Trading Report

Session 2026-09-29 · signal_gen MNQ · updated daily after 17:00 ET

up, high-vol, MNQ move 85.5pt, range 343.8pt

Net P/L

$-405.50

Trades

Win rate

Profit factor

Best / Worst

$-39.00 / $-73.00

Avg hold

27.7m

Day Summary

up (+98pt over the session), dominant regime overseer; strategy mix {'overseer': 7}

The overseer took seven ML-driven entries (p=0.55–0.60) across a session where MNQ rose 98 points, and every one was stopped out for a total of -$405.5. Five of the seven were shorts fading a rising market, mostly at neutral 5m RSI (50–57) and a negative SMA21/50 gap. The two longs were bought at RSI 78 and 67, so they chased strength and reversed. Stops were 19–34 points against a target of 50, and all seven exits were tick_sl with no wins, which points to low-conviction entries with no real confluence.

- Raise the ML confidence floor to about p≥0.65 (or require an RSI/MACD momentum turn) before the overseer enters. A p of 0.55–0.60 with neutral RSI is noise and does not justify a 20–34pt stop. - Don't buy when 5m RSI is above about 70, and don't short a neutral RSI against a rising tape. Wait for a pullback or confirmed reversal (MACD histogram turning, lower high) and demand more confidence in overnight low-liquidity hours. - Cap consecutive overseer stop-outs, for example pausing after 2–3 losses in a row, so one weak signal type can't repeat seven times. Also reconsider the 50pt TP against 20–34pt stops, since it never got a chance to be reached.

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

Predicted close

7672.5

Range (wings)

7665.0 – 7680.0

Actual close

7669.3

Error

3.2 pt

Butterfly: center the body near 7672.5, wings around 7665.0/7680.0. Per-source levels — v82: 7670.0/7675.0 · v83: 7665.0/7680.0 · v51a: 7669.8/7664.8.

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	7670.84	-28.8	-0.37%	46.0	down	7670	7675	S&P 500 cash index (Yahoo); GEX walls 7670.0/7675.0
ES	7738.25	-8.3	-0.11%	58.5	rangebound	—	—	S&P 500 future (Yahoo ES=F)
NQ/MNQ	30652.50	85.5	0.28%	343.8	up	—	—	Nasdaq-100 future MNQ
NDX	30339.33	-73.0	-0.24%	194.3	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	85.5	—	trend_day_not_captured	aiprediction trend=bearish, actual MNQ move=85.5pt (up); our session net=$-405.5 (loss)

Trades (7)

Entry	Strat	Dir	In	Out	Pts	P/L	Exit	Grade	Lesson
09:41 PM	overseer	short	30511.25	30525.25	-18.3	$-73.00	tick_sl	marginal	Require stronger confirmation (e.g., ML p≥0.65 or an RSI/MACD momentum turn) before shorting into a neutral RSI, since a 0.57 edge doesn't justify a 23-pt stop.
11:21 PM	overseer	short	30464.50	30488.75	-24.3	$-48.50	tick_sl	marginal	Require real confluence (RSI extreme or a clear MACD/structure turn) before shorting on a marginal ML probability, and skip neutral-RSI setups.
01:51 AM	overseer	short	30421.75	30454.50	-32.8	$-65.50	tick_sl	marginal	Skip low-conviction shorts (p near 0.55) unless momentum agrees, meaning MACD histogram negative and RSI rolling over from overbought, since a mid-range RSI gives no exhaustion edge.
02:23 AM	overseer	short	30504.50	30525.25	-20.8	$-41.50	tick_sl	mistake	Require a confirmed reversal (MACD histogram turning down or a lower high) before fading an overbought RSI, and demand higher confidence than 0.57 in overnight sessions.
03:27 AM	overseer	long	30590.25	30570.75	-19.5	$-39.00	tick_sl	mistake	Don't buy when 5m RSI is above ~75, especially in overnight hours. Wait for a pullback, or require higher confidence and a tighter stop.
04:17 AM	overseer	long	30602.50	30568.25	-34.3	$-68.50	tick_sl	marginal	Require higher model confidence (>0.60) or a pullback entry when 5m RSI is already near 70, especially in low-liquidity overnight hours.
02:02 PM	overseer	short	30574.75	30609.50	-34.8	$-69.50	tick_sl	marginal	Require p≥0.60 or a real exhaustion trigger (RSI>70 or a rejection at a key level) before shorting into a mid-range RSI, even with a bearish MA stack.

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