Trading Report

Session 2026-09-24 · signal_gen MNQ · updated daily after 17:00 ET

Events: COST earnings (after-hours)

down, high-vol, MNQ move -48.8pt, range 455.5pt

Net P/L

$-427.50

Trades

Win rate

Profit factor

Best / Worst

$-25.50 / $-90.50

Avg hold

21.4m

Day Summary

up (+26pt over the session), dominant regime overseer; strategy mix {'overseer': 7}

All 7 overnight trades were overseer ML shorts fighting a session that drifted up +26pt, and every one got tick-stopped for a combined -$427.5. The pattern is low-conviction entries (p mostly 0.50-0.69) fired without requiring agreement from RSI/MACD/SMA, including several shorts taken while 5m RSI and MACD histogram were already bullish. No wins, no exits other than stop-loss — the model was consistently on the wrong side of trend and momentum.

Require a real probability margin (p<=0.40 or >=0.60, not ~0.50 coinflips) before letting overseer ML entries fire. Gate entries on directional agreement across RSI/MACD/SMA — several losses shorted straight into bullish MACD histogram and rising RSI. Raise the bar for counter-trend entries (SMA21 vs 50 flipping positive, RSI>65) — confidence must be materially higher than baseline threshold, not just above 0.50.

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

Predicted close

7705.0

Range (wings)

7702.6 – 7707.6

Actual close

7704.4

Error

0.6 pt

Butterfly: center the body near 7705.0, wings around 7702.6/7707.6. Per-source levels — v82: 7705.0/7705.0 · v83: 7705.0/7705.0 · v51a: 7702.6/7707.6.

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	7704.13	37.1	0.48%	56.4	up	7705	7705	S&P 500 cash index (Yahoo); GEX walls 7705.0/7705.0
ES	7759.50	-15.3	-0.20%	76.3	down	—	—	S&P 500 future (Yahoo ES=F)
NQ/MNQ	30735.75	-48.8	-0.16%	455.5	down	—	—	Nasdaq-100 future MNQZ6
NDX	30478.86	253.7	0.84%	325.2	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	-48.8	—	trend_day_not_captured	aiprediction trend=bullish, actual MNQ move=-48.8pt (down); our session net=$-427.5 (loss)

Trades (7)

Entry	Strat	Dir	In	Out	Pts	P/L	Exit	Grade	Lesson
12:00 AM	overseer	short	30694.75	30707.50	-12.8	$-25.50	tick_sl	mistake	Require a real confidence margin (e.g. p<=0.40 or >=0.60) before allowing overseer ML entries, not a coinflip p=0.50.
03:08 AM	overseer	short	30582.00	30602.75	-19.9	$-79.50	tick_sl	mistake	Require stronger confluence (higher p-threshold or a real score>0) before entries when RSI is neutral and momentum is only marginally negative, since low-conviction shorts like this get stopped quickly.
05:48 AM	overseer	short	30395.00	30420.50	-25.5	$-51.00	tick_sl	mistake	Require p meaningfully above 0.50 before shorting into an oversold RSI reading.
05:52 AM	overseer	short	30419.75	30445.75	-26.0	$-52.00	tick_sl	mistake	Don't short when 5m MACD histogram is positive — require momentum and trend/SMA signals to agree before taking the entry.
06:00 AM	overseer	short	30441.75	30453.75	-22.4	$-89.50	tick_sl	mistake	Don't fire the short when 5m RSI and MACD histogram both lean bullish — require directional agreement across the confirming indicators before entry, not just the ML probability.
06:43 AM	overseer	short	30482.25	30502.00	-19.8	$-39.50	tick_sl	mistake	Don't take overseer shorts when 5m RSI is elevated (>65) and MACD histogram is still positive — wait for momentum to roll over first.
12:21 PM	overseer	short	30676.00	30721.25	-45.3	$-90.50	tick_sl	mistake	Don't take counter-trend entries when 5m RSI/MACD/SMA alignment is strongly opposed unless model confidence is materially above 0.52.

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