Trading Report

Session 2026-10-08 · signal_gen MNQ · updated daily after 17:00 ET

Events: PEP earnings (pre-market)

down, high-vol, MNQ move -394.5pt, range 671.5pt

Net P/L

$-162.00

Trades

Win rate

Profit factor

Best / Worst

$-162.00 / $-162.00

Avg hold

12m

Day Summary

up (+81pt over the session), dominant regime R4; strategy mix {'survival_orb': 1}

The bot took a single survival_orb short at 09:54 on an opening-range break (31172.50), risking the full 75-pt range ($150). The market produced a V-reversal and rallied +81pt over the session, so the short never worked and stopped out via tick_sl after 12 bars for -$162. The loss was slightly over the planned $150 risk, which suggests slippage on the stop fill. Nothing else traded, so the whole day's result came from this one counter-trend break in an R4 regime.

- Treat early opening-range breaks against a developing V-reversal as low-conviction. Add a trend or breadth filter, and skip or downsize ORB shorts when price quickly reclaims the range. - Don't size at full opening-range risk (75pt, about $150) on a single early break. Scale risk to range width or require confirmation, such as a retest or second break, before committing. - Track stop slippage (-$162 vs. $150 planned risk). If it recurs, tighten the SL or the risk budget to account for it.

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

Predicted close

7765.0

Range (wings)

7765.0 – 7765.0

Actual close

7766.8

Error

1.8 pt

Butterfly: center the body near 7765.0, wings around 7765.0/7765.0. Per-source levels — v82: 7765.0/7765.0 · v83: 7765.0/7765.0 · v51a: 7768.3/7763.4.

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

Market Analysis

Instrument	Close	Change	%	Range	Trend	Support	Resistance	Note
SPX	7765.36	-13.1	-0.17%	66.5	down	7765	7765	S&P 500 cash index (Yahoo); GEX walls 7765.0/7765.0
ES	7822.50	-28.3	-0.36%	75.3	down	—	—	S&P 500 future (Yahoo ES=F)
NQ/MNQ	31022.00	-394.5	-1.26%	671.5	down	—	—	Nasdaq-100 future MNQ
NDX	30725.81	-259.4	-0.84%	568.7	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	-394.5	—	trend_day_not_captured	aiprediction trend=bullish, actual MNQ move=-394.5pt (down); our session net=$-162.0 (loss)

Trades (1)

Entry	Strat	Dir	In	Out	Pts	P/L	Exit	Grade	Lesson
09:54 AM	survival_orb	short	31172.50	31253.50	-81.0	$-162.00	tick_sl	unlucky	Treat early opening-range breaks against a developing V-reversal as low-conviction, and consider a trend or breadth filter before sizing a full-range-risk ORB short.

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