00 | 29307.25 | -39.8 | $-79.50 | tick_sl | good_entry | Nothing to fix on selection; this is normal SL variance from a tight 25pt stop on MNQ — don't loosen the stop off one fast stop-out. |
| 01:05 PM | llm | long | 29353.50 | 29307.25 | -46.3 | $-92.50 | tick_sl | unlucky | Consider a small confirmation delay (1 bar close) after the reclaim signal to filter instant-stop whipsaws on this setup. |
| 01:06 PM | llm | long | 29351.50 | 29307.25 | -44.3 | $-88.50 | tick_sl | unlucky | Consider widening the SL slightly or requiring one bar of confirmation on 'reclaiming EMA13' setups to avoid getting stopped out on the immediate wick back through the level. |
| 01:17 PM | ha_long | long | 29339.25 | 29307.25 | -32.0 | $-64.00 | tick_sl | unlucky | Zero-bar tick-stop losses on otherwise valid setups suggest the 12pt SL is too tight for entry-bar volatility (ATR 8.2) — consider a small time/tick buffer before the hard stop engages. |
| 01:30 PM | ha_long | long | 29342.50 | 29307.25 | -35.3 | $-70.50 | tick_sl | unlucky | Consider a minimum stop buffer or 1-bar confirmation before arming the SL to avoid instant-tick stop-outs on marginal cross-up signals. |
| 01:36 PM | ha_long | long | 29350.25 | 29307.25 | -43.0 | $-86.00 | tick_sl | marginal | Tighten or skip ha_long pullback-flip entries when RSI5 is already above ~60, since there's no room left before mean-reversion kicks in. |
| 02:00 PM | ha_long | long | 29348.75 | 29307.25 | -41.5 | $-83.00 | tick_sl | unlucky | On 0-bar tick_sl stopouts, check whether the stop is tight enough to catch normal entry-bar noise/spread rather than blaming the signal. |
| 02:02 PM | llm | long | 29346.00 | 29307.25 | -38.8 | $-77.50 | tick_sl | marginal | Require a stronger score margin (e.g. >60) before trusting 'uptrend intact' dip-buy signals, and investigate why the stop filled ~14pts past its nominal distance. |
| 02:04 PM | llm | long | 29342.25 | 29307.25 | -35.0 | $-70.00 | tick_sl | unlucky | On dip-buy-reclaim entries, confirm the reclaim held for at least 1 bar before filling to avoid getting tick-stopped on a wick. |
| 02:05 PM | ha_long | long | 29351.25 | 29307.25 | -44.0 | $-88.00 | tick_sl | unlucky | When a 0-bar stop-out follows a valid signal, check for a volatility spike or thin liquidity at entry before blaming the signal logic. |
| 02:06 PM | llm | long | 29354.25 | 29307.25 | -47.0 | $-94.00 | tick_sl | unlucky | Widen the SL multiple relative to ATR (or wait for a confirming bar close) on dip-buy entries so a single adverse wick doesn't stop out a correctly-read trend. |
| 02:07 PM | llm | long | 29354.00 | 29307.25 | -46.8 | $-93.50 | tick_sl | unlucky | With ATR ~8.6, a 25pt SL is only ~3x ATR on an EMA-reclaim entry that can fail instantly — consider requiring a confirming bar close before entry rather than firing on the reclaim tick. |
| 02:08 PM | llm | long | 29354.25 | 29307.25 | -47.0 | $-94.00 | tick_sl | unlucky | On EMA13 reclaim entries, consider a small confirmation delay (1 bar close above EMA13) instead of firing on the touch to filter instant-reversal whipsaws. |
| 02:09 PM | llm | long | 29349.75 | 29307.25 | -42.5 | $-85.00 | tick_sl | unlucky | Consider a minimum-bar or ATR-based buffer before the stop can trigger, so single-tick reversals don't kill valid pullback entries instantly. |
| 03:41 PM | llm | long | 29322.50 | 29335.00 | 12.5 | $25.00 | eod_flatten(15:45 ET, now 15:45) | good_exit | Nothing to fix here — a valid trend-continuation entry that got clipped by the EOD flatten in profit is a win, not a signal problem. |
| 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 |