Technical2026-10-02Options2026-10-02delayedFlowTrades/Quotes not entitled
Daily run 2026-10-02 · completeWatchlist 0

DAL

Industrials · Airlines
84.09
-0.05% · 2026-10-02
Wait
pending buy on trigger
earnings window
Trade priority
#13 · 69.2
Data coverage
100%
Setup
pre breakout · 2026-10-02
News
positive w/ risks
Next catalyst
Earnings in 4 sessions

Trade plan

PRE_BREAKOUT_SWING_V1_1 · valid until close of 2026-10-05, a material event, or strategy invalidation · shared by every portfolio profile
Action
WAITblocked: earnings window
Trigger
85.05break above resistance · 1.1% / 0.41 ATR away
Entry zone
85.05–86.23reference 85.05
Initial stop
82.582.9% · risk 2.47/sh
Target 1
92.00+8.2% · R:R 2.81 (strong)
Target 2
96.71+13.7% · R:R 4.72
Risk per share
2.47strategy-owned; the portfolio panel sizes it per profile
Invalidation
82.58a close below 1 ATR under the level invalidates the setup before entry

Level 84.94 (PRE_BREAKOUT_V1 selected resistance); ATR14 2.36 on 2026-10-02. Stop: 1 ATR below the breakout level 84.94. Targets: ATR projections 3 / 5 ATR above the level. R:R quality strong to T1 (hard minimum 2.0; 3R would be 92.46, T2 supports 4.72R). Targets are structural and are never moved to reach an R multiple.

Record the fill after you enter: add position. The strategy then manages the stop, targets and the next action.

Your portfolio · San

profile-specific: quantity, risk budget, exposure, cash impact
Profile
Sanequity 2,000.00 USD · whole shares
Current holding
noneno open position in this profile
Recommended quantity
4 sh340.20 · 17.0% of portfolio · bound by risk budget
Risk budget
10.000.5% of 2,000.00 · planned risk 9.88
Portfolio risk
0.00 openremaining 40.00 → 30.12 after
Exposure
0 / 3 positionsIndustrials: 0 / 2 · 0.00 of 1,000.00 cap
Cash impact
2,000.00 → 1,659.80derived from the ledger
Eligibility
WAITsame as the strategy view

Entry, stop, targets and R:R are strategy-owned and identical for every profile; only this portfolio's quantity, risk, exposure and cash differ. Manage profiles · record a fill

Quality gates

hard entry gates of the strategy · PASS / FAIL / UNKNOWN
GateVerdictDetail
Data freshnessPASS0 completed session(s) behind the calendar
PricePASSclose 84.09 at or above the 10 floor
Market capPASSmarket cap 55.33B (finnhub, 2026-10-02)
LiquidityPASSADV20 599.7M (STRONG_LIQUIDITY)
SectorPASSsector Industrials (finnhub_industry)
RegimePASSregime RISK_ON
EarningsFAILearnings in 4 session(s) (2026-10-09) · earnings window
News / event riskPASSnews context POSITIVE_WITH_RISKS
Chase protectionPASS0.65 ATR above EMA20, session move -0.02 ATR
R:RPASSreward/risk 2.81 to target 1 (strong), 4.72 to target 2
Portfolio capacityPASS4 shares (340), bound by risk budget
Data qualityPASScurrent session data, valid technical snapshot, trigger and ATR; critical facts known

Primary blocker: earnings window

Why this action

Technical

  • 1.1% below the trigger 85.05 (resistance 84.94)
  • RS20 positive vs SPY and QQQ (+7.2% / +2.3%)
  • EMA20 extension 0.65 ATR
  • RSI14 55.0 inside the 50-70 band
  • stop 82.58: 1 ATR below the breakout level 84.94
  • RS20 vs SPY 7.2%, vs QQQ 2.3%

Options

  • volume 0.81× the 20D baseline (neither) · selected contracts only, delayed

News and events

  • news context positive w/ risks (52 canonical items in window)
  • earnings 2026-10-09 (4 sessions, finnhub); event risk medium
  • earnings · high · positive: Earnings Volatility Watch: A Gold Miner Is Priced to Swing the Most This Week
  • other · low · negative: Boeing Avoids Strike As Musk Takes Aim At Delta, Tesla Delays Roadster Reveal and Ford Sal
  • earnings · medium · negative: TD Cowen Cuts Alaska Air, Delta And United Price Targets Ahead Of Q3 Earnings
  • other · low · unknown: Frank Talk: Berkshire’s Delta bet shows why quality matters in airline stocks

Market and risk

  • regime RISK ON: SPY: trend UP, volatility NORMAL; QQQ: trend UP, volatility NORMAL
  • gate earnings window blocks a new entry
  • news context positive with risks

Chart

252 sessions · EMA20 / SMA50 / SMA150 / SMA200 default · strategy levels drawn when a plan exists
2026-10-02O 85.76H 86.17L 83.34C 84.09 -0.05%Vol 8,153,401RVOL20 1.14SMA50 84.08SMA150 77.77SMA200 75.80EMA20 82.56RSI14 55.0MACD 0.490 / -0.103 / 0.593ATR14 2.36RS20 SPY 7.2% · QQQ 2.3%

Indicator history is derived from the stored bars with the accepted M3 functions (WORKSTATION_SERIES_V1); the scanner’s persisted values remain authoritative. Reconciliation at the scan session: 8 match.

Trade priority

operational attention ranking, not a forecast

Rank #13 · priority 69.2 / 100 · coverage 100%

  • technical readiness25/30
  • structure quality6/10
  • relative strength14/15
  • participation4/10
  • risk reward11/15
  • news context6/10
  • event risk2/5
  • urgency1/5

operational attention priority not a return forecast. Missing inputs lower coverage, never the score.

Setup evidence · PRE_BREAKOUT_V1

Setup state
PRE_BREAKOUT
Resistance
84.94
Distance
0.99%
Close
84.09
SMA50
84.08
SMA150 / SMA200
77.77 / 75.8
RSI14
55
EMA20 extension
0.65 ATR
RS20 vs SPY
+7.2%
RS20 vs QQQ
+2.3%

Hard requirements · 8/8 passed

  • PASS
    Confirmed resistance
    resistance=84.935 exists eligible=true
  • PASS
    Distance to resistance
    distance_pct=0.9949 · resistance=84.935 · close=84.09 inclusive_between min=0 · max=3
  • PASS
    Close above SMA50
    close=84.09 · sma50=84.0842 > right_operand=sma50
  • PASS
    SMA150 ≥ SMA200
    sma150=77.7697 · sma200=75.799 >= right_operand=sma200
  • PASS
    RSI14 band
    rsi14=54.9829 inclusive_between min=50 · max=70
  • PASS
    EMA20 extension (ATR)
    extension_atr=0.651 · close=84.09 · ema20=82.5566 · atr14=2.3556 <= max=1.5
  • PASS
    RS20 vs SPY or QQQ
    SPY=0.0724 · QQQ=0.0233 OR > SPY=0 · QQQ=0
  • PASS
    Resistance quality
    distinct_touches=2 policy_and_minimum_touches min=2

Supporting evidence · 4/6 passed

  • PASS
    ATR compression
    current_atr_pct=0.028 · median_previous_60_atr_pct=0.0296 · ratio=0.9472 < right_operand=median_previous_60_atr_pct
  • FAIL
    Volume contraction
    recent_volume=6,869,383.259 · baseline_volume=6,942,408.1305 · ratio=0.9895 < max=0.85
  • FAIL
    Higher lows
    low_1=77.15 · low_2=76.89 · low_3=80.71 low_3 > low_2 > low_1 required_pivots=3
  • PASS
    Full MA alignment
    sma50=84.0842 · sma150=77.7697 · sma200=75.799 sma50 > sma150 > sma200
  • PASS
    RS20 vs SPY positive
    SPY=0.0724 > min=0
  • PASS
    RS20 vs QQQ positive
    QQQ=0.0233 > min=0

PRE_BREAKOUT_V1 · scan run 412 · session 2026-10-02 · evaluated as of 2026-10-04T13:22:43.415154Z. Supporting evidence never changes the trigger; UNKNOWN is never collapsed into false.

Intelligence timeline

52 canonical of 54 items in window · duplicates collapsed

canonical items of the last 10 sessions; analyst/industry/macro commentary and social sources excluded from the direction tally; gating uses tier 1-3 HIGH items within 3 (negative) / 2 (unknown direction) sessions

Catalysts and filings

EventDateInMaterialitySource
Earnings (before the open)2026-10-094 sessionshighfinnhub · Tier 3 · provider

Options activity

AVAILABLE_DELAYED · session 2026-10-02 · selected contracts, delayed
Session volume
5,278
5D baseline
8,142
20D baseline
6,514
Volume / 20D
0.81x
Call / put volume
3,487 / 1,791
Call / put ratio
1.95
Top-3 contract share
31%
Top expiration
2026-10-09 61%

Activity trend · last 26 sessions

2026-08-27: 7912026-08-28: 6402026-08-31: 4262026-09-01: 10,4552026-09-02: 8012026-09-03: 3722026-09-04: 4082026-09-08: 4622026-09-09: 6302026-09-10: 6502026-09-11: 9632026-09-14: 52,9192026-09-15: 3,6182026-09-16: 4,6292026-09-17: 2,4182026-09-18: 2,2682026-09-21: 7,6202026-09-22: 7,7332026-09-23: 1,9042026-09-24: 2,9772026-09-25: 12,9912026-09-28: 5,7482026-09-29: 1,9532026-09-30: 2,4362026-10-01: 17,5822026-10-02: 5,27808-2709-1610-0252,919 · line: 20D baseline
SessionVolume5D20D/ 20D
2026-09-285,7486,6455,7441.00x
2026-09-291,9536,2716,0000.33x
2026-09-302,4365,1156,0760.40x
2026-10-0117.6K5,2215,6753.10x
2026-10-025,2788,1426,5140.81x

Call vs put volume

2026-08-27: 587 / 2042026-08-28: 562 / 782026-08-31: 390 / 362026-09-01: 10,372 / 832026-09-02: 758 / 432026-09-03: 256 / 1162026-09-04: 387 / 212026-09-08: 460 / 22026-09-09: 588 / 422026-09-10: 634 / 162026-09-11: 949 / 142026-09-14: 52,904 / 152026-09-15: 3,475 / 1432026-09-16: 4,573 / 562026-09-17: 2,330 / 882026-09-18: 1,589 / 6792026-09-21: 6,696 / 9242026-09-22: 6,206 / 1,5272026-09-23: 1,600 / 3042026-09-24: 2,294 / 6832026-09-25: 12,653 / 3382026-09-28: 5,410 / 3382026-09-29: 1,686 / 2672026-09-30: 1,611 / 8252026-10-01: 16,745 / 8372026-10-02: 3,487 / 1,79108-2709-1610-0252,919
calls 66%puts 34%

Expiration concentration

  • 2026-10-093,233 · 61%
  • 2026-10-162,045 · 39%

Contract concentration

  • O:DAL261009C00084000690 · 13%
  • O:DAL261016C00084000487 · 9%
  • O:DAL261009C00085000471 · 9%
  • O:DAL261016C00085000374 · 7%
  • O:DAL261009C00087000363 · 7%
  • remaining contracts69% outside top 3

Top contracts · session 2026-10-02

ContractTypeStrikeExpirationDTEVolume5D avg20D avg/ 20DReturnMoneyness
O:DAL261009C00084000CALL842026-10-097690163insufficient historyinsufficient history-30.7%ATM (0.1%)
O:DAL261016C00084000CALL842026-10-1614487153insufficient historyinsufficient history-2.9%ATM (0.1%)
O:DAL261009C00085000CALL852026-10-0974711821622.90x-33.3%OTM (-1.1%)
O:DAL261016C00085000CALL852026-10-16143743,0861,3050.29x-28.2%OTM (-1.1%)
O:DAL261009C00087000CALL872026-10-0973631,6094140.88x-30.1%OTM (-3.3%)
O:DAL261009C00086000CALL862026-10-0973451,3053441.00x-20.0%OTM (-2.2%)
O:DAL261016P00085000PUT852026-10-1614326252314.30x13.2%ITM (-1.1%)
O:DAL261016P00082000PUT822026-10-161427663insufficient historyinsufficient history7.3%OTM (2.5%)
O:DAL261009P00080000PUT802026-10-09725174insufficient historyinsufficient history2.9%OTM (5.1%)
O:DAL261009P00084000PUT842026-10-09724948insufficient historyinsufficient history-3.6%ATM (0.1%)
O:DAL261016C00087500CALL87.52026-10-16141975353,1990.06x-33.7%OTM (-3.9%)
O:DAL261009P00083000PUT832026-10-09719188insufficient historyinsufficient history-12.3%OTM (1.3%)
O:DAL261009P00082000PUT822026-10-09719043insufficient historyinsufficient history4.1%OTM (2.5%)
O:DAL261016P00083000PUT832026-10-161411140insufficient historyinsufficient history67.3%OTM (1.3%)
O:DAL261009C00088000CALL882026-10-09711048insufficient historyinsufficient history-39.3%OTM (-4.4%)

OPTIONS_SELECTION_M9_V1 selected contracts only · provider capability DELAYED · delayed · Top 15 selected contracts by session volume; 5D/20D averages use strictly prior sessions (M10), INSUFFICIENT_HISTORY is shown, never zero.

M13 observations for this session
  • Technical setup present (PRE_BREAKOUT_V1): TRUE
  • Technical and options context share a session: TRUE
  • Activity above its own 20-session baseline: FALSE
  • Activity below its own 20-session baseline: FALSE
  • Recent 5-session baseline above 20-session baseline: FALSE
  • Recent 5-session baseline below 20-session baseline: FALSE
  • Volume concentrated in top 3 contracts: FALSE
  • Volume concentrated in one expiration: TRUE
  • Calls carry most session volume: TRUE
  • Puts carry most session volume: FALSE
  • Call and put volume roughly balanced: FALSE
  • Enrichment data (snapshot/OI/IV/Greeks) available: FALSE
  • Enrichment data unavailable: TRUE
  • Real flow data unavailable: TRUE
  • Flow events present in replay window: NOT_EVALUABLE

Flow

Flow events—
Clusters—
Sweep candidates—
Block candidates—
Aggressor candidates—
Premium coverage—

Flow engine is ready. Trades and Quotes are not available with the current provider capabilities; this area populates automatically from the same M11 engine when real persisted facts exist. Synthetic fixture flow is never shown.

Evidence alerts

2 · ALERT_POLICY_V1
CategoryAlertPreviousCurrentSessionsWorkflowActions
FadingOptions activity vs 20D baseline fell3.10.812026-10-01 → 2026-10-02New
ChangedCall / put volume mix changed0.950.662026-10-01 → 2026-10-02New

Decision trace

PRE_BREAKOUT_SWING_V1_1 · generated 2026-10-04 16:39 UTC · strategy 073b221a9cd0…
  1. setup_eligiblePASSPRE_BREAKOUT_V1 on 2026-10-02: all 8 hard conditions passresistance=84.935 · close=84.09 · distance_pct=0.9948784364514027
  2. trigger_statePASSNOT_TRIGGERED; trigger 85.05 is 0.41 ATR above the close (within 1 ATR)trigger_price=85.05 · distance_to_trigger_atr=0.41 | threshold near_trigger_atr=1
  3. data_freshnessPASS0 completed session(s) behind the calendarsessions_behind=0 | threshold max_sessions_behind=1
  4. price_gatePASSclose 84.09 at or above the 10 floorclose=84.09 | threshold min_price=10
  5. market_cap_gatePASSmarket cap 55.33B (finnhub, 2026-10-02)market_cap_usd=55325821191.68 | threshold min_market_cap_usd=1000000000
  6. liquidity_gatePASSADV20 599.7M (STRONG_LIQUIDITY)adv_dollar=599734649.54 · strong_liquidity=true | threshold min_adv_dollar=25000000, strong_adv_dollar=50000000
  7. sector_gatePASSsector Industrials (finnhub_industry)
  8. market_regime_gatePASSregime RISK_ONregime=RISK_ON · risk_multiplier=1
  9. event_risk_gateFAILearnings in 4 session(s) (2026-10-09)earnings_sessions_away=4 | threshold earnings_block_sessions=5
  10. news_gatePASSnews context POSITIVE_WITH_RISKS
  11. chase_gatePASS0.65 ATR above EMA20, session move -0.02 ATRextension_atr=0.65 | threshold breakout_max_extension_atr=2
  12. risk_rewardPASSreward/risk 2.81 to target 1 (strong), 4.72 to target 2reward_risk_1=2.81 · reward_risk_2=4.72 | threshold min_reward_risk_1=2
  13. portfolio_gatePASS4 shares (340), bound by risk budgetshares=4 · risk_amount=9.88 · regime_multiplier=1 · share_increment=1
  14. data_qualityPASScurrent session data, valid technical snapshot, trigger and ATR; critical facts known
  15. finalPASSWAIT (blocked by EARNINGS_WINDOW; primary EARNINGS_WINDOW)

Snapshot history: 2026-10-02 WAIT · 2026-10-01 BUY_ON_TRIGGER

Actions are generated from the configured trading strategy and current available market/intelligence data. They are not guarantees of future performance.