Market Intelligence

TL;DR: NQ/ES/RTY sold off intraday (IB broke Down); YM diverged Up — gap-up session faded, midday bear thesis largely played out. All prediction scores pending final CSV flush.

Data as of: 16:30 ET · liveSession NQ/ES/YM/RTY all fresh (~0.4m) · GEX SPY/QQQ fresh (~1-2m) · ⚠ gex_IWM stale (267m) — IWM/RTY gamma levels discounted · gex_DIA absent · RTH CSV not yet flushed — all session data is Redis_live (partial); treat as near-final, not authoritative close

PRIOR BRIEF THREAD — MIDDAY (12:02 ET)

Midday brief called bearish continuation with NQ/ES/RTY IB broke Down; afternoon lean short toward NQ 30,146 half-gap. YM divergence (BrokeUp) noted as squeeze risk.

• Scenario 405 — PM Continuation Short, NQ IB Low Retest Rejection: expired — window closed without confirmed retest entry. NQ extended lower (current ~30,302, -370 pts below IB low 30,672) so the directional thesis was correct, but the specific retest trigger never fired cleanly.
• Scenario 407 — ES Half-Gap Continuation Short: triggered — price entered the entry zone (7,605–7,615); ES currently ~7,583, below the trigger. Target 1 at 7,511 (half-gap) not yet confirmed reached per available data.
• Scenario 406 — Failed Breakdown / IB Reclaim Long (Anti-Thesis): invalidated — NQ never reclaimed IB low 30,672.5; bear thesis held.

SESSION DATA SUMMARY

⚠ All session data is source = Redis_live (sessionPhase: Closed). RTH CSV not yet flushed. Values below are near-final but NOT authoritative closes — daily direction vs prior close cannot be confirmed until CSV flush.

• NQ (partial): Open 30,831.75 · High 30,975.50 · Low 30,272.25 · Last 30,302 · Range 703.25 pts (~1.40× ATR14 501.6) · IB 30,672.5–30,889 (216.5 pts, Wide) · IB broke Down · rthReturn -1.71% intraday body. Gap-up-and-fade session: opened +838 pts above prior RTH close (29,463), rallied to 30,975, then sold off ~700 pts through the close.
• ES (partial): Open 7,622.50 · High 7,636.75 · Low 7,578 · Last 7,583 · Range 58.75 pts (~0.40× ATR14 148.75) · IB 7,612.25–7,636.75 (24.5 pts, Narrow) · IB broke Down · rthReturn -0.60% intraday body. Tighter range than NQ — ES showed more containment but directionally aligned.
• YM (partial): Open 51,759 · High 52,233 · Low 51,743 · Last 52,024 · Range 490 pts (~0.60× ATR14 816.7) · IB 51,911–52,142 (231 pts) · IB broke Up · rthReturn +0.18% intraday body. Dow divergence held all session — YM was the lone bull while NQ/ES/RTY faded.
• RTY (partial): Open 2,994.40 · High 3,012.90 · Low 2,959.50 · Last 2,962.60 · Range 53.40 pts (~0.67× ATR14 79.8) · IB 2,982.6–3,012.9 (30.3 pts) · IB broke Down · rthReturn -1.13% intraday body. Small-cap underperformed — largest % decline of the session on the intraday body.

Session Shape: Broad gap-up open (+1.4–2.85% across instruments), immediate fade from session highs. NQ/ES/RTY IB broke Down by noon. YM outlier, held green. Short-gamma dealer environment (all three GEX reads: short_gamma) likely amplified the intraday move in both directions.

AI MODEL SCORECARD

⚠ All `predictionAccuracy.todayPredictions` entries show `actual: "pending"` and `correct: null` — RTH CSV not yet flushed. Scorer has not run. No checkmarks can be assigned. Grades below are PENDING.

• Directional Thesis (NQ/ES → Bullish): Predicted Bullish · Actual: Pending · Grade: —
  Context: Session opened with massive gap-up (+1.67× ATR on NQ), but intraday body was negative (-1.71% NQ). Whether daily direction (vs prior RTH close 29,463) is Up or Down depends on final close vs that level — NQ last ~30,302 is still well above prior close, so the daily direction is likely Up on the day vs prior close. Scorecard will confirm. Historical base rate: directional thesis 47.3% accuracy (n=74, 30d).
• IB Direction (NQ predicted Up 99% / ES predicted Up 100%): Predicted Up · Actual: Down (both IB broke Down per ibState) · Grade: Pending scorer run, but actual IB direction is confirmed Down — prediction was wrong. Historical base rate: IB direction 44.6% accuracy (n=74, 30d).
• Session Type (ES: Range 77% / NQ: Trend 45%): Actual: Pending · Grade: —
  Context: NQ range was 703 pts (~1.4× ATR) — leans Trend day territory. ES range was 58.75 pts (~0.4× ATR) — leans Range day. Mixed outcome likely. Historical base rate: session type 21.6% accuracy (n=74, 30d) — the model's weakest signal.
• Key Levels (IB High, IB Low, Prior Close — NQ/ES): Actual: Pending · Grade: —
  Context: IB Low was broken (Down) on both NQ and ES — those "touch" predictions likely score ✅. Prior Close touch on NQ (29,463) — NQ never approached that level today given the gap. Historical base rate: key level 51.4% accuracy (n=222, 30d).
• IB Direction graded from ibState (mechanical):
  • NQ: ML predicted None (0% confidence) · Actual Down · No prediction to grade
  • ES: ML predicted None (0% confidence) · Actual Down · No prediction to grade
  • YM: ML predicted None (0% confidence) · Actual Up · No prediction to grade
  • RTY: ML predicted None (0% confidence) · Actual Down · No prediction to grade
  ML models were offline today (lastSessionDate: 2026-06-11 — data lag). IB direction predictions cited in predictionAccuracy (Up 99%/100%) came from pre-session briefs using prior data, not today's live ML run.

Rolling Base Rates (30d, for context):

• Directional thesis: 47.3% (n=74) — near coin flip
• IB direction: 44.6% (n=74) — below coin flip; today's Up call vs Down actual continues that trend
• Key levels: 51.4% (n=222) — marginally above coin flip
• Session type: 21.6% (n=74) — weakest model output; use for context only

SIGNAL & TRADE PERFORMANCE

(Simulated paper trades from live signals — not broker executions.)

• Scanner signals fired: 355 across 7 signal types. UOA_Sweep dominated at 250 of 355.
• Target-hit rate: 0.2% (1/470 closed trades). This is the honest edge metric for today.
• Exit breakdown: Stop-hits 0; EOD timeouts 469 (positive drift: 4 · negative drift: 1 · flat: 464). The overwhelming majority of trades timed out flat — today was a whipsaw/gap environment where signals were entered but price didn't travel to targets.
• Total PnL across closed paper trades: +69.49 pts. The single target hit on UOA_Sweep drove all of it.
• Top type by target-hit rate (≥5 closed trades): UOA_Sweep — 1/349 target hits (0.3%). No other type reached a target. UOA_Block, UOA_Unusual, UOA_HighIV: all 0/30-50 target hits.
• Notable context: IWM dual high-conviction Short sweeps (95% confidence, $280/$281 puts) fired on the highest-volume UOA of the day. RTY broke Down intraday consistent with the bearish IWM flow — but the paper book's entry/exit mechanics timed out rather than hitting the put targets (these were multi-week options, not same-day structures).

FORWARD-LOOKING DATA

🗓️ CRITICAL CATALYSTS — NEXT 24 HOURS

• Tue 22:00 ET · GB · CPI y/y (cons 3.0%, prior 2.8%) — in ~5.5h. Hot print = USD strength, equity headwind overnight.
• 🔥 Wed 10:00 ET · US · Federal Funds Rate (cons 3.75%, prior 3.75%) — in ~17.5h. No cut expected.
• 🔥 Wed 10:00 ET · US · FOMC Economic Projections — in ~17.5h. Dot plot is the vol event.
• 🔥 Wed 10:00 ET · US · FOMC Statement — in ~17.5h.
• 🔥 Wed 10:30 ET · US · FOMC Press Conference — in ~18h. Powell tone on cuts timeline is the market-mover.
• Wed 14:45 ET · NZ · GDP q/q (cons 0.8%, prior 0.2%) — in ~22h. Minor for US equities.
• Thu 22:00 ET · GB · Claimant Count Change (cons 25.8K, prior 26.5K)
• Thu 23:30 ET · CH · SNB Policy Rate (cons 0.00%, prior 0.00%)

FUTURES KEY LEVELS ROLLING FORWARD (for Wed prep)

• NQ: Today's session range ~30,272–30,975 becomes tomorrow's reference. Prior close rolling to ~30,302 (pending CSV). GEX call wall 30,730 · put wall 29,069 · short-gamma regime = amplified moves. ATR14 = 501.6 pts.
• ES: Session range ~7,578–7,636. GEX call wall 7,634 · put wall 7,381 · short-gamma. ATR14 = 148.75 pts. Half-gap 7,511 (68% touch probability) was the midday target — watch if it becomes support or magnet tomorrow.
• YM: IB broke Up, closed ~52,024. Dow strength vs NQ weakness = rotation signal. ATR14 = 816.7 pts.
• RTY: IB broke Down, last ~2,962. Below IB low 2,982.6 — watch GEX put wall 2,923 as next support. IWM institutional put sweep (95% conviction, $280/$281 Jul-17) remains open — multi-week bearish positioning on small-caps.

UO