Computed 2026-10-03 22:17 ET
Order Flow Intelligence
A fully independent, institutionally-focused, long-only engine — every candidate's real stage-by-stage reasoning, not summarized. See Order Flow Research for which of its concepts have actually been tested, and Under the Hood for how it fits alongside the rest of the platform.
Why this page exists
The compact table on Signals only shows the summary reasoning on hover. This page shows every stage's real verdict (SUPPORTS/WEAKENS/NEUTRAL/BLOCKS/NO_DATA), its own reasoning line, and its conviction contribution — for every assessment, approved or rejected, not just the winners.
Order Flow Research →
- Instruments assessed
- 27
- Approved
- 3
- Rejected on flow
- 24
Every candidate runs the same stages
- VWAP
- Initial Balance
- Stacked Imbalances
- POC / LVN
- CVD
- Large Trades
- Market Structure
- Approve / Reject
APPROVED
Institutional — High Conviction · conviction 100
entry 0.226 ·
stop 0.2237 ·
target 0.2305 ·
R:R 2.0
SHADOW · not live
BLOCKED
NO TRADE
36/100
ENV 76
LOC 26
FLOW 61
EXEC 38
CONFLICT 2
DATA ADEQUATE
R:R 1.00 is below the 1.50 minimum
Blocking conditions 1
- R:R 1.00 is below the 1.50 minimum
Why this trade 10
- Higher timeframe: above the 20-day EMA, above the 50-day EMA, 20-day above 50-day, 20-day change +18.7%
- Momentum: RSI 73 — extended, ROC +0.71%
- Relative volume 1.97x — elevated participation
- Range Expansion — environment favours continuation
- VWAP: price 0.41% above VWAP, VWAP rising
- Just above value-area high and holding it — breakout location
- broke below IB low and reclaimed it
- 3 stacked buy imbalances, at value-area high
- closed near the window high without one-sided aggression
- Stop sits at previous-session VAH — structural, not arbitrary
Why not 11
- Volatility LOW (ATR 0.21% of price)
- news unavailable
- Resistance close: previous-day high 0.13% above (0.6 ATR)
- Nearest support is far: anchored VWAP 0.40% below (1.9 ATR)
- Above the value area — trading at a premium to accepted value
- Extended 0.41% above VWAP — chasing
- large trades: no block-sized prints in the window
- trapped: no measurable trapped-seller condition
- 1.00R available — below the 1.50R minimum
- Resistance between entry and target: previous-day high, session high
- Data unavailable: news (not supplied)
Order flow detail
EnvironmentBULLISH
LocationBREAKOUT_LOCATION
AbsorptionNONE
Price responseREVERSAL
Evidence alignment17
Gate statusFAIL
Asset-class data75%
Modelofi-3.0.0
absorption50
cvd50
failed continuation70
imbalance76
price response62
Trade plan
entry 0.2260 ·
stop 0.2246 ·
TP1 0.2274 ·
target 0.2287 ·
R:R 1.00
Entry at market; stop below nearest order-flow support; TP1 1.0R measured move; TP2 2.0R measured move. R:R is net of fees and slippage.
✓ VWAP Position
✓ Initial Balance
✓ Stacked Imbalances
· Volume Profile
✓ Cumulative Volume Delta
· Large Trade Detection
✓ Market Structure
VWAP Position
+14.0
SUPPORTS
Holding at/above VWAP (0.41%) with rising slope — value defended.
Initial Balance
+14.0
SUPPORTS
Accepted above IB high — bullish range extension.
Stacked Imbalances
+12.0
SUPPORTS
3 stacked buy imbalances — buyers in control.
Volume Profile
+4.0
NEUTRAL
Above POC but at/above value-area high — extended into value.
Cumulative Volume Delta
+14.0
SUPPORTS
Rising CVD — hidden accumulation.
Large Trade Detection
0.0
NO DATA
No block-sized prints in the window.
Market Structure
+12.0
SUPPORTS
Range Expansion — environment favors continuation.
APPROVED
Institutional — High Conviction · conviction 88
entry 0.002777 ·
stop 0.002639 ·
target 0.003054 ·
R:R 2.0
SHADOW · not live
BLOCKED
NO TRADE
25/100
ENV 65
LOC 20
FLOW —
EXEC 35
CONFLICT 2
DATA ADEQUATE
5.03% above VWAP exceeds the 1.42% band
Blocking conditions 2
- 5.03% above VWAP exceeds the 1.42% band
- location 20 — severely extended or badly placed
Why this trade 7
- Momentum: RSI 65 in the constructive band, ROC +0.62%
- Relative volume 1.48x
- Range Expansion — environment favours continuation
- Volatility NORMAL (ATR 0.71% of price)
- VWAP: price 5.03% above VWAP, VWAP rising
- 1.83R available
- Stop sits at session VWAP — structural, not arbitrary
Why not 12
- news unavailable
- Resistance close: session high 0.65% above (0.9 ATR)
- Nearest support is far: anchored VWAP 1.12% below (1.6 ATR)
- Above the value area — trading at a premium to accepted value
- Extended 5.03% above VWAP — chasing
- absorption: no aggressor tape
- cvd: no aggressor tape
- failed continuation: no aggressor tape
- imbalance: no imbalance data
- large trades: no block-sized prints in the window
- price response: no aggressor tape
- trapped: no aggressor tape or no levels
Order flow detail
EnvironmentBULLISH
LocationPREMIUM
AbsorptionUNKNOWN
Price responseUNKNOWN
Evidence alignment25
Gate statusFAIL
Asset-class data75%
Modelofi-3.0.0
Trade plan
entry 0.0028 ·
stop 0.0026 ·
TP1 0.0029 ·
target 0.0031 ·
R:R 1.83
Entry at market; stop below nearest order-flow support; TP1 1.0R measured move; TP2 2.0R measured move. R:R is net of fees and slippage.
✕ VWAP Position
✓ Initial Balance
· Stacked Imbalances
· Volume Profile
✓ Cumulative Volume Delta
· Large Trade Detection
✓ Market Structure
VWAP Position
-6.0
WEAKENS
Extended 5.03% above VWAP — late/chasing.
Initial Balance
+14.0
SUPPORTS
Accepted above IB high — bullish range extension.
Stacked Imbalances
0.0
NO DATA
No footprint/imbalance data for this feed.
Volume Profile
+4.0
NEUTRAL
Above POC but at/above value-area high — extended into value.
Cumulative Volume Delta
+14.0
SUPPORTS
Rising CVD — hidden accumulation.
Large Trade Detection
0.0
NO DATA
No block-sized prints in the window.
Market Structure
+12.0
SUPPORTS
Range Expansion — environment favors continuation.
APPROVED
Institutional — Strong · conviction 70
entry 0.04123 ·
stop 0.04082 ·
target 0.04206 ·
R:R 2.0
SHADOW · not live
BLOCKED
NO TRADE
30/100
ENV 58
LOC 36
FLOW 52
EXEC 29
CONFLICT 2
DATA ADEQUATE
0.32% above VWAP exceeds the 0.07% band
Blocking conditions 2
- 0.32% above VWAP exceeds the 0.07% band
- R:R 0.90 is below the 1.50 minimum
Why this trade 6
- Relative volume 2.67x — elevated participation
- VWAP: price 0.32% above VWAP, VWAP rising
- Clear room to previous-session VAH 0.10% above (2.8 ATR)
- closed near the window high without one-sided aggression
- Stop sits at previous-session POC — structural, not arbitrary
- Target is previous-day high — a level, not a projection
Why not 12
- Volatility LOW (ATR 0.03% of price)
- structure unavailable
- news unavailable
- Nearest support is far: session VWAP 0.32% below (9.3 ATR)
- Above the value area — trading at a premium to accepted value
- Extended 0.32% above VWAP — chasing
- large trades: no block-sized prints in the window
- trapped: no measurable trapped-seller condition
- 0.90R available — below the 1.50R minimum
- Stop is 15.0 ATR from entry — a wide, blunt risk
- Resistance between entry and target: previous-session VAH, session high
- Data unavailable: anchored_vwap, news (not supplied)
Order flow detail
EnvironmentNEUTRAL
LocationPREMIUM
AbsorptionNONE
Price responseREVERSAL
Evidence alignment52
Gate statusFAIL
Asset-class data75%
Modelofi-3.0.0
absorption50
cvd50
failed continuation50
imbalance50
price response62
Trade plan
entry 0.0412 ·
stop 0.0410 ·
TP1 0.0414 ·
target 0.0417 ·
R:R 0.90
Entry at market; stop below nearest order-flow support; TP1 1.0R measured move; TP2 2.0R measured move. R:R is net of fees and slippage.
✕ VWAP Position
✓ Initial Balance
· Stacked Imbalances
· Volume Profile
✓ Cumulative Volume Delta
· Large Trade Detection
· Market Structure
VWAP Position
-6.0
WEAKENS
Extended 0.32% above VWAP — late/chasing.
Initial Balance
+8.0
SUPPORTS
Reclaimed the IB high after slipping back inside.
Stacked Imbalances
0.0
NEUTRAL
No decisive imbalance stacking.
Volume Profile
+4.0
NEUTRAL
Above POC but at/above value-area high — extended into value.
Cumulative Volume Delta
+14.0
SUPPORTS
Rising CVD — hidden accumulation.
Large Trade Detection
0.0
NO DATA
No block-sized prints in the window.
Market Structure
0.0
NO DATA
Day type not yet classifiable.
REJECTED
Institutional — Weak / Insufficient · conviction 54
No trade — no sufficiently strong confluence across the stages below.
SHADOW · not live
BLOCKED
NO TRADE
43/100
ENV 35
LOC 56
FLOW 57
EXEC 53
CONFLICT 1
DATA ADEQUATE
price -1.76% below VWAP
Blocking conditions 3
- price -1.76% below VWAP
- initial balance is BELOW
- 1 of 2 independent dimensions confirm (flow)
Why this trade 7
- Relative volume 2.52x — elevated participation
- Inside value, lower third (29% of the value area)
- 4 stacked buy imbalances
- closed near the window high without one-sided aggression
- 1.67R available
- Stop sits at value-area low — structural, not arbitrary
- Target is value-area high — a level, not a projection
Why not 11
- Higher timeframe: below the 20-day EMA, below the 50-day EMA, 20-day change -39.7%
- VWAP: price 1.76% below VWAP, VWAP falling
- structure unavailable
- news unavailable
- Resistance close: hvn 1.67% above (1.3 ATR)
- Nearest support is far: value-area low 1.56% below (1.2 ATR)
- large trades: no block-sized prints in the window
- trapped: no measurable trapped-seller condition
- Resistance between entry and target: POC
- Data unavailable: news (not supplied)
- 27 of 29 inputs are stale — the feed is behind, not quiet
Order flow detail
EnvironmentBEARISH
LocationFAIR_VALUE
AbsorptionNONE
Price responseREVERSAL
Evidence alignment63
Gate statusFAIL
Asset-class data75%
Modelofi-3.0.0
absorption50
cvd50
failed continuation50
imbalance75
price response62
Trade plan
entry 0.0652 ·
stop 0.0641 ·
TP1 0.0671 ·
target 0.0676 ·
R:R 1.67
Entry at market; stop below nearest order-flow support; TP1 point of control; TP2 value-area high. R:R is net of fees and slippage.
✕ VWAP Position
✕ Initial Balance
✓ Stacked Imbalances
· Volume Profile
✓ Cumulative Volume Delta
· Large Trade Detection
· Market Structure
VWAP Position
-12.0
WEAKENS
Price 1.76% below VWAP — value not defended.
Initial Balance
-12.0
WEAKENS
Below Initial Balance low — auctioning lower.
Stacked Imbalances
+12.0
SUPPORTS
4 stacked buy imbalances — buyers in control.
Volume Profile
+2.0
NEUTRAL
Between value-area low and POC — returning toward fair value.
Cumulative Volume Delta
+14.0
SUPPORTS
Rising CVD — hidden accumulation.
Large Trade Detection
0.0
NO DATA
No block-sized prints in the window.
Market Structure
0.0
NO DATA
Day type not yet classifiable.
REJECTED
Institutional — Weak / Insufficient · conviction 47
No trade — no sufficiently strong confluence across the stages below.
SHADOW · not live
BLOCKED
NO TRADE
53/100
ENV 54
LOC 58
FLOW 52
EXEC 46
DATA ADEQUATE
initial balance is INSIDE
Blocking conditions 3
- initial balance is INSIDE
- market structure argues against continuation
- R:R 0.55 is below the 1.50 minimum
Why this trade 8
- Momentum: RSI 52 in the constructive band, ROC -0.03%
- VWAP: price 0.03% above VWAP, VWAP rising
- Structural support to lean on: session VWAP 0.03% below (0.1 ATR)
- Inside value, lower third (35% of the value area)
- CVD rising
- heavy buy-side aggression and price followed it higher
- Stop sits at value-area low — structural, not arbitrary
- Target is value-area high — a level, not a projection
Why not 12
- Rotational — rotational, continuation less likely
- Volatility LOW (ATR 0.36% of price)
- htf trend unavailable
- news unavailable
- Resistance close: IB high 0.03% above (0.1 ATR)
- broke above IB high and lost it — failed breakout
- 2 stacked sell imbalances
- large trades: no block-sized prints in the window
- trapped: no measurable trapped-seller condition
- 0.55R available — below the 1.50R minimum
- Resistance between entry and target: IB high
- Data unavailable: anchored_vwap, htf, news (not supplied)
Order flow detail
EnvironmentNEUTRAL
LocationFAIR_VALUE
AbsorptionNONE
Price responseFOLLOW THROUGH
Evidence alignment81
Gate statusFAIL
Asset-class data75%
Modelofi-3.0.0
absorption50
cvd68
failed continuation32
imbalance35
price response76
Trade plan
entry 0.1105 ·
stop 0.1101 ·
TP1 0.1109 ·
target 0.1112 ·
R:R 0.55
Entry at market; stop 1.0×ATR volatility floor (structure was too tight); TP1 1.0R measured move; TP2 value-area high. R:R is net of fees and slippage.
✓ VWAP Position
· Initial Balance
✕ Stacked Imbalances
✓ Volume Profile
✕ Cumulative Volume Delta
· Large Trade Detection
✕ Market Structure
VWAP Position
+14.0
SUPPORTS
Holding at/above VWAP (0.03%) with rising slope — value defended.
Initial Balance
+3.0
NEUTRAL
Inside a compressed Initial Balance — coiled, awaiting expansion.
Stacked Imbalances
-10.0
WEAKENS
2 stacked sell imbalances outweigh buying.
Volume Profile
+12.0
SUPPORTS
Accepted above POC, room to value-area high — auctioning up through value.
Cumulative Volume Delta
-12.0
WEAKENS
Falling CVD — aggressive sellers active.
Large Trade Detection
0.0
NO DATA
No block-sized prints in the window.
Market Structure
-10.0
WEAKENS
Rotational — rotational, continuation less likely.
REJECTED
Institutional — Weak / Insufficient · conviction 47
No trade — no sufficiently strong confluence across the stages below.
SHADOW · not live
BLOCKED
NO TRADE
33/100
ENV 54
LOC 44
FLOW 60
EXEC 20
CONFLICT 2
DATA ADEQUATE
initial balance is INSIDE
Blocking conditions 4
- initial balance is INSIDE
- market structure argues against continuation
- 1 of 2 independent dimensions confirm (flow)
- R:R -0.49 is below the 1.50 minimum
Why this trade 5
- Higher timeframe: above the 20-day EMA, above the 50-day EMA, 20-day above 50-day, 20-day change +8.5%
- Inside value, middle third (44% of the value area)
- At the point of control — the session's most-traded price
- CVD rising, bullish divergence — price down, aggressive buying
- Target is value-area high — a level, not a projection
Why not 12
- Rotational — rotational, continuation less likely
- Volatility LOW (ATR 0.03% of price)
- news unavailable
- Resistance close: POC 0.01% above (0.2 ATR)
- Nearest support is far: value-area low 0.03% below (1.1 ATR)
- absorption: only 2 bars of tape
- failed continuation: only 2 bars of tape
- price response: only 2 bars of tape
- trapped: too few bars
- -0.49R available — below the 1.50R minimum
- Stop is not anchored to a known level
- Stop is 7.5 ATR from entry — a wide, blunt risk
Order flow detail
EnvironmentTRANSITION
LocationFAIR_VALUE
AbsorptionUNKNOWN
Price responseUNKNOWN
Evidence alignment32
Gate statusFAIL
Asset-class data75%
Modelofi-3.0.0
cvd83
imbalance50
large trades42
Trade plan
entry 84800.0000 ·
stop 84602.8120 ·
TP1 84806.3950 ·
target 84835.1967 ·
R:R -0.49
Entry at market; stop below nearest order-flow support; TP1 point of control; TP2 value-area high. R:R is net of fees and slippage.
✕ VWAP Position
· Initial Balance
· Stacked Imbalances
· Volume Profile
✓ Cumulative Volume Delta
· Large Trade Detection
✕ Market Structure
VWAP Position
-12.0
WEAKENS
Price 0.00% below VWAP — value not defended.
Initial Balance
+3.0
NEUTRAL
Inside a compressed Initial Balance — coiled, awaiting expansion.
Stacked Imbalances
0.0
NO DATA
No footprint/imbalance data for this feed.
Volume Profile
+2.0
NEUTRAL
Between value-area low and POC — returning toward fair value.
Cumulative Volume Delta
+14.0
SUPPORTS
Rising CVD — hidden accumulation.
Large Trade Detection
0.0
NEUTRAL
Block trades roughly two-sided.
Market Structure
-10.0
WEAKENS
Rotational — rotational, continuation less likely.
REJECTED
Institutional — Weak / Insufficient · conviction 46
No trade — no sufficiently strong confluence across the stages below.
SHADOW · not live
BLOCKED
NO TRADE
40/100
ENV 50
LOC 49
FLOW 50
EXEC 40
CONFLICT 1
DATA ADEQUATE
Cumulative Volume Delta is a hard disqualifier
Blocking conditions 3
- Cumulative Volume Delta is a hard disqualifier
- 6.77% above VWAP exceeds the 3.87% band
- 1 of 2 independent dimensions confirm (expansion)
Why this trade 8
- Momentum: RSI 61 in the constructive band, ROC +0.35%
- Range Expansion — environment favours continuation
- VWAP: price 6.77% above VWAP, VWAP rising
- Clear room to session high 4.49% above (2.3 ATR)
- Structural support to lean on: anchored VWAP 1.08% below (0.6 ATR)
- closed near the window high without one-sided aggression
- 1.87R available
- Stop sits at previous-session VAH — structural, not arbitrary
Why not 11
- Higher timeframe: below the 20-day EMA, below the 50-day EMA, 20-day change -11.2%
- news unavailable
- Above the value area — trading at a premium to accepted value
- Extended 6.77% above VWAP — chasing
- 1 stacked sell imbalances
- large trades: no block-sized prints in the window
- trapped: no measurable trapped-seller condition
- Stop is 3.4 ATR from entry — a wide, blunt risk
- Resistance between entry and target: session high
- Data unavailable: news (not supplied)
- 27 of 29 inputs are stale — the feed is behind, not quiet
Order flow detail
EnvironmentTRANSITION
LocationPREMIUM
AbsorptionNONE
Price responseREVERSAL
Evidence alignment82
Gate statusFAIL
Asset-class data75%
Modelofi-3.0.0
absorption50
cvd50
failed continuation50
imbalance40
price response62
Trade plan
entry 0.2272 ·
stop 0.2124 ·
TP1 0.2420 ·
target 0.2569 ·
R:R 1.87
Entry at market; stop below nearest order-flow support; TP1 1.0R measured move; TP2 2.0R measured move. R:R is net of fees and slippage.
✕ VWAP Position
✓ Initial Balance
✕ Stacked Imbalances
· Volume Profile
✕ Cumulative Volume Delta
· Large Trade Detection
✓ Market Structure
VWAP Position
-6.0
WEAKENS
Extended 6.77% above VWAP — late/chasing.
Initial Balance
+14.0
SUPPORTS
Accepted above IB high — bullish range extension.
Stacked Imbalances
-10.0
WEAKENS
1 stacked sell imbalances outweigh buying.
Volume Profile
+4.0
NEUTRAL
Above POC but at/above value-area high — extended into value.
Cumulative Volume Delta
-18.0
BLOCKS
Bearish CVD divergence — price up but aggressive selling (distribution).
Large Trade Detection
0.0
NO DATA
No block-sized prints in the window.
Market Structure
+12.0
SUPPORTS
Range Expansion — environment favors continuation.
REJECTED
Institutional — Weak / Insufficient · conviction 44
No trade — no sufficiently strong confluence across the stages below.
SHADOW · not live
BLOCKED
NO TRADE
19/100
ENV 50
LOC 44
FLOW 45
EXEC 26
CONFLICT 3
DATA ADEQUATE
price -0.42% below VWAP
Blocking conditions 5
- price -0.42% below VWAP
- initial balance is INSIDE
- market structure argues against continuation
- 1 of 2 independent dimensions confirm (flow)
- R:R 0.55 is below the 1.50 minimum
Why this trade 3
- Higher timeframe: above the 20-day EMA, above the 50-day EMA, 20-day above 50-day, 20-day change +18.3%
- Inside value, lower third (20% of the value area)
- Target is value-area high — a level, not a projection
Why not 12
- Rotational — rotational, continuation less likely
- Volatility LOW (ATR 0.12% of price)
- VWAP: price 0.42% below VWAP, VWAP falling
- news unavailable
- Resistance close: hvn 0.05% above (0.4 ATR)
- Nearest support is far: session low 0.16% below (1.4 ATR)
- large trades: no block-sized prints in the window
- heavy sell-side aggression and price followed it lower
- trapped: no measurable trapped-seller condition
- 0.55R available — below the 1.50R minimum
- Stop is not anchored to a known level
- Stop is 3.1 ATR from entry — a wide, blunt risk
Order flow detail
EnvironmentTRANSITION
LocationFAIR_VALUE
AbsorptionNONE
Price responseFOLLOW THROUGH
Evidence alignment60
Gate statusFAIL
Asset-class data75%
Modelofi-3.0.0
absorption50
cvd50
failed continuation50
imbalance50
price response22
Trade plan
entry 0.0062 ·
stop 0.0062 ·
TP1 0.0062 ·
target 0.0062 ·
R:R 0.55
Entry at market; stop below nearest order-flow support; TP1 point of control; TP2 value-area high. R:R is net of fees and slippage.
✕ VWAP Position
· Initial Balance
· Stacked Imbalances
· Volume Profile
✓ Cumulative Volume Delta
· Large Trade Detection
✕ Market Structure
VWAP Position
-12.0
WEAKENS
Price 0.42% below VWAP — value not defended.
Initial Balance
0.0
NEUTRAL
Inside Initial Balance — balanced auction.
Stacked Imbalances
0.0
NEUTRAL
No decisive imbalance stacking.
Volume Profile
+2.0
NEUTRAL
Between value-area low and POC — returning toward fair value.
Cumulative Volume Delta
+14.0
SUPPORTS
Rising CVD — aggressive buyers confirm the move.
Large Trade Detection
0.0
NO DATA
No block-sized prints in the window.
Market Structure
-10.0
WEAKENS
Rotational — rotational, continuation less likely.
REJECTED
Institutional — Weak / Insufficient · conviction 44
No trade — no sufficiently strong confluence across the stages below.
SHADOW · not live
BLOCKED
NO TRADE
38/100
ENV 54
LOC 34
FLOW 46
EXEC 50
CONFLICT 1
DATA ADEQUATE
initial balance is INSIDE
Blocking conditions 3
- initial balance is INSIDE
- market structure argues against continuation
- R:R -0.30 is below the 1.50 minimum
Why this trade 6
- Momentum: RSI 61 in the constructive band, ROC +0.21%
- Volatility NORMAL (ATR 0.42% of price)
- VWAP: price 0.45% above VWAP, VWAP rising
- Structural support to lean on: POC 0.35% below (0.8 ATR)
- Stop sits at value-area low — structural, not arbitrary
- Target is value-area high — a level, not a projection
Why not 11
- Relative volume 0.63x — thin participation
- Rotational — rotational, continuation less likely
- htf trend unavailable
- news unavailable
- Resistance close: value-area high 0.02% above (0.0 ATR)
- Inside value, upper third (98% of the value area)
- 3 stacked sell imbalances
- large trades: no block-sized prints in the window
- trapped: no measurable trapped-seller condition
- -0.30R available — below the 1.50R minimum
- Data unavailable: anchored_vwap, htf, news (not supplied)
Order flow detail
EnvironmentNEUTRAL
LocationFAIR_VALUE
AbsorptionNONE
Price responseNEUTRAL
Evidence alignment68
Gate statusFAIL
Asset-class data75%
Modelofi-3.0.0
absorption50
cvd50
failed continuation50
imbalance30
price response50
Trade plan
entry 0.0304 ·
stop 0.0302 ·
TP1 0.0304 ·
target 0.0304 ·
R:R -0.30
Entry at market; stop below nearest order-flow support; TP1 midpoint to target; TP2 value-area high. R:R is net of fees and slippage.
✓ VWAP Position
· Initial Balance
✕ Stacked Imbalances
✓ Volume Profile
✕ Cumulative Volume Delta
· Large Trade Detection
✕ Market Structure
VWAP Position
+14.0
SUPPORTS
Holding at/above VWAP (0.45%) with rising slope — value defended.
Initial Balance
0.0
NEUTRAL
Inside Initial Balance — balanced auction.
Stacked Imbalances
-10.0
WEAKENS
3 stacked sell imbalances outweigh buying.
Volume Profile
+12.0
SUPPORTS
Accepted above POC, room to value-area high — auctioning up through value.
Cumulative Volume Delta
-12.0
WEAKENS
Falling CVD — aggressive sellers active.
Large Trade Detection
0.0
NO DATA
No block-sized prints in the window.
Market Structure
-10.0
WEAKENS
Rotational — rotational, continuation less likely.
REJECTED
Institutional — Weak / Insufficient · conviction 44
No trade — no sufficiently strong confluence across the stages below.
SHADOW · not live
BLOCKED
NO TRADE
53/100
ENV 51
LOC 67
FLOW 47
EXEC 47
DATA ADEQUATE
price -0.26% below VWAP
Blocking conditions 5
- price -0.26% below VWAP
- initial balance is INSIDE
- market structure argues against continuation
- 1 of 2 independent dimensions confirm (flow)
- R:R 0.35 is below the 1.50 minimum
Why this trade 5
- Higher timeframe: above the 20-day EMA, above the 50-day EMA, 20-day above 50-day, 20-day change +42.1%
- Structural support to lean on: IB low 0.03% below (0.2 ATR)
- Inside value, lower third (34% of the value area)
- Stop sits at session low — structural, not arbitrary
- Target is value-area high — a level, not a projection
Why not 11
- Rotational — rotational, continuation less likely
- Volatility LOW (ATR 0.19% of price)
- VWAP: price 0.26% below VWAP, VWAP falling
- news unavailable
- Resistance close: POC 0.18% above (1.0 ATR)
- CVD falling
- large trades: no block-sized prints in the window
- trapped: no measurable trapped-seller condition
- 0.35R available — below the 1.50R minimum
- Resistance between entry and target: POC
- Data unavailable: anchored_vwap, news (not supplied)
Order flow detail
EnvironmentTRANSITION
LocationFAIR_VALUE
AbsorptionNONE
Price responseNEUTRAL
Evidence alignment66
Gate statusFAIL
Asset-class data75%
Modelofi-3.0.0
absorption50
cvd32
failed continuation50
imbalance50
price response50
Trade plan
entry 317.4000 ·
stop 316.6654 ·
TP1 317.9650 ·
target 318.9400 ·
R:R 0.35
Entry at market; stop below nearest order-flow support; TP1 point of control; TP2 value-area high. R:R is net of fees and slippage.
✕ VWAP Position
· Initial Balance
· Stacked Imbalances
· Volume Profile
✓ Cumulative Volume Delta
· Large Trade Detection
✕ Market Structure
VWAP Position
-12.0
WEAKENS
Price 0.26% below VWAP — value not defended.
Initial Balance
0.0
NEUTRAL
Inside Initial Balance — balanced auction.
Stacked Imbalances
0.0
NEUTRAL
No decisive imbalance stacking.
Volume Profile
+2.0
NEUTRAL
Between value-area low and POC — returning toward fair value.
Cumulative Volume Delta
+14.0
SUPPORTS
Rising CVD — aggressive buyers confirm the move.
Large Trade Detection
0.0
NO DATA
No block-sized prints in the window.
Market Structure
-10.0
WEAKENS
Rotational — rotational, continuation less likely.
REJECTED
Institutional — Weak / Insufficient · conviction 32
No trade — no sufficiently strong confluence across the stages below.
SHADOW · not live
BLOCKED
NO TRADE
58/100
ENV 52
LOC 84
FLOW 48
EXEC 47
DATA ADEQUATE
price -0.46% below VWAP
Blocking conditions 4
- price -0.46% below VWAP
- initial balance is BELOW
- 1 of 2 independent dimensions confirm (flow)
- R:R 0.92 is below the 1.50 minimum
Why this trade 6
- Higher timeframe: above the 20-day EMA, above the 50-day EMA, 20-day above 50-day, 20-day change +22.4%
- Clear room to previous-session POC 0.32% above (2.3 ATR)
- Structural support to lean on: value-area low 0.04% below (0.3 ATR)
- Inside value, lower third (4% of the value area)
- Stop sits at session low — structural, not arbitrary
- Target is value-area high — a level, not a projection
Why not 11
- Relative volume 0.54x — thin participation
- Volatility LOW (ATR 0.14% of price)
- VWAP: price 0.46% below VWAP, VWAP falling
- structure unavailable
- news unavailable
- 1 stacked sell imbalances
- large trades: no block-sized prints in the window
- trapped: no measurable trapped-seller condition
- 0.92R available — below the 1.50R minimum
- Resistance between entry and target: POC, previous-session POC
- Data unavailable: anchored_vwap, news (not supplied)
Order flow detail
EnvironmentTRANSITION
LocationFAIR_VALUE
AbsorptionNONE
Price responseNEUTRAL
Evidence alignment38
Gate statusFAIL
Asset-class data75%
Modelofi-3.0.0
absorption50
cvd50
failed continuation50
imbalance40
price response50
Trade plan
entry 0.0546 ·
stop 0.0545 ·
TP1 0.0548 ·
target 0.0550 ·
R:R 0.92
Entry at market; stop below nearest order-flow support; TP1 point of control; TP2 value-area high. R:R is net of fees and slippage.
✕ VWAP Position
✕ Initial Balance
✕ Stacked Imbalances
· Volume Profile
✓ Cumulative Volume Delta
· Large Trade Detection
· Market Structure
VWAP Position
-12.0
WEAKENS
Price 0.46% below VWAP — value not defended.
Initial Balance
-12.0
WEAKENS
Below Initial Balance low — auctioning lower.
Stacked Imbalances
-10.0
WEAKENS
1 stacked sell imbalances outweigh buying.
Volume Profile
+2.0
NEUTRAL
Between value-area low and POC — returning toward fair value.
Cumulative Volume Delta
+14.0
SUPPORTS
Rising CVD — hidden accumulation.
Large Trade Detection
0.0
NO DATA
No block-sized prints in the window.
Market Structure
0.0
NO DATA
Day type not yet classifiable.
REJECTED
Institutional — Weak / Insufficient · conviction 32
No trade — no sufficiently strong confluence across the stages below.
SHADOW · not live
BLOCKED
NO TRADE
59/100
ENV 60
LOC 66
FLOW 56
EXEC 49
DATA ADEQUATE
price -0.04% below VWAP
Blocking conditions 4
- price -0.04% below VWAP
- initial balance is BELOW
- 1 of 2 independent dimensions confirm (flow)
- R:R 0.15 is below the 1.50 minimum
Why this trade 8
- Higher timeframe: above the 20-day EMA, above the 50-day EMA, 20-day above 50-day, 20-day change +21.0%
- Relative volume 1.43x
- Structural support to lean on: anchored VWAP 0.05% below (0.2 ATR)
- Inside value, middle third (43% of the value area)
- CVD rising
- heavy buy-side aggression and price followed it higher
- Stop sits at previous-day low — structural, not arbitrary
- Target is value-area high — a level, not a projection
Why not 11
- Volatility LOW (ATR 0.27% of price)
- VWAP: price 0.04% below VWAP, VWAP falling
- structure unavailable
- news unavailable
- Resistance close: POC 0.26% above (1.0 ATR)
- 1 stacked sell imbalances
- large trades: no block-sized prints in the window
- trapped: no measurable trapped-seller condition
- 0.15R available — below the 1.50R minimum
- Resistance between entry and target: POC
- Data unavailable: news (not supplied)
Order flow detail
EnvironmentTRANSITION
LocationFAIR_VALUE
AbsorptionNONE
Price responseFOLLOW THROUGH
Evidence alignment72
Gate statusFAIL
Asset-class data75%
Modelofi-3.0.0
absorption50
cvd68
failed continuation50
imbalance40
price response76
Trade plan
entry 0.0940 ·
stop 0.0935 ·
TP1 0.0942 ·
target 0.0944 ·
R:R 0.15
Entry at market; stop below nearest order-flow support; TP1 point of control; TP2 value-area high. R:R is net of fees and slippage.
✕ VWAP Position
✕ Initial Balance
✕ Stacked Imbalances
· Volume Profile
✓ Cumulative Volume Delta
· Large Trade Detection
· Market Structure
VWAP Position
-12.0
WEAKENS
Price 0.04% below VWAP — value not defended.
Initial Balance
-12.0
WEAKENS
Below Initial Balance low — auctioning lower.
Stacked Imbalances
-10.0
WEAKENS
1 stacked sell imbalances outweigh buying.
Volume Profile
+2.0
NEUTRAL
Between value-area low and POC — returning toward fair value.
Cumulative Volume Delta
+14.0
SUPPORTS
Rising CVD — aggressive buyers confirm the move.
Large Trade Detection
0.0
NO DATA
No block-sized prints in the window.
Market Structure
0.0
NO DATA
Day type not yet classifiable.
REJECTED
Institutional — Weak / Insufficient · conviction 28
No trade — no sufficiently strong confluence across the stages below.
SHADOW · not live
BLOCKED
NO TRADE
46/100
ENV 50
LOC 82
FLOW 50
EXEC 20
CONFLICT 1
DATA ADEQUATE
price -0.76% below VWAP
Blocking conditions 4
- price -0.76% below VWAP
- initial balance is BELOW
- 1 of 2 independent dimensions confirm (flow)
- R:R 0.80 is below the 1.50 minimum
Why this trade 5
- Higher timeframe: above the 20-day EMA, above the 50-day EMA, 20-day above 50-day, 20-day change +58.5%
- Clear room to POC 1.02% above (4.0 ATR)
- Structural support to lean on: session low 0.25% below (1.0 ATR)
- Below value area (discount to the session's accepted value)
- Target is value-area high — a level, not a projection
Why not 12
- Relative volume 0.36x — thin participation
- Volatility LOW (ATR 0.26% of price)
- VWAP: price 0.76% below VWAP, VWAP falling
- structure unavailable
- news unavailable
- large trades: no block-sized prints in the window
- trapped: no measurable trapped-seller condition
- 0.80R available — below the 1.50R minimum
- Stop is not anchored to a known level
- Stop is 5.8 ATR from entry — a wide, blunt risk
- Resistance between entry and target: POC, previous-session POC
- Data unavailable: anchored_vwap, news (not supplied)
Order flow detail
EnvironmentTRANSITION
LocationDISCOUNT
AbsorptionNONE
Price responseNEUTRAL
Evidence alignment0
Gate statusFAIL
Asset-class data75%
Modelofi-3.0.0
absorption50
cvd50
failed continuation50
imbalance50
price response50
Trade plan
entry 4.4740 ·
stop 4.4069 ·
TP1 4.5197 ·
target 4.5519 ·
R:R 0.80
Entry at market; stop 1.5% fallback (no level nearby); TP1 point of control; TP2 value-area high. R:R is net of fees and slippage.
✕ VWAP Position
✕ Initial Balance
· Stacked Imbalances
✕ Volume Profile
✓ Cumulative Volume Delta
· Large Trade Detection
· Market Structure
VWAP Position
-12.0
WEAKENS
Price 0.76% below VWAP — value not defended.
Initial Balance
-12.0
WEAKENS
Below Initial Balance low — auctioning lower.
Stacked Imbalances
0.0
NEUTRAL
No decisive imbalance stacking.
Volume Profile
-12.0
WEAKENS
Below the value area (VAL) — auctioning below value.
Cumulative Volume Delta
+14.0
SUPPORTS
Rising CVD — aggressive buyers confirm the move.
Large Trade Detection
0.0
NO DATA
No block-sized prints in the window.
Market Structure
0.0
NO DATA
Day type not yet classifiable.
REJECTED
Institutional — Weak / Insufficient · conviction 21
No trade — no sufficiently strong confluence across the stages below.
SHADOW · not live
BLOCKED
NO TRADE
49/100
ENV 58
LOC 79
FLOW 48
EXEC 42
CONFLICT 1
DATA ADEQUATE
price -0.16% below VWAP
Blocking conditions 5
- price -0.16% below VWAP
- initial balance is INSIDE
- market structure argues against continuation
- 1 of 2 independent dimensions confirm (location)
- R:R 0.22 is below the 1.50 minimum
Why this trade 6
- Higher timeframe: above the 20-day EMA, above the 50-day EMA, 20-day above 50-day, 20-day change +10.2%
- Relative volume 1.42x
- Clear room to hvn 0.29% above (2.0 ATR)
- Structural support to lean on: POC 0.05% below (0.3 ATR)
- Inside value, lower third (19% of the value area)
- Target is value-area high — a level, not a projection
Why not 9
- Rotational — rotational, continuation less likely
- Volatility LOW (ATR 0.14% of price)
- news unavailable
- 1 stacked sell imbalances
- large trades: no block-sized prints in the window
- trapped: no measurable trapped-seller condition
- 0.22R available — below the 1.50R minimum
- Stop is not anchored to a known level
- Data unavailable: anchored_vwap, news (not supplied)
Order flow detail
EnvironmentTRANSITION
LocationFAIR_VALUE
AbsorptionNONE
Price responseNEUTRAL
Evidence alignment38
Gate statusFAIL
Asset-class data75%
Modelofi-3.0.0
absorption50
cvd50
failed continuation52
imbalance40
price response50
Trade plan
entry 0.1238 ·
stop 0.1235 ·
TP1 0.1241 ·
target 0.1243 ·
R:R 0.22
Entry at market; stop below nearest order-flow support; TP1 1.0R measured move; TP2 value-area high. R:R is net of fees and slippage.
✕ VWAP Position
· Initial Balance
✕ Stacked Imbalances
✓ Volume Profile
✕ Cumulative Volume Delta
· Large Trade Detection
✕ Market Structure
VWAP Position
-12.0
WEAKENS
Price 0.16% below VWAP — value not defended.
Initial Balance
+3.0
NEUTRAL
Inside a compressed Initial Balance — coiled, awaiting expansion.
Stacked Imbalances
-10.0
WEAKENS
1 stacked sell imbalances outweigh buying.
Volume Profile
+12.0
SUPPORTS
Accepted above POC, room to value-area high — auctioning up through value.
Cumulative Volume Delta
-12.0
WEAKENS
Falling CVD — aggressive sellers active.
Large Trade Detection
0.0
NO DATA
No block-sized prints in the window.
Market Structure
-10.0
WEAKENS
Rotational — rotational, continuation less likely.
REJECTED
Institutional — Weak / Insufficient · conviction 20
No trade — no sufficiently strong confluence across the stages below.
SHADOW · not live
BLOCKED
NO TRADE
30/100
ENV 66
LOC 51
FLOW 31
EXEC 39
CONFLICT 2
DATA ADEQUATE
initial balance is FAILED_BREAKOUT
Blocking conditions 4
- initial balance is FAILED_BREAKOUT
- market structure argues against continuation
- confirmation 31 — order flow contradicts the setup
- R:R -0.31 is below the 1.50 minimum
Why this trade 6
- Higher timeframe: above the 20-day EMA, above the 50-day EMA, 20-day above 50-day, 20-day change +32.7%
- Momentum: RSI 54 in the constructive band, ROC +0.95%
- VWAP: price 0.32% above VWAP, VWAP rising
- Structural support to lean on: anchored VWAP 0.09% below (0.2 ATR)
- Just above previous-day high and holding it — breakout location
- Target is value-area high — a level, not a projection
Why not 12
- Rotational — rotational, continuation less likely
- Volatility LOW (ATR 0.39% of price)
- news unavailable
- Resistance close: IB high 0.03% above (0.1 ATR)
- Inside value, upper third (96% of the value area)
- CVD falling
- broke above IB high and lost it — failed breakout
- 4 stacked sell imbalances
- 0% of block notional was buy-side across 1 print(s)
- heavy sell-side aggression and price followed it lower
- trapped: no measurable trapped-seller condition
- -0.31R available — below the 1.50R minimum
Order flow detail
EnvironmentTRANSITION
LocationBREAKOUT_LOCATION
AbsorptionNONE
Price responseFOLLOW THROUGH
Evidence alignment42
Gate statusFAIL
Asset-class data75%
Modelofi-3.0.0
absorption50
cvd32
failed continuation32
imbalance25
large trades10
price response22
Trade plan
entry 308.3000 ·
stop 306.7001 ·
TP1 308.3667 ·
target 308.4333 ·
R:R -0.31
Entry at market; stop below nearest order-flow support; TP1 midpoint to target; TP2 value-area high. R:R is net of fees and slippage.
✓ VWAP Position
✕ Initial Balance
✕ Stacked Imbalances
✓ Volume Profile
✕ Cumulative Volume Delta
✕ Large Trade Detection
✕ Market Structure
VWAP Position
+14.0
SUPPORTS
Holding at/above VWAP (0.32%) with rising slope — value defended.
Initial Balance
-12.0
WEAKENS
Broke above the Initial Balance and lost it — failed breakout.
Stacked Imbalances
-10.0
WEAKENS
4 stacked sell imbalances outweigh buying.
Volume Profile
+12.0
SUPPORTS
Accepted above POC, room to value-area high — auctioning up through value.
Cumulative Volume Delta
-12.0
WEAKENS
Falling CVD — aggressive sellers active.
Large Trade Detection
-12.0
WEAKENS
Large sellers dominant (100% of block notional).
Market Structure
-10.0
WEAKENS
Rotational — rotational, continuation less likely.
REJECTED
Institutional — Weak / Insufficient · conviction 16
No trade — no sufficiently strong confluence across the stages below.
SHADOW · not live
BLOCKED
NO TRADE
44/100
ENV 54
LOC 69
FLOW 41
EXEC 47
CONFLICT 1
DATA ADEQUATE
price -0.45% below VWAP
Blocking conditions 4
- price -0.45% below VWAP
- initial balance is BELOW
- 0 of 2 independent dimensions confirm (none)
- R:R 0.70 is below the 1.50 minimum
Why this trade 5
- Higher timeframe: above the 20-day EMA, above the 50-day EMA, 20-day above 50-day, 20-day change +34.7%
- Structural support to lean on: value-area low 0.06% below (0.2 ATR)
- Inside value, lower third (7% of the value area)
- Stop sits at previous-session VAL — structural, not arbitrary
- Target is value-area high — a level, not a projection
Why not 12
- Volatility LOW (ATR 0.23% of price)
- VWAP: price 0.45% below VWAP, VWAP falling
- structure unavailable
- news unavailable
- Resistance close: POC 0.21% above (0.9 ATR)
- CVD falling
- large trades: no block-sized prints in the window
- heavy sell-side aggression and price followed it lower
- trapped: no measurable trapped-seller condition
- 0.70R available — below the 1.50R minimum
- Resistance between entry and target: POC
- Data unavailable: anchored_vwap, news (not supplied)
Order flow detail
EnvironmentTRANSITION
LocationFAIR_VALUE
AbsorptionNONE
Price responseFOLLOW THROUGH
Evidence alignment54
Gate statusFAIL
Asset-class data75%
Modelofi-3.0.0
absorption50
cvd32
failed continuation50
imbalance50
price response22
Trade plan
entry 0.7948 ·
stop 0.7928 ·
TP1 0.7965 ·
target 0.8003 ·
R:R 0.70
Entry at market; stop below nearest order-flow support; TP1 point of control; TP2 value-area high. R:R is net of fees and slippage.
✕ VWAP Position
✕ Initial Balance
· Stacked Imbalances
· Volume Profile
✕ Cumulative Volume Delta
· Large Trade Detection
· Market Structure
VWAP Position
-12.0
WEAKENS
Price 0.45% below VWAP — value not defended.
Initial Balance
-12.0
WEAKENS
Below Initial Balance low — auctioning lower.
Stacked Imbalances
0.0
NEUTRAL
No decisive imbalance stacking.
Volume Profile
+2.0
NEUTRAL
Between value-area low and POC — returning toward fair value.
Cumulative Volume Delta
-12.0
WEAKENS
Falling CVD — aggressive sellers active.
Large Trade Detection
0.0
NO DATA
No block-sized prints in the window.
Market Structure
0.0
NO DATA
Day type not yet classifiable.
REJECTED
Institutional — Weak / Insufficient · conviction 16
No trade — no sufficiently strong confluence across the stages below.
SHADOW · not live
BLOCKED
NO TRADE
33/100
ENV 47
LOC 86
FLOW 36
EXEC 21
CONFLICT 2
DATA ADEQUATE
price -1.22% below VWAP
Blocking conditions 4
- price -1.22% below VWAP
- initial balance is BELOW
- 0 of 2 independent dimensions confirm (none)
- R:R 0.86 is below the 1.50 minimum
Why this trade 5
- Higher timeframe: above the 20-day EMA, above the 50-day EMA, 20-day above 50-day, 20-day change +43.0%
- Clear room to POC 0.60% above (2.9 ATR)
- Structural support to lean on: previous-session POC 0.14% below (0.7 ATR)
- Inside value, lower third (0% of the value area)
- Target is value-area high — a level, not a projection
Why not 12
- Momentum: RSI 27 — below the constructive band, ROC -0.55%
- Relative volume 0.21x — thin participation
- Volatility LOW (ATR 0.21% of price)
- VWAP: price 1.22% below VWAP, VWAP falling
- structure unavailable
- news unavailable
- aggressive buying of 1.1 sd with no advance — passive sellers absorbing. Not bullish on its own.; at session low
- aggressive buying (1.1 sd) made no higher high — buyers failed
- large trades: no block-sized prints in the window
- heavy buy-side aggression (1.1 sd) with no upside follow-through — supply is being met
- trapped: no measurable trapped-seller condition
- 0.86R available — below the 1.50R minimum
Order flow detail
EnvironmentTRANSITION
LocationFAIR_VALUE
AbsorptionSELLER ABSORPTION
Price responseFAILED CONTINUATION
Evidence alignment0
Gate statusFAIL
Asset-class data75%
Modelofi-3.0.0
absorption24
cvd50
failed continuation28
imbalance50
price response30
Trade plan
entry 0.3775 ·
stop 0.3718 ·
TP1 0.3798 ·
target 0.3845 ·
R:R 0.86
Entry at market; stop 1.5% fallback (no level nearby); TP1 point of control; TP2 value-area high. R:R is net of fees and slippage.
✕ VWAP Position
✕ Initial Balance
· Stacked Imbalances
· Volume Profile
✕ Cumulative Volume Delta
· Large Trade Detection
· Market Structure
VWAP Position
-12.0
WEAKENS
Price 1.22% below VWAP — value not defended.
Initial Balance
-12.0
WEAKENS
Below Initial Balance low — auctioning lower.
Stacked Imbalances
0.0
NEUTRAL
No decisive imbalance stacking.
Volume Profile
+2.0
NEUTRAL
Between value-area low and POC — returning toward fair value.
Cumulative Volume Delta
-12.0
WEAKENS
Falling CVD — aggressive sellers active.
Large Trade Detection
0.0
NO DATA
No block-sized prints in the window.
Market Structure
0.0
NO DATA
Day type not yet classifiable.
REJECTED
Institutional — Weak / Insufficient · conviction 11
No trade — no sufficiently strong confluence across the stages below.
SHADOW · not live
BLOCKED
NO TRADE
43/100
ENV 59
LOC 60
FLOW 45
EXEC 39
CONFLICT 1
DATA ADEQUATE
price -0.13% below VWAP
Blocking conditions 5
- price -0.13% below VWAP
- initial balance is INSIDE
- market structure argues against continuation
- 0 of 2 independent dimensions confirm (none)
- R:R -0.18 is below the 1.50 minimum
Why this trade 5
- Higher timeframe: above the 20-day EMA, above the 50-day EMA, 20-day above 50-day, 20-day change +16.8%
- Relative volume 1.33x
- Structural support to lean on: IB low 0.04% below (0.2 ATR)
- Inside value, lower third (17% of the value area)
- Target is value-area high — a level, not a projection
Why not 12
- Rotational — rotational, continuation less likely
- Volatility LOW (ATR 0.17% of price)
- news unavailable
- Resistance close: POC 0.05% above (0.3 ATR)
- 1 stacked sell imbalances
- large trades: no block-sized prints in the window
- closed near the window low without one-sided aggression
- trapped: no measurable trapped-seller condition
- -0.18R available — below the 1.50R minimum
- Stop is not anchored to a known level
- Resistance between entry and target: POC
- Data unavailable: news (not supplied)
Order flow detail
EnvironmentTRANSITION
LocationFAIR_VALUE
AbsorptionNONE
Price responseREVERSAL
Evidence alignment64
Gate statusFAIL
Asset-class data75%
Modelofi-3.0.0
absorption50
cvd50
failed continuation50
imbalance40
price response34
Trade plan
entry 0.2436 ·
stop 0.2430 ·
TP1 0.2437 ·
target 0.2441 ·
R:R -0.18
Entry at market; stop below nearest order-flow support; TP1 point of control; TP2 value-area high. R:R is net of fees and slippage.
✕ VWAP Position
· Initial Balance
✕ Stacked Imbalances
· Volume Profile
✕ Cumulative Volume Delta
· Large Trade Detection
✕ Market Structure
VWAP Position
-12.0
WEAKENS
Price 0.13% below VWAP — value not defended.
Initial Balance
+3.0
NEUTRAL
Inside a compressed Initial Balance — coiled, awaiting expansion.
Stacked Imbalances
-10.0
WEAKENS
1 stacked sell imbalances outweigh buying.
Volume Profile
+2.0
NEUTRAL
Between value-area low and POC — returning toward fair value.
Cumulative Volume Delta
-12.0
WEAKENS
Falling CVD — aggressive sellers active.
Large Trade Detection
0.0
NO DATA
No block-sized prints in the window.
Market Structure
-10.0
WEAKENS
Rotational — rotational, continuation less likely.
REJECTED
Institutional — Weak / Insufficient · conviction 8
No trade — no sufficiently strong confluence across the stages below.
SHADOW · not live
BLOCKED
NO TRADE
57/100
ENV 52
LOC 81
FLOW 45
EXEC 53
DATA ADEQUATE
price -1.04% below VWAP
Blocking conditions 4
- price -1.04% below VWAP
- initial balance is INSIDE
- market structure argues against continuation
- 0 of 2 independent dimensions confirm (none)
Why this trade 7
- Higher timeframe: above the 20-day EMA, above the 50-day EMA, 20-day above 50-day, 20-day change +20.9%
- Clear room to POC 0.58% above (1.9 ATR)
- Structural support to lean on: IB low 0.07% below (0.2 ATR)
- Inside value, lower third (5% of the value area)
- 2.18R available
- Stop sits at session low — structural, not arbitrary
- Target is value-area high — a level, not a projection
Why not 11
- Rotational — rotational, continuation less likely
- Volatility LOW (ATR 0.30% of price)
- VWAP: price 1.04% below VWAP, VWAP falling
- news unavailable
- 1 stacked sell imbalances
- large trades: no block-sized prints in the window
- closed near the window low without one-sided aggression
- trapped: no measurable trapped-seller condition
- Stop is only 1.0 ATR from entry — inside normal noise
- Resistance between entry and target: POC
- Data unavailable: news (not supplied)
Order flow detail
EnvironmentTRANSITION
LocationFAIR_VALUE
AbsorptionNONE
Price responseREVERSAL
Evidence alignment40
Gate statusFAIL
Asset-class data75%
Modelofi-3.0.0
absorption50
cvd50
failed continuation50
imbalance40
price response34
Trade plan
entry 0.2927 ·
stop 0.2918 ·
TP1 0.2944 ·
target 0.2974 ·
R:R 2.18
Entry at market; stop 1.0×ATR volatility floor (structure was too tight); TP1 point of control; TP2 value-area high. R:R is net of fees and slippage.
✕ VWAP Position
· Initial Balance
✕ Stacked Imbalances
· Volume Profile
✕ Cumulative Volume Delta
· Large Trade Detection
✕ Market Structure
VWAP Position
-12.0
WEAKENS
Price 1.04% below VWAP — value not defended.
Initial Balance
0.0
NEUTRAL
Inside Initial Balance — balanced auction.
Stacked Imbalances
-10.0
WEAKENS
1 stacked sell imbalances outweigh buying.
Volume Profile
+2.0
NEUTRAL
Between value-area low and POC — returning toward fair value.
Cumulative Volume Delta
-12.0
WEAKENS
Falling CVD — aggressive sellers active.
Large Trade Detection
0.0
NO DATA
No block-sized prints in the window.
Market Structure
-10.0
WEAKENS
Rotational — rotational, continuation less likely.
REJECTED
Institutional — Weak / Insufficient · conviction 6
No trade — no sufficiently strong confluence across the stages below.
SHADOW · not live
BLOCKED
NO TRADE
53/100
ENV 58
LOC 56
FLOW 45
EXEC 58
DATA ADEQUATE
price -0.99% below VWAP
Blocking conditions 4
- price -0.99% below VWAP
- initial balance is INSIDE
- market structure argues against continuation
- 0 of 2 independent dimensions confirm (none)
Why this trade 6
- Higher timeframe: above the 20-day EMA, above the 50-day EMA, 20-day above 50-day, 20-day change +50.4%
- Relative volume 2.31x — elevated participation
- Structural support to lean on: IB low 0.10% below (0.4 ATR)
- Below value area (discount to the session's accepted value)
- 2.34R available
- Target is value-area high — a level, not a projection
Why not 12
- Rotational — rotational, continuation less likely
- Volatility LOW (ATR 0.25% of price)
- VWAP: price 0.99% below VWAP, VWAP falling
- news unavailable
- Resistance close: previous-session POC 0.02% above (0.1 ATR)
- 1 stacked sell imbalances
- large trades: no block-sized prints in the window
- closed near the window low without one-sided aggression
- trapped: no measurable trapped-seller condition
- Stop is not anchored to a known level
- Resistance between entry and target: POC, previous-day high, previous-session POC, previous-session VAH
- Data unavailable: news (not supplied)
Order flow detail
EnvironmentTRANSITION
LocationDISCOUNT
AbsorptionNONE
Price responseREVERSAL
Evidence alignment78
Gate statusFAIL
Asset-class data75%
Modelofi-3.0.0
absorption50
cvd50
failed continuation50
imbalance40
price response34
Trade plan
entry 0.2011 ·
stop 0.2005 ·
TP1 0.2039 ·
target 0.2045 ·
R:R 2.34
Entry at market; stop below nearest order-flow support; TP1 point of control; TP2 value-area high. R:R is net of fees and slippage.
✕ VWAP Position
· Initial Balance
✕ Stacked Imbalances
✕ Volume Profile
· Cumulative Volume Delta
· Large Trade Detection
✕ Market Structure
VWAP Position
-12.0
WEAKENS
Price 0.99% below VWAP — value not defended.
Initial Balance
0.0
NEUTRAL
Inside Initial Balance — balanced auction.
Stacked Imbalances
-10.0
WEAKENS
1 stacked sell imbalances outweigh buying.
Volume Profile
-12.0
WEAKENS
Below the value area (VAL) — auctioning below value.
Cumulative Volume Delta
0.0
NEUTRAL
CVD flat — no aggressive-flow edge.
Large Trade Detection
0.0
NO DATA
No block-sized prints in the window.
Market Structure
-10.0
WEAKENS
Rotational — rotational, continuation less likely.
REJECTED
Institutional — Weak / Insufficient · conviction 6
No trade — no sufficiently strong confluence across the stages below.
SHADOW · not live
BLOCKED
NO TRADE
44/100
ENV 53
LOC 66
FLOW 45
EXEC 40
CONFLICT 1
DATA ADEQUATE
price -0.40% below VWAP
Blocking conditions 4
- price -0.40% below VWAP
- initial balance is BELOW
- 0 of 2 independent dimensions confirm (none)
- R:R 0.63 is below the 1.50 minimum
Why this trade 4
- Higher timeframe: above the 20-day EMA, above the 50-day EMA, 20-day above 50-day, 20-day change +46.2%
- Structural support to lean on: session low 0.02% below (0.2 ATR)
- Inside value, lower third (3% of the value area)
- Target is value-area high — a level, not a projection
Why not 12
- Relative volume 0.63x — thin participation
- Volatility LOW (ATR 0.11% of price)
- VWAP: price 0.40% below VWAP, VWAP falling
- structure unavailable
- news unavailable
- Resistance close: POC 0.16% above (1.4 ATR)
- Inside a low-volume node — thin liquidity, price moves fast here
- 1 stacked sell imbalances
- large trades: no block-sized prints in the window
- closed near the window low without one-sided aggression
- trapped: no measurable trapped-seller condition
- 0.63R available — below the 1.50R minimum
Order flow detail
EnvironmentTRANSITION
LocationLIQUIDITY_LOCATION
AbsorptionNONE
Price responseREVERSAL
Evidence alignment56
Gate statusFAIL
Asset-class data75%
Modelofi-3.0.0
absorption50
cvd50
failed continuation50
imbalance40
price response34
Trade plan
entry 11.0540 ·
stop 11.0299 ·
TP1 11.0713 ·
target 11.1232 ·
R:R 0.63
Entry at market; stop below nearest order-flow support; TP1 point of control; TP2 value-area high. R:R is net of fees and slippage.
✕ VWAP Position
✕ Initial Balance
✕ Stacked Imbalances
· Volume Profile
✕ Cumulative Volume Delta
· Large Trade Detection
· Market Structure
VWAP Position
-12.0
WEAKENS
Price 0.40% below VWAP — value not defended.
Initial Balance
-12.0
WEAKENS
Below Initial Balance low — auctioning lower.
Stacked Imbalances
-10.0
WEAKENS
1 stacked sell imbalances outweigh buying.
Volume Profile
+2.0
NEUTRAL
Between value-area low and POC — returning toward fair value.
Cumulative Volume Delta
-12.0
WEAKENS
Falling CVD — aggressive sellers active.
Large Trade Detection
0.0
NO DATA
No block-sized prints in the window.
Market Structure
0.0
NO DATA
Day type not yet classifiable.
REJECTED
Institutional — Weak / Insufficient · conviction 4
No trade — no sufficiently strong confluence across the stages below.
SHADOW · not live
BLOCKED
NO TRADE
35/100
ENV 36
LOC 86
FLOW 50
EXEC 20
CONFLICT 2
DATA ADEQUATE
price -0.49% below VWAP
Blocking conditions 5
- price -0.49% below VWAP
- initial balance is INSIDE
- market structure argues against continuation
- 0 of 2 independent dimensions confirm (none)
- R:R 0.56 is below the 1.50 minimum
Why this trade 5
- Momentum: RSI 55 in the constructive band, ROC -0.41%
- Clear room to hvn 0.60% above (2.6 ATR)
- Structural support to lean on: previous-session POC 0.09% below (0.4 ATR)
- Below value area (discount to the session's accepted value)
- Target is value-area high — a level, not a projection
Why not 12
- Relative volume 0.42x — thin participation
- Rotational — rotational, continuation less likely
- Volatility LOW (ATR 0.23% of price)
- VWAP: price 0.49% below VWAP, VWAP falling
- htf trend unavailable
- news unavailable
- large trades: no block-sized prints in the window
- trapped: no measurable trapped-seller condition
- 0.56R available — below the 1.50R minimum
- Stop is not anchored to a known level
- Stop is 5.6 ATR from entry — a wide, blunt risk
- Resistance between entry and target: POC, previous-session VAH
Order flow detail
EnvironmentBEARISH
LocationDISCOUNT
AbsorptionNONE
Price responseNEUTRAL
Evidence alignment0
Gate statusFAIL
Asset-class data75%
Modelofi-3.0.0
absorption50
cvd50
failed continuation50
imbalance50
price response50
Trade plan
entry 0.6779 ·
stop 0.6692 ·
TP1 0.6836 ·
target 0.6860 ·
R:R 0.56
Entry at market; stop below nearest order-flow support; TP1 point of control; TP2 value-area high. R:R is net of fees and slippage.
✕ VWAP Position
· Initial Balance
· Stacked Imbalances
✕ Volume Profile
✕ Cumulative Volume Delta
· Large Trade Detection
✕ Market Structure
VWAP Position
-12.0
WEAKENS
Price 0.49% below VWAP — value not defended.
Initial Balance
0.0
NEUTRAL
Inside Initial Balance — balanced auction.
Stacked Imbalances
0.0
NEUTRAL
No decisive imbalance stacking.
Volume Profile
-12.0
WEAKENS
Below the value area (VAL) — auctioning below value.
Cumulative Volume Delta
-12.0
WEAKENS
Falling CVD — aggressive sellers active.
Large Trade Detection
0.0
NO DATA
No block-sized prints in the window.
Market Structure
-10.0
WEAKENS
Rotational — rotational, continuation less likely.
REJECTED
Institutional — Weak / Insufficient · conviction 0
No trade — no sufficiently strong confluence across the stages below.
SHADOW · not live
BLOCKED
NO TRADE
29/100
ENV 36
LOC 60
FLOW 45
EXEC 36
CONFLICT 2
DATA ADEQUATE
price -1.30% below VWAP
Blocking conditions 4
- price -1.30% below VWAP
- initial balance is BELOW
- 0 of 2 independent dimensions confirm (none)
- R:R 1.35 is below the 1.50 minimum
Why this trade 3
- Volatility NORMAL (ATR 0.50% of price)
- Below value area (discount to the session's accepted value)
- Target is IB high — a level, not a projection
Why not 12
- Relative volume 0.64x — thin participation
- VWAP: price 1.30% below VWAP, VWAP falling
- htf trend unavailable
- structure unavailable
- news unavailable
- Resistance close: hvn 0.69% above (1.4 ATR)
- Nearest support is far: previous-session POC 0.59% below (1.2 ATR)
- 1 stacked sell imbalances
- large trades: no block-sized prints in the window
- closed near the window low without one-sided aggression
- trapped: no measurable trapped-seller condition
- 1.35R available — below the 1.50R minimum
Order flow detail
EnvironmentBEARISH
LocationDISCOUNT
AbsorptionNONE
Price responseREVERSAL
Evidence alignment60
Gate statusFAIL
Asset-class data75%
Modelofi-3.0.0
absorption50
cvd50
failed continuation50
imbalance40
price response34
Trade plan
entry 0.0071 ·
stop 0.0070 ·
TP1 0.0072 ·
target 0.0073 ·
R:R 1.35
Entry at market; stop 1.5% fallback (no level nearby); TP1 point of control; TP2 value-area high. R:R is net of fees and slippage.
✕ VWAP Position
✕ Initial Balance
✕ Stacked Imbalances
✕ Volume Profile
✕ Cumulative Volume Delta
· Large Trade Detection
· Market Structure
VWAP Position
-12.0
WEAKENS
Price 1.30% below VWAP — value not defended.
Initial Balance
-12.0
WEAKENS
Below Initial Balance low — auctioning lower.
Stacked Imbalances
-10.0
WEAKENS
1 stacked sell imbalances outweigh buying.
Volume Profile
-12.0
WEAKENS
Below the value area (VAL) — auctioning below value.
Cumulative Volume Delta
-12.0
WEAKENS
Falling CVD — aggressive sellers active.
Large Trade Detection
0.0
NO DATA
No block-sized prints in the window.
Market Structure
0.0
NO DATA
Day type not yet classifiable.
REJECTED
Institutional — Weak / Insufficient · conviction 0
No trade — no sufficiently strong confluence across the stages below.
SHADOW · not live
BLOCKED
NO TRADE
33/100
ENV 52
LOC 78
FLOW 38
EXEC 21
CONFLICT 2
DATA ADEQUATE
price -0.78% below VWAP
Blocking conditions 4
- price -0.78% below VWAP
- initial balance is BELOW
- 0 of 2 independent dimensions confirm (none)
- R:R 0.55 is below the 1.50 minimum
Why this trade 5
- Higher timeframe: above the 20-day EMA, above the 50-day EMA, 20-day above 50-day, 20-day change +34.3%
- Clear room to hvn 0.45% above (1.8 ATR)
- Structural support to lean on: session low 0.08% below (0.3 ATR)
- Below value area (discount to the session's accepted value)
- Target is value-area high — a level, not a projection
Why not 12
- Momentum: RSI 30 — below the constructive band, ROC -0.39%
- Relative volume 0.64x — thin participation
- Volatility LOW (ATR 0.24% of price)
- VWAP: price 0.78% below VWAP, VWAP falling
- structure unavailable
- news unavailable
- CVD falling
- 0% of block notional was buy-side across 1 print(s)
- heavy sell-side aggression and price followed it lower
- trapped: no measurable trapped-seller condition
- 0.55R available — below the 1.50R minimum
- Stop is not anchored to a known level
Order flow detail
EnvironmentTRANSITION
LocationDISCOUNT
AbsorptionNONE
Price responseFOLLOW THROUGH
Evidence alignment6
Gate statusFAIL
Asset-class data75%
Modelofi-3.0.0
absorption50
cvd32
failed continuation50
imbalance50
large trades10
price response22
Trade plan
entry 0.1291 ·
stop 0.1272 ·
TP1 0.1301 ·
target 0.1308 ·
R:R 0.55
Entry at market; stop 1.5% fallback (no level nearby); TP1 point of control; TP2 value-area high. R:R is net of fees and slippage.
✕ VWAP Position
✕ Initial Balance
· Stacked Imbalances
✕ Volume Profile
✕ Cumulative Volume Delta
✕ Large Trade Detection
· Market Structure
VWAP Position
-12.0
WEAKENS
Price 0.78% below VWAP — value not defended.
Initial Balance
-12.0
WEAKENS
Below Initial Balance low — auctioning lower.
Stacked Imbalances
0.0
NEUTRAL
No decisive imbalance stacking.
Volume Profile
-12.0
WEAKENS
Below the value area (VAL) — auctioning below value.
Cumulative Volume Delta
-12.0
WEAKENS
Falling CVD — aggressive sellers active.
Large Trade Detection
-12.0
WEAKENS
Large sellers dominant (100% of block notional).
Market Structure
0.0
NO DATA
Day type not yet classifiable.
REJECTED
Institutional — Weak / Insufficient · conviction 0
No trade — no sufficiently strong confluence across the stages below.
SHADOW · not live
BLOCKED
NO TRADE
47/100
ENV 46
LOC 71
FLOW 65
EXEC 20
CONFLICT 1
DATA ADEQUATE
price -0.35% below VWAP
Blocking conditions 5
- price -0.35% below VWAP
- initial balance is INSIDE
- market structure argues against continuation
- 0 of 2 independent dimensions confirm (none)
- R:R 0.40 is below the 1.50 minimum
Why this trade 7
- Higher timeframe: above the 20-day EMA, above the 50-day EMA, 20-day above 50-day, 20-day change +2.7%
- Clear room to hvn 0.39% above (2.7 ATR)
- Below value area (discount to the session's accepted value)
- aggressive selling of -1.8 sd met without price breaking — passive buyers absorbing; at session VWAP
- broke below IB low and reclaimed it
- heavy sell-side aggression (-1.8 sd) and price held — passive buyers absorbing supply
- Target is IB high — a level, not a projection
Why not 12
- Relative volume 0.53x — thin participation
- Rotational — rotational, continuation less likely
- Volatility LOW (ATR 0.15% of price)
- VWAP: price 0.35% below VWAP, VWAP falling
- news unavailable
- Nearest support is far: session low 0.20% below (1.4 ATR)
- 1 stacked sell imbalances
- large trades: no block-sized prints in the window
- trapped: no measurable trapped-seller condition
- 0.40R available — below the 1.50R minimum
- Stop is not anchored to a known level
- Stop is 10.2 ATR from entry — a wide, blunt risk
Order flow detail
EnvironmentTRANSITION
LocationDISCOUNT
AbsorptionBUYER ABSORPTION
Price responseABSORPTION
Evidence alignment14
Gate statusFAIL
Asset-class data75%
Modelofi-3.0.0
absorption80
cvd50
failed continuation70
imbalance40
price response78
Trade plan
entry 0.0049 ·
stop 0.0048 ·
TP1 0.0049 ·
target 0.0050 ·
R:R 0.40
Entry at market; stop 1.5% fallback (no level nearby); TP1 point of control; TP2 value-area high. R:R is net of fees and slippage.
✕ VWAP Position
· Initial Balance
✕ Stacked Imbalances
✕ Volume Profile
✕ Cumulative Volume Delta
· Large Trade Detection
✕ Market Structure
VWAP Position
-12.0
WEAKENS
Price 0.35% below VWAP — value not defended.
Initial Balance
0.0
NEUTRAL
Inside Initial Balance — balanced auction.
Stacked Imbalances
-10.0
WEAKENS
1 stacked sell imbalances outweigh buying.
Volume Profile
-12.0
WEAKENS
Below the value area (VAL) — auctioning below value.
Cumulative Volume Delta
-12.0
WEAKENS
Falling CVD — aggressive sellers active.
Large Trade Detection
0.0
NO DATA
No block-sized prints in the window.
Market Structure
-10.0
WEAKENS
Rotational — rotational, continuation less likely.
REJECTED
Institutional — Weak / Insufficient · conviction 0
No trade — no sufficiently strong confluence across the stages below.
SHADOW · not live
BLOCKED
NO TRADE
28/100
ENV 34
LOC 61
FLOW 48
EXEC 20
CONFLICT 2
DATA ADEQUATE
price -0.50% below VWAP
Blocking conditions 4
- price -0.50% below VWAP
- initial balance is BELOW
- 0 of 2 independent dimensions confirm (none)
- R:R 0.28 is below the 1.50 minimum
Why this trade 3
- Structural support to lean on: session low 0.05% below (0.2 ATR)
- Below value area (discount to the session's accepted value)
- Target is value-area high — a level, not a projection
Why not 12
- Higher timeframe: below the 20-day EMA, below the 50-day EMA, 20-day change +12.7%
- Volatility LOW (ATR 0.24% of price)
- VWAP: price 0.50% below VWAP, VWAP falling
- structure unavailable
- news unavailable
- Resistance close: previous-session POC 0.06% above (0.2 ATR)
- 1 stacked sell imbalances
- large trades: no block-sized prints in the window
- trapped: no measurable trapped-seller condition
- 0.28R available — below the 1.50R minimum
- Stop is not anchored to a known level
- Stop is 6.2 ATR from entry — a wide, blunt risk
Order flow detail
EnvironmentBEARISH
LocationDISCOUNT
AbsorptionNONE
Price responseNEUTRAL
Evidence alignment31
Gate statusFAIL
Asset-class data75%
Modelofi-3.0.0
absorption50
cvd50
failed continuation50
imbalance40
price response50
Trade plan
entry 0.0216 ·
stop 0.0213 ·
TP1 0.0217 ·
target 0.0218 ·
R:R 0.28
Entry at market; stop 1.5% fallback (no level nearby); TP1 point of control; TP2 value-area high. R:R is net of fees and slippage.
✕ VWAP Position
✕ Initial Balance
✕ Stacked Imbalances
✕ Volume Profile
✕ Cumulative Volume Delta
· Large Trade Detection
· Market Structure
VWAP Position
-12.0
WEAKENS
Price 0.50% below VWAP — value not defended.
Initial Balance
-12.0
WEAKENS
Below Initial Balance low — auctioning lower.
Stacked Imbalances
-10.0
WEAKENS
1 stacked sell imbalances outweigh buying.
Volume Profile
-12.0
WEAKENS
Below the value area (VAL) — auctioning below value.
Cumulative Volume Delta
-12.0
WEAKENS
Falling CVD — aggressive sellers active.
Large Trade Detection
0.0
NO DATA
No block-sized prints in the window.
Market Structure
0.0
NO DATA
Day type not yet classifiable.
REJECTED
Institutional — Weak / Insufficient · conviction 0
No trade — no sufficiently strong confluence across the stages below.
SHADOW · not live
BLOCKED
NO TRADE
28/100
ENV 24
LOC 58
FLOW 40
EXEC 67
CONFLICT 2
DATA ADEQUATE
price -10.63% below VWAP
Blocking conditions 4
- price -10.63% below VWAP
- initial balance is BELOW
- 0 of 2 independent dimensions confirm (none)
- environment 24 — a long is blocked, not reversed
Why this trade 4
- Structural support to lean on: session low 0.68% below (0.4 ATR)
- Below value area (discount to the session's accepted value)
- 8.05R available
- Target is value-area high — a level, not a projection
Why not 12
- Higher timeframe: below the 20-day EMA, below the 50-day EMA, 20-day change -15.0%
- Relative volume 0.36x — thin participation
- VWAP: price 10.63% below VWAP, VWAP falling
- structure unavailable
- news unavailable
- Resistance close: POC 1.71% above (0.9 ATR)
- Inside a low-volume node — thin liquidity, price moves fast here
- CVD falling
- 1 stacked sell imbalances
- large trades: no block-sized prints in the window
- heavy sell-side aggression and price followed it lower
- trapped: no measurable trapped-seller condition
Order flow detail
EnvironmentBEARISH
LocationLIQUIDITY_LOCATION
AbsorptionNONE
Price responseFOLLOW THROUGH
Evidence alignment28
Gate statusFAIL
Asset-class data75%
Modelofi-3.0.0
absorption50
cvd32
failed continuation50
imbalance40
price response22
Trade plan
entry 17.6500 ·
stop 17.3257 ·
TP1 17.9525 ·
target 20.7410 ·
R:R 8.05
Entry at market; stop 1.0×ATR volatility floor (structure was too tight); TP1 point of control; TP2 value-area high. R:R is net of fees and slippage.
✕ VWAP Position
✕ Initial Balance
✕ Stacked Imbalances
✕ Volume Profile
✕ Cumulative Volume Delta
· Large Trade Detection
· Market Structure
VWAP Position
-12.0
WEAKENS
Price 10.63% below VWAP — value not defended.
Initial Balance
-12.0
WEAKENS
Below Initial Balance low — auctioning lower.
Stacked Imbalances
-10.0
WEAKENS
1 stacked sell imbalances outweigh buying.
Volume Profile
-12.0
WEAKENS
Below the value area (VAL) — auctioning below value.
Cumulative Volume Delta
-12.0
WEAKENS
Falling CVD — aggressive sellers active.
Large Trade Detection
0.0
NO DATA
No block-sized prints in the window.
Market Structure
0.0
NO DATA
Day type not yet classifiable.
Portfolio risk exposure
The auto-trader's own current open stock positions — sector concentration and average beta, the same real-time read behind Discord's !portfolio command. Not per-visitor data; this is the platform's own book, shown publicly for transparency.
BSX — Healthcare
KVUE — Consumer Staples
PEN — Healthcare
- open stock positions
- 3
- average beta
- 0.573 with data