Daily Report.
A live trading playbook, rebuilt from every recorded First Candle and XXL trade. What to watch. What to avoid. What the data actually supports.
Database-calculated results
Retrieving recorded trades, ranking daily positions and evaluating exit targets.
Only sufficiently observed patterns reach the decision desk. Each weekday is evaluated on its own. The wider five-day dataset appears later as separate context.
Current session
Read the confirmed First Candle result first. Additional-target simulations are secondary and explicitly labeled potential.
DO · Evidence-backed watch
DO NOT · Avoid or restrict
WATCH · Unconfirmed edge
Broader patterns
These results combine Monday through Friday. They must not be mistaken for evidence that the selected weekday is equally strong.
Which trade is it?
Positions are counted chronologically within each trading day. Small samples are excluded from comparative claims.
| Trade | Occurrences | First Candle wins | First Candle R | Best extra R | Max potential R |
|---|
Time-of-day scanner
Non-overlapping 30-minute intervals and robust four-slot scans. These windows represent opportunities for entries, not four guaranteed consecutive signals.
Recent recorded examples
Latest matching trades, including failures. Real trade rows, not fabricated examples.
| Date | Entry ET | Position | First Candle | Day High | Matching conditions |
|---|
The daily trading timeline
From 09:30 to 15:59 ET. Every recorded position and tracked condition is evaluated inside its clock window. No low-sample rate is promoted as a signal.
How to read this report
Confirmed: First Candle results are the database value at the close of the five-minute candle after the signal, expressed in R.
Potential only: Best extra R is added to the First Candle result, and is modeled against Day High. A miss is scored -1R at the original stop.
Not yet verified: Day High does not prove the extra target happened after the First Candle or within the next five-minute candle. Actual candle path is required.
Validation: A target is selected on earlier trade dates and separately tested against newer dates. Small samples and overlapping rules are not independent evidence.