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 long (paper) 15:30 go-with-the-day | 30,223.00 | 30,208.29 | 30,273.25 | loss (-1.0R) |
No trades this day.
The day opened at 29,911, ranged 410 points (29,863 to 30,273), and closed at 30,195 (+284 from the open). The high printed at 15:05 and the low at 09:30 ET.
The small 58-point gap never filled; yesterday's close at 29,853 was left behind.
The first hour committed higher (body 0.86), a trend morning: pullbacks, not reversals, were the play.
The system made 1 call: 0 won, 1 lost, -1.0R in total (paper).
You took no trades this day.
| Level | Price | Status |
|---|---|---|
| HOD | 30,267.00 | tested 15:05 |
| IBH | 30,237.75 | broken (closed through) |
| VWAP | 30,163.81 | reference |
| OR15H | 30,053.75 | broken (closed through) |
| PDH | 30,001.50 | broken (closed through) |
| ONH | 29,924.25 | broken (closed through) |
| OR15L | 29,862.75 | fresh |
| IBL | 29,862.75 | fresh |
| LOD | 29,862.75 | fresh |
| Prior close | 29,853.00 | reference |
| ON mid | 29,852.38 | reference |
| PDL | 29,818.75 | fresh |
| ONL | 29,780.50 | fresh |
MNQ morning map, Thu Aug 13 (MNQ.U26) PDH 30,001.50 | PDL 29,818.75 | prior close 29,853 ONH 29,924.25 | ONL 29,780.50 | ON mid 29,852.38 Pre-open 29,907.50: above ON mid -> ONH usually breaks first (~76%). Gap +54 pts = 0.12 daily ATR (tiny gap, fills ~78% same day). Daily ATR 457 | 5-min ATR 21 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 0.86 (up) -> mode trend-up. IB 29,862.75-30,237.75 (375 pts = 0.82 daily ATR; normal). Price 30,233.50 above VWAP 30,086.70; 9 over 21; VWAP crosses in hour one: 0. Setup B mode long: wait for the pullback to VWAP / 21 EMA.
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 30,193.50, above VWAP 30,143.23; first hour was up; morning mode trend-up. Afternoon levels: day high 30,267 (+74) and day low 29,862.75 (-331). 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 21-43 pts. Caps: 0/2 afternoon alerts. Flat by 15:55.
15:00 power hour (MNQ.U26): price 30,244.00, day up from the 29,911.25 open, above VWAP 30,156.39. Day high 30,267 / low 29,862.75. 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.
HEADS-UP: Setup A forming at HOD 30,267.00. The 15:05 bar poked 6 pts through and closed back inside. If the next bar closes below 30,256.38, it's a go (short). Stop would be ~30,278.25 (14 pts, $28). ATR 19.
Setup A at HOD 30,267.00 confirmed at 15:10 but SKIPPED: skip: stop 40 pts is over 1.5x ATR (30)
AFTERNOON SETUP (paper-tracked, no ticket) SETUP D LONG at 15:30 ET, MNQ.U26: go with the day into the close. Day is up 370 pts from yesterday's close (1.22%), first hour agrees. Entry ~30,223.00 | Stop 30,208.29 (15 pts, $29) | Target 30,273.25 (3.4R, $100) | 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 long from 15:25: hit STOP at 15:45 (-1.0R).
16:00, day over (MNQ.U26). Today: 1 heads-up, 1 confirmed (0 morning, 1 afternoon). - Setup D long 15:25: loss (-1.0R)