Trading Report

Session 2026-08-13 · signal_gen MNQ · updated daily after 17:00 ET

Events: Core PPI m/m; PPI m/m; AMAT earnings (after-hours)

up, high-vol, MNQ move 395.2pt, range 492.2pt

Net P/L

$580.00

Trades

Win rate

47.4%

Profit factor

3.21

Best / Worst

$560.50 / $-80.50

Avg hold

35.1m

Day Summary

up (+395pt over the session), dominant regime R2; strategy mix {'ttm_scalper': 19}

Net +$580 across 19 ttm_scalper trades (9 wins) was driven almost entirely by one 09:34 LONG that rode a +280pt trend continuation to +$560.5 on the HA-flip exit; strip that trade out and the other 18 trades were roughly flat-to-slightly-negative. The HA-flip exit logic worked well as a profit-taker on winners, while the tick_sl exits accounted for nearly all the drag (-$217 across 6 stop-outs). Every single trade fired with score 0.0 and rsi None, meaning the confluence/RSI confirmation layer was not contributing any signal filtering all session — entries were effectively unfiltered HA-flip/swing triggers.

- The score/RSI feature pipeline is broken or disconnected (every trade shows score 0.0, rsi None) — fix this before trusting or tuning entry filters, since right now there is no real confirmation gate - Keep letting ttm_ha_flip exits run instead of the 500pt fixed TP — they captured the outsized winner and are net positive, while tick_sl stops are the main source of losses - Result is top-heavy (1 trade = 97% of net profit) — without confluence scoring restored, size/risk should be more conservative since most individual entries have no measurable edge and are relying on the tail trade to be profitable

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

Predicted close

7799.2

Range (wings)

7750.0 – 7800.0

Actual close

7799.2

Error

0.0 pt

Butterfly: center the body near 7799.2, wings around 7750.0/7800.0. Per-source levels — v82: 7800.0/7800.0 · v83: 7750.0/7800.0 · v51a: 7801.7/7796.7.

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	7798.99	35.8	0.46%	53.5	up	7800	7800	S&P 500 cash index (Yahoo); GEX walls 7800.0/7800.0
ES	7825.25	55.3	0.71%	74.3	up	—	—	S&P 500 future (Yahoo ES=F)
NQ/MNQ	30216.25	395.3	1.32%	492.3	up	—	—	Nasdaq-100 future MNQ
NDX	30084.50	300.4	1.01%	410.4	up	—	—	Nasdaq-100 cash index (Yahoo)

Signals vs Orders

Signals taken

Suppressed

117

Gate vetoes

Time	Dir	Module	Suppressed by	Hypo +15m	Hypo +60m	Detail
06:15 PM	—		?	—	—
06:55 PM	—		?	—	—
07:10 PM	—		?	—	—
07:29 PM	—	+1	?	—	—	+1 rsi_fade long rsi=28 (eve)
07:33 PM	—	+1	?	—	—	+1 rsi_fade long rsi=21 (eve)
07:50 PM	—	+1	?	—	—	+1 rsi_fade long rsi=29 (eve)
08:05 PM	—		?	—	—
08:11 PM	—	+1	?	—	—	+1 ribbon_stack_up(age=1)
08:14 PM	short	-1	counter_trend vs SMA50x200=+1	$37.00	$57.00	-1 rsi_fade short rsi=75
09:54 PM	short	-1	counter_trend vs SMA50x200=+1	$-25.50	$-42.00	-1 rsi_fade short rsi=71
09:55 PM	short	-1	counter_trend vs SMA50x200=+1	$-15.00	$-37.00	-1 rsi_fade short rsi=76
09:57 PM	short	-1	counter_trend vs SMA50x200=+1	$-7.50	$-17.50	-1 rsi_fade short rsi=77
09:58 PM	short	-1	counter_trend vs SMA50x200=+1	$-5.50	$-18.50	-1 rsi_fade short rsi=73
10:00 PM	short	-1	counter_trend vs SMA50x200=+1	$5.00	$-11.00	-1 rsi_fade short rsi=74
10:04 PM	short	-1	counter_trend vs SMA50x200=+1	$8.00	$-7.50	-1 rsi_fade short rsi=70
10:42 PM	short	-1	counter_trend vs SMA50x200=+1	$-2.00	$-11.00	-1 rsi_fade short rsi=71
10:43 PM	short	-1	counter_trend vs SMA50x200=+1	$7.50	$-2.50	-1 rsi_fade short rsi=74
10:44 PM	short	-1	counter_trend vs SMA50x200=+1	$14.00	$-3.50	-1 rsi_fade short rsi=75
10:45 PM	short	-1	counter_trend vs SMA50x200=+1	$10.00	$-10.50	-1 rsi_fade short rsi=71
12:05 AM	short	-1	counter_trend vs SMA50x200=+1	$25.50	$-27.00	-1 rsi_fade short rsi=76
12:06 AM	short	-1	counter_trend vs SMA50x200=+1	$49.00	$-17.50	-1 rsi_fade short rsi=83
12:07 AM	short	-1	counter_trend vs SMA50x200=+1	$62.00	$-16.50	-1 rsi_fade short rsi=87
12:08 AM	short	-1	counter_trend vs SMA50x200=+1	$45.50	$-25.00	-1 rsi_fade short rsi=78
12:10 AM	short	-1	counter_trend vs SMA50x200=+1	$32.00	$-25.50	-1 rsi_fade short rsi=80
12:11 AM	short	-1	counter_trend vs SMA50x200=+1	$27.00	$-24.00	-1 rsi_fade short rsi=80
12:30 AM	—		?	—	—
12:34 AM	short	-1	counter_trend vs SMA50x200=+1	$-7.00	$-54.00	-1 rsi_fade short rsi=70
12:35 AM	short	-1	counter_trend vs SMA50x200=+1	$-9.50	$-52.50	-1 rsi_fade short rsi=70
12:36 AM	short	-1	counter_trend vs SMA50x200=+1	$-8.50	$-40.50	-1 rsi_fade short rsi=75
12:37 AM	short	-1	counter_trend vs SMA50x200=+1	$-0.50	$-35.50	-1 rsi_fade short rsi=75
12:50 AM	—		?	—	—
12:52 AM	short	-1	counter_trend vs SMA50x200=+1	$-3.50	$-26.50	-1 rsi_fade short rsi=73
01:05 AM	—		?	—	—
01:10 AM	short	-1	counter_trend vs SMA50x200=+1	$-41.00	$24.50	-1 rsi_fade short rsi=71
01:11 AM	short	-1	counter_trend vs SMA50x200=+1	$-27.50	$35.00	-1 rsi_fade short rsi=72
01:13 AM	short	-1	counter_trend vs SMA50x200=+1	$-31.50	$21.50	-1 rsi_fade short rsi=76
01:14 AM	short	-1	counter_trend vs SMA50x200=+1	$-23.50	$30.50	-1 rsi_fade short rsi=81
01:15 AM	short	-1	counter_trend vs SMA50x200=+1	$-9.00	$52.00	-1 rsi_fade short rsi=85
01:16 AM	short	-1	counter_trend vs SMA50x200=+1	$-10.50	$46.00	-1 rsi_fade short rsi=86
01:17 AM	short	-1	counter_trend vs SMA50x200=+1	$13.00	$50.00	-1 rsi_fade short rsi=87
01:18 AM	short	-1	counter_trend vs SMA50x200=+1	$15.00	$43.00	-1 rsi_fade short rsi=83
01:19 AM	short	-1	counter_trend vs SMA50x200=+1	$5.50	$44.00	-1 rsi_fade short rsi=79
01:21 AM	short	-1	counter_trend vs SMA50x200=+1	$11.50	$28.50	-1 rsi_fade short rsi=72
01:22 AM	short	-1	counter_trend vs SMA50x200=+1	$18.00	$34.50	-1 rsi_fade short rsi=72
01:26 AM	short	-1	counter_trend vs SMA50x200=+1	$34.00	$49.50	-1 rsi_fade short rsi=71
01:50 AM	—		?	—	—
02:05 AM	—		?	—	—
02:20 AM	—		?	—	—
02:30 AM	—		?	—	—
02:41 AM	—	-1	?	—	—	-1 ribbon_stack_dn(age=1)
02:44 AM	—	+1	?	—	—	+1 rsi_fade long rsi=23 (eve)
03:05 AM	—		?	—	—
03:58 AM	—	+1	?	—	—	+1 rsi_fade long rsi=30 (eve)
03:59 AM	—	+1	?	—	—	+1 rsi_fade long rsi=29 (eve)
04:00 AM	—	+1	?	—	—	+1 rsi_fade long rsi=21 (eve)
04:03 AM	—	+1	?	—	—	+1 rsi_fade long rsi=30 (eve)
04:04 AM	—	+1	?	—	—	+1 rsi_fade long rsi=19 (eve)
05:15 AM	—	+1	?	—	—	+1 rsi_fade long rsi=22 (eve)
05:16 AM	—	+1	?	—	—	+1 rsi_fade long rsi=19 (eve)
06:01 AM	—	+1	?	—	—	+1 ribbon_stack_up(age=1)
06:18 AM	short	-1	counter_trend vs SMA50x200=+1	$18.50	$36.00	-1 rsi_fade short rsi=75
06:23 AM	short	-1	counter_trend vs SMA50x200=+1	$14.50	$38.00	-1 rsi_fade short rsi=72
06:50 AM	short	-1	counter_trend vs SMA50x200=+1	$11.00	$20.50	-1 rsi_fade short rsi=74
07:35 AM	short	-1	counter_trend vs SMA50x200=+1	$-1.50	$41.50	-1 rsi_fade short rsi=72
07:36 AM	short	-1	counter_trend vs SMA50x200=+1	$-4.00	$47.50	-1 rsi_fade short rsi=79
07:37 AM	short	-1	counter_trend vs SMA50x200=+1	$-3.50	$66.50	-1 rsi_fade short rsi=81
07:38 AM	short	-1	counter_trend vs SMA50x200=+1	$4.50	$80.00	-1 rsi_fade short rsi=84
07:39 AM	short	-1	counter_trend vs SMA50x200=+1	$-2.50	$58.50	-1 rsi_fade short rsi=85
07:40 AM	short	-1	counter_trend vs SMA50x200=+1	$-2.00	$75.50	-1 rsi_fade short rsi=86
07:40 AM	—		?	—	—
07:42 AM	short	-1	counter_trend vs SMA50x200=+1	$-5.00	$52.50	-1 rsi_fade short rsi=80
07:45 AM	short	-1	counter_trend vs SMA50x200=+1	$60.50	$82.50	-1 rsi_fade short rsi=73
07:46 AM	short	-1	counter_trend vs SMA50x200=+1	$84.50	$89.50	-1 rsi_fade short rsi=78
07:47 AM	short	-1	counter_trend vs SMA50x200=+1	$86.00	$79.00	-1 rsi_fade short rsi=78
07:55 AM	—		?	—	—
08:06 AM	—	-1	?	—	—	-1 ribbon_stack_dn(age=1)
08:30 AM	short	-1	event_blackout:Core PPI m/m	$-8.00	$-107.50	-1 rsi_fade short rsi=76
08:30 AM	—		?	—	—
08:31 AM	short	-1	event_blackout:Core PPI m/m	$6.00	$-39.00	-1 short5m 5m-dn rsi5=51 r5max=61 sl=46.1
09:06 AM	—	+1	?	—	—	+1 ribbon_stack_up(age=1)
09:35 AM	short	-1	counter_trend vs SMA50x200=+1	$-416.50	$-633.50	-1 rsi_fade short rsi=73
09:36 AM	short	-1	counter_trend vs SMA50x200=+1	$-338.50	$-563.00	-1 rsi_fade short rsi=80
09:37 AM	short	-1	counter_trend vs SMA50x200=+1	$-243.50	$-474.00	-1 rsi_fade short rsi=86
09:38 AM	short	-1	counter_trend vs SMA50x200=+1	$-187.00	$-430.50	-1 rsi_fade short rsi=87
09:39 AM	short	-1	counter_trend vs SMA50x200=+1	$-238.50	$-447.50	-1 rsi_fade short rsi=83
09:40 AM	short	-1	counter_trend vs SMA50x200=+1	$-187.00	$-439.50	-1 rsi_fade short rsi=85
09:41 AM	short	-1	counter_trend vs SMA50x200=+1	$-203.50	$-390.00	-1 rsi_fade short rsi=86
09:46 AM	short	-1	counter_trend vs SMA50x200=+1	$-206.00	$-342.00	-1 rsi_fade short rsi=72
09:47 AM	short	-1	counter_trend vs SMA50x200=+1	$-168.50	$-277.50	-1 rsi_fade short rsi=77
09:48 AM	short	-1	counter_trend vs SMA50x200=+1	$-121.00	$-235.00	-1 rsi_fade short rsi=79
09:49 AM	short	-1	counter_trend vs SMA50x200=+1	$-111.00	$-192.00	-1 rsi_fade short rsi=81
09:50 AM	short	-1	counter_trend vs SMA50x200=+1	$-86.00	$-148.50	-1 rsi_fade short rsi=83
09:51 AM	short	-1	counter_trend vs SMA50x200=+1	$-38.00	$-132.00	-1 rsi_fade short rsi=85
09:52 AM	short	-1	counter_trend vs SMA50x200=+1	$-46.50	$-149.00	-1 rsi_fade short rsi=82
09:53 AM	short	-1	counter_trend vs SMA50x200=+1	$-66.50	$-155.50	-1 rsi_fade short rsi=74
09:55 AM	short	-1	counter_trend vs SMA50x200=+1	$-100.00	$-117.00	-1 rsi_fade short rsi=72
09:59 AM	short	-1	counter_trend vs SMA50x200=+1	$-57.00	$-44.50	-1 rsi_fade short rsi=75
10:00 AM	short	-1	counter_trend vs SMA50x200=+1	$-55.50	$-81.50	-1 rsi_fade short rsi=73
10:01 AM	short	-1	counter_trend vs SMA50x200=+1	$-46.50	$-86.50	-1 rsi_fade short rsi=74
10:03 AM	short	-1	counter_trend vs SMA50x200=+1	$-59.00	$-33.00	-1 rsi_fade short rsi=70
10:11 AM	short	-1	counter_trend vs SMA50x200=+1	$-22.50	$-54.50	-1 rsi_fade short rsi=72
10:12 AM	short	-1	counter_trend vs SMA50x200=+1	$-7.50	$-7.50	-1 rsi_fade short rsi=77
10:13 AM	short	-1	counter_trend vs SMA50x200=+1	$-49.00	$-38.50	-1 rsi_fade short rsi=75
10:14 AM	short	-1	counter_trend vs SMA50x200=+1	$-54.00	$-24.00	-1 rsi_fade short rsi=75
10:15 AM	short	-1	counter_trend vs SMA50x200=+1	$-61.50	$-30.00	-1 rsi_fade short rsi=73
10:17 AM	short	-1	counter_trend vs SMA50x200=+1	$-96.50	$-18.50	-1 rsi_fade short rsi=70
10:19 AM	short	-1	counter_trend vs SMA50x200=+1	$-106.00	$-33.50	-1 rsi_fade short rsi=72
10:29 AM	short	-1	counter_trend vs SMA50x200=+1	$-11.00	$85.00	-1 rsi_fade short rsi=79
10:30 AM	short	-1	counter_trend vs SMA50x200=+1	$27.00	$96.00	-1 rsi_fade short rsi=80
10:31 AM	short	-1	counter_trend vs SMA50x200=+1	$1.00	$113.00	-1 rsi_fade short rsi=80
10:32 AM	short	-1	counter_trend vs SMA50x200=+1	$27.00	$158.50	-1 rsi_fade short rsi=85
10:33 AM	short	-1	counter_trend vs SMA50x200=+1	$56.50	$161.00	-1 rsi_fade short rsi=87
10:34 AM	short	-1	counter_trend vs SMA50x200=+1	$67.00	$213.00	-1 rsi_fade short rsi=81
10:35 AM	short	-1	counter_trend vs SMA50x200=+1	$105.00	$216.00	-1 rsi_fade short rsi=85
10:36 AM	short	-1	counter_trend vs SMA50x200=+1	$85.00	$241.00	-1 rsi_fade short rsi=81
10:37 AM	short	-1	counter_trend vs SMA50x200=+1	$75.50	$236.00	-1 rsi_fade short rsi=82
11:05 AM	—		?	—	—

Missed Opportunities & Trend Check

Window	aiprediction	Our result	Move	Missed $	Reason	Note
session	bullish	profit	395.2	—	ok	aiprediction trend=bullish, actual MNQ move=395.2pt (up); our session net=$580.0 (profit)

Trades (19)

Entry	Strat	Dir	In	Out	Pts	P/L	Exit	Grade	Lesson
06:14 PM	ttm_scalper	short	29803.75	29797.25	6.5	$13.00	ttm_ha_flip_greenx2	good_exit	Keep honoring the HA-flip exit signal over hoping for full TP — a quick, disciplined small win beats letting a valid reversal cue erode into a loss.
07:29 PM	ttm_scalper	short	29806.00	29812.75	-6.8	$-13.50	ttm_ha_flip_greenx2	unlucky	ttm_scalper entries need a confirmation bar or momentum filter to avoid instant flip-back whipsaws on marginal (score 0.0) signals.
08:49 PM	ttm_scalper	long	29848.75	29831.75	-17.0	$-34.00	tick_sl	unlucky	Tighten TTM scalper entries to require nonzero confluence score before firing, since 0.0-score signals are getting stopped out by noise.
09:14 PM	ttm_scalper	long	29830.50	29828.00	-2.5	$-5.00	ttm_ha_flip_redx2	marginal	Skip or downsize ttm_scalper entries when score is 0.0 and RSI is unavailable — the exit discipline saved this trade, the entry filter should have.
09:34 PM	ttm_scalper	long	29837.00	29855.25	18.3	$36.50	ttm_ha_flip_redx2	good_exit	Letting the ha_flip_redx2 exit run instead of a fixed TP captured more of the move; keep using structure-based exits over static TP on this setup.
10:44 PM	ttm_scalper	long	29872.50	29868.75	-5.8	$-23.00	ttm_ha_flip_redx2	unlucky	On weak/flat momentum (score 0.0, no RSI reading), tighten position size or require confirmation before entry rather than relying solely on the HA flip trigger.
12:29 AM	ttm_scalper	long	29876.00	29902.50	26.5	$53.00	ttm_ha_flip_redx2	good_exit	Letting the ha_flip_redx2 exit run instead of capping at a fixed TP captured more of the move — keep using signal-based exits over arbitrary targets on trend entries.
02:14 AM	ttm_scalper	long	29893.50	29878.50	-15.0	$-30.00	tick_sl	unlucky	A 14.78pt stop on MNQ is tight relative to normal chop — consider ATR-scaled stops (here ATR=7.4) instead of a fixed distance to avoid noise-driven exits.
02:59 AM	ttm_scalper	long	29887.25	29872.50	-14.8	$-29.50	tick_sl	good_entry	Keep taking ttm_scalper flips at swing-low reclaims — the $29.5 loss is the cost of a properly sized stop, not evidence the setup is broken.
03:54 AM	ttm_scalper	short	29865.50	29859.00	6.5	$13.00	ttm_ha_flip_greenx2	good_exit	TP targets set at unrealistic distances (500pts) are noise; trust the flip-exit logic as the real profit-taking mechanism.
05:04 AM	ttm_scalper	short	29857.25	29851.50	5.8	$11.50	ttm_ha_flip_greenx2	good_exit	A score of 0.0 with missing RSI on ttm_scalper shorts is a weak-confluence entry that got lucky on timing — tighten the confirmation gate before trusting this pattern again.
06:09 AM	ttm_scalper	short	29871.00	29881.25	-10.3	$-20.50	tick_sl	good_exit	Treat score-0.0 ttm_scalper signals as low-conviction and consider skipping or sizing down rather than taking them at full size.
06:29 AM	ttm_scalper	short	29872.50	29883.75	-11.3	$-22.50	tick_sl	good_exit	Treat score 0.0 ttm_scalper entries as low-conviction and size or filter accordingly since they carry no edge confirmation.
07:34 AM	ttm_scalper	long	29871.75	29869.50	-2.3	$-4.50	ttm_ha_flip_redx2	unlucky	Consider a minimum time-in-trade or noise buffer before honoring an opposite-color flip exit to avoid getting shaken out on marginal reversals.
09:34 AM	ttm_scalper	long	29944.25	30224.50	280.3	$560.50	ttm_ha_flip_redx2	good_exit	Let winners run to the reversal signal instead of fixed TP/SL when trend continuation confirms, but tighten entry filters when score/RSI context is missing.
11:29 AM	ttm_scalper	short	30188.00	30164.50	23.5	$47.00	ttm_ha_flip_greenx2	good_exit	Keep exiting on the first confirmed opposite-color HA flip rather than holding for a bigger target once momentum reverses.
12:19 PM	ttm_scalper	short	30143.50	30183.75	-40.3	$-80.50	tick_sl	good_exit	Treat score-0.0 ttm_scalper signals as low-confidence and consider skipping or sizing down entries with no score edge.
01:34 PM	ttm_scalper	short	30233.50	30222.00	11.5	$23.00	ttm_ha_flip_greenx2	good_exit	A score-0.0 signal that still wins is luck, not edge — don't loosen entry filters based on this outcome.
03:19 PM	ttm_scalper	short	30241.75	30199.00	42.8	$85.50	eod_flatten(15:45 ET, now 15:45)	good_exit	Widen the TP or trail once a trade is running well ahead by EOD so a forced flatten isn't the only exit trigger.

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