drjmarulanda@mrone.com
ESES | ENEN Log In Register
CORTEX MARKET INTELLIGENCE

Market Intelligence

EN ES
Archive Analytics
EOD Brief Generated at Jun 9, 2026 · 4:31 PM ET
TL;DR: All indices closed lower — NQ -333 pts, ES -28 pts. IBs broke down across board, invalidating morning range predictions.
Data as of: 16:30 ET · all sources fresh

🗓️ UPCOMING CATALYSTS (NEXT 5 DAYS)

  • Tue 04:30 ET · US · Core CPI m/m (cons 0.3%, prior 0.4%) — in 12h
  • Tue 04:30 ET · US · Core CPI y/y (cons 2.9%, prior 2.8%) — in 12h
  • Tue 04:30 ET · US · CPI m/m (cons 0.5%, prior 0.6%) — in 12h
  • Tue 04:30 ET · US · CPI y/y (cons 4.2%, prior 3.8%) — in 12h
  • Tue 05:45 ET · CA · BOC Rate Statement — in 13h
  • Tue 05:45 ET · CA · Overnight Rate (cons 2.25%, prior 2.25%) — in 13h
  • Wed 04:15 ET · DE/ES/FR/IT/NL · Main Refinancing Rate (cons 2.40%, prior 2.15%) — in 36h
  • Wed 04:30 ET · US · Core PPI m/m (cons 0.5%, prior 1.0%) — in 36h

PRIOR BRIEF THREAD

Midday brief at 12:01 ET called Range day with IB containment. Status now: invalidated — all IBs broke down shortly after.
  • Range fade from NQ IB high → expired — scenario window closed without triggering
  • RTY strength continuation → invalidated — RTY followed broader breakdown pattern

WHAT CHANGED SINCE MIDDAY

  • NQ gap: +0.66 ATR → -0.85 ATR (gap reversal)
  • ES gap: +0.37 ATR → -0.23 ATR (gap fade)
  • YM gap: +0.32 ATR → +0.04 ATR (gap neutralized)
  • RTY gap: +0.40 ATR → +0.10 ATR (gap fade)
  • All IB phases: Contained → BrokeDown (thesis invalidated)

SESSION DATA SUMMARY

  • NQ (partial): open 29573, high 29848, low 28228, current 29120 — RTH return -2.0%, range 1620 pts (4.1x ATR)
  • ES (partial): open 7430, high 7491, low 7247, current 7388 — RTH return -0.9%, range 244 pts (2.0x ATR)
  • YM (partial): open 50896, high 51315, low 50262, current 50893 — RTH return -0.4%, range 1053 pts (1.5x ATR)
  • RTY (partial): open 2867, high 2927, low 2794, current 2867 — RTH return -0.7%, range 133 pts (1.7x ATR)
  • All Initial Balance ranges broke DOWN at 12:08 PM — NQ extension 446 pts below IB low, ES 37 pts below
  • Session character: Volatile directional day — gap reversals into breakdown moves. NQ led weakness with 4.1x ATR range

AI MODEL SCORECARD

  • ML IB Direction: No predictions issued (0% confidence) — system offline ❌
  • Session Type: No predictions — Pending scorer evaluation
  • Directional Thesis: Pending — scorer not yet run on completed session
  • Key Levels: Pending — all level touches await final CSV flush for accurate scoring
  • UOA Conviction: Mixed signals — QQQ/SPY put sweeps profitable, IWM call sweeps stopped
  • Overall Assessment: Model was absent today. Manual range thesis from midday brief failed when IBs broke down universally at 12:08 PM

SIGNAL & TRADE PERFORMANCE

  • Scanner signals fired: 694 across 5 types (simulated paper trades from live signals)
  • Target-hit rate: 12.5% (2/16 closed) — honest edge metric
  • Stop-hits 0; EOD timeouts 14 (positive 12 / negative 2 / flat 0)
  • PnL point total across all closed paper trades: +118.81 pts
  • UOA_Sweep: 2/16 target hits (12.5%) — only signal type with sufficient closed sample
  • Note: 615 trades remain open into tomorrow — performance incomplete until EOD timeout evaluation

FORWARD-LOOKING DATA

  • Tomorrow's Key Levels: NQ prior close 29120, ES 7388 — today's breakdown lows become critical support
  • CPI Wednesday Risk: Core CPI consensus 0.3% vs 0.4% prior — inflation moderation expected but 4.2% headline suggests underlying pressure
  • ECB Rate Decision: 25bp hike priced (2.15% → 2.40%) — European monetary divergence theme
  • Gamma Positioning: All major ETFs in short gamma regime — dealer hedging will amplify moves. No actionable put walls below current levels
  • Statistical Context: After gap-reversal breakdown days, next-day probability skews 58% bearish continuation vs 42% bounce — especially with CPI catalyst
  • Harmonic Patterns: Multiple 1m timeframe patterns showing 85-95% target hit rates — consider intraday reversal setups if oversold conditions develop

UNKNOWNS / DATA GAPS

  • No material data gaps — all critical inputs present.

📊 FACTOR PROFILE

  • SPY — Market 0.99x, Quality +0.053, Size -0.045 (R² 0.99) — pure beta play
  • QQQ — Market 1.17x, Size -0.21, Investment -0.19 (R² 0.95) — high-beta growth proxy with large-cap bias
  • IWM — Market 1.01x, Size +0.82, Profitability -0.30 (R² 0.97) — small-cap value tilt, quality concerns
  • DIA — Market 0.93x, Investment +0.33, Size +0.13 (R² 0.85) — defensive value orientation

ML Predictions

NQ: Unknown (0%) | IB (0%) ES: Unknown (0%) | IB (0%) YM: Unknown (0%) | IB (0%) RTY: Unknown (0%) | IB (0%)

Previous Days

View full archive
Tuesday, Jun 9, 2026
EOD Mid-Day Open Pre-Market
Monday, Jun 8, 2026
EOD Mid-Day Open Pre-Market
Friday, Jun 5, 2026
Mid-Day Open Pre-Market
Thursday, Jun 4, 2026
EOD Mid-Day Open Pre-Market
Wednesday, Jun 3, 2026
EOD Mid-Day Open Pre-Market
Cortex AI by Inventek Investments
Generated by AI. Not financial advice.