Trading Report

Session 2026-08-28 · signal_gen MNQ · updated daily after 17:00 ET

Events: Fed Chairman Warsh Speaks; Prelim Benchmark Payrolls Revision

down, high-vol, MNQ move -122.0pt, range 371.0pt

Net P/L

$-247.00

Trades

Win rate

14.3%

Profit factor

0.18

Best / Worst

$55.50 / $-61.50

Avg hold

16.7m

Day Summary

down (-144pt over the session), dominant regime R2; strategy mix {'ttm_scalper': 7}

All 7 trades were ttm_scalper entries with a raw HA-flip trigger but zero confluence score and missing RSI, firing repeatedly into a -144pt down day; 5 of 6 longs got stopped out by the fixed 30pt tick_sl while the lone short also lost, and only the trade that exited on the double red-flip signal (instead of riding to TP=500) came out positive. Net -$247 on 1 win/7 trades shows the strategy is taking every raw structural trigger regardless of conviction, and the fixed-tick stop is too tight/generic relative to ATR, causing repeated small bleeding losses in a trending-down regime the mostly-long bias fought against.

- Require a nonzero confluence score and valid RSI before firing ttm_scalper entries — stop trading raw zero-score HA-flip triggers. - Replace the fixed 30pt tick_sl with an ATR-scaled stop so normal noise doesn't stop out trades before the setup develops. - Favor the double red/green HA-flip exit over holding for TP=500 on low-conviction entries, and bias entries with the prevailing trend (regime was down, most trades were long).

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

Predicted close

7713.3

Range (wings)

7710.0 – 7715.8

Actual close

7711.1

Error

2.3 pt

Butterfly: center the body near 7713.3, wings around 7710.0/7715.8. Per-source levels — v82: 7715.0/7715.0 · v83: 7710.0/7710.0 · v51a: 7710.8/7715.8.

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	7711.76	-23.4	-0.30%	70.6	down	7715	7715	S&P 500 cash index (Yahoo); GEX walls 7715.0/7715.0
ES	7724.75	-9.0	-0.12%	70.5	rangebound	—	—	S&P 500 future (Yahoo ES=F)
NQ/MNQ	29509.50	-122.0	-0.41%	371.0	down	—	—	Nasdaq-100 future MNQ
NDX	29433.43	-112.5	-0.38%	368.9	down	—	—	Nasdaq-100 cash index (Yahoo)

Signals vs Orders

Signals taken

Suppressed

Gate vetoes

Time	Dir	Suppressed by	Hypo +15m	Hypo +60m
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Missed Opportunities & Trend Check

Window	aiprediction	Our result	Move	Missed $	Reason	Note
session	bearish	loss	-122.0	—	missed_down_trend	aiprediction trend=bearish, actual MNQ move=-122.0pt (down); our session net=$-247.0 (loss)

Trades (7)

Entry	Strat	Dir	In	Out	Pts	P/L	Exit	Grade	Lesson
09:54 AM	ttm_scalper	short	29633.50	29664.25	-30.8	$-61.50	tick_sl	marginal	Require score/RSI confirmation on ttm_scalper HA-flip entries instead of taking zero-score signals on structure alone.
10:24 AM	ttm_scalper	long	29646.00	29615.75	-30.3	$-60.50	tick_sl	marginal	Widen or ATR-scale the stop on ttm_scalper so a single adverse bar within normal ATR noise doesn't trigger tick_sl before the setup can develop.
11:29 AM	ttm_scalper	long	29783.00	29753.00	-30.0	$-60.00	tick_sl	marginal	Require a nonzero/minimum score (and a valid RSI read) before firing ttm_scalper entries, not just the raw HA-flip condition.
12:14 PM	ttm_scalper	long	29556.00	29526.00	-30.0	$-60.00	tick_sl	marginal	Require a nonzero confluence score (or RSI confirmation) before firing ttm_scalper, and size the stop relative to ATR instead of a fixed 30pt tick_sl.
01:19 PM	ttm_scalper	long	29478.25	29506.00	27.8	$55.50	ttm_ha_flip_redx2	good_exit	Keep exiting on the double red-flip confirmation rather than holding for the full TP=500 target on low-conviction (score 0.0) entries.
02:34 PM	ttm_scalper	long	29496.50	29466.50	-30.0	$-60.00	tick_sl	marginal	Require a nonzero confluence score (not just the raw trigger) before firing ttm_scalper entries.
03:09 PM	ttm_scalper	long	29489.75	29489.50	-0.3	$-0.50	eod_flatten(15:45 ET, now 15:45)	good_exit	A zero-score signal with missing RSI data is a low-conviction entry — consider requiring a minimum score or valid RSI before firing ttm_scalper.

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