Trading Report

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

down, high-vol, MNQ move -120.8pt, range 284.8pt

Net P/L

$-210.00

Trades

Win rate

14.3%

Profit factor

0.17

Best / Worst

$44.00 / $-93.50

Avg hold

22.7m

Day Summary

down (-193pt over the session), dominant regime R2; strategy mix {'ttm_scalper': 7}

All 7 trades were ttm_scalper entries firing on a raw ha_flip pattern with score=0.0 and RSI=None — no real confluence filter was active. In a down-trending R2 regime, longs got chopped and even shorts mostly hit tick_sl before the trend could pay them, netting -$210 on a 1-win day. The one winner (+$44) worked only because it rode 65 bars to a flip exit instead of getting stopped early. Tight stops relative to ATR (roughly 2x ATR or less) combined with a null confidence score meant the strategy was trading noise, not signal.

- Block entries when score=0.0 and RSI=None — the confluence filter isn't populating, so these are unfiltered noise trades, not confirmed signals. - Widen stops relative to ATR (current stops were often <2x ATR) or require a second confirming bar before sizing risk this tight. - Prefer exiting on the opposing ha_flip signal over waiting for a wide tick_sl — the one profitable trade and the smallest losers both show flip-exits capping damage far better than the stop did.

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

Predicted close

7747.5

Range (wings)

7745.0 – 7755.0

Actual close

7748.1

Error

0.6 pt

Butterfly: center the body near 7747.5, wings around 7745.0/7755.0. Per-source levels — v82: 7745.0/7750.0 · v83: 7745.0/7755.0 · v51a: 7748.6/7743.6.

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	7745.06	-45.6	-0.59%	45.8	down	7745	7750	S&P 500 cash index (Yahoo); GEX walls 7745.0/7750.0
ES	7765.50	-43.8	-0.56%	61.0	down	—	—	S&P 500 future (Yahoo ES=F)
NQ/MNQ	30071.00	-120.8	-0.40%	284.8	down	—	—	Nasdaq-100 future MNQU6
NDX	29995.38	-155.4	-0.52%	223.8	down	—	—	Nasdaq-100 cash index (Yahoo)

Signals vs Orders

Signals taken

Suppressed

Gate vetoes

Time	Dir	Suppressed by	Hypo +15m	Hypo +60m
07:20 PM	—	?	—	—
07:35 PM	—	?	—	—
09:00 PM	—	?	—	—
09:25 PM	—	?	—	—
09:40 PM	—	?	—	—
10:20 PM	—	?	—	—
12:50 AM	—	?	—	—
01:10 AM	—	?	—	—
01:40 AM	—	?	—	—
02:05 AM	—	?	—	—
03:40 AM	—	?	—	—
04:25 AM	—	?	—	—
04:45 AM	—	?	—	—
05:15 AM	—	?	—	—
06:10 AM	—	?	—	—
06:45 AM	—	?	—	—
07:45 AM	—	?	—	—
09:25 AM	—	?	—	—
09:35 AM	—	?	—	—
09:40 AM	—	?	—	—
09:55 AM	—	?	—	—
10:05 AM	—	?	—	—
10:20 AM	—	?	—	—
10:45 AM	—	?	—	—
11:00 AM	—	?	—	—
12:05 PM	—	?	—	—
02:00 PM	—	?	—	—
02:30 PM	—	?	—	—
02:45 PM	—	?	—	—

Missed Opportunities & Trend Check

Window	aiprediction	Our result	Move	Missed $	Reason	Note
session	bearish	loss	-120.8	—	missed_down_trend	aiprediction trend=bearish, actual MNQ move=-120.8pt (down); our session net=$-210.0 (loss)

Trades (7)

Entry	Strat	Dir	In	Out	Pts	P/L	Exit	Grade	Lesson
03:59 AM	ttm_scalper	short	30299.50	30313.50	-14.0	$-28.00	tick_sl	unlucky	On a 6.4pt ATR, a 13.4pt stop leaving only 1 bar to work is too tight for a scalp entry — widen slightly or require confirmation before entry.
09:24 AM	ttm_scalper	short	30215.75	30243.00	-27.3	$-54.50	tick_sl	unlucky	Give ttm_scalper entries a bit more room or confirm momentum with a second bar before sizing the stop this tight.
09:49 AM	ttm_scalper	long	30225.50	30178.75	-46.8	$-93.50	tick_sl	unlucky	Require RSI/momentum confirmation (not just the ha_green_flip trigger) before taking ttm_scalper longs, since a 0.0 score entry gave no real edge over noise.
10:14 AM	ttm_scalper	long	30224.50	30191.25	-33.3	$-66.50	tick_sl	marginal	Require a nonzero confluence score (and valid RSI) before taking ttm_scalper entries, not just the raw pattern trigger.
10:34 AM	ttm_scalper	long	30202.25	30224.25	22.0	$44.00	ttm_ha_flip_redx2	marginal	Don't treat score=0.0/RSI=None as a valid entry confirmation even when the trade happens to work — require the confluence filters to actually populate before firing.
01:59 PM	ttm_scalper	short	30101.75	30106.50	-4.8	$-9.50	ttm_ha_flip_greenx2	good_exit	Require a non-zero confluence score before entry on ttm_scalper shorts, not just the raw flip signal.
03:04 PM	ttm_scalper	short	30105.25	30106.25	-1.0	$-2.00	ttm_ha_flip_greenx2	good_exit	When counter-signal flips arrive within a handful of bars, exit on the flip rather than waiting for the wider stop — it caps losers to a fraction of planned risk.

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