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

ROK

Industrials · Electrical Equipment
454.35
+2.69% · 2026-10-02
Wait
pending buy on trigger
too extendedreward/riskportfolio limit
Trade priority
#16 · 67
Data coverage
100%
Setup
no setup · 2026-10-02
News
positive
Next catalyst
Earnings in 22 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: too extended, reward/risk, portfolio limit
Trigger
459.13retracement to breakout level · 1.1% / 0.47 ATR away
Entry zone
454.06–459.13reference 459.13
Initial stop
443.903.3% · risk 15.23/sh
Target 1
484.53+5.5% · R:R 1.67 (below minimum)
Target 2
504.84+10.0% · R:R 3.00
Risk per share
15.23strategy-owned; the portfolio panel sizes it per profile
Invalidation
443.90a close below 1 ATR under the level invalidates the setup before entry

Level 454.06 (resistance of the PRE_BREAKOUT on 2026-10-01); ATR14 10.16 on 2026-10-02. Stop: 1 ATR below the breakout level 454.06. Targets: ATR projections 3 / 5 ATR above the level. R:R quality below minimum to T1 (hard minimum 2.0; 3R would be 504.82, 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
too large for this portfolioone 1-share increment at 459.13 exceeds the risk budget (0.6566 shares allowed)
Risk budget
10.000.5% of 2,000.00
Portfolio risk
0.00 openremaining 40.00
Exposure
0 / 3 positionsIndustrials: 0 / 2 · 0.00 of 1,000.00 cap
Cash impact
2,000.00derived 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 454.35 at or above the 10 floor
Market capPASSmarket cap 49.13B (finnhub, 2026-10-02)
LiquidityPASSADV20 294.1M (STRONG_LIQUIDITY)
SectorPASSsector Industrials (finnhub_industry)
RegimePASSregime RISK_ON
EarningsPASSearnings in 22 sessions (2026-11-04)
News / event riskPASSnews context POSITIVE
Chase protectionFAILclose is 2.15 ATR above EMA20 (max 2) · too extended
R:RFAILreward/risk to target 1 is 1.67 (below minimum) · reward/risk
Portfolio capacityFAIL0 shares: one 1-share increment exceeds the risk budget of this portfolio (POSITION_TOO_LARGE_FOR_PROFILE) · portfolio limit
Data qualityPASScurrent session data, valid technical snapshot, trigger and ATR; critical facts known

Primary blocker: too extended · also reward/risk, portfolio limit

Why this action

Technical

  • breakout on 2026-10-02 is extended; buy only on a retracement into 454.06-459.13
  • close is 2.15 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
  • the position is too large for this portfolio profile (RISK_BUDGET); the strategy setup itself is unchanged
  • RS20 vs SPY 6.5%, vs QQQ 1.6%

Options

  • volume 1.14× the 20D baseline (activity_fading) · selected contracts only, delayed

News and events

  • news context positive (10 canonical items in window)
  • earnings 2026-11-04 (22 sessions, finnhub); event risk low
  • insider · low · unknown: ROCKWELL AUTOMATION, INC: 4 filed
  • other · low · unknown: 90% of Life Sciences Manufacturers Say Digital Transformation Is Now Business-Critical, Ac
  • other · low · positive: Smart Manufacturing Market Forecasts Growth from $233.33B (2024) to $479.17B by 2029, Prof
  • other · low · unknown: President Trump and Billionaires Were Selling These 2 Stocks

Market and risk

  • regime RISK ON: SPY: trend UP, volatility NORMAL; QQQ: trend UP, volatility NORMAL
  • gate too extended blocks a new entry
  • gate reward/risk blocks a new entry
  • gate portfolio limit blocks a new entry

Chart

252 sessions · EMA20 / SMA50 / SMA150 / SMA200 default · strategy levels drawn when a plan exists
2026-10-02O 447.74H 455.13L 445.23C 454.35 +2.69%Vol 716,573RVOL20 1.03SMA50 437.80SMA150 429.35SMA200 423.81EMA20 432.54RSI14 66.8MACD 2.058 / -1.745 / 3.803ATR14 10.16RS20 SPY 6.5% · QQQ 1.6%

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 #16 · priority 67 / 100 · coverage 100%

  • technical readiness21/30
  • structure quality6/10
  • relative strength14/15
  • participation7/10
  • risk reward3/15
  • news context10/10
  • event risk5/5
  • urgency1/5

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

Setup evidence · PRE_BREAKOUT_V1

Setup state
NO_SETUP
Resistance
464.27
Distance
2.14%
Close
454.35
SMA50
437.8
SMA150 / SMA200
429.35 / 423.81
RSI14
66.8
EMA20 extension
2.15 ATR
RS20 vs SPY
+6.5%
RS20 vs QQQ
+1.6%

Hard requirements · 7/8 passed

  • PASS
    Confirmed resistance
    resistance=464.265 exists eligible=true
  • PASS
    Distance to resistance
    distance_pct=2.1356 · resistance=464.265 · close=454.35 inclusive_between min=0 · max=3
  • PASS
    Close above SMA50
    close=454.35 · sma50=437.7984 > right_operand=sma50
  • PASS
    SMA150 ≥ SMA200
    sma150=429.3464 · sma200=423.8063 >= right_operand=sma200
  • PASS
    RSI14 band
    rsi14=66.8136 inclusive_between min=50 · max=70
  • FAIL
    EMA20 extension (ATR)
    extension_atr=2.1473 · close=454.35 · ema20=432.5358 · atr14=10.1591 <= max=1.5
  • PASS
    RS20 vs SPY or QQQ
    SPY=0.0654 · QQQ=0.0164 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=0.0224 · median_previous_60_atr_pct=0.0294 · ratio=0.7595 < right_operand=median_previous_60_atr_pct
  • FAIL
    Volume contraction
    recent_volume=672,013.7285 · baseline_volume=720,457.6216 · ratio=0.9328 < max=0.85
  • FAIL
    Higher lows
    low_1=426.98 · low_2=415.635 · low_3=406.92 low_3 > low_2 > low_1 required_pivots=3
  • PASS
    Full MA alignment
    sma50=437.7984 · sma150=429.3464 · sma200=423.8063 sma50 > sma150 > sma200
  • PASS
    RS20 vs SPY positive
    SPY=0.0654 > min=0
  • PASS
    RS20 vs QQQ positive
    QQQ=0.0164 > min=0

PRE_BREAKOUT_V1 · scan run 416 · session 2026-10-02 · evaluated as of 2026-10-04T13:23:10.133160Z. Supporting evidence never changes the trigger; UNKNOWN is never collapsed into false.

Intelligence timeline

10 canonical of 10 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 (after the close)2026-11-0422 sessionshighfinnhub · Tier 3 · provider

Options activity

AVAILABLE_DELAYED · session 2026-10-01 · selected contracts, delayed
Session volume
134
5D baseline
60
20D baseline
118
Volume / 20D
1.14x
Call / put volume
66 / 68
Call / put ratio
0.97
Top-3 contract share
96%
Top expiration
2026-10-16 100%

Activity trend · last 25 sessions

2026-08-27: 62026-08-28: 112026-08-31: 32026-09-01: 242026-09-02: 1012026-09-03: 2182026-09-04: 382026-09-08: 232026-09-09: 112026-09-10: 262026-09-11: 192026-09-14: 162026-09-15: 1292026-09-16: 1202026-09-17: 1042026-09-18: 8872026-09-21: 1592026-09-22: 882026-09-23: 1142026-09-24: 552026-09-25: 1662026-09-28: 192026-09-29: 62026-09-30: 542026-10-01: 13408-2709-1510-01887 · line: 20D baseline
SessionVolume5D20D/ 20D
2026-09-251662611081.54x
2026-09-28191161160.16x
2026-09-296881160.05x
2026-09-3054721160.46x
2026-10-01134601181.14x

Call vs put volume

2026-08-27: 2 / 42026-08-28: 9 / 22026-08-31: 2 / 12026-09-01: 23 / 12026-09-02: 20 / 812026-09-03: 9 / 2092026-09-04: 10 / 282026-09-08: 8 / 152026-09-09: 6 / 52026-09-10: 6 / 202026-09-11: 11 / 82026-09-14: 13 / 32026-09-15: 75 / 542026-09-16: 15 / 1052026-09-17: 18 / 862026-09-18: 657 / 2302026-09-21: 143 / 162026-09-22: 61 / 272026-09-23: 40 / 742026-09-24: 33 / 222026-09-25: 120 / 462026-09-28: 13 / 62026-09-29: 4 / 22026-09-30: 42 / 122026-10-01: 66 / 6808-2709-1510-01887
calls 49%puts 51%

Expiration concentration

  • 2026-10-16134 · 100%

Contract concentration

  • O:ROK261016P0043000066 · 49%
  • O:ROK261016C0044000056 · 42%
  • O:ROK261016C004600007 · 5%
  • O:ROK261016C004300001 · 1%
  • O:ROK261016C004500001 · 1%
  • remaining contracts4% outside top 3

Top contracts · session 2026-10-01

ContractTypeStrikeExpirationDTEVolume5D avg20D avg/ 20DReturnMoneyness
O:ROK261016P00430000PUT4302026-10-1615663insufficient historyinsufficient history0.0%OTM (2.9%)
O:ROK261016C00440000CALL4402026-10-1615565insufficient historyinsufficient history30.4%ITM (0.6%)
O:ROK261016C00460000CALL4602026-10-1615726insufficient historyinsufficient history17.6%OTM (-3.8%)
O:ROK261016C00430000CALL4302026-10-1615118insufficient historyinsufficient history0.0%ITM (2.9%)
O:ROK261016C00450000CALL4502026-10-16151450.20x0.0%OTM (-1.7%)
O:ROK261016C00470000CALL4702026-10-161514insufficient historyinsufficient history0.0%OTM (-5.9%)
O:ROK261016P00400000PUT4002026-10-16151670.14x0.0%OTM (10.6%)
O:ROK261016P00420000PUT4202026-10-161513350.03x0.0%OTM (5.3%)

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: FALSE
  • Recent 5-session baseline below 20-session baseline: TRUE
  • Volume concentrated in top 3 contracts: TRUE
  • Volume concentrated in one expiration: TRUE
  • Calls carry most session volume: FALSE
  • Puts carry most session volume: FALSE
  • Call and put volume roughly balanced: TRUE
  • 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
DisappearedTechnical setup disappearedyesno2026-10-01 → 2026-10-02New
ChangedOptions activity vs 20D baseline rose0.461.142026-09-30 → 2026-10-01New
ChangedTop-3 contract concentration increased0.520.962026-09-30 → 2026-10-01New
ChangedCall / put volume mix changed0.780.492026-09-30 → 2026-10-01New

Decision trace

PRE_BREAKOUT_SWING_V1_1 · generated 2026-10-04 16:39 UTC · strategy 073b221a9cd0…
  1. setup_eligiblePASSPRE_BREAKOUT on 2026-10-01; close above its resistance 454.06 on 2026-10-02
  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=454.35 · entry_zone_high=459.13 · extension_atr=2.15 | 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 454.35 at or above the 10 floorclose=454.35 | threshold min_price=10
  5. market_cap_gatePASSmarket cap 49.13B (finnhub, 2026-10-02)market_cap_usd=49133488351.76 | threshold min_market_cap_usd=1000000000
  6. liquidity_gatePASSADV20 294.1M (STRONG_LIQUIDITY)adv_dollar=294119073.37 · 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_gatePASSearnings in 22 sessions (2026-11-04)earnings_sessions_away=22 | threshold earnings_block_sessions=5
  10. news_gatePASSnews context POSITIVE
  11. chase_gateFAILclose is 2.15 ATR above EMA20 (max 2)extension_atr=2.15 | 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_gateFAIL0 shares: one 1-share increment exceeds the risk budget of this portfolio (POSITION_TOO_LARGE_FOR_PROFILE)binding_constraint=RISK_BUDGET · size_status=POSITION_TOO_LARGE_FOR_PROFILE · share_increment=1
  14. data_qualityPASScurrent session data, valid technical snapshot, trigger and ATR; critical facts known
  15. finalPASSWAIT (blocked by CHASE_EXTENDED, REWARD_RISK, PORTFOLIO_LIMIT; primary CHASE_EXTENDED)

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

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