NQ Walk-Forward

Volatility (VIX)	98	VIX 14.2 (calm=greed)
Nasdaq momentum	69	^NDX above 125d MA
S&P momentum	73	^GSPC above 125d MA
VIX term structure	100	VIX term 1.44 (contango=calm)
Safe-haven demand	55	stocks vs bonds, 20d (stocks>bonds=greed)
Small-cap breadth	42	small-caps vs large 20d (small>large=risk-on breadth)
Junk-bond demand	54	junk vs quality bonds, 20d (junk>quality=greed)
Price strength	97	-0.7% from 52w high
Yield curve (10y-3mo)	70	10y-3mo +1.02pt (steep=healthy)
global_bonds	48	global vs US bonds 20d -0.5pt
Yen carry (USD/JPY)	38	USD/JPY 156.5, 10d -1.5% (yen strengthening=carry-unwind risk)
US dollar	56	USD 20d -0.6% (soft $=risk-on)
Gold (context)	82	gold 20d +5.3% (context, not in score — safe-haven vs debasement)
Oil (context)	99	crude 20d +16.2% (context, not in score — growth vs cost-shock)
Crypto risk appetite	74	crypto F&G 74 (Greed)
News tone	62	10 up / 6 down headlines

Free sources (Yahoo Finance · crypto F&G · Finnhub) · a market-mood LENS, not a trade signal · stored daily and fed to the RL to test whether it predicts NQ/ES. Extreme greed can precede pullbacks; extreme fear, bounces.

Portfolio — equity curve (all branches · 1 full contract each · broker-corrected · NQ+ES combined, cumulative $)

book	net	maxDD $	maxDD % (at the time)	= % now (if it recurs)
ALL branches (1 each · NQ+ES)	$20,291	$-7,023	-26.6%	-34.6%

Worst drawdown −$7,023 hit on 2026-09-01 (peak was $26,374 → −26.6% then). At today's $20,291 balance the same hit would be −34.6%.

Daily account total (all branches · 1 full contract each · NQ+ES · 49 trading days · scroll for history)

#	date	NQ Wick 66% win	NQ ORB 59% win	ES ORB 49% win	NQ yPOC 88% win	NQ Drift	ES Drift	ES yPOC	NQ EOD	day P&L 59% win days	week (week total)	account
49	2026-09-03	-40	+416	+304	+0	+98	+58	+0	+0	+835	-901	$20,586
48	2026-09-02	+192	+166	+162	+0	-602	+58	+130	+0	+106		$19,751
47	2026-09-01	+0	-2	-6	+0	+98	-602	+0	+0	-513		$19,645
46	2026-08-31	-140	-222	-113	+0	-590	-264	+0	+0	-1329		$20,158
45	2026-08-28	-1365	-713	-212	+0	-282	+58	+138	-35	-2413	-3663	$21,487
44	2026-08-27	-310	-48	-120	+0	+14	+1	+0	+0	-463		$23,900
43	2026-08-26	-60	+134	-212	-770	-1205	-140	+138	+0	-2116		$24,363
42	2026-08-25	-250	+97	-55	+680	+104	+190	-288	+900	+1378		$26,479
41	2026-08-24	+0	+0	+0	+0	+99	-147	+0	+0	-48		$25,101
40	2026-08-21	-840	-602	-63	+450	+85	+175	-325	+0	-1120	-604	$25,149
39	2026-08-20	+0	+248	+185	+0	FOMC	FOMC	+0	+230	+663		$26,270
38	2026-08-19	+0	FOMC	FOMC	+485	+100	+204	+175	+0	+963		$25,607
37	2026-08-18	-865	+161	-12	+0	-608	-405	+0	+0	-1730		$24,644
36	2026-08-17	-140	+211	+202	+570	+181	+59	-462	+0	+620		$26,374
35	2026-08-14	+0	+188	+72	+590	+211	+5	-438	+0	+629	+1108	$25,753
34	2026-08-13	+0	+434	+108	-1230	+100	+164	+0	+0	-425		$25,124
33	2026-08-12	+240	CPI	CPI	+0	+799	+245	+0	+0	+1284		$25,549
32	2026-08-11	-5	+271	+258	-1395	+98	+58	+250	+0	-466		$24,265
31	2026-08-10	+240	-328	-172	+0	+55	+58	+234	+0	+86		$24,731
30	2026-08-07	-205	-506	-22	+0	+98	+176	+244	+0	-216	+6483	$24,646
29	2026-08-06	+720	-8	-250	+0	+98	+58	+247	+0	+864		$24,861
28	2026-08-05	+240	+95	-35	+0	+98	+236	+275	+0	+909		$23,998
27	2026-08-04	+0	+1754	+998	+0	+98	+58	+0	+0	+2906		$23,089
26	2026-08-03	+240	+1145	+480	+0	+98	+58	+0	+0	+2020		$20,183
25	2026-07-31	-190	-780	-622	-1420	+789	+159	+222	+0	-1842	+2923	$18,163
24	2026-07-30	+480	+902	-258	+0	+1176	+58	+211	+0	+2568		$20,005
23	2026-07-29	+475	FOMC	FOMC	+614	+98	+58	-441	+0	+803		$17,437
22	2026-07-28	+0	-134	+104	+0	-602	+58	+189	+0	-386		$16,634
21	2026-07-27	+712	+536	+202	+596	+98	+58	-421	+0	+1781		$17,020
20	2026-07-24	+0	-1114	-156	+622	+98	+58	-419	+0	-911	+3134	$15,239
19	2026-07-23	+238	+474	-120	+0	+98	+58	+0	+498	+1244		$16,150
18	2026-07-22	+475	+12	-66	+640	-602	-150	-414	+0	-105		$14,906
17	2026-07-21	-392	+172	+140	+0	+971	+58	+0	+0	+947		$15,011
16	2026-07-20	+238	+718	+374	+650	+98	+305	-422	+0	+1960		$14,064
15	2026-07-17	+238	-174	-6	+0	-602	-602	+0	+0	-1146	+4518	$12,105
14	2026-07-16	+712	+520	+104	+0	+98	-250	+0	+0	+1185		$13,251
13	2026-07-15	+950	+752	-6	+684	+434	+178	+202	+0	+3194		$12,066
12	2026-07-14	+475	-146	+12	+0	+98	+58	+207	+0	+704		$8,872
11	2026-07-13	+475	+222	+212	+0	-602	+58	+217	+0	+581		$8,168
10	2026-07-10	+238	-576	-213	+740	-602	+45	+218	+0	-151	+789	$7,587
9	2026-07-09	+238	+272	+247	+0	+98	+182	+222	+0	+1258		$7,738
8	2026-07-08	+475	-852	-6	+0	+98	+58	+0	+0	-227		$6,480
7	2026-07-07	+0	+140	+37	+0	-602	-180	+0	+0	-605		$6,707
6	2026-07-06	+0	+160	+200	+0	+98	+58	+0	+0	+514		$7,312
5	2026-07-03	½day	½day	½day	½day	+98	+199	½day	+0	+296	+6798	$6,798
4	2026-07-02	+0	+2158	+440	+746	+98	+58	+242	+0	+3742		$6,501
3	2026-07-01	+475	-358	+140	+0	-602	-132	+258	+0	-221		$2,760
2	2026-06-30	-440	+1146	+442	+818	+98	+58	+272	+0	+2393		$2,981
1	2026-06-29	+238	-2	-688	+886	+98	+58	+0	+0	+588		$588

Strategy ranking

rank	net	active days
#1 NQ ORB	$6,939	44d
#2 NQ yPOC	$4,955	19d
#3 NQ Wick	$3,760	36d
#4 ES ORB	$2,010	44d
#5 NQ EOD	$1,592	4d
#6 ES yPOC	$661	29d
#7 ES Drift	$522	49d
#8 NQ Drift	$-148	49d

yPOC — prior-day value (NQ chop/range branch · first-touch fade off prior-day volume POC · ATR-scaled target · paper)

exit rule	n	win%	PF	net
fixed target (live)	19	79%	2.03	$4,980
trail 0.5×tgt (shadow)	0	0%	0.00	$0

Branch risk snapshot (auto weekly · drawdown / breakeven-win / drift concentration)

branch-risk snapshot (auto, weekly) — 2026-08-28 22:00 UTC

=== FORWARD PAPER sample (native 1-NQ / R) ===
  Wick (+12)             n=67  cum=   2,148 maxDD=  -4,685 win= 67% BE-win= 62% exp=    32 big=    238 worst=   -958
  ORB breakout           n=40  cum=  24,080 maxDD=  -7,332 win= 60% BE-win= 47% exp=   602 big= 10,792 worst= -5,568
  POC-today              n=36  cum=   7,690 maxDD=  -1,720 win= 83% BE-win= 66% exp=   214 big=    794 worst=   -897
  VWAP                   n=23  cum=    -319 maxDD=  -2,276 win= 65% BE-win= 66% exp=   -14 big=    758 worst= -1,770
  Sweep                  n=7   cum=   3,121 maxDD=       0 win= 86% BE-win= 61% exp=   446 big=    746 worst= -1,088
  ES-ORB                 n=41  cum=   8,235 maxDD=  -4,720 win= 49% BE-win= 39% exp=   201 big=  5,235 worst= -3,440

=== DRIFT ===
  Drift (forward)        n=45  cum=   8,925 maxDD= -33,868 win= 47% BE-win= 44% exp=   198 big= 10,768 worst=-12,212
  Drift (16yr, 150stop)  n=3265 cum= 399,848 maxDD= -36,905 win= 56% BE-win= 49% exp=   122 big= 16,588 worst= -3,012

  16yr drift: win 56%  avgWin $924  avgLoss $883  payoff 1.0:1  exp $122/night
  concentration: top 5% of nights = 181% of total profit; top 1% = 63%

Wick adaptive-target monitor (shadow · NEW variation vs live +12 · re-sim on 1m archive · paper, watch-before-flip)

variation	fwd net	win%	trades
live fixed +12	$-630	57%	68
adaptive (new)	$-1,050	57%	68
delta	$-420	8 trades differed

2yr backtest: adaptive +$23,140 vs fixed +$22,238 (68% vs 63% win, better OOS). Forward delta accumulates here — flip the live wick's adaptive_target flag when you're satisfied.

Wick clear-air runner monitor (shadow · roomy setups→+30, two-step stop: BE@+12 then lock+12@+20; coin-flips capped · vs live +12 · paper)

variation	fwd net	win%	trades
live fixed +12	$+5,020	71%	68
combined (new)	$+5,615	72%	68
delta	$+595	15 differed (11 runner, 21 cap)

2yr backtest: combined +21% net, win 63→66%, drawdown unchanged (roomy setups = clear-air ≥35pt to next obstacle → +30; rest stay +12). Small forward sample — let the delta build before flipping.

Today's high-impact US events (times in BST · now 12:14) ⚠ nfp

BST	event	forecast	previous	actual
13:30	Non-Farm Employment Change	55K	-23K	—
13:30	Average Hourly Earnings m/m	0.3%	0.1%	—
13:30	Unemployment Rate	4.1%	4.1%	—

Latest macro actuals (FRED)

Fed Funds (upper)

3.75 (Δ+0.00)

2026-09-03

CPI y/y

3.5%

2026-07-01

Core CPI y/y

2.8%

2026-07-01

Unemployment

4.10 (Δ-0.10)

2026-07-01

NFP change

-23k

2026-07-01

data archive: 80,176 1m bars · 2026-06-11..2026-09-04 · last bar 2026-09-04 07:14:00-04:00
WICK = validated/live-ready · ORB = marginal, paper-only on the cautious side (don't size it like the wick).