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 |
|---|---|---|---|---|---|
| 10:10 | A long OR15L | 29,893.50 | 29,843.25 | 29,968.88 | loss (-1.0R) |
No trades this day.
The day opened at 29,991, ranged 183 points (29,819 to 30,002), and closed at 29,853 (-138 from the open). The high printed at 09:30 and the low at 11:30 ET.
The middling 356-point gap never filled; yesterday's close at 29,636 was left behind.
The first hour was indecisive (body 0.49): 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.
You took no trades this day.
| Level | Price | Status |
|---|---|---|
| IBH | 30,001.50 | fresh |
| OR15H | 30,001.50 | fresh |
| HOD | 30,001.50 | fresh |
| ONH | 29,992.25 | tested 09:30 |
| VWAP | 29,888.42 | reference |
| OR15L | 29,853.25 | tested 10:05 |
| IBL | 29,848.25 | tested 10:30 |
| PDH | 29,842.75 | broken (closed through) |
| LOD | 29,818.75 | fresh |
| ON mid | 29,808.62 | reference |
| Prior close | 29,635.50 | reference |
| ONL | 29,625.00 | fresh |
| PDL | 29,533.50 | fresh |
MNQ morning map, Wed Aug 12 (MNQ.U26) PDH 29,842.75 | PDL 29,533.50 | prior close 29,635.50 ONH 29,963 | ONL 29,625 | ON mid 29,794 Pre-open 29,961.50: above ON mid -> ONH usually breaks first (~76%). Gap +326 pts = 0.69 daily ATR (mid-size gap, ~25-40% fill). Daily ATR 472 | 5-min ATR 28 News: nothing high-impact on the calendar. Rules: nothing before 9:45, max 3 alerts, flat by 11:30.
HEADS-UP: Setup A forming at OR15L 29,853.25. The 10:05 bar poked 5 pts through and closed back inside. If the next bar closes above 29,889.12, it's a go (long). Stop would be ~29,843.25 (78 pts, $155). ATR 50.
SETUP A LONG CONFIRMED at 10:10 ET, MNQ.U26. OR15L 29,853.25: 10:05 bar poked to 29,848.25 and closed back inside; 10:10 bar confirmed (close 29,893.50). Entry ~29,893.50 | Stop 29,843.25 (50 pts, $100) | Target 29,968.88 (1.5R, $151) ATR 50 | VWAP 29,905.38 | mode unknown Notes: poke 5 pts (0.10 ATR); fresh level; target = 1.5R
10:30 read (MNQ.U26): first-hour body 0.49 (down) -> mode chop. IB 29,848.25-30,001.50 (153 pts = 0.32 daily ATR; narrow, extension likely). Price 29,916.50 above VWAP 29,905.49; 9 over 21; VWAP crosses in hour one: 5. Chop: no Setup B; at most one Setup A at an outer level, or take the morning off.
Setup A long from 10:10: hit STOP at 10:35 (-1.0R).
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: 1 heads-up, 1 confirmed. - Setup A long 10:10: loss (-1.0R)
13:00 afternoon read (MNQ.U26): price 29,905.50, above VWAP 29,888.63; first hour was down; morning mode chop. Afternoon levels: day high 30,001.50 (+96) and day low 29,818.75 (-87). 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 29: stops 22-43 pts. Caps: 0/2 afternoon alerts. Flat by 15:55.
15:00 power hour (MNQ.U26): price 29,890.25, day down from the 29,991.25 open, below VWAP 29,891.53. Day high 30,001.50 / low 29,818.75. 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.
15:30 go-with-the-day: day is up 232 pts from yesterday's close but the first hour disagreed, so no Setup D today (the edge mostly lives where they agree).
16:00, day over (MNQ.U26). Today: 1 heads-up, 1 confirmed (1 morning, 0 afternoon). - Setup A long 10:10: loss (-1.0R)