Trading Report

Session 2026-10-02 · signal_gen MNQ · updated daily after 17:00 ET

Events: Average Hourly Earnings m/m; Non-Farm Employment Change; Unemployment Rate

up, high-vol, MNQ move 279.8pt, range 512.5pt

Net P/L

$-251.50

Trades

Win rate

Profit factor

Best / Worst

$-251.50 / $-251.50

Avg hold

84m

Day Summary

down (-126pt over the session), dominant regime R2; strategy mix {'survival_orb': 1}

The bot took a single survival_orb long at 09:47 on a day that sold off 126 points in an R2 regime. The setup used the full opening-range width (about 125 pts) as its stop, so the one stop-out cost $251.50. Price never worked and the bot held 84 bars until the tick stop was hit, giving a 0-for-1 session with the loss equal to the planned risk. The entry fit the rules, but the long went against the day's direction and the wide stop gave no earlier chance to cut it.

- Record whether price closed back inside the opening range after entry, and test an earlier exit on that failure instead of holding 84 bars to the full 125-pt stop. - Check the entry against the day's trend or regime (long into a -126pt R2 down day) and test requiring a direction filter, or a smaller size, when the ORB breakout opposes it. - A stop as wide as the whole opening range ($250 risk) makes each loss large relative to the target. Test a tighter stop, such as a fraction of the range or an ATR multiple, against the same trades.

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

Predicted close

7722.5

Range (wings)

7693.4 – 7743.0

Actual close

7722.9

Error

0.4 pt

Butterfly: center the body near 7722.5, wings around 7693.4/7743.0. Per-source levels — v82: 7725.0/7725.0 · v83: 7720.0/7725.0 · v51a: 7693.4/7743.0.

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	7722.72	-3.5	-0.05%	54.2	rangebound	7725	7725	S&P 500 cash index (Yahoo); GEX walls 7725.0/7725.0
ES	7776.50	52.5	0.68%	87.0	up	—	—	S&P 500 future (Yahoo ES=F)
NQ/MNQ	31049.00	279.8	0.91%	512.5	up	—	—	Nasdaq-100 future MNQ
NDX	30807.93	-61.2	-0.20%	280.5	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	bullish	loss	279.8	—	missed_up_trend	aiprediction trend=bullish, actual MNQ move=279.8pt (up); our session net=$-251.5 (loss)

Trades (1)

Entry	Strat	Dir	In	Out	Pts	P/L	Exit	Grade	Lesson
09:47 AM	survival_orb	long	31192.50	31066.75	-125.8	$-251.50	tick_sl	unlucky	Log whether price closed back inside the opening range, and test an earlier exit on that failure instead of holding 84 bars to the full stop.

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