Session 2026-09-25 · signal_gen MNQ · updated daily after 17:00 ET
up (+60pt over the session), dominant regime overseer; strategy mix {'overseer': 6, 'adopted': 1}
Market drifted up ~60pt but the overseer model fired six trades clustered around p≈0.50-0.56 with mixed/conflicting MACD-RSI signals, and five of six got stopped out fast (3-9 bars) for -$284.5; a 07:35 broker-truth orphan adopt with a wide 75pt backstop stop added another -$285. Only one trade (a well-timed short that captured 57pt favorable excursion) was profitable, but its trailing floor gave back ~95% of the peak, banking just $10.5. Net result -$558.5 on 7 trades, driven almost entirely by low-conviction overseer entries and an uncontrolled orphan stop, not by the underlying up-trend.
Butterfly: center the body near 7740.9, wings around 7670.0/7745.0. Per-source levels — v82: 7740.0/7745.0 · v83: 7670.0/7740.0 · v51a: 7738.4/7743.4.
| 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 |
| Instrument | Close | Change | % | Range | Trend | Support | Resistance | Note |
|---|---|---|---|---|---|---|---|---|
| SPX | 7743.41 | 33.5 | 0.43% | 59.0 | up | 7740 | 7745 | S&P 500 cash index (Yahoo); GEX walls 7740.0/7745.0 |
| ES | 7805.75 | 46.8 | 0.60% | 66.3 | up | — | — | S&P 500 future (Yahoo ES=F) |
| NQ/MNQ | 30922.50 | 192.3 | 0.63% | 311.8 | up | — | — | Nasdaq-100 future MNQ |
| NDX | 30608.13 | 90.7 | 0.30% | 254.0 | up | — | — | Nasdaq-100 cash index (Yahoo) |
| Window | aiprediction | Our result | Move | Missed $ | Reason | Note |
|---|---|---|---|---|---|---|
| session | bullish | loss | 192.2 | — | missed_up_trend | aiprediction trend=bullish, actual MNQ move=192.2pt (up); our session net=$-558.5 (loss) |
| Entry | Strat | Dir | In | Out | Pts | P/L | Exit | Grade | Lesson |
|---|---|---|---|---|---|---|---|---|---|
| 06:04 PM | overseer | short | 30746.75 | 30737.00 | 2.6 | $10.50 | ttm_profit_floor peaked+57.1pt locked+2.6pt | good_exit | Tighten or scale out the trailing floor sooner on outsized favorable excursions (57pt peak) so more of the move is banked instead of giving back ~95% of it. |
| 09:13 PM | overseer | short | 30759.75 | 30784.25 | -24.5 | $-49.00 | tick_sl | mistake | Don't take sub-55% confidence counter-trend shorts when MACD histogram is still positive — require momentum confirmation (MACD turning down) before fading an overbought RSI. |
| 10:19 PM | overseer | long | 30806.75 | 30796.50 | -10.3 | $-20.50 | tick_sl | mistake | Don't take overseer entries when model confidence is exactly at the coinflip threshold (p=0.50) — require a real edge margin before sizing in. |
| 10:55 PM | overseer | long | 30785.50 | 30768.25 | -17.3 | $-34.50 | tick_sl | mistake | Skip longs when MACD histogram is negative even if the ML probability edges above 0.50 — require confluence, not a bare coinflip. |
| 07:35 AM | adopted | short | 30835.75 | 30978.25 | -142.5 | $-285.00 | tick_sl | mistake | Orphan-adopted positions need tight immediate risk control (not a wide backstop) since there's no signal conviction backing them. |
| 09:51 AM | overseer | short | 30872.25 | 30917.50 | -45.3 | $-90.50 | tick_sl | mistake | Require p meaningfully away from 0.50 (and RSI/MACD alignment) before firing an overseer entry, not a coin-flip probability. |
| 10:51 AM | overseer | short | 30761.75 | 30806.50 | -44.8 | $-89.50 | tick_sl | marginal | Don't take overseer shorts when p is within a few points of 0.50 and macdH/RSI are mixed—require stronger signal agreement before risking a stop this tight relative to ATR. |
| 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 |