Performance terminal

📊 Weekly NQ Trade Desk Self-Grade

NQ-only scalp audit for Jul 6–Jul 10, 2026 ET. Score reflects 5m/15m/30m/60m horizon outcomes; raw GEX/options-positioning details remain internal.

Journal coverage: 357 reports seen lifetime; 59 unique weekly NQ reports evaluated; 236 graded horizon outcomes; 0 pending windows excluded.

Setups graded

Unique weekly NQ reports; 236 graded horizons

A/B outcome rate

36.0%

85 of 236 graded outcomes

Target-hit rate

44.1%

Directional target level reached before horizon close

Invalidation / stop-hit

14.4%

Opposing level touched across graded horizons

Directional accuracy

49.2%

Move direction aligned with call bias proxy

Avg MFE

45.6 pts

Average favorable excursion where available

Avg MAE

51.7 pts

Average adverse excursion where available

Avg R multiple

Missing

Risk unit / trade sizing not present in journal

Horizon Performance

Directional accuracy, target hits, invalidations, and excursions by forecast horizon. Labels include status text and do not rely on color alone.
Horizon	Graded	Directional Accuracy	Target Hit	Invalidation Hit	Avg MFE	Avg MAE	Assessment
5m	59	50.8%	37.3%	8.5%	23.1 pts	25.2 pts	Weak edge
15m	59	47.5%	40.7%	10.2%	38.1 pts	39.9 pts	Weak edge
30m	59	47.5%	47.5%	16.9%	53.4 pts	60.2 pts	Weak edge
60m	59	50.8%	50.8%	22.0%	67.8 pts	81.4 pts	Weak edge

Experimental Strategy Agents

Separately graded strategy modules. Keep, upgrade, or delete agents based on directional rate, score, and excursion balance after enough samples.
Strategy Agent	Outcomes	Directional	Avg Score	Avg MFE	Avg MAE
No strategy-agent grades yet. New strategy-tagged reports will populate this table after 5m/15m/30m/60m windows mature.

Setup Types

Best and worst setup buckets from available fields.
Type	Outcomes	Target Hit	Avg Score
Bear/Neutral / balanced	128	50.8%	65.3
Bull / balanced	108	36.1%	69.4

No-Trade Condition Quality

No explicit no-trade field exists in the journal. Proxy assessment uses weak directional/target evidence and elevated invalidation risk. Quality: Needs improvement.

Missing: formal no-trade labels, confidence score, stop distance, and R-multiple fields.

Data Completeness

Available: grade, trend proxy, stretched flag, support/resistance hits, MFE/MAE, horizon moves, and forward strategy-agent tags. Missing: execution fills, slippage, and true tick/100t bars. Pending windows this week: 0.

What Worked

Automated journal and grading pipeline produced a usable weekly audit without exposing raw positioning internals.
Best available setup bucket: Bear/Neutral / balanced with 50.8% target-hit rate.
Longer horizon rows highlight whether calls matured beyond first-noise reactions.

What Failed

Formal R-multiple, stop-distance, and execution/slippage fields are still missing from the journal.
Worst available setup bucket: Bull / balanced with 36.1% target-hit rate.
Repeated pending rows in the raw grade log require deduplication during dashboard aggregation.

Adjustments for Next Week

Log explicit setup type, confidence, stop distance, target distance, and R multiple for every report.
Penalize or suppress setup buckets whose target-hit rate falls below 40% over the rolling week.
Keep raw GEX/options details internal, but add a simple confluence tag for post-trade scoring.
Weight 5m/15m/30m evidence highest; treat 60m as context rather than the default hold window.