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Saturday, June 13, 2026

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Gap Fill Stats OR StatisticsCPI DaysValidation
NQ M6
29,026.50
-4.56%
Change
-1387.50
VIX
21.51
NQ GAP FILL PROB.
64%
ON THURSDAYS
OPENING RANGE BIAS
BEARISH
40%
CONFIDENCE
EXPECTED RANGE
558.0800000000017
POINTS
VALUE AREA HIGH
30,603.25
NQ M6
KILL ZONE (NY AM)
09:30 – 11:00
HIGH VOLATILITY
Edge Score™·NQHIGH EDGE
→65/100
Strong conditions. macro risk adds conviction.
Contributing Factors
VOLATILITY REGIME
48VIX 21.5 — elevated, wider stops required×12%
BIAS STRENGTH
40Short bias — 40% confidence×22%
GAP ALIGNMENT
84Gap DOWN 74pts — aligned with Short bias×12%
MACRO RISK
95No scheduled events — pure price action session×14%
OR BEHAVIOR
88OR break short — aligned with Short bias, continuation elevated×12%
HISTORICAL EXPECTANCY
46Gap fill 64% · Analog consensus 33% bull (n=6)×16%
ANALOG CONFIDENCE
736 analogs, best 78% similar (avg 69%)×12%
MORNING WORKFLOW·NQ0/8 steps completed
0%
1
Overnight Context
▲

Opened below prior close by 74pts

Overnight inventory short
2
Macro RiskClean technical session
▼
3
Daily BiasLow conviction
▼
4
Gap StructureModerate fill probability
▼
5
PlaybookBest window: 09:45–11:00 ET
▼
6
Similar Historical DaysHistorical bias bearish
▼
7
Trade WindowsTrend day — 09:30–10:15 ET + 14:00–15:00 ET
▼
8
Session MonitoringStrong conditions. macro risk adds conviction.
▼
TODAY'S PLAYBOOK·NQ
AFTER HOURS·WEAK40%
PRIMARY SCENARIOLarge gap down — bearish continuation below OR low. Bounce fades are selling opportunities.
INVALIDATION
Acceptance above VWAP and OR high. Reclaim of 30,693.04 (expected range high) negates bearish structure.
BEST WINDOW
09:45–11:00 ET — opening drive + first OR retest window.
HIGHEST PROB SETUP
OR Breakout SHORT + VWAP continuation — bias-aligned, elevated follow-through.
KEY LEVELS
PDH30,603.25PDL30,151.00PDC30,488.25ERH30,693.04ERL30,134.96ATR14558pts
VOLATILITY REGIME
ELEVATED — VIX 21.5. Expected range 558pts.
MACRO RISK
No scheduled events. Clean technical session.
CONDITIONS
▸VIX at 21.5 — elevated risk, manage size
▸Negative overnight inventory -74pts
▸No scheduled macro until tomorrow
▸Trend day classification — avoid fading moves
NQ — Intraday Structure
SESSION:
WHY TODAY MATTERS·NQ
HISTORICAL SIGNIFICANCE63%
STRUCTURE

Large-gap trend days continue in gap direction beyond the opening range 68% of the time.

When trend classification aligns with gap direction, opening drive momentum is institutional.

68%
based on 51 large-gap trend days
MACRO

Clean technical sessions without macro events show higher setup completion rates.

Absence of scheduled events allows price to follow pure technical structure — OR breakouts succeed at +8% above average.

66%
based on historical no-event sessions
ANALOGS

Analog sessions split 33% bull / 67% bear — two-sided outcome risk.

Conflicting historical bias — setup quality depends on OR structure and VWAP relationship.

55%
based on 6 similar sessions
COMPARABLE SESSIONS
2025-05-022024-08-122024-06-27
Probability Breakdown — NQ
Gap Fill
71%
OR Break Higher
64%
OR Break Lower
36%
Hold Above VWAP
68%
Hold Below VWAP
32%
Based on 2,456 historical occurrences
Best Performing SetupsWin Rate
1.Gap Fill Fade71%
2.DRB + VWAP Hold68%
3.London Sweep + Revert65%
4.PDH Break + Retest62%
5.Lunch Break Fade59%
NEWS & EVENTS
View Calendar →
TimeEventImpact
09:30JOLTS Job Openings
10:00ISM Services PMI
10:00Factory Orders m/m
14:30FOMC Member Speaks
16:00Fed Waller Speaks
SIMILAR HISTORICAL DAYS · NQDB · TOP 6
4 of 6 similar days closed lower (avg -29pts)
BULL33%
BEAR67%
AVG CHG-29
DATESIMILARITYGAP DIRDAY TYPEOUTCOMENEXT DAY CHG
2025-05-02
78%
↓ DNREVERSALBear -140pts-139.75
2024-08-12
70%
↓ DNRANGEBull +465pts+464.75
2024-06-27
68%
↓ DNRANGEBear -112pts-112.25
2024-08-02
66%
↓ DNTRENDBear -543pts-543.00
2025-08-28
66%
↓ DNREVERSALBear -307pts-307.25
2025-04-21
65%
↓ DNROTATIONBull +463pts+462.75
DAILY RESEARCH BRIEFING·NQ·AFTER HOURS
SESSION CONTEXT
16:00+ ET · 16% elapsed
SESSIONCash session closed. Reviewing day's structure for tomorrow's context.
OUTCOMECurrent session showing trend characteristics. Pullbacks buyable in bias direction.
TOMORROWMonitor overnight gap and futures direction before 09:30.
TODAY'S CONDITIONS
●Bearish bias (40% confidence)
●High VIX regime — VIX 21.51
●Gap DOWN 74pts — fill prob 64%
●No scheduled economic events
●Historical analogs: 33% bullish next day
KEY LEVELSPDH: 30,603.25 · PDL: 30,151.00 · PDC: 30,488.25 · ERH: 30,693.04 · ERL: 30,134.96
BIASBias is bearish with low confidence (40%). Prior range day often precedes a directional break — watch for early OR breakout.
VOLATILITYVIX at 21.51 — elevated volatility regime. Expected range 558.0800000000017pts. Elevated volatility — expect wider intraday swings and potential ORB failures.
GAP SETUPOpened below prior close by 74pts (large gap). Moderate probability of fill at 64%. Large gaps statistically fill less often — respect momentum if gap holds.
ORBORB break to the short (bearish). Aligned with daily bias — continuation probability is elevated. Trail stops above OR high.
MACRONo major scheduled economic events today. Data-driven sessions tend to be cleaner technically.
ANALOGS6 analog sessions found. 33% closed higher the following day (avg -29pts). Best analog: 2025-05-02 (78% similar) — outcome: Bear -140pts.
DAILY EDGE BRIEFING·NQFREE NEWSLETTER
BEEHIIV
TODAY'S EDGE INCLUDES
HIGH EDGEBEARISHGAP FILL 64%VIX ELEVATED
  • ▸Gap fill probability and regime context
  • ▸EDGE Score™ classification and factor breakdown
  • ▸Opening range expectation for the session
  • ▸Historical analog confidence read
  • ▸Key macro events and volatility regime
  • ▸Session playbook and trade windows

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EDGE VALIDATION·NQLAST 30 SESSIONS
▲ 1-STREAK
OVERALL
50%
BIAS
50%
GAP FILL
83%
RANGE
54%
DATEBIASCONFGAP FILLRANGE ACCURACYOVERALLSTATUS
2026-06-05SHORT✓40%✗15%58CONFIRMED
2026-06-04SHORT✗56%✗72%36FAILED
2026-06-03LONG✗56%✓60%30FAILED
2026-06-02SHORT✗40%✓92%46FAILED
2026-06-01LONG✓30%✓71%86CONFIRMED
2026-05-29LONG✓56%✓65%83CONFIRMED
2026-05-28LONG✓40%✓79%90CONFIRMED
2026-05-27SHORT✓34%✓73%87CONFIRMED
2026-05-26LONG✓56%✗37%69CONFIRMED
2026-05-22NEUT7%✓48%—FAILED
Rolling 30-session accuracy · Bias correct = close direction matches predictionTRADEIFY GRAND CUP
SOCIAL EXPORT·NQX / TWITTER
2026-06-05 · 8:30 AM ET
NQ · Jun 5, 2026 · PRE-MARKET
EDGE Score: 65/100 — HIGH EDGE
Bias: BEARISH (40% confidence)
VIX: 21.5 [ELEVATED]
Gap DOWN 74pts from prior close.
Gap fill probability: 64%
Expected range: 30,135–30,693
OR expectation: Breakout continuation
No macro events scheduled.
Best analog: 2025-05-02 · 6 sessions, consensus bearish (33%).
#NQ #FuturesTrading #EDGE
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