Trading Report

Session 2026-08-14 Β· signal_gen MNQ Β· updated daily after 17:00 ET

down, normal-vol, MNQ move -55.2pt, range 249.8pt
Net P/L
$-286.50
Trades
26
Win rate
15.4%
Profit factor
0.55
Best / Worst
$154.00 / $-90.50
Avg hold
22.8m

Day Summary

down (-98pt over the session), dominant regime R2; strategy mix {'ttm_scalper': 26}

All 26 trades were ttm_scalper entries with score 0.0 and no RSI reading, meaning the confluence filter never actually confirmed a signal β€” every trade fired on a bare HA-flip/swing trigger. tick_sl stops caught 16 of 26 trades for -$563.50, while the handful of trades that survived to a genuine HA re-flip exit made +$277 combined, most of them aligned with the session's -98pt downward drift. Net result was -$286.50 on a day where the real edge (trend-continuation holds) was drowned out by noise entries that had no confirmation behind them. The pattern is consistent: unconfirmed entries get stopped fast, confirmed-direction holds pay.

- Restore the score/RSI confluence check β€” it's silently disabled (0.0/None on all 26 trades), so entries are unfiltered noise right now. - tick_sl is absorbing losses that a one-bar confirmation delay on the HA flip would likely avoid β€” test requiring 2 consecutive flip bars before entry. - Winners were all held long (35-90 bars) and traded with the day's dominant direction β€” bias entries toward session trend rather than firing symmetric longs/shorts on every flip.

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

Predicted close
7787.5
Range (wings)
7784.8 – 7790.0
Actual close
7785.1
Error
2.4 pt

Butterfly: center the body near 7787.5, wings around 7784.8/7790.0. Per-source levels β€” v82: 7785.0/7790.0 Β· v83: 7785.0/7790.0 Β· v51a: 7784.8/7779.8.

DatePredictedRangeActualError (pt)
2026-10-127807.57805.0 – 7810.07806.51.0
2026-10-097810.07810.0 – 7810.07810.50.5
2026-10-087765.07765.0 – 7765.07766.81.8
2026-10-077800.07785.0 – 7805.07801.51.5
2026-10-067820.07816.0 – 7825.97819.20.8
2026-10-057775.07771.7 – 7776.67773.91.1
2026-10-027722.57693.4 – 7743.07722.90.4
2026-10-017665.67663.1 – 7670.07665.10.5
2026-09-307662.57648.1 – 7665.07652.69.9
2026-09-297672.57665.0 – 7680.07669.33.2
2026-09-287685.07682.9 – 7687.97683.91.1
2026-09-257740.97670.0 – 7745.07743.62.7
2026-09-247705.07702.6 – 7707.67704.40.6
2026-09-237702.57700.0 – 7708.47704.92.5
2026-09-227765.57765.0 – 7770.07765.50.0

Market Analysis

InstrumentCloseChange%RangeTrendSupportResistanceNote
SPX7785.76-20.8-0.27%33.7down77857790S&P 500 cash index (Yahoo); GEX walls 7785.0/7790.0
ES7802.50-22.5-0.29%35.3downβ€”β€”S&P 500 future (Yahoo ES=F)
NQ/MNQ30154.75-55.3-0.18%249.8downβ€”β€”Nasdaq-100 future MNQ
NDX30046.14-121.0-0.40%245.2downβ€”β€”Nasdaq-100 cash index (Yahoo)

Signals vs Orders

Signals taken
0
Suppressed
22
Gate vetoes
0
TimeDirModuleSuppressed byHypo +15mHypo +60mDetail
06:10 PMβ€”?β€”β€”
06:40 PMβ€”?β€”β€”
07:25 PMβ€”?β€”β€”
08:05 PMβ€”?β€”β€”
08:20 PMβ€”?β€”β€”
10:05 PMβ€”?β€”β€”
10:05 PMβ€”?β€”β€”
10:25 PMβ€”?β€”β€”
11:15 PMβ€”?β€”β€”
11:45 PMβ€”?β€”β€”
01:30 AMβ€”?β€”β€”
05:10 AMβ€”?β€”β€”
05:50 AMβ€”?β€”β€”
05:50 AMβ€”?β€”β€”
07:30 AMβ€”?β€”β€”
07:45 AMβ€”?β€”β€”
07:50 AMβ€”?β€”β€”
08:15 AMβ€”?β€”β€”
10:00 AMβ€”?β€”β€”
01:55 PMβ€”?β€”β€”
02:45 PMβ€”?β€”β€”
03:15 PMβ€”?β€”β€”

Missed Opportunities & Trend Check

WindowaipredictionOur resultMoveMissed $ReasonNote
sessionbearishloss-55.2β€”missed_down_trendaiprediction trend=bearish, actual MNQ move=-55.2pt (down); our session net=$-286.5 (loss)

Trades (26)

EntryStratDirInOutPtsP/LExitGradeLesson
06:04 PMttm_scalpershort30200.0030216.25-16.3$-32.50tick_slgood_exitSkip or size down entries with score 0.0 and no RSI reading β€” the signal had no real confirmation behind it.
06:34 PMttm_scalperlong30205.5030202.75-2.8$-5.50ttm_ha_flip_redx2unluckyFast TTM flip-reds after a fresh flip entry are a known whipsaw pattern on this signalβ€”consider requiring one confirming bar before entry to filter single-bar flip fakes.
07:04 PMttm_scalperlong30205.0030197.00-8.0$-16.00tick_slunluckyConsider whether a slightly wider stop or requiring confirmation beyond the ha_green_flip tick would reduce noise-driven stop-outs on this setup.
07:59 PMttm_scalperlong30206.7530197.00-9.8$-19.50tick_slmistakeBlock ttm_scalper entries when score<=0 or rsi is None instead of letting a naked pattern trigger fire.
08:14 PMttm_scalpershort30201.7530153.7548.0$96.00ttm_ha_flip_greenx2good_exitKeep using confirmed 2-bar HA color flips as the exit trigger rather than holding for the full TP on scalp signals.
09:59 PMttm_scalpershort30152.2530163.50-11.3$-22.50tick_slunluckyConsider whether a slightly wider or ATR-multiple stop would have let this 3-bar move play out instead of getting tick-stopped on noise.
10:19 PMttm_scalpershort30156.2530166.00-9.8$-19.50tick_slunluckyRequire a nonzero confluence score before firing ttm_scalper shorts, not just the raw flip/swingHigh trigger.
10:29 PMttm_scalperlong30167.2530160.00-7.3$-14.50ttm_ha_flip_redx2marginalRequire a nonzero score/RSI confirmation alongside the HA flip before entering, not just the raw flip signal.
11:14 PMttm_scalperlong30162.5030158.00-4.5$-9.00ttm_ha_flip_redx2unluckyNo change needed; this is the strategy's normal small-loss outcome, not a process error.
12:14 AMttm_scalperlong30155.7530145.25-10.5$-21.00tick_slunluckyNo change needed β€” the stop did its job for $21; don't tighten SL after a normal 1-in-N losing entry.
12:44 AMttm_scalperlong30154.0030147.75-6.3$-12.50ttm_ha_flip_redx2good_exitLow-score ttm_scalper entries need tighter initial risk or a confirmation filter, not just a fast exit rule to bail you out.
02:04 AMttm_scalpershort30154.5030162.25-7.8$-15.50ttm_ha_flip_greenx2good_exitRequire score/RSI confirmation before taking ttm_scalper HA-flip entries, not just the raw flip signal.
02:39 AMttm_scalpershort30155.2530164.25-9.0$-18.00tick_slmistakeRequire a nonzero confluence score (and valid RSI) before acting on ttm_scalper flips, not just the HA color change alone.
03:34 AMttm_scalperlong30184.7530216.2531.5$63.00ttm_ha_flip_redx2good_exitKeep using the HA re-flip (not a fixed TP) as the exit trigger on trend-continuation longs like this.
05:34 AMttm_scalpershort30214.5030225.25-10.8$-21.50tick_slunluckyNothing to fix here β€” a properly-sized stop got tagged on noise; don't loosen SL in response to single-trade variance.
06:49 AMttm_scalperlong30233.7530248.508.3$33.00ttm_ha_flip_redx2good_exitKeep trusting the HA-flip exit trigger over the wide nominal TP/SL β€” it locks in gains faster than waiting for the 500pt target.
07:44 AMttm_scalpershort30251.2530264.75-13.5$-27.00tick_slunluckyFine as a valid signal β€” if repeated whipsaw-outs recur on ttm_scalper shorts, consider tightening entry timing or requiring one more confirmation bar rather than loosening the stop.
08:29 AMttm_scalperlong30253.5030247.50-6.0$-12.00ttm_ha_flip_redx2good_exitTighten unrealistic TP targets on scalp setups so the exit logic isn't the only thing preventing a runaway loss.
09:44 AMttm_scalperlong30261.5030217.00-44.5$-89.00tick_slunluckyConsider requiring a minimum score/RSI confluence before ttm_scalper fires, since this entry had score 0.0 and no RSI reading backing it.
10:09 AMttm_scalperlong30233.7530188.50-45.3$-90.50tick_slmarginalSkip ttm_scalper longs when score is 0.0 and RSI is unavailable β€” that's an unconfirmed signal, not an edge.
10:49 AMttm_scalpershort30150.0030073.0077.0$154.00ttm_ha_flip_greenx2marginalDon't take ttm_scalper entries when score is 0.0 and RSI is unavailable β€” require at least one confirming filter before sizing in.
12:34 PMttm_scalpershort30073.5030091.00-17.5$-35.00tick_slgood_exitZero-score signals with no confluence should size down or be filtered pre-entry, not just relied on for a tight stop to clean up.
01:24 PMttm_scalpershort30052.5030072.00-17.3$-69.00tick_slmarginalRequire a minimum non-zero score/confirmed RSI before acting on ttm_scalper signals instead of firing on a bare ha_red_flip trigger.
02:29 PMttm_scalpershort30068.5030085.00-16.5$-33.00tick_slgood_exitZero-score signals should be filtered pre-entry, not just risk-managed after the fact.
03:04 PMttm_scalpershort30082.2530094.50-12.3$-24.50tick_slunluckyConsider widening the initial stop or adding a brief confirmation delay on ttm_scalper shorts to avoid getting tick-stopped on noise right at entry.
03:19 PMttm_scalpershort30089.0030101.50-12.5$-25.00tick_slmarginalRequire a non-zero score/RSI confirmation before taking ttm_scalper signals, not just the raw HA flip trigger.

Recent Sessions

DateTradesWin%PFNet P/L
2026-10-121100%β€”$50.50
2026-10-0910%0$-134.50
2026-10-0810%0$-162.00
2026-10-0610%0$-159.00
2026-10-051100%β€”$234.00
2026-10-0210%0$-251.50
2026-09-3010%0$-42.00
2026-09-2970%0$-405.50
2026-09-25714.3%0.02$-558.50
2026-09-2470%0$-427.50
2026-09-1610%0$-1055.00
2026-09-0210%0$-164.50
2026-08-28714.3%0.18$-247.00
2026-08-27837.5%0.52$-134.50
2026-08-26560%2.66$207.50
2026-08-25742.9%0.37$-98.50
2026-08-24616.7%0.34$-165.50
2026-08-21540%0.23$-76.00
2026-08-201625%0.11$-503.00
2026-08-19128.3%0.01$-394.50
2026-08-182227.3%0.75$-182.50
2026-08-17714.3%0.17$-210.00
2026-08-142615.4%0.55$-286.50
2026-08-131947.4%3.21$580.00
2026-08-123435.3%0.29$-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