Trading Report

Session 2026-08-20 · signal_gen MNQ · updated daily after 17:00 ET

down, high-vol, MNQ move -269.0pt, range 485.8pt

Net P/L

$-503.00

Trades

Win rate

25%

Profit factor

0.11

Best / Worst

$34.50 / $-108.00

Avg hold

23.3m

Day Summary

down (-34pt over the session), dominant regime R2; strategy mix {'ttm_scalper': 16}

All 16 trades were ttm_scalper entries firing with score 0.0 and no RSI confirmation, so the model had zero conviction gating every trigger. The session was a chop/pullback (down 34pt, R2 regime) that repeatedly stopped out longs and shorts on tick_sl (10 of 16 losers, -$513.5), while HA-flip and profit-floor exits produced small, controlled scratches (+$34.5 max). Net -$503 came almost entirely from the fixed/ATR-mismatched tick_sl losers, not from the flip-based exits which behaved fine.

- Gate ttm_scalper entries on a nonzero confidence score or valid RSI instead of firing on bare ha_flip triggers — every one of today's 16 trades had score 0.0/RSI None, meaning the signal has no real conviction filter right now. - Tighten or ATR-scale tick_sl (current stops ranged 14-28pt vs ATR 6-15) so stop-outs aren't paying full ATR-driven noise on low-confidence entries. - Keep the ha_flip and profit-floor exits as-is — they're doing their job cheaply; the fix belongs at entry filtering, not exit logic.

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

Predicted close

7645.0

Range (wings)

7644.6 – 7649.5

Actual close

7644.3

Error

0.7 pt

Butterfly: center the body near 7645.0, wings around 7644.6/7649.5. Per-source levels — v82: 7645.0/7645.0 · v83: 7645.0/7645.0 · v51a: 7644.6/7649.5.

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	7641.16	-49.3	-0.64%	61.0	down	7645	7645	S&P 500 cash index (Yahoo); GEX walls 7645.0/7645.0
ES	7667.75	-65.3	-0.84%	88.8	down	—	—	S&P 500 future (Yahoo ES=F)
NQ/MNQ	29308.00	-269.0	-0.91%	485.8	down	—	—	Nasdaq-100 future MNQU6
NDX	29213.16	-82.0	-0.28%	260.7	down	—	—	Nasdaq-100 cash index (Yahoo)

Signals vs Orders

Signals taken

Suppressed

110

Gate vetoes

Time	Dir	Module	Suppressed by	Hypo +15m	Hypo +60m	Detail
06:05 PM	—	+1	?	—	—	+1 ribbon_stack_up(age=1)
06:07 PM	short	-1	counter_trend vs SMA50x200=+1	$-55.50	$-117.50	-1 rsi_fade short rsi=70
06:10 PM	short	-1	counter_trend vs SMA50x200=+1	$-38.50	$-96.00	-1 rsi_fade short rsi=75
06:15 PM	short	-1	counter_trend vs SMA50x200=+1	$15.50	$-50.50	-1 rsi_fade short rsi=74
06:16 PM	short	-1	counter_trend vs SMA50x200=+1	$19.00	$-64.00	-1 rsi_fade short rsi=71
06:25 PM	short	-1	counter_trend vs SMA50x200=+1	$-5.00	$-34.50	-1 rsi_fade short rsi=74
06:40 PM	short	-1	counter_trend vs SMA50x200=+1	$-10.50	$-41.50	-1 rsi_fade short rsi=73
06:41 PM	short	-1	counter_trend vs SMA50x200=+1	$-7.00	$-32.50	-1 rsi_fade short rsi=73
06:42 PM	short	-1	counter_trend vs SMA50x200=+1	$-9.00	$-35.00	-1 rsi_fade short rsi=74
06:59 PM	short	-1	counter_trend vs SMA50x200=+1	$-20.00	$47.50	-1 rsi_fade short rsi=71
07:00 PM	short	-1	counter_trend vs SMA50x200=+1	$-6.00	$62.00	-1 rsi_fade short rsi=81
07:01 PM	short	-1	counter_trend vs SMA50x200=+1	$-8.00	$95.00	-1 rsi_fade short rsi=84
07:02 PM	short	-1	counter_trend vs SMA50x200=+1	$50.50	$154.50	-1 rsi_fade short rsi=94
08:16 PM	short	-1	counter_trend vs SMA50x200=+1	$46.00	$22.00	-1 rsi_fade short rsi=75
08:17 PM	short	-1	counter_trend vs SMA50x200=+1	$67.50	$48.50	-1 rsi_fade short rsi=80
08:18 PM	short	-1	counter_trend vs SMA50x200=+1	$51.00	$13.50	-1 rsi_fade short rsi=75
08:19 PM	short	-1	counter_trend vs SMA50x200=+1	$22.00	$-20.00	-1 rsi_fade short rsi=71
08:20 PM	short	-1	counter_trend vs SMA50x200=+1	$43.00	$6.00	-1 rsi_fade short rsi=74
08:21 PM	short	-1	counter_trend vs SMA50x200=+1	$20.50	$52.50	-1 rsi_fade short rsi=74
08:22 PM	short	-1	counter_trend vs SMA50x200=+1	$25.50	$53.00	-1 rsi_fade short rsi=77
08:30 PM	—		?	—	—
08:40 PM	short	-1	counter_trend vs SMA50x200=+1	$-21.00	$2.00	-1 rsi_fade short rsi=71
08:41 PM	short	-1	counter_trend vs SMA50x200=+1	$-16.00	$5.00	-1 rsi_fade short rsi=72
08:42 PM	short	-1	counter_trend vs SMA50x200=+1	$-26.00	$-8.50	-1 rsi_fade short rsi=71
08:43 PM	short	-1	counter_trend vs SMA50x200=+1	$-20.50	$-11.00	-1 rsi_fade short rsi=72
08:55 PM	short	-1	counter_trend vs SMA50x200=+1	$48.00	$39.50	-1 rsi_fade short rsi=71
09:03 PM	short	-1	counter_trend vs SMA50x200=+1	$66.50	$4.50	-1 rsi_fade short rsi=74
09:43 PM	short	-1	counter_trend vs SMA50x200=+1	$37.50	$39.00	-1 rsi_fade short rsi=74
09:44 PM	short	-1	counter_trend vs SMA50x200=+1	$48.50	$43.50	-1 rsi_fade short rsi=76
09:45 PM	short	-1	counter_trend vs SMA50x200=+1	$39.00	$50.50	-1 rsi_fade short rsi=79
09:52 PM	short	-1	counter_trend vs SMA50x200=+1	$-9.00	$107.50	-1 rsi_fade short rsi=72
10:31 PM	—	-1	?	—	—	-1 ribbon_stack_dn(age=1)
10:46 PM	—	-1	?	—	—	-1 ribbon_stack_dn(age=1)
10:53 PM	—	+1	?	—	—	+1 rsi_fade long rsi=24 (eve)
10:54 PM	—	+1	?	—	—	+1 rsi_fade long rsi=21 (eve)
10:55 PM	—	+1	?	—	—	+1 rsi_fade long rsi=29 (eve)
10:57 PM	—	+1	?	—	—	+1 rsi_fade long rsi=29 (eve)
11:31 PM	—	+1	?	—	—	+1 rsi_fade long rsi=24 (eve)
11:32 PM	—	+1	?	—	—	+1 rsi_fade long rsi=23 (eve)
11:33 PM	—	+1	?	—	—	+1 rsi_fade long rsi=26 (eve)
11:34 PM	—	+1	?	—	—	+1 rsi_fade long rsi=22 (eve)
11:35 PM	—	+1	?	—	—	+1 rsi_fade long rsi=19 (eve)
11:36 PM	—	+1	?	—	—	+1 rsi_fade long rsi=25 (eve)
11:37 PM	—	+1	?	—	—	+1 rsi_fade long rsi=25 (eve)
11:38 PM	—	+1	?	—	—	+1 rsi_fade long rsi=22 (eve)
12:21 AM	—	+1	?	—	—	+1 ribbon_stack_up(age=1)
12:25 AM	—	+1	?	—	—	+1 rsi_fade long rsi=30 (eve)
12:28 AM	long	+1	counter_trend vs SMA50x200=-1	$-27.50	$-22.50	+1 ict_long sweep<29637 reclaim29639 rsi38 div
12:32 AM	—	+1	?	—	—	+1 rsi_fade long rsi=26 (eve)
12:33 AM	—	+1	?	—	—	+1 rsi_fade long rsi=21 (eve)
12:34 AM	—	+1	?	—	—	+1 rsi_fade long rsi=19 (eve)
12:35 AM	—	+1	?	—	—	+1 rsi_fade long rsi=15 (eve)
12:58 AM	—	+1	?	—	—	+1 rsi_fade long rsi=28 (eve)
01:07 AM	—	+1	?	—	—	+1 rsi_fade long rsi=29 (eve)
01:08 AM	—	+1	?	—	—	+1 rsi_fade long rsi=25 (eve)
01:09 AM	—	+1	?	—	—	+1 rsi_fade long rsi=24 (eve)
01:10 AM	—	+1	?	—	—	+1 rsi_fade long rsi=21 (eve)
01:11 AM	—	+1	?	—	—	+1 rsi_fade long rsi=14 (eve)
01:12 AM	—	+1	?	—	—	+1 rsi_fade long rsi=10 (eve)
01:14 AM	—	+1	?	—	—	+1 rsi_fade long rsi=28 (eve)
02:16 AM	—	+1	?	—	—	+1 ribbon_stack_up(age=1)
02:33 AM	short	-1	counter_trend vs SMA50x200=+1	$-33.50	$95.00	-1 rsi_fade short rsi=71
02:34 AM	short	-1	counter_trend vs SMA50x200=+1	$-19.00	$75.50	-1 rsi_fade short rsi=71
02:35 AM	short	-1	counter_trend vs SMA50x200=+1	$3.50	$98.50	-1 rsi_fade short rsi=79
02:36 AM	short	-1	counter_trend vs SMA50x200=+1	$-3.50	$108.00	-1 rsi_fade short rsi=81
02:46 AM	short	-1	counter_trend vs SMA50x200=+1	$75.50	$140.50	-1 rsi_fade short rsi=75
02:47 AM	short	-1	counter_trend vs SMA50x200=+1	$91.00	$145.50	-1 rsi_fade short rsi=75
03:31 AM	—	-1	?	—	—	-1 ribbon_stack_dn(age=1)
03:59 AM	—	+1	?	—	—	+1 rsi_fade long rsi=29 (eve)
04:00 AM	—	+1	?	—	—	+1 rsi_fade long rsi=27 (eve)
04:01 AM	—	+1	?	—	—	+1 rsi_fade long rsi=27 (eve)
04:03 AM	—	+1	?	—	—	+1 rsi_fade long rsi=24 (eve)
04:04 AM	—	+1	?	—	—	+1 rsi_fade long rsi=17 (eve)
04:05 AM	—	+1	?	—	—	+1 rsi_fade long rsi=17 (eve)
04:06 AM	—	+1	?	—	—	+1 rsi_fade long rsi=15 (eve)
04:07 AM	—	+1	?	—	—	+1 rsi_fade long rsi=21 (eve)
04:10 AM	—	+1	?	—	—	+1 rsi_fade long rsi=29 (eve)
04:11 AM	—	+1	?	—	—	+1 rsi_fade long rsi=18 (eve)
04:12 AM	—	+1	?	—	—	+1 rsi_fade long rsi=20 (eve)
04:14 AM	—	+1	?	—	—	+1 rsi_fade long rsi=27 (eve)
04:24 AM	—	+1	?	—	—	+1 rsi_fade long rsi=27 (eve)
04:25 AM	—	+1	?	—	—	+1 rsi_fade long rsi=24 (eve)
04:26 AM	—	+1	?	—	—	+1 rsi_fade long rsi=20 (eve)
04:27 AM	—	+1	?	—	—	+1 rsi_fade long rsi=21 (eve)
04:28 AM	—	+1	?	—	—	+1 rsi_fade long rsi=21 (eve)
04:29 AM	—	+1	?	—	—	+1 rsi_fade long rsi=18 (eve)
04:30 AM	—	+1	?	—	—	+1 rsi_fade long rsi=21 (eve)
04:31 AM	—	+1	?	—	—	+1 rsi_fade long rsi=15 (eve)
04:32 AM	—	+1	?	—	—	+1 rsi_fade long rsi=12 (eve)
04:33 AM	—	+1	?	—	—	+1 rsi_fade long rsi=12 (eve)
05:36 AM	—	+1	?	—	—	+1 rsi_fade long rsi=25 (eve)
06:40 AM	short	-1	cooldown 60s<300s	$-38.50	$150.00	-1 short5m rollover rsi5=42 r5max=67 sl=29.5
06:49 AM	short	-1	counter_trend vs SMA50x200=+1	$118.50	$349.50	-1 rsi_fade short rsi=75
07:00 AM	short	-1	counter_trend vs SMA50x200=+1	$168.50	$427.00	-1 rsi_fade short rsi=73
07:06 AM	—	-1	?	—	—	-1 ribbon_stack_dn(age=1)
07:14 AM	—	+1	?	—	—	+1 rsi_fade long rsi=23 (eve)
09:18 AM	—		?	—	—
09:19 AM	—		?	—	—
09:21 AM	long	+1	counter_trend vs SMA50x200=-1	$233.50	$86.00	+1 ict_long sweep<29330 reclaim29330 rsi32 div
09:46 AM	—	+1	?	—	—	+1 ribbon_stack_up(age=1)
10:11 AM	—	+1	?	—	—	+1 ribbon_stack_up(age=1)
10:21 AM	—	-1	?	—	—	-1 ribbon_stack_dn(age=1)
10:31 AM	—	-1	?	—	—	-1 ribbon_stack_dn(age=1)
10:45 AM	short	-1	counter_trend vs SMA50x200=+1	$36.00	$284.50	-1 rsi_fade short rsi=73
10:47 AM	short	-1	counter_trend vs SMA50x200=+1	$8.00	$258.00	-1 rsi_fade short rsi=74
11:02 AM	short	-1	counter_trend vs SMA50x200=+1	$177.00	$208.00	-1 rsi_fade short rsi=77
11:26 AM	—	-1	?	—	—	-1 ribbon_stack_dn(age=1)
12:46 PM	—	+1	?	—	—	+1 ribbon_stack_up(age=1)
01:21 PM	—	-1	?	—	—	-1 ribbon_stack_dn(age=1)
03:36 PM	—	+1	?	—	—	+1 ribbon_stack_up(age=1)

Missed Opportunities & Trend Check

Window	aiprediction	Our result	Move	Missed $	Reason	Note
session	bearish	loss	-269.0	—	missed_down_trend	aiprediction trend=bearish, actual MNQ move=-269.0pt (down); our session net=$-503.0 (loss)

Trades (16)

Entry	Strat	Dir	In	Out	Pts	P/L	Exit	Grade	Lesson
06:39 PM	ttm_scalper	long	29634.50	29651.75	17.3	$34.50	ttm_ha_flip_redx2	good_exit	Let the ha_flip_redx2 momentum-reversal exit do its job instead of holding for the oversized TP target.
07:34 PM	ttm_scalper	long	29652.00	29629.75	-22.3	$-44.50	tick_sl	marginal	Require a nonzero/positive score threshold on ttm_scalper before entry instead of firing on signal presence alone.
08:19 PM	ttm_scalper	long	29657.25	29633.25	-24.0	$-48.00	tick_sl	mistake	Require a nonzero confirming score/RSI alongside the ha_green_flip before taking ttm_scalper longs, not the flip alone.
08:39 PM	ttm_scalper	long	29658.75	29644.50	-14.3	$-28.50	ttm_ha_flip_redx2	marginal	Require a nonzero confidence score (or valid RSI) before firing ttm_scalper entries, not just the raw HA-flip trigger.
09:39 PM	ttm_scalper	long	29653.25	29636.00	-27.0	$-108.00	tick_sl	mistake	Skip ttm_scalper entries when score is 0.0/RSI is unavailable, or widen the stop to reflect current ATR instead of using a fixed tick_sl.
10:34 PM	ttm_scalper	long	29659.25	29630.50	-28.8	$-57.50	tick_sl	marginal	Don't take ttm_scalper triggers when score is 0.0/RSI is null — require a minimum confidence score before entry, not just the raw price trigger.
10:49 PM	ttm_scalper	short	29625.50	29653.25	-27.8	$-55.50	tick_sl	marginal	Require a minimum signal score (not 0.0) or tighten the stop to a multiple of ATR before taking ttm_scalper entries against a recent swing high.
11:14 PM	ttm_scalper	short	29625.25	29651.00	-25.8	$-51.50	tick_sl	mistake	Require a minimum score/confidence threshold on ttm_scalper entries instead of firing on the raw ha_red_flip trigger alone.
11:29 PM	ttm_scalper	short	29625.25	29621.00	4.3	$8.50	ttm_ha_flip_greenx2	good_exit	Keep taking these small, quick ttm_scalper scratches — they're low-risk confirmation trades, not reasons to loosen the exit for more.
11:59 PM	ttm_scalper	short	29616.25	29632.25	-16.0	$-32.00	tick_sl	mistake	Skip or downsize ttm_scalper entries when score is 0.0 — zero-confidence signals with a tight tick_sl are just paying commissions for noise.
12:04 AM	ttm_scalper	long	29635.00	29640.50	5.5	$11.00	ttm_ha_flip_redx2	good_exit	Keep exiting on the opposing HA flip rather than letting winners round-trip back to stop on these low-score scalps.
12:49 AM	ttm_scalper	long	29628.50	29618.25	-10.3	$-20.50	ttm_ha_flip_redx2	unlucky	No change needed — the model-based exit did its job cheaply; consider tightening the ha_flip confirmation only if this pattern of quick reversals recurs across several trades.
01:19 AM	ttm_scalper	long	29627.00	29609.50	-17.5	$-35.00	tick_sl	mistake	Skip ttm_scalper longs when score is 0.0 with no RSI confirmation — require a nonzero score/RSI alignment before entering on a bare ha_green_flip.
01:34 AM	ttm_scalper	short	29613.25	29633.50	-20.3	$-40.50	tick_sl	mistake	Require a non-zero confluence score (and valid RSI) before acting on a bare ha_red_flip trigger.
02:04 AM	ttm_scalper	long	29631.75	29634.50	2.8	$5.50	ttm_profit_floor peaked+54.5pt locked+2.8pt	good_exit	The profit-floor trail is doing its job here — consider trailing tighter after a large peak-to-lock gap like 54.5pt→2.8pt to capture more of the move.
03:39 AM	ttm_scalper	long	29621.50	29601.00	-20.5	$-41.00	tick_sl	mistake	Require a nonzero confirmation score (not just the ha_flip trigger) before entering ttm_scalper longs.

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