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 | 29,556.00 | 29,584.75 | 29,375.75 | loss (-1.0R) |
No trades this day.
The day opened at 29,698, ranged 366 points (29,376 to 29,742), and closed at 29,521 (-177 from the open). The high printed at 09:30 and the low at 10:15 ET.
The small 110-point gap filled at 09:35: yesterday's close (29,588) acted as the magnet the base rates say it is.
The morning rotated without committing: edges mattered, the middle did not.
The system made 1 call: 0 won, 1 lost, -1.0R in total (paper).
You took no trades this day.
| Level | Price | Status |
|---|---|---|
| PDH | 29,770.00 | fresh |
| ONH | 29,759.00 | fresh |
| IBH | 29,742.00 | fresh |
| OR15H | 29,742.00 | fresh |
| HOD | 29,742.00 | fresh |
| ON mid | 29,594.62 | reference |
| Prior close | 29,588.00 | reference |
| OR15L | 29,560.50 | broken (closed through) |
| VWAP | 29,545.64 | reference |
| PDL | 29,514.00 | broken (closed through) |
| ONL | 29,430.25 | tested 09:50 |
| IBL | 29,375.75 | fresh |
| LOD | 29,375.75 | fresh |
MNQ morning map, Wed Aug 19 (MNQ.U26) PDH 29,770 | PDL 29,514 | prior close 29,588 ONH 29,759 | ONL 29,430.25 | ON mid 29,594.62 Pre-open 29,719.75: above ON mid -> ONH usually breaks first (~76%). Gap +132 pts = 0.31 daily ATR (mid-size gap, ~25-40% fill). Daily ATR 425 | 5-min ATR 33 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 ONL 29,430.25. The 09:50 bar poked 22 pts through and closed back inside. If the next bar closes above 29,450.25, it's a go (long). Stop would be ~29,402.75 (68 pts, $136). ATR 57.
Setup A at ONL 29,430.25 confirmed at 09:55 but SKIPPED: skip: stop 93 pts is over 1.5x ATR (86)
10:30 read (MNQ.U26): first-hour body 0.59 (down) -> mode rotation. IB 29,375.75-29,742.00 (366 pts = 0.86 daily ATR; normal). Price 29,482.50 below VWAP 29,516.44; 21 over 9; VWAP crosses in hour one: 0. Rotation: Setup A at fresh outer levels; Setup B only on a clean IB break.
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, 0 confirmed.
13:00 afternoon read (MNQ.U26): price 29,559.50, above VWAP 29,548.60; first hour was down; morning mode rotation. Afternoon levels: day high 29,742 (+182) and day low 29,375.75 (-184). 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 34: stops 26-51 pts. Caps: 0/2 afternoon alerts. Flat by 15:55.
15:00 power hour (MNQ.U26): price 29,534.50, day down from the 29,698 open, below VWAP 29,546.60. Day high 29,742 / low 29,375.75. 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.
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 32 pts from yesterday's close (0.11%), first hour agrees. Entry ~29,556.00 | Stop 29,584.75 (29 pts, $58) | Target 29,375.75 (6.3R, $360) | 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 15:35 (-1.0R).
16:00, day over (MNQ.U26). Today: 1 heads-up, 1 confirmed (0 morning, 1 afternoon). - Setup D short 15:25: loss (-1.0R)