Trading Report

Session 2026-09-30 · signal_gen MNQ · updated daily after 17:00 ET

Events: Core PCE Price Index m/m; Final GDP q/q; MU earnings (after-hours)

up, high-vol, MNQ move 52.5pt, range 393.2pt

Net P/L

$-42.00

Trades

Win rate

Profit factor

Best / Worst

$-42.00 / $-42.00

Avg hold

346m

Day Summary

down (-21pt over the session), dominant regime R4; strategy mix {'survival_orb': 1}

The bot took one long opening-range breakout at 09:59 with a very wide 126-pt stop and 252-pt target (about $252 risk). Price ran up to about 30905 near 11:50, but the trade had no trail or partial exit. It drifted back through the afternoon and was flattened at the 15:45 EOD rule for -21 pts (-$42). The session was a net -21pt down day in regime R4, and the late fade left the breakout trade underwater.

- Add a trail or partial exit once the trade is up about 1R, or around a mid-day high like 11:50, so the open gain isn't given back. - Don't hold a wide-bracket breakout with no time stop through a full RTH session. A target 252 pts away was never reachable, so scale out or tighten it after the morning push. - Risking $252 to lose $42 is acceptable, but a wide stop with a far target and no management means winners and losers both end up decided by the EOD flatten. Review whether a 2R bracket suits this range.

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

Predicted close

7662.5

Range (wings)

7648.1 – 7665.0

Actual close

7652.6

Error

9.9 pt

Butterfly: center the body near 7662.5, wings around 7648.1/7665.0. Per-source levels — v82: 7660.0/7665.0 · v83: 7660.0/7665.0 · v51a: 7648.1/7638.2.

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	7651.54	-37.5	-0.49%	71.3	down	7660	7665	S&P 500 cash index (Yahoo); GEX walls 7660.0/7665.0
ES	7721.50	-17.5	-0.23%	76.5	down	—	—	S&P 500 future (Yahoo ES=F)
NQ/MNQ	30718.50	52.5	0.17%	393.3	up	—	—	Nasdaq-100 future MNQZ6
NDX	30408.50	-13.2	-0.04%	221.9	rangebound	—	—	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	52.5	—	trend_day_not_captured	aiprediction trend=bearish, actual MNQ move=52.5pt (up); our session net=$-42.0 (loss)

Trades (1)

Entry	Strat	Dir	In	Out	Pts	P/L	Exit	Grade	Lesson
09:59 AM	survival_orb	long	30848.25	30827.25	-21.0	$-42.00	eod_flatten(15:45 ET, now 15:45)	unlucky	When a wide-bracket breakout has no trailing or time-based profit-taking, it can give back an open gain. Consider a trail or partial exit once the trade is up about 1R, for example near the 11:50 high.

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