Trading Report

Session 2026-08-18 · signal_gen MNQ · updated daily after 17:00 ET

down, high-vol, MNQ move -518.5pt, range 606.8pt

Net P/L

$-182.50

Trades

Win rate

27.3%

Profit factor

0.75

Best / Worst

$419.00 / $-135.50

Avg hold

22.3m

Day Summary

down (-477pt over the session), dominant regime R2; strategy mix {'ttm_scalper': 22}

ttm_scalper took all 22 trades in a chop-then-grind-down R2 tape, going 6-16 for net -$182.5: 14 of 22 exits were tick stop-outs (-$719 combined) while just 4 favorable HA-flip exits (+$487.5) carried the day, including one outsized +209.5pt short. Every single trade fired with score=0.0 and rsi=None, meaning the model/RSI confirmation layer wasn't contributing at all — entries were driven purely by the raw ha_flip-vs-swing trigger. The edge that exists (letting winners run to the ha_flip_x2 exit) worked when it hit, but the base entry had no filter to avoid low-quality flips into chop, producing a high stop-out rate.

- Fix/verify the score and RSI feed for ttm_scalper — score was 0.0 and RSI None on all 22 trades, so no real confirmation gate was ever active; don't trust this session's win rate as representative of the model's actual filter. - Keep the ha_flip_greenx2/redx2 exit as the primary profit-taking mechanism (it captured the two biggest wins, including +209.5pts) rather than holding for the 500pt TP. - Widen tick-SL stops or require one extra confirmation bar on flips near a fresh swing high/low — several -14 to -25pt stop-outs were noise-driven wicks right after entry (2-5 bar holds).

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

Predicted close

7695.0

Range (wings)

7694.7 – 7699.7

Actual close

7694.9

Error

0.1 pt

Butterfly: center the body near 7695.0, wings around 7694.7/7699.7. Per-source levels — v82: 7695.0/7695.0 · v83: 7695.0/7695.0 · v51a: 7694.7/7699.7.

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	7691.76	-8.3	-0.11%	25.3	rangebound	7695	7695	S&P 500 cash index (Yahoo); GEX walls 7695.0/7695.0
ES	7743.50	-22.5	-0.29%	28.3	down	—	—	S&P 500 future ESU6
NQ/MNQ	29561.25	-518.5	-1.72%	606.8	down	—	—	Nasdaq-100 future MNQU6
NDX	29490.96	-103.9	-0.35%	252.2	down	—	—	Nasdaq-100 cash index (Yahoo)

Signals vs Orders

Signals taken

Suppressed

Gate vetoes

Time	Dir	Module	Suppressed by	Hypo +15m	Hypo +60m	Detail
06:20 PM	—		?	—	—
06:35 PM	—		?	—	—
06:35 PM	—		?	—	—
06:50 PM	—		?	—	—
07:10 PM	—		?	—	—
08:00 PM	—		?	—	—
09:10 PM	—		?	—	—
09:20 PM	—		?	—	—
12:00 AM	—		?	—	—
12:25 AM	—		?	—	—
12:30 AM	—		?	—	—
01:05 AM	—		?	—	—
01:10 AM	—		?	—	—
01:26 AM	—		?	—	—
01:30 AM	—		?	—	—
01:40 AM	—		?	—	—
01:41 AM	—	-1	?	—	—	-1 ribbon_stack_dn(age=1)
01:55 AM	—		?	—	—
01:55 AM	—		?	—	—
02:20 AM	—		?	—	—
02:30 AM	—		?	—	—
02:40 AM	—		?	—	—
03:20 AM	—		?	—	—
03:29 AM	—	+1	?	—	—	+1 rsi_fade long rsi=26 (eve)
03:30 AM	—		?	—	—
03:30 AM	—	+1	?	—	—	+1 rsi_fade long rsi=27 (eve)
03:31 AM	—	+1	?	—	—	+1 rsi_fade long rsi=27 (eve)
03:32 AM	—	+1	?	—	—	+1 rsi_fade long rsi=26 (eve)
03:33 AM	—	+1	?	—	—	+1 rsi_fade long rsi=19 (eve)
03:34 AM	—	+1	?	—	—	+1 rsi_fade long rsi=13 (eve)
03:46 AM	—		?	—	—
04:25 AM	—		?	—	—
04:40 AM	—		?	—	—
04:50 AM	—		?	—	—
04:50 AM	—	+1	?	—	—	+1 rsi_fade long rsi=25 (eve)
04:51 AM	—	+1	?	—	—	+1 rsi_fade long rsi=24 (eve)
05:10 AM	—		?	—	—
05:10 AM	—		?	—	—
05:19 AM	—	+1	?	—	—	+1 rsi_fade long rsi=28 (eve)
05:20 AM	—		?	—	—
05:20 AM	—	+1	?	—	—	+1 rsi_fade long rsi=25 (eve)
05:21 AM	—	+1	?	—	—	+1 rsi_fade long rsi=24 (eve)
05:22 AM	—	+1	?	—	—	+1 rsi_fade long rsi=21 (eve)
05:23 AM	—	+1	?	—	—	+1 rsi_fade long rsi=20 (eve)
05:24 AM	—	+1	?	—	—	+1 rsi_fade long rsi=27 (eve)
05:25 AM	—	+1	?	—	—	+1 rsi_fade long rsi=19 (eve)
05:26 AM	—	+1	?	—	—	+1 rsi_fade long rsi=25 (eve)
05:33 AM	—	+1	?	—	—	+1 rsi_fade long rsi=28 (eve)
05:42 AM	—	+1	?	—	—	+1 rsi_fade long rsi=29 (eve)
06:05 AM	—		?	—	—
06:15 AM	—		?	—	—
06:50 AM	—		?	—	—
06:50 AM	—		?	—	—
07:05 AM	—		?	—	—
07:05 AM	—		?	—	—
07:16 AM	—	+1	?	—	—	+1 ribbon_stack_up(age=1)
07:26 AM	—		?	—	—
07:27 AM	—		?	—	—
07:29 AM	—		?	—	—
07:48 AM	short	-1	counter_trend vs SMA50x200=+1	$29.50	$141.00	-1 rsi_fade short rsi=74
07:49 AM	short	-1	counter_trend vs SMA50x200=+1	$-22.00	$121.00	-1 rsi_fade short rsi=74
07:50 AM	short	-1	counter_trend vs SMA50x200=+1	$-8.00	$122.00	-1 rsi_fade short rsi=73
07:50 AM	—		?	—	—
08:05 AM	short	-1	counter_trend vs SMA50x200=+1	$67.00	$154.50	-1 rsi_fade short rsi=75
08:15 AM	—		?	—	—
08:21 AM	—	-1	?	—	—	-1 ribbon_stack_dn(age=1)
09:26 AM	—	+1	?	—	—	+1 rsi_fade long rsi=28 (eve)
09:27 AM	—	+1	?	—	—	+1 rsi_fade long rsi=29 (eve)
12:16 PM	—	+1	?	—	—	+1 ribbon_stack_up(age=1)
12:49 PM	short	-1	counter_trend vs SMA50x200=+1	$45.00	$145.00	-1 rsi_fade short rsi=73
12:50 PM	short	-1	counter_trend vs SMA50x200=+1	$45.50	$142.00	-1 rsi_fade short rsi=71
12:51 PM	short	-1	counter_trend vs SMA50x200=+1	$65.50	$143.00	-1 rsi_fade short rsi=71
12:52 PM	short	-1	counter_trend vs SMA50x200=+1	$74.50	$140.00	-1 rsi_fade short rsi=72
01:31 PM	—	-1	?	—	—	-1 ribbon_stack_dn(age=1)
03:43 PM	long	+1	counter_trend vs SMA50x200=-1	$-5.00	$-33.50	+1 ict_long sweep<29584 reclaim29596 rsi58 div

Missed Opportunities & Trend Check

Window	aiprediction	Our result	Move	Missed $	Reason	Note
session	bearish	loss	-518.5	—	missed_down_trend	aiprediction trend=bearish, actual MNQ move=-518.5pt (down); our session net=$-182.5 (loss)

Trades (22)

Entry	Strat	Dir	In	Out	Pts	P/L	Exit	Grade	Lesson
06:19 PM	ttm_scalper	short	30076.25	30075.25	-0.1	$-0.50	ttm_ha_flip_greenx2	good_exit	Trust the ha_flip_greenx2 exit as a fast invalidation signal on ttm_scalper shorts — it caps losses on failed breakdowns well before the stop is hit.
06:49 PM	ttm_scalper	long	30074.25	30098.75	12.3	$49.00	ttm_ha_flip_redx2	good_exit	Keep exiting on the ha_flip_redx2 reversal signal rather than holding for the fixed 500pt TP, since the flip captured the move efficiently.
08:59 PM	ttm_scalper	short	30098.25	30109.25	-11.0	$-22.00	tick_sl	marginal	Skip or downsize ttm_scalper entries when score is 0.0 or RSI is unavailable — require both signal strength and valid indicators before firing.
09:14 PM	ttm_scalper	long	30109.25	30098.25	-11.0	$-22.00	tick_sl	good_entry	Keep tight stops on TTM scalps but expect a normal noise-driven stop-out rate — don't second-guess the signal from one clean loss.
09:24 PM	ttm_scalper	short	30102.50	29893.00	209.5	$419.00	ttm_ha_flip_greenx2	good_exit	The ha_flip_x2 exit is doing its job here — keep letting winners run to the flip signal rather than taking early profit on marginal-score entries.
12:14 AM	ttm_scalper	long	29898.75	29884.25	-14.5	$-29.00	tick_sl	good_entry	No process fix needed here; this is normal variance for a correctly-triggered scalp.
12:29 AM	ttm_scalper	long	29912.75	29887.00	-25.8	$-51.50	tick_sl	good_entry	Entry logic was sound; consider whether stop placement gives the trade enough room past the swing low to avoid noise-driven stop-outs.
04:24 AM	ttm_scalper	short	29740.25	29765.00	-24.8	$-49.50	tick_sl	marginal	Require a non-zero model score (or tighter confirmation) before taking ttm_scalper counter-swing entries, not just the raw ha_red_flip trigger.
06:59 AM	ttm_scalper	short	29736.25	29752.00	-15.8	$-31.50	tick_sl	good_exit	Tight tick-based SLs on scalp entries near a fresh flip will eat small adverse wicks even when the underlying read is correct — consider slightly wider stop or later confirmation bar.
07:24 AM	ttm_scalper	short	29754.75	29766.25	-15.9	$-63.50	tick_sl	good_entry	Widen the stop slightly or wait one more confirmation bar on ttm_scalper shorts near a swing high to avoid getting tick-stopped on noise.
07:59 AM	ttm_scalper	short	29743.25	29767.25	-24.0	$-48.00	tick_sl	mistake	Require a nonzero score/RSI confirmation alongside the swingHigh break before firing ttm_scalper shorts, not the flip signal alone.
08:04 AM	ttm_scalper	long	29781.25	29746.25	-35.0	$-70.00	tick_sl	marginal	Require a nonzero model score or RSI confirmation before taking a ha_green_flip entry, not just the swing-low break alone.
09:09 AM	ttm_scalper	short	29693.75	29708.00	-14.3	$-28.50	tick_sl	marginal	Require a nonzero confirming score (or RSI) before taking ttm_scalper flips at swingHigh levels, not the pattern alone.
09:49 AM	ttm_scalper	short	29651.50	29697.25	-45.8	$-91.50	tick_sl	good_entry	On no-clear-trend TTM flips keep the entry logic but widen the stop or reduce size to survive the initial chop.
10:09 AM	ttm_scalper	short	29615.00	29682.75	-67.8	$-135.50	tick_sl	marginal	Skip or downweight ttm_scalper shorts when model score is 0.0 and RSI is missing, since there's no confirming signal beyond the raw flip trigger.
10:44 AM	ttm_scalper	short	29614.25	29593.75	20.5	$41.00	ttm_ha_flip_greenx2	good_exit	Keep exiting on the first confirmed ha_flip signal rather than holding for the full TP/SL — it locked in a clean win here.
12:19 PM	ttm_scalper	short	29627.00	29651.00	-24.0	$-48.00	tick_sl	marginal	Require a non-zero/non-null score and RSI confirmation before taking ha_red_flip entries, not just the swingHigh break alone.
12:39 PM	ttm_scalper	long	29633.25	29635.75	2.5	$5.00	ttm_ha_flip_redx2	good_exit	When TTM momentum reverses within a handful of bars, honor the early flip exit rather than waiting for the stop.
01:34 PM	ttm_scalper	long	29610.00	29604.50	-5.5	$-11.00	ttm_ha_flip_redx2	marginal	Require a nonzero/positive score confirmation before taking ttm_scalper flips, not just the raw candle-color trigger.
02:44 PM	ttm_scalper	short	29586.00	29572.00	14.0	$28.00	ttm_ha_flip_greenx2	good_exit	Keep using the double-confirmation TTM HA flip as the exit trigger rather than holding for a bigger target on marginal-score setups.
03:19 PM	ttm_scalper	short	29576.75	29591.00	-14.3	$-28.50	tick_sl	good_exit	Skip or downsize entries with score 0.0, since a weak-signal short at breakeven odds is best left to the stop to manage cheaply.
03:24 PM	ttm_scalper	long	29596.00	29599.00	3.0	$6.00	eod_flatten(15:45 ET, now 15:45)	good_exit	Avoid initiating new ttm_scalper entries this close to the 15:45 ET flatten unless targeting a quick scalp, since the exit will be forced regardless of trade quality.

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