Trading Report

Session 2026-09-16 · signal_gen MNQ · updated daily after 17:00 ET

Events: FOMC rate decision; Federal Funds Rate; FOMC Economic Projections; FOMC Statement; FOMC Press Conference

up, high-vol, MNQ move 288.5pt, range 785.2pt

Net P/L

$-1055.00

Trades

Win rate

Profit factor

Best / Worst

$-1055.00 / $-1055.00

Avg hold

61m

Day Summary

down (-264pt over the session), dominant regime R2; strategy mix {'survival_orb': 1}

The bot took one survival_orb long at the 9:45 open on a session that trended down -264pt, entering at a 0.0 signal score with RSI unavailable. Sized at full 2x despite the low-conviction setup, and the tick_sl exit slipped catastrophically past the intended 49.75pt stop, realizing a 263.8pt / $1055 loss on a single trade.

- Block survival_orb (or any strategy) entries when score is 0.0 and RSI is missing — that's a no-confirmation setup, not a valid signal. - Cap size to 1x (not 2x) until score/RSI gating is fixed; a bad full-size entry is what turned a small setup into the entire day's loss. - Tighten tick_sl execution tolerance so a 49.75pt stop cannot fill 263.8pt away — audit slippage/fill logic on tick_sl exits before next session.

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

Predicted close

7545.0

Range (wings)

7481.3 – 7550.0

Actual close

7550.9

Error

5.9 pt

Butterfly: center the body near 7545.0, wings around 7481.3/7550.0. Per-source levels — v82: 7550.0/7550.0 · v83: 7540.0/7550.0 · v51a: 7481.3/7486.3.

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	7551.81	-49.4	-0.65%	119.0	down	7550	7550	S&P 500 cash index (Yahoo); GEX walls 7550.0/7550.0
ES	7622.00	-41.3	-0.54%	124.0	down	—	—	S&P 500 future (Yahoo ES=F)
NQ/MNQ	29268.50	288.5	1.00%	785.3	up	—	—	Nasdaq-100 future MNQU6
NDX	28945.06	-165.0	-0.57%	482.6	down	—	—	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	bearish	loss	288.5	—	trend_day_not_captured	aiprediction trend=bearish, actual MNQ move=288.5pt (up); our session net=$-1055.0 (loss)

Trades (1)

Entry	Strat	Dir	In	Out	Pts	P/L	Exit	Grade	Lesson
09:45 AM	survival_orb	long	29436.25	29172.50	-263.8	$-1055.00	tick_sl	mistake	Don't take survival_orb entries at score 0.0 with missing RSI at full 2x size, and tighten the tick_sl slippage tolerance so a 49.75pt stop can't turn into a 263.8pt loss.

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