Trading Report

Session 2026-10-06 · signal_gen MNQ · updated daily after 17:00 ET

up, high-vol, MNQ move 153.2pt, range 304.8pt

Net P/L

$-159.00

Trades

Win rate

Profit factor

Best / Worst

$-159.00 / $-159.00

Avg hold

25m

Day Summary

down (-80pt over the session), dominant regime adopted; strategy mix {'adopted': 1}

The bot's only trade of the day was an orphan adoption: at 12:56 it took over a pre-existing long at 31562.75 with a 75-point backstop stop and no strategy-derived entry (score, RSI and ATR were all empty). The market fell about 80 points over the session, so the position held for 25 bars and was stopped out at 31483.25 for -79.5 pts (-$159). The loss is almost the whole backstop distance, so the wide stop did no risk management here.

- Reassess every orphan adoption against the current trend when it is adopted. If it is against the trend, flatten immediately instead of inheriting it. - Replace the 75-point backstop on adopted positions with a tighter, structure-based stop (for example under the recent swing low or a few ATRs). That caps the loss at a fraction of the 80 points taken here. - Log adopted trades with context (RSI, ATR, trend state) so they can be scored later. Today's record has none, so there is nothing to learn from beyond the loss.

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

Predicted close

7820.0

Range (wings)

7816.0 – 7825.9

Actual close

7819.2

Error

0.8 pt

Butterfly: center the body near 7820.0, wings around 7816.0/7825.9. Per-source levels — v82: 7820.0/7820.0 · v83: 7820.0/7820.0 · v51a: 7816.0/7825.9.

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	7818.93	13.0	0.17%	38.6	up	7820	7820	S&P 500 cash index (Yahoo); GEX walls 7820.0/7820.0
ES	7880.50	48.8	0.62%	68.5	up	—	—	S&P 500 future (Yahoo ES=F)
NQ/MNQ	31501.50	153.3	0.49%	304.8	up	—	—	Nasdaq-100 future MNQ
NDX	31224.47	-30.9	-0.10%	153.2	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	153.2	—	trend_day_not_captured	aiprediction trend=bearish, actual MNQ move=153.2pt (up); our session net=$-159.0 (loss)

Trades (1)

Entry	Strat	Dir	In	Out	Pts	P/L	Exit	Grade	Lesson
12:56 PM	adopted	long	31562.75	31483.25	-79.5	$-159.00	tick_sl	unlucky	Orphan adoptions should get a reassessment against the current trend and a tighter, structure-based stop or an immediate flatten, rather than holding a 75-point backstop.

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