Friday, September 11, 2026

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High-probability market context and historical statistics for smarter futures trading.

Gap Fill Stats OR Statistics CPI Days Validation

NQ M6

29,143.25

-1.07%

Change

-315.25

VIX

17.84

NQ GAP FILLS TODAY (RTH)

87%

SMALL GAP · n=237 · ±4pp · base rate, not a trade →

OPENING RANGE BIAS

BULLISH

30%

model confidence · beta

EXPECTED RANGE

384

points · ±0.5 ATR14 around the open

PRIOR DAY HIGH

29,633.75

prior day low 29,333

NY OPEN WINDOW

09:30 – 11:00 ET

15:30 – 17:00 SAST

Edge Score™·NQHIGH EDGE

→71/100

Strong conditions. macro risk adds conviction.

Contributing Factors

VOLATILITY REGIME

72VIX 17.8 — low volatility, favorable structure×12%

BIAS STRENGTH

30Long bias — 30% confidence×22%

GAP ALIGNMENT

67Gap UP 10pts — aligned with Long bias×12%

MACRO RISK

95No scheduled events — pure price action session×14%

OR BEHAVIOR

88OR break long — aligned with Long bias, continuation elevated×12%

HISTORICAL EXPECTANCY

82Gap fill 100% · Analog consensus 100% bull (n=6)×16%

ANALOG CONFIDENCE

936 analogs, best 94% similar (avg 92%)×12%

MORNING WORKFLOW·NQ0/8 steps completed

Overnight Context

▲

Opened above prior close by 10pts

Overnight inventory long

Macro RiskClean technical session

▼

Daily BiasLow conviction

▼

Gap StructureHigh fill probability — monitor prior close

▼

PlaybookBest window: 09:45–11:00 ET (NY AM kill zone)

▼

Similar Historical DaysHistorical bias bullish

▼

Trade Windows09:45–11:00 ET NY AM kill zone

▼

Session MonitoringStrong conditions. macro risk adds conviction.

▼

TODAY'S PLAYBOOK·NQ

POWER HOUR·WEAK40%

PRIMARY SCENARIOGap fill likely (100% hist. prob). Price expected to return toward prior close before directional move.

INVALIDATION

Acceptance below VWAP and OR low. Failure at 29,266.49 (expected range low) flips intraday bias.

BEST WINDOW

09:45–11:00 ET (NY AM kill zone) — highest statistical probability window.

HIGHEST PROB SETUP

OR Breakout LONG + VWAP continuation — bias-aligned, elevated follow-through.

KEY LEVELS

PDH29,633.75PDL29,333.00PDC29,448.75ERH29,650.51ERL29,266.49ATR14384pts

VOLATILITY REGIME

LOW — VIX 17.8. Expected range 384pts. Normal size.

MACRO RISK

No scheduled events. Clean technical session.

CONDITIONS

▸VIX below 20 (17.8) — favorable conditions

▸Overnight inventory near flat — no directional overhang

▸No scheduled macro until tomorrow

NQ — Intraday Structure

SESSION:

Pre-MarketRegular SessionAfter Hours

WHY TODAY MATTERS·NQ

HISTORICAL SIGNIFICANCE83%

ANALOGS

Analog sessions resolved higher 100% of the time with average follow-through of +393pts.

Best analog: 2025-06-20 (94% similar) — outcome: Bull +184pts.

100%

based on 6 similar sessions

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

COMPARABLE SESSIONS

2025-06-202024-07-302024-09-18

What we tested on NQ — and what failed24 of 35 failed

LEADCrabel “stretch” open break+0.11Rn=719 BETACross-asset AND-gate+0.62Rn=43 BETANQ↔ES divergence break (standalone)+0.33Rn=114 BETACrabel stretch + cross-index DIVERGENCE+0.35Rn=146 BETASession Bias Map (4-factor conviction)+1.29Rn=60 WITHDRAWNPrior-day H/L break + cross-asset confirm-0.19Rn=251 WITHDRAWNOvernight-range break + direction filter—n=519 STAT ONLYGap fill—

Expectancy per trade, out-of-sample, after slippage. R = risk on the trade.full library →

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

6 of 6 similar days closed higher (avg +393pts)

BULL100%

BEAR0%

AVG CHG+393

DATE	SIMILARITY	GAP DIR	DAY TYPE	OUTCOME	NEXT DAY CHG
2025-06-20	94%	↑ UP	ROTATION	Bull +184pts	+183.61
2024-07-30	93%	↑ UP	ROTATION	Bull +569pts	+569.00
2024-09-18	92%	↑ UP	ROTATION	Bull +501pts	+501.00
2026-08-24	91%	↑ UP	REVERSAL	Bull +171pts	+171.00
2024-08-13	90%	↑ UP	TREND	Flat +11pts	+10.75
2025-03-21	89%	↑ UP	REVERSAL	Bull +923pts	+923.44

DAILY RESEARCH BRIEFING·NQ·POWER HOUR

SESSION CONTEXT

14:00 – 16:00 ET · 76% elapsed

POWER HOUR14:00–16:00 — institutional order flow increases. Range expansion likely.

STRUCTUREReversal pattern in play. Prior trend losing conviction — key level response likely.

VOLATILITYLow VIX (17.8) — compressed vol, precision entries. Range: ~384.0199999999968pts.

CLOSEBullish close bias — trend days often accelerate into close.

TODAY'S CONDITIONS

●Bullish bias (30% confidence)

●Low VIX regime — VIX 17.84

●Gap UP 10pts — fill prob 100%

●No scheduled economic events

●Historical analogs: 100% bullish next day

KEY LEVELSPDH: 29,633.75 · PDL: 29,333.00 · PDC: 29,448.75 · ERH: 29,650.51 · ERL: 29,266.49

BIASBias is bullish with low confidence (30%). Prior range day often precedes a directional break — watch for early OR breakout.

VOLATILITYVIX at 17.84 — low volatility regime. Expected range 384.0199999999968pts. Low VIX historically supports gap fills and trend continuation.

GAP SETUPOpened above prior close by 10pts (small gap). High probability of fill at 100%. Key level: prior close at 29,448.75 acts as magnet.

ORBORB break to the long (bullish). 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. 100% closed higher the following day (avg +393pts). Best analog: 2025-06-20 (94% similar) — outcome: Bull +184pts. Historical bias strongly bullish under these conditions.

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DAILY EDGE BRIEFING·NQFREE NEWSLETTER

BEEHIIV

TODAY'S EDGE INCLUDES

HIGH EDGEBULLISHGAP FILL 100%VIX LOW

▸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

Get the EDGE
before the open.

Daily NQ futures context. Tested numbers, sample sizes shown. Free.

EDGE VALIDATION·NQLAST 30 SESSIONS

▲ 6-STREAK

OVERALL

53%

BIAS

53%

GAP FILL

97%

RANGE

59%

DATE	BIAS	CONF	GAP FILL	RANGE ACCURACY	OVERALL	STATUS
2026-09-10	LONG✗	30%	✓	40%	20	FAILED
2026-09-09	SHORT✓	48%	✓	78%	89	CONFIRMED
2026-09-08	SHORT✗	56%	✓	72%	36	FAILED
2026-09-07	SHORT✗	56%	✓	40%	20	FAILED
2026-09-04	SHORT✗	30%	✓	58%	29	FAILED
2026-09-03	NEUT	13%	✓	50%	—	FAILED
2026-09-02	LONG✓	21%	✓	67%	84	CONFIRMED
2026-09-01	LONG✗	41%	✓	36%	18	FAILED
2026-08-31	LONG✗	24%	✓	44%	22	FAILED
2026-08-28	SHORT✓	24%	✓	93%	97	CONFIRMED

Rolling 30-session accuracy · Bias correct = close direction matches predictionTRADEIFY GRAND CUP

SOCIAL EXPORT·NQX / TWITTER

2026-09-10 · 8:30 AM ET

NQ · Sep 10, 2026 · PRE-MARKET
EDGE Score: 71/100 — HIGH EDGE
Bias: BULLISH (30% confidence)
VIX: 17.8 [LOW]
Gap UP 10pts from prior close.
Gap fill probability: 100%
Expected range: 29,266–29,651
OR expectation: Failed breakout setup
No macro events scheduled.
Best analog: 2025-06-20 · 6 sessions, consensus bullish (100%).
#NQ #FuturesTrading #EDGE

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