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

KLAC

Technology · Semiconductors
206.89
+3.27% · 2026-10-02
Watch
Trade priority
not ranked
Data coverage
100%
Setup
no setup · 2026-10-02
News
mixed
Next catalyst
Earnings in 17 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
WATCHvalid until close of 2026-10-05, a material event, or strategy invalidation
Trigger
194.81retracement to breakout level · close 5.8% above the retracement limit
Entry zone
190.99–194.81reference 194.81
Initial stop
183.355.9% · risk 11.46/sh
Target 1
213.91+9.8% · R:R 1.67 (below minimum)
Target 2
229.19+17.6% · R:R 3.00
Risk per share
11.46strategy-owned; the portfolio panel sizes it per profile
Invalidation
183.35a close below 1 ATR under the level invalidates the setup before entry

Level 190.99 (resistance of the PRE_BREAKOUT on 2026-09-28); ATR14 7.64 on 2026-10-02. Stop: 1 ATR below the breakout level 190.99. Targets: ATR projections 3 / 5 ATR above the level. R:R quality below minimum to T1 (hard minimum 2.0; 3R would be 229.19, T2 supports 3.00R). 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
—no pending entry to size
Risk budget
10.000.5% of 2,000.00
Portfolio risk
0.00 opencap 2%
Exposure
0 / 3 positionsTechnology: 0 / 2 · 0.00 of 1,000.00 cap
Cash impact
2,000.00derived from the ledger
Eligibility
WATCHsame 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 206.89 at or above the 10 floor
Market capPASSmarket cap 261.43B (finnhub, 2026-10-02)
LiquidityPASSADV20 1755.0M (STRONG_LIQUIDITY)
SectorPASSsector Technology (finnhub_industry)
RegimePASSregime RISK_ON
EarningsPASSearnings in 17 sessions (2026-10-28)
News / event riskPASSnews context MIXED
Chase protectionFAILclose is 2.41 ATR above EMA20 (max 2) · too extended
R:RFAILreward/risk to target 1 is 1.67 (below minimum) · reward/risk
Portfolio capacityUNKNOWNportfolio context not supplied
Data qualityPASScurrent session data, valid technical snapshot, trigger and ATR; critical facts known

Why this action

Technical

  • breakout on 2026-09-29 is extended; buy only on a retracement into 190.99-194.81
  • the 3-session retracement window has elapsed
  • close is 2.41 ATR above EMA20: too extended to enter
  • reward/risk 1.67 to target 1 is below the 2 minimum; the target is structural and is not moved
  • RS20 vs SPY 20.1%, vs QQQ 15.2%

Options

  • volume 1.16× the 20D baseline (activity_accelerating) · selected contracts only, delayed

News and events

  • news context mixed (25 canonical items in window)
  • earnings 2026-10-28 (17 sessions, finnhub); event risk low
  • other · low · positive: 3 AI Winners, 3 Very Different Paths to Higher Margins
  • other · low · negative: Analog Devices, AMD, KLA Corporation, Lam Research, and Marvell Technology Stocks Trade Up
  • other · low · positive: Teradyne Expands Memory Test Portfolio: Can It Beat KLAC & COHU?
  • other · low · mixed: 10 Stocks Rally as Rate Hike Bets Collapse on Weak September Jobs

Market and risk

  • regime RISK ON: SPY: trend UP, volatility NORMAL; QQQ: trend UP, volatility NORMAL
  • news context mixed

Chart

252 sessions · EMA20 / SMA50 / SMA150 / SMA200 default · strategy levels drawn when a plan exists
2026-10-02O 207.81H 208.68L 204.06C 206.89 +3.27%Vol 7,356,293RVOL20 0.77SMA50 187.22SMA150 189.92SMA200 177.81EMA20 188.50RSI14 67.2MACD 3.517 / -0.040 / 3.557ATR14 7.64RS20 SPY 20.1% · QQQ 15.2%

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

Not ranked: only valid setups and gated setups enter the trade-priority ranking.

  • technical readiness21/30
  • structure quality6/10
  • relative strength15/15
  • participation7/10
  • risk reward3/15
  • news context4/10
  • event risk5/5
  • urgency3/5

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

Setup evidence · PRE_BREAKOUT_V1

Setup state
NO_SETUP
Resistance
215.23
Distance
3.88%
Close
206.89
SMA50
187.22
SMA150 / SMA200
189.92 / 177.81
RSI14
67.2
EMA20 extension
2.41 ATR
RS20 vs SPY
+20.1%
RS20 vs QQQ
+15.2%

Hard requirements · 6/8 passed

  • PASS
    Confirmed resistance
    resistance=215.2345 exists eligible=true
  • FAIL
    Distance to resistance
    distance_pct=3.8769 · resistance=215.2345 · close=206.89 inclusive_between min=0 · max=3
  • PASS
    Close above SMA50
    close=206.89 · sma50=187.2188 > right_operand=sma50
  • PASS
    SMA150 ≥ SMA200
    sma150=189.9247 · sma200=177.8106 >= right_operand=sma200
  • PASS
    RSI14 band
    rsi14=67.2266 inclusive_between min=50 · max=70
  • FAIL
    EMA20 extension (ATR)
    extension_atr=2.4071 · close=206.89 · ema20=188.5023 · atr14=7.639 <= max=1.5
  • PASS
    RS20 vs SPY or QQQ
    SPY=0.2009 · QQQ=0.1518 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=0.0369 · median_previous_60_atr_pct=0.0633 · ratio=0.5836 < right_operand=median_previous_60_atr_pct
  • PASS
    Volume contraction
    recent_volume=7,880,711.3961 · baseline_volume=9,658,718.9432 · ratio=0.8159 < max=0.85
  • FAIL
    Higher lows
    low_1=176.45 · low_2=167.05 · low_3=165.892 low_3 > low_2 > low_1 required_pivots=3
  • FAIL
    Full MA alignment
    sma50=187.2188 · sma150=189.9247 · sma200=177.8106 sma50 > sma150 > sma200
  • PASS
    RS20 vs SPY positive
    SPY=0.2009 > min=0
  • PASS
    RS20 vs QQQ positive
    QQQ=0.1518 > min=0

PRE_BREAKOUT_V1 · scan run 414 · session 2026-10-02 · evaluated as of 2026-10-04T13:22:56.327970Z. Supporting evidence never changes the trigger; UNKNOWN is never collapsed into false.

Intelligence timeline

25 canonical of 25 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
Earnings2026-10-2817 sessionshighfinnhub · Tier 3 · provider

Options activity

AVAILABLE_DELAYED · session 2026-09-28 · selected contracts, delayed
Session volume
951
5D baseline
1,096
20D baseline
817
Volume / 20D
1.16x
Call / put volume
856 / 95
Call / put ratio
9.01
Top-3 contract share
54%
Top expiration
2026-10-09 65%

Activity trend · last 27 sessions

2026-08-20: 342026-08-21: 1612026-08-24: 2472026-08-25: 2842026-08-26: 3122026-08-27: 2282026-08-28: 4842026-08-31: 4492026-09-01: 4822026-09-02: 5492026-09-03: 2522026-09-04: 1,0092026-09-08: 4872026-09-09: 2,0012026-09-10: 4362026-09-11: 3092026-09-14: 8792026-09-15: 1,2082026-09-16: 5352026-09-17: 6052026-09-18: 1,1802026-09-21: 1,5142026-09-22: 9782026-09-23: 1,5192026-09-24: 9492026-09-25: 5202026-09-28: 95108-2009-0909-282,001 · line: 20D baseline
SessionVolume5D20D/ 20D
2026-09-229781,0086731.45x
2026-09-231,5199627092.14x
2026-09-249491,1597711.23x
2026-09-255201,2288030.65x
2026-09-289511,0968171.16x

Call vs put volume

2026-08-20: 12 / 222026-08-21: 83 / 782026-08-24: 166 / 812026-08-25: 254 / 302026-08-26: 125 / 1872026-08-27: 147 / 812026-08-28: 440 / 442026-08-31: 291 / 1582026-09-01: 463 / 192026-09-02: 453 / 962026-09-03: 245 / 72026-09-04: 598 / 4112026-09-08: 281 / 2062026-09-09: 643 / 1,3582026-09-10: 297 / 1392026-09-11: 212 / 972026-09-14: 759 / 1202026-09-15: 1,177 / 312026-09-16: 505 / 302026-09-17: 568 / 372026-09-18: 1,136 / 442026-09-21: 1,137 / 3772026-09-22: 753 / 2252026-09-23: 969 / 5502026-09-24: 664 / 2852026-09-25: 349 / 1712026-09-28: 856 / 9508-2009-0909-282,001
calls 90%puts 10%

Expiration concentration

  • 2026-10-09614 · 65%
  • 2026-10-16337 · 35%

Contract concentration

  • O:KLAC261009C00185000221 · 23%
  • O:KLAC261009C00187500191 · 20%
  • O:KLAC261016C00190000102 · 11%
  • O:KLAC261009C0019250051 · 5%
  • O:KLAC261009C0019000049 · 5%
  • remaining contracts46% outside top 3

Top contracts · session 2026-09-28

ContractTypeStrikeExpirationDTEVolume5D avg20D avg/ 20DReturnMoneyness
O:KLAC261009C00185000CALL1852026-10-091122126insufficient historyinsufficient history20.6%ITM (2.3%)
O:KLAC261009C00187500CALL187.52026-10-091119128insufficient historyinsufficient history16.7%ITM (0.9%)
O:KLAC261016C00190000CALL1902026-10-16181021651520.67x8.9%ATM (-0.4%)
O:KLAC261009C00192500CALL192.52026-10-091151insufficient historyinsufficient historyinsufficient history55.8%OTM (-1.7%)
O:KLAC261009C00190000CALL1902026-10-0911495insufficient historyinsufficient history62.0%ATM (-0.4%)
O:KLAC261016C00195000CALL1952026-10-16184251600.70x36.5%OTM (-3.0%)
O:KLAC261016C00180000CALL1802026-10-16183836740.51x-5.9%ITM (5.1%)
O:KLAC261016C00200000CALL2002026-10-1618372041610.23x42.1%OTM (-5.4%)
O:KLAC261016P00180000PUT1802026-10-16183159450.69x-6.6%OTM (5.1%)
O:KLAC261009C00195000CALL1952026-10-09112912insufficient historyinsufficient history42.8%OTM (-3.0%)
O:KLAC261016C00192500CALL192.52026-10-1618244insufficient historyinsufficient history45.2%OTM (-1.7%)
O:KLAC261009C00182500CALL182.52026-10-091121insufficient historyinsufficient historyinsufficient history34.6%ITM (3.7%)
O:KLAC261016P00200000PUT2002026-10-16181510insufficient historyinsufficient history-17.8%ITM (-5.4%)
O:KLAC261009C00180000CALL1802026-10-0911128insufficient historyinsufficient history8.4%ITM (5.1%)
O:KLAC261016C00185000CALL1852026-10-16181221530.23x17.2%ITM (2.3%)

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): FALSE
  • Technical and options context share a session: FALSE
  • Activity above its own 20-session baseline: FALSE
  • Activity below its own 20-session baseline: FALSE
  • Recent 5-session baseline above 20-session baseline: TRUE
  • Recent 5-session baseline below 20-session baseline: FALSE
  • Volume concentrated in top 3 contracts: TRUE
  • 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

4 · ALERT_POLICY_V1
CategoryAlertPreviousCurrentSessionsWorkflowActions
ChangedDistance to resistance narrowed6.923.882026-10-01 → 2026-10-02New
ChangedOptions activity vs 20D baseline rose0.651.162026-09-25 → 2026-09-28New
ChangedCall / put volume mix changed0.670.92026-09-25 → 2026-09-28New
Data qualityData freshness changedTECHNICAL=CURRENT_SESSION; OPTIONS_ACTIVITY=STALE; FLOW=MISSING; ACTIVITY_PROVIDER=DELAYEDTECHNICAL=CURRENT_SESSION; OPTIONS_ACTIVITY=DELAYED; FLOW=MISSING; ACTIVITY_PROVIDER=DELAYED2026-10-01 → 2026-10-02New

Decision trace

PRE_BREAKOUT_SWING_V1_1 · generated 2026-10-04 16:59 UTC · strategy 073b221a9cd0…
  1. setup_eligiblePASSPRE_BREAKOUT on 2026-09-28; close above its resistance 190.99 on 2026-09-29
  2. trigger_statePASSTRIGGERED but EXTENDED: the close is beyond the entry zone or the EMA20 extension limit; entry only on a retracement into the zoneclose=206.89 · entry_zone_high=194.81 · extension_atr=2.41 | threshold breakout_max_extension_atr=2
  3. data_freshnessPASS0 completed session(s) behind the calendarsessions_behind=0 | threshold max_sessions_behind=1
  4. price_gatePASSclose 206.89 at or above the 10 floorclose=206.89 | threshold min_price=10
  5. market_cap_gatePASSmarket cap 261.43B (finnhub, 2026-10-02)market_cap_usd=261431936257.75 | threshold min_market_cap_usd=1000000000
  6. liquidity_gatePASSADV20 1755.0M (STRONG_LIQUIDITY)adv_dollar=1755022574 · strong_liquidity=true | threshold min_adv_dollar=25000000, strong_adv_dollar=50000000
  7. sector_gatePASSsector Technology (finnhub_industry)
  8. market_regime_gatePASSregime RISK_ONregime=RISK_ON · risk_multiplier=1
  9. event_risk_gatePASSearnings in 17 sessions (2026-10-28)earnings_sessions_away=17 | threshold earnings_block_sessions=5
  10. news_gatePASSnews context MIXED
  11. chase_gateFAILclose is 2.41 ATR above EMA20 (max 2)extension_atr=2.41 | threshold breakout_max_extension_atr=2
  12. risk_rewardFAILreward/risk to target 1 is 1.67 (below minimum)reward_risk_1=1.67 · reward_risk_2=3 | threshold min_reward_risk_1=2
  13. portfolio_gateNOT_EVALUABLEportfolio context not supplied
  14. data_qualityPASScurrent session data, valid technical snapshot, trigger and ATR; critical facts known
  15. finalPASSWATCH

Snapshot history: 2026-10-01 BUY_ON_TRIGGER · 2026-09-30 BUY_ON_TRIGGER

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