Futures

Volatility (VIX)	22	VIX 19.4 (calm=greed)
Nasdaq momentum	35	^NDX below 125d MA
S&P momentum	50	^GSPC below 125d MA
VIX term structure	71	VIX term 1.07 (contango=calm)
Safe-haven demand	20	stocks vs bonds, 20d (stocks>bonds=greed)
Small-cap breadth	55	small-caps vs large 20d (small>large=risk-on breadth)
Junk-bond demand	34	junk vs quality bonds, 20d (junk>quality=greed)
Price strength	88	-3.1% from 52w high
Yield curve (10y-3mo)	69	10y-3mo +0.96pt (steep=healthy)
global_bonds	28	global vs US bonds 20d -4.5pt
Yen carry (USD/JPY)	48	USD/JPY 157.8, 10d -0.2% (yen strengthening=carry-unwind risk)
US dollar	46	USD 20d +0.4% (strong $=risk-off)
Gold (context)	12	gold 20d -6.4% (context, not in score — safe-haven vs debasement)
Oil (context)	93	crude 20d +14.3% (context, not in score — growth vs cost-shock)
Crypto risk appetite	34	crypto F&G 34 (Fear)
News tone	62	8 up / 5 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)	$46,964	$-7,253	-14.0%	-15.4%

Worst drawdown −$7,253 hit on 2026-10-15 (peak was $51,636 → −14.0% then). At today's $46,964 balance the same hit would be −15.4%.

Daily account total (all branches · 1 full contract each · NQ+ES · 90 trading days · scroll for history)

#	date	NQ Wick 62% win	NQ ORB 54% win	ES ORB 49% win	NQ yPOC 77% win	NQ Drift	ES Drift	ES yPOC	NQ EOD	NQ pVWAP 56% win	NQ VA_MID	NQ Flag	ES Flag	day P&L 59% win days	week (week total)	account
90	2026-10-30	+0	-740	+282	+0	-620	-602	+0	+0	+0	+0	+0	+0	-1681	+518	$46,964
89	2026-10-29	+0	-364	-258	+0	-605	+60	+0	+0	+0	+0	+1550	-38	+345		$48,645
88	2026-10-28	+238	FOMC	FOMC	+485	+102	+118	+182	+0	FOMC	+0	+0	-112	+1012		$48,301
87	2026-10-27	-70	V3	-218	+500	+104	+63	+188	+0	+0	+0	+0	+175	+741		$47,289
86	2026-10-26	+0	+230	+57	+0	-677	-80	+0	+0	+0	+0	+560	+12	+102		$46,548
85	2026-10-23	+238	-426	-190	+490	-640	-457	+0	+55	+0	+490	+0	+0	-441	+43	$46,446
84	2026-10-22	+238	+1250	+22	+0	-603	-602	+0	+0	+0	+0	+0	+0	+303		$46,887
83	2026-10-21	-232	V3	-258	+0	+257	+63	+182	+0	+0	+0	+0	-50	-39		$46,584
82	2026-10-20	+238	+242	+107	-905	+98	+73	-409	+540	+0	+440	+0	+0	+423		$46,623
81	2026-10-19	-960	-728	-168	+0	+938	+290	+0	+0	+0	+0	+0	+425	-203		$46,200
80	2026-10-16	+238	+1824	+640	+0	-581	+106	-406	+0	+0	+0	+125	+75	+2021	-3882	$46,403
79	2026-10-15	+0	-832	-293	+390	CPI	CPI	+0	+0	+0	+0	+0	+0	-734		$44,383
78	2026-10-14	+0	CPI	CPI	+0	+101	+64	+0	+0	+0	+0	-3125	-112	-3073		$45,117
77	2026-10-13	+0	-570	-138	+0	-612	-60	-356	+0	+0	+0	-225	-125	-2087		$48,190
76	2026-10-12	+115	+64	+32	+0	+102	+63	+167	+0	+0	+0	-500	-50	-8		$50,277
75	2026-10-09	-238	-46	+202	+0	+102	+149	+0	+0	+0	+0	-125	+951	+995	+1884	$50,285
74	2026-10-08	-632	-426	+27	+380	FOMC	FOMC	+0	+0	+0	-770	-300	+0	-1721		$49,291
73	2026-10-07	+238	FOMC	FOMC	+0	-607	-355	+0	+0	FOMC	+0	+160	-59	-624		$51,012
72	2026-10-06	-258	-200	+7	+0	+102	+196	+0	+0	+0	+0	+688	+46	+582		$51,636
71	2026-10-05	-162	+542	+454	+0	+102	-45	+0	+0	+0	+0	+1092	+669	+2652		$51,054
70	2026-10-02	-205	-814	V3	+0	+892	+63	+0	+475	+0	+0	-802	+194	-199	+1373	$48,402
69	2026-10-01	+475	-936	+332	+0	+356	+63	+188	+0	+0	+0	-132	+91	+436		$48,601
68	2026-09-30	+238	+6	-260	+0	+98	+160	+0	+0	+0	+0	+2122	+264	+2627		$48,165
67	2026-09-29	+0	-436	-0	+0	-592	+80	-414	+0	+0	+0	+1638	+126	+400		$45,538
66	2026-09-28	-858	+32	-223	+0	-663	-337	+0	+0	+0	+0	+0	+158	-1891		$45,137
65	2026-09-25	+238	-604	-258	+0	+344	+92	+177	+0	+0	+385	+2832	+724	+3930	+14360	$47,028
64	2026-09-24	+475	+62	-248	+395	-597	-610	+0	+0	+1887	+395	+0	+0	+1758		$43,098
63	2026-09-23	+475	+62	+330	+0	+102	+63	+0	+0	+0	+0	+248	-124	+1154		$41,340
62	2026-09-22	-40	+278	V3	+0	+102	+63	+181	+0	+0	+0	+1500	+552	+2636		$40,186
61	2026-09-21	-262	+1586	+684	+0	+691	+279	+0	+0	+0	+0	+1048	+858	+4883		$37,551
60	2026-09-18	+0	-474	-206	+335	+166	+63	+176	+0	+1660	+335	+825	+100	+2980	+5091	$32,668
59	2026-09-17	+238	V3	-240	+0	FOMC	FOMC	+0	+0	+0	+0	+1215	+198	+1410		$29,689
58	2026-09-16	+0	FOMC	FOMC	-635	+386	+58	+0	+0	FOMC	+325	-550	-902	-1319		$28,279
57	2026-09-15	-148	+404	+72	-680	+98	-602	+0	+0	+0	+0	-518	+142	-1232		$29,598
56	2026-09-14	+0	+784	-206	+0	-645	+64	+0	+0	+0	+0	+3255	+0	+3253		$30,830
55	2026-09-11	-65	CPI	CPI	+0	+812	+64	+0	+0	+0	+0	+50	+221	+1082	+2463	$27,577
54	2026-09-10	-182	V3	-156	+0	+178	+3	+0	-270	+0	+0	+0	+48	-380		$26,495
53	2026-09-09	-630	-566	V3	+305	+139	-257	+0	+0	+1485	+297	+0	+0	+771		$26,876
52	2026-09-08	+222	+0	-33	-621	+123	+65	-332	+0	+1522	+304	+0	+0	+1251		$26,105
51	2026-09-07	-142	-48	-20	½day	+25	-75	½day	+0	+0	+0	+0	+0	-260		$24,854
50	2026-09-04	+475	+0	V3	-625	+113	-132	+0	+0	+0	+0	+0	-102	-272	-4587	$25,114
49	2026-09-03	-35	+416	+307	+0	+88	+50	+0	+0	+0	+0	-382	-381	+61		$25,387
48	2026-09-02	+198	-364	+234	+0	-654	+43	+130	+0	-798	-703	+272	-29	-1671		$25,325
47	2026-09-01	+0	-412	-186	+0	+102	-565	+0	+790	+0	+0	-68	-48	-385		$26,996
46	2026-08-31	-135	-132	-113	+0	-1181	-527	+0	+0	+0	+0	-232	+0	-2320		$27,381
45	2026-08-28	-1370	-692	-203	+0	-74	+140	+125	-35	+1652	+330	+0	-259	-385	+2188	$29,702
44	2026-08-27	-312	+16	-13	+0	+14	+1	+0	+0	+0	+0	+0	+45	-250		$30,087
43	2026-08-26	-542	V3	-260	-1540	-1205	-115	+124	+0	+1720	-701	+840	+191	-1488		$30,336
42	2026-08-25	-202	+136	-36	+1080	+626	+358	-281	+900	+0	+0	+538	+911	+4028		$31,824
41	2026-08-24	+0	-738	+0	+0	+219	-297	+0	+0	+0	+0	+1005	+95	+283		$27,796
40	2026-08-21	-840	-892	V3	+900	+173	+350	+146	+0	+2131	+426	-1370	-190	+833	+621	$27,514
39	2026-08-20	+0	+222	+0	+0	FOMC	FOMC	+0	+230	+0	+0	+1630	-84	+1998		$26,681
38	2026-08-19	+0	FOMC	FOMC	+970	+199	+408	+160	+0	FOMC	+492	-1198	-1252	-222		$24,684
37	2026-08-18	-870	+248	+7	+0	-1215	-810	+0	+0	+0	+0	+0	+0	-2640		$24,905
36	2026-08-17	-140	+146	+184	+570	+352	+119	+197	+0	-944	+533	+0	-365	+653		$27,545
35	2026-08-14	+0	+136	+80	+1180	+422	+25	-445	+0	-512	+563	+0	+96	+1545	+3863	$26,892
34	2026-08-13	+0	+420	+94	-2460	+217	+339	+0	+0	+0	+0	+0	+584	-807		$25,347
33	2026-08-12	+238	CPI	CPI	+0	+799	+245	+0	+0	+0	+0	-2560	+205	-1073		$26,154
32	2026-08-11	-40	+244	+232	-745	+98	+58	+229	+0	+2925	+585	-508	-19	+3060		$27,227
31	2026-08-10	+475	-358	-198	+0	+55	+58	+234	+0	-90	+614	+20	+329	+1138		$24,168
30	2026-08-07	-510	V3	-40	+0	+98	+176	+244	+0	+0	+0	+3180	-65	+3082	+5275	$23,029
29	2026-08-06	+712	+4	-238	+0	+98	+58	+247	+0	+0	+0	-1500	+0	-619		$19,947
28	2026-08-05	+238	+100	-58	+0	+98	+236	+248	+0	-3561	+654	+0	+305	-1740		$20,567
27	2026-08-04	+0	+1920	+1044	+0	+98	+58	+0	+0	+0	+0	+0	+452	+3572		$22,307
26	2026-08-03	+238	+1186	+467	+0	+98	+58	+0	+0	+0	+0	-1065	+0	+980		$18,734
25	2026-07-31	-185	-978	-623	-1420	+789	+159	+222	+0	+3023	+604	+0	+0	+1592	+2445	$17,754
24	2026-07-30	-482	+882	-288	+0	+1176	+58	+211	+0	+0	+0	+0	+0	+1556		$16,162
23	2026-07-29	+475	FOMC	FOMC	+614	+98	+58	-441	+0	FOMC	+547	+0	+0	+1350		$14,606
22	2026-07-28	+0	-136	+102	+0	-602	+58	+189	+0	+0	+0	+0	+0	-391		$13,256
21	2026-07-27	+712	+528	+204	+596	+98	+58	-421	+0	-3961	+524	+0	+0	-1662		$13,647
20	2026-07-24	+0	V3	-156	+622	+98	+58	-419	+0	+0	+0	+0	+0	+203	+4248	$15,309
19	2026-07-23	+238	+474	-120	+0	+98	+58	+0	+498	+0	+0	+0	+0	+1244		$15,106
18	2026-07-22	+475	+12	-66	+640	-602	-150	-414	+0	+0	+0	+0	+0	-105		$13,862
17	2026-07-21	-392	+172	+140	+0	+971	+58	+0	+0	+0	+0	+0	+0	+947		$13,967
16	2026-07-20	+238	+718	+374	+650	+98	+305	-422	+0	+0	+0	+0	+0	+1960		$13,020
15	2026-07-17	+238	-174	-20	+0	-602	-602	+0	+0	+0	+0	+0	+0	-1162	+4530	$11,061
14	2026-07-16	+712	+520	+104	+0	+98	-250	+0	+0	+0	+0	+0	+0	+1185		$12,222
13	2026-07-15	+950	+752	+22	+684	+434	+178	+202	+0	+0	+0	+0	+0	+3222		$11,037
12	2026-07-14	+475	-146	+12	+0	+98	+58	+207	+0	+0	+0	+0	+0	+704		$7,815
11	2026-07-13	+475	+222	+212	+0	-602	+58	+217	+0	+0	+0	+0	+0	+581		$7,112
10	2026-07-10	+238	-576	V3	+740	-602	+45	+218	+0	+0	+0	+0	+0	+62	+745	$6,530
9	2026-07-09	+238	+272	+247	+0	+98	+182	+222	+0	+0	+0	+0	+0	+1258		$6,468
8	2026-07-08	+475	-852	-263	+0	+98	+58	+0	+0	+0	+0	+0	+0	-484		$5,210
7	2026-07-07	+0	+140	+37	+0	-602	-180	+0	+0	+0	+0	+0	+0	-605		$5,695
6	2026-07-06	+0	+160	+200	+0	+98	+58	+0	+0	+0	+0	+0	+0	+514		$6,300
5	2026-07-03	½day	½day	½day	½day	+98	+199	½day	+0	+0	+0	+0	+0	+296	+5786	$5,786
4	2026-07-02	+0	+2158	+440	+746	+98	+58	+242	+0	+0	+0	+0	+0	+3742		$5,489
3	2026-07-01	+475	-358	+140	+0	-602	-132	+258	+0	+0	+0	+0	+0	-221		$1,748
2	2026-06-30	-440	+1146	+442	+818	+98	+58	+272	+0	+0	+0	+0	+0	+2393		$1,969
1	2026-06-29	+238	-1014	-688	+886	+98	+58	+0	+0	+0	+0	+0	+0	-424		$-424

Strategy ranking

rank	net	active days
#1 NQ Flag	$11,232	41d
#2 NQ pVWAP	$8,140	15d
#3 NQ VA_MID	$6,671	22d
#4 NQ yPOC	$5,344	32d
#5 ES Flag	$4,876	50d
#6 NQ ORB	$4,684	72d
#7 NQ EOD	$3,182	9d
#8 ES ORB	$1,631	73d
#9 NQ Wick	$1,540	67d
#10 ES yPOC	$1,228	42d
#11 ES Drift	$-779	86d
#12 NQ Drift	$-785	86d

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)	32	75%	1.95	$6,559
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) — 2026-10-30 22:00 UTC

=== FORWARD PAPER sample (native 1-NQ / R) ===
  Wick (+12)             n=124 cum=     820 maxDD=  -6,650 win= 61% BE-win= 60% exp=     7 big=    238 worst= -1,112
  ORB breakout           n=79  cum=  13,172 maxDD= -25,730 win= 54% BE-win= 51% exp=   167 big= 10,792 worst= -5,568
  POC-today              n=79  cum=   7,240 maxDD=  -1,720 win= 75% BE-win= 65% exp=    92 big=    794 worst=   -897
  VWAP                   n=47  cum=     729 maxDD=  -2,276 win= 68% BE-win= 67% exp=    16 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=78  cum=   7,318 maxDD=  -4,950 win= 49% BE-win= 44% exp=    94 big=  5,222 worst= -3,440

=== DRIFT ===
  Drift (forward)        n=89  cum= -23,075 maxDD= -53,270 win= 46% BE-win= 49% exp=  -259 big= 10,768 worst=-15,348
  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%

Today's high-impact US events (times in GMT · now 23:53)

GMT	event	forecast	previous	actual
no scheduled high-impact US releases today

Latest macro actuals (FRED)

Fed Funds (upper)

4.00 (Δ+0.00)

2026-11-01

CPI y/y

4.0%

2026-09-01

Core CPI y/y

2.8%

2026-09-01

Unemployment

4.20 (Δ+0.10)

2026-09-01

NFP change

+29k

2026-09-01

data archive: 135,795 1m bars · 2026-06-11..2026-11-01 · last bar 2026-11-01 18:52:00-05:00
WICK = validated/live-ready · ORB = marginal, paper-only on the cautious side (don't size it like the wick).