Reconstructed after the fact from saved 5-minute bars (the watcher was not archiving live on this day); alerts shown are what the current rules would have said.
| Time | Setup | Entry | Stop | Target | Outcome |
|---|---|---|---|---|---|
| 15:25 | D short (paper) 15:30 go-with-the-day | 29,624.25 | 29,641.93 | 29,533.50 | loss (-1.0R) |
No trades this day.
The day opened at 29,839, ranged 309 points (29,534 to 29,843), and closed at 29,636 (-204 from the open). The high printed at 09:30 and the low at 14:25 ET.
The small 95-point gap filled at 09:30: yesterday's close (29,744) acted as the magnet the base rates say it is.
The first hour was indecisive (body 0.30): a chop morning, where breakouts fail and the playbook wants patience over trades.
The system made 1 call: 0 won, 1 lost, -1.0R in total (paper).
You took no trades this day.
| Level | Price | Status |
|---|---|---|
| PDH | 29,900.00 | fresh |
| ONH | 29,887.00 | fresh |
| IBH | 29,842.75 | fresh |
| OR15H | 29,842.75 | fresh |
| HOD | 29,842.75 | fresh |
| ON mid | 29,776.50 | reference |
| Prior close | 29,744.00 | reference |
| PDL | 29,719.00 | broken (closed through) |
| VWAP | 29,686.69 | reference |
| OR15L | 29,678.75 | broken (closed through) |
| ONL | 29,666.00 | broken (closed through) |
| IBL | 29,636.00 | tested 12:25 |
| LOD | 29,616.00 | broken (closed through) |
MNQ morning map, Tue Aug 11 (MNQ.U26) PDH 29,900 | PDL 29,719 | prior close 29,744 ONH 29,887 | ONL 29,666 | ON mid 29,776.50 Pre-open 29,829.50: above ON mid -> ONH usually breaks first (~76%). Gap +86 pts = 0.17 daily ATR (tiny gap, fills ~78% same day). Daily ATR 505 | 5-min ATR 20 News: nothing high-impact on the calendar. Rules: nothing before 9:45, max 3 alerts, flat by 11:30.
10:30 read (MNQ.U26): first-hour body 0.30 (down) -> mode chop. IB 29,636.00-29,842.75 (207 pts = 0.41 daily ATR; narrow, extension likely). Price 29,777.75 above VWAP 29,731.14; 21 over 9; VWAP crosses in hour one: 1. Chop: no Setup B; at most one Setup A at an outer level, or take the morning off.
11:30, morning session over (MNQ.U26). Flat now; the afternoon window opens at 13:00 with the day's high/low as its levels. Today: 0 heads-up, 0 confirmed.
13:00 afternoon read (MNQ.U26): price 29,625.75, below VWAP 29,718.25; first hour was down; morning mode chop. Afternoon levels: day high 29,842.75 (+217) and day low 29,616 (-10). Plan: a shallow poke of either that closes back inside = Setup A fade; a 5-min close through either = Setup C, join the first pullback (these held into the close ~2 of 3 times, best when they agree with the first hour). Lunch range is not a level. 5-min ATR 28: stops 21-42 pts. Caps: 0/2 afternoon alerts. Flat by 15:55.
15:00 power hour (MNQ.U26): price 29,582.50, day down from the 29,839.25 open, below VWAP 29,693.62. Day high 29,842.75 / low 29,533.50. Last hour made a new day extreme on ~43% of days, but breakouts of the 2-3pm range failed ~65%: only continuation WITH the day's direction counts, and a shallow poke of the day high/low that closes back inside is still a fade. Everything closes by 15:55. No overnight.
AFTERNOON SETUP (paper-tracked, no ticket) SETUP D SHORT at 15:30 ET, MNQ.U26: go with the day into the close. Day is down 120 pts from yesterday's close (0.40%), first hour agrees. Entry ~29,624.25 | Stop 29,641.93 (18 pts, $35) | Target 29,533.50 (5.1R, $182) | hold to 15:55, then flat. Why: the last half hour tends to go the way the day went (two futures studies, ~55% hit, 61% when the first hour agrees; our own data +0.1R per trade). Small edge, so size stays 1 micro.
Setup D short from 15:25: hit STOP at 15:40 (-1.0R).
16:00, day over (MNQ.U26). Today: 0 heads-up, 1 confirmed (0 morning, 1 afternoon). - Setup D short 15:25: loss (-1.0R)