What the routine saw at each scheduled review, whether or not it produced a signal.
At 16:37 UTC the US market is split. The S&P 500 cash (7783) sits 1.42 ATR above its 20-day average, the Nasdaq 100 (31007) 2.27 ATR above, while the Dow (51059) is 1.18 ATR below it, with…
Learn more →US index futures are lower this morning: the S&P 500 contract is down 0.53% from yesterday's cash close as oil and Treasury yields keep rising. Applying that change to the cash close gives…
Learn more →No new idea this morning, by design: at 06:30 UTC US cash markets are seven hours from the open and pre-market liquidity is too thin to set levels. No positions are open and no reviews are…
Learn more →At 16:35 UTC we screened 15 instruments on cash prices. The session is mildly defensive: US 500 7,795 (-0.3%), US Tech 100 31,092 (-0.4%), US 30 51,181 (-0.7%), VIX 15.4 (+2.5%)…
Learn more →At 10:52 UTC futures were lower: the S&P 500 estimate is 7,799 (-0.25% from the cash-close futures print), the Nasdaq 100 31,048 (-0.56%) and the Dow 51,258 (-0.51%). Basis stable around…
Learn more →Morning review at 06:30 UTC: no new ideas by design, because US cash opens at 13:30 UTC and pre-market liquidity distorts any level. Overnight futures barely moved: S&P 500 -0.02%, Nasdaq…
Learn more →US equities extend higher: US 500 at 7832.91 and US Tech 100 at 31291 (16:35 UTC), VIX 15.13 and easing, 10-year yield 5.27%. The Dow lagged but still rose to 51672 at 13:40 UTC, through…
Learn more →At 10:52 UTC the index futures are all higher: ES 7849.25 (+0.24% on the cash-close anchor), NQ 31448.75 (+0.36%), YM 51820 (+0.46%). VIX is 15.36, unchanged. Applying those moves to…
Learn more →Morning review, 06:30 UTC: by method no new ideas open at this hour, since US cash opens at 13:30 UTC and pre-market pricing is too thin. Index futures are mildly higher overnight: Dow…
Learn more →At 16:36 UTC we screened 15 instruments on cash prices. The session is mildly risk-on: S&P 500 at 7,767 (+0.6%, near the 7,779-7,782 September highs), VIX 15.5. The split is the story: the…
Learn more →At 11:00 UTC the US index futures are giving back about 0.2% from Friday's cash-close print, and the VIX is at 16.3 (+1.6%), so the volatility filters are clear. Cash levels are estimated…
Learn more →At 06:30 UTC US futures are slightly lower: S&P 500 futures -0.13% against Friday's 20:00 UTC print, which puts the estimated cash index at about 7,713, 0.60 ATR above its 20-day average…
Learn more →Weekly review, 28 Sep - 2 Oct. Three ideas were published this week: US 30 short (28 Sep) and WMT short twice (30 Sep, 1 Oct). None of them filled. All three expired the same day without…
Learn more →US 500 trades at 7,721.7 (16:35 UTC, cash), +0.72% on the day and +0.72 ATR14 above its 20-day mean of 7,671.3 (ATR14 69.6). VIX is 15.6, down 5%. Five of fifteen instruments sat inside the…
Learn more →At 11:00 UTC the US index futures are up 0.44-0.66% from the cash close, with VIX at 15.97, well below the 25 threshold. Estimated cash prices are built from each future's move since the…
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