Trading Report

Session 2026-09-02 · signal_gen MNQ · updated daily after 17:00 ET

Events: AVGO earnings (after-hours)

rangebound, high-vol, MNQ move 1.5pt, range 284.5pt

Net P/L

$-164.50

Trades

Win rate

Profit factor

Best / Worst

$-164.50 / $-164.50

Avg hold

15m

Day Summary

up (+82pt over the session), dominant regime R4; strategy mix {'survival_orb': 1}

The bot took one survival_orb short at 09:54 despite a score of 0.0 and no RSI confirmation, into a session where price trended up +82pt in a dominant R4 (trending) regime. The short was run over by the trend and stopped out for the full risk, -$164.5, after 15 bars. Net result: 1 trade, 0 wins, -$164.5 — a single avoidable loss from taking a counter-trend entry with no real signal strength behind it.

- Require a minimum non-zero score plus RSI confirmation before firing survival_orb entries; a score of 0.0 is not a signal. - In R4 (trending) regimes, filter or bias entries with the trend direction — a short into a strong up day has poor odds regardless of setup. - Since this was the only trade of the session, tighten the entry gate rather than adding more trades; one bad low-conviction entry shouldn't be the day's whole outcome.

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

Predicted close

7667.5

Range (wings)

7665.0 – 7670.1

Actual close

7666.3

Error

1.2 pt

Butterfly: center the body near 7667.5, wings around 7665.0/7670.1. Per-source levels — v82: 7665.0/7670.0 · v83: 7665.0/7665.0 · v51a: 7665.1/7670.1.

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	7666.60	32.0	0.42%	47.6	up	7665	7670	S&P 500 cash index (Yahoo); GEX walls 7665.0/7670.0
ES	7669.25	24.3	0.32%	72.8	up	—	—	S&P 500 future (Yahoo ES=F)
NQ/MNQ	29143.00	1.5	0.01%	284.5	rangebound	—	—	Nasdaq-100 future MNQ
NDX	29143.33	127.3	0.44%	193.7	up	—	—	Nasdaq-100 cash index (Yahoo)

Signals vs Orders

Signals taken

Suppressed

Gate vetoes

Missed Opportunities & Trend Check

Window	aiprediction	Our result	Move	Missed $	Reason	Note
session	bullish	loss	1.5	—	ok	aiprediction trend=bullish, actual MNQ move=1.5pt (flat); our session net=$-164.5 (loss)

Trades (1)

Entry	Strat	Dir	In	Out	Pts	P/L	Exit	Grade	Lesson
09:54 AM	survival_orb	short	29030.25	29112.50	-82.3	$-164.50	tick_sl	mistake	Require a minimum non-zero score (and RSI confirmation) before taking survival_orb entries, don't fire on score 0.0 signals.

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