Case file · SIG-4821CONFIRMED
MNQU6LONG
ICT OTE/FUTURES
87
conviction
Entry
23,392.50
Stop
23,361.25
Target
23,470.00
Evidence 4/5
OPEN
bar 14:35detect +2.14sCME
Command Center
Automated paper-trading surveillance · CME micro futures & index options
Realized todayPaper ledger
+$284.50
9 cases closed
Open exposureLive
+$547.50
3 paper positions
Conviction rateRolling
61.4%
Expectancy 0.41R · PF 1.87
Execution modeLocked
AUTO PAPER ONLY
Live trading disabled · 310 tests passing
Market session
CME Globex — Equity Index
3:04next scan
Opens17:00 CT (prev day)
Closes16:00 CT
Last scan14:35 UTC
Cadence5m close + 2s
Regular trading hours. Scanner aligned to 5-minute close + 2s.
Data freshness
Kraken CME native 5m
5m bar age21s / 60s limit
Quote age3s / 30s limit
Bridge latency
41 ms
Watcher uptime
63h 14m
Realized P&L
Paper ledger · simulated fills
Today
+$284.50
9 trades closed
Week
+$833.00
PF 1.87
Unrealized
+$547.50
3 open positions
Win rate
61.4%
Expectancy 0.41R
Futures watchlist
Kraken CME native 5m
MNQU6
Micro E-mini Nasdaq-100 · Sep 26
H 23,461.50 · L 23,180.00 · spr 0.25
23,418.25
+142.75 (+0.61%)
bar 21s
MESU6
Micro E-mini S&P 500 · Sep 26
H 6,438.75 · L 6,401.25 · spr 0.25
6,412.50
-8.25 (-0.13%)
bar 21s
MBTQ6
Micro Bitcoin Futures · Aug 26
H 118,610.00 · L 115,220.00 · spr 5
117,845.00
+1,936.00 (+1.67%)
bar 27s
Live signal feed
Emitted on 5-minute close · auto paper re-check
Case file · SIG-4820CONFIRMED
MBTQ6SHORT
Silver Bullet/FUTURES
74
conviction
Entry
118,240.00
Stop
118,760.00
Target
117,180.00
Evidence 3/4
WIN+$230.00
bar 14:30detect +1.98sCME
Case file · SIG-4819CONFIRMED
MESU6LONG
AMD/FUTURES
68
conviction
Entry
6,398.75
Stop
6,390.50
Target
6,419.25
Evidence 3/4
LOSS-$125.00
bar 14:20detect +2.26sCME
Case file · SIG-4818CONFIRMED
NDXCALL
Breakout/OPTIONS
81
conviction
Entry
12.40
Stop
9.10
Target
19.80
Evidence 4/4
WIN+$165.00
bar 14:15detect +2.05sOPT
Current paper positions
Simulated fills · no capital at risk
| Instrument | Dir | Qty | Entry | Mark | Stop | Target | Unrealized |
|---|---|---|---|---|---|---|---|
MNQU6 ICT OTE | LONG | 2 | 23,392.50 | 23,418.25 | 23,361.25 | 23,470.00 | +$103.00 |
MBTQ6 Silver Bullet | SHORT | 1 | 118,240.00 | 117,845.00 | 118,760.00 | 117,180.00 | +$39.50 |
NDX 23400C Breakout | CALL | 3 | 12.40 | 13.75 | 9.10 | 19.80 | +$405.00 |
Strategy validation progress
Phase 2 — Paper validation
Validation trades262 / 400
Days running41 / 60
Win rate (min 55%)61.4%
Profit factor (min 1.5)1.87
Performance by setup
Rolling paper validation window
ICT OTEFUTURES
+$682.50
66.2% · 68t · 21.4R
AMDFUTURES
+$318.25
57.4% · 54t · 9.8R
Silver BulletFUTURES
+$441.00
63.4% · 41t · 14.2R
BreakoutOPTIONS
+$264.75
59.5% · 37t · 8.1R
BreakdownOPTIONS
+$74.50
51.7% · 29t · 2.4R
Trend ContinuationOPTIONS
+$198.25
60.6% · 33t · 6.7R
Evidence board · latest case
SIG-4821 · MNQU6
Displacement leg+20
OTE 0.62–0.79+25
FVG alignment+20
Session bias+12
Volume delta+10
Cases below the conviction floor are journaled as INVALIDATED and never routed to the paper executor.
Recent system incidents
Watcher, bridge and executor events · last 24 hours
INFO14:35 UTCscanner
Scan cycle completed in 1.94s · 3 symbols · 1 signal emitted
WARN14:12 UTCkraken-bridge
Websocket reconnect after 1 missed heartbeat (recovered in 820ms)
INFO13:50 UTCpaper-exec
SIG-4814 expired — limit unfilled within 2-bar validity window
WARN12:41 UTCkraken-bridge
Bar age reached 46s (limit 60s) — scan proceeded with stale-tolerance guard
ERROR11:58 UTCoptions-chain
Chain snapshot timeout for IWM — retried successfully after 2s
INFO09:30 UTCwatcher
Session open detected — strategy registry re-armed