17 reports, built from five years of session data. Four bots that trade those reports on live accounts. One journal that logs every fill, including the ones we would rather you did not see.
Every report starts as one minute bars in a file. The file gets scored one session at a time, and the score is the number on the card. You see the data before you see the number.
| Session | Gap size | Filled | Time to fill | Sample |
|---|---|---|---|---|
| 08 Sep 2026 | +0.41% | Yes | 28 min | NY |
| 05 Sep 2026 | -0.22% | Yes | 51 min | NY |
| 04 Sep 2026 | +0.63% | No | n/a | NY |
| 03 Sep 2026 | -0.18% | Yes | 19 min | NY |
| 02 Sep 2026 | +0.09% | Yes | 12 min | NY |
Pick the market, the session and the lookback. The report hands back one number and the rows behind it. Then go read what happened when a bot traded it.
How often the overnight gap closes, by market and by weekday, with the median time to fill.
NQ · ES · YMThe first hour's range and how often the rest of the session breaks, holds, or reverses it.
7 marketsGlobex session extension, scored against the New York open, five years back.
Globex sessionHow far the session runs past the initial balance once it breaks, by hour of day.
IntradayDirection and range by weekday, recomputed nightly against the last five years.
All marketsHigher-high / lower-low counts by session, the read Rex and Essie pull from every morning.
NQ · ESComputed from five years of one minute CME futures bars, recomputed nightly. Most reports run New York hours; the overnight range report runs the Globex session. Every live report page names its own sample size.
The same read Otto and Nesta take every morning, next to the report base rates that back it up or argue with it. When they argue, the board says sit out, and so do the bots.
| Symbol | Agreement | Call | Note |
|---|---|---|---|
| NQ | 48% | Short | Bearish off the daily candle, checked against 3 report base rates |
| ES | 48% | Short | Bearish off the daily candle, checked against 3 report base rates |
| YM | 50% | Long | Bullish off the daily candle, checked against 3 report base rates |
A market only reads long or short when the bot and the reports agree. Everything else is a sit out, which is most days.
No edits, no cherry picking. Read the worst week before you buy anything.
Four bots. Each one runs on a live account and writes its trades to the journal the moment they close. No edits, no cherry picking. Read the worst week before you buy anything.
Takes a read on the session, then sits on its hands until the market confirms it. Trades most days. Flat before the close.
The same discipline as Otto stretched over a longer horizon. Far fewer signals, wider room to be right.
Needs several things to agree before it will touch anything. Sits out most sessions on purpose.
Two variants of the same engine on different horizons. Run one, or run both and let them argue.
Nothing here is a signal feed. Each bot ships as a TradingView strategy plus the webhook guide, and it runs on your account at your size. You can turn it off at 9:31.
Six TradingView scripts that plot the same levels the reports measure.
Draws the accumulation, manipulation and distribution legs the session reports measure.
Marks the daily levels the previous day high and low report is counting reactions at.
Plots the confluence Essie waits for before it will take anything.
Highlights the pools the first hour sweep report is looking for.
Every unfilled gap on the chart, sized, so the fill report has somewhere to point.
The fractal version, one timeframe inside another, for the nested reads.
NinjaTrader runs the fleet's strategies. QuantLab Journal logs every fill they make.
| Partner | Role |
|---|---|
| NinjaTrader | Every bot ships as a NinjaTrader strategy. Fills import in one CSV drop, no manual tickets. |
| QuantLab Journal | Every entry, exit and fee logged the moment it happens. |
No. Reports give you numbers and the rows behind them. Bots ship as a TradingView strategy plus the webhook guide and run on your account, at your size. Nothing here places a trade from our side.
Five years of one minute session data per market, rebuilt nightly. Every report page names the sample size it is quoting, so you can check the number instead of trusting it.
That is the point. The journal writes every close the moment it happens, no edits, and the bad weeks stay up. Read the worst one before you buy anything.
No. Reports stands on its own. The fleet is the proof that the numbers get traded, not a paywall in front of them.
TradingView, a TradersPost account, and the prop or broker account you already trade. You hold the keys and you can turn it off at 9:31.
Reports, four bots trading them, and a journal that will not let anyone quietly delete a bad week.