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

LITE

Technology · Communications
1085.42
+3.79% · 2026-10-02
Wait
pending buy on trigger
too extendedreward/riskportfolio limit
Trade priority
#10 · 73
Data coverage
100%
Setup
no setup · 2026-10-02
News
positive w/ risks
Next catalyst
Earnings in 20 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
1033.17retracement to breakout level · close 4.8% above the retracement limit
Entry zone
1000.06–1033.17reference 1033.17
Initial stop
933.839.6% · risk 99.34/sh
Target 1
1198.73+16.0% · R:R 1.67 (below minimum)
Target 2
1331.19+28.9% · R:R 3.00
Risk per share
99.34strategy-owned; the portfolio panel sizes it per profile
Invalidation
933.83a close below 1 ATR under the level invalidates the setup before entry

Level 1000.06 (resistance of the PRE_BREAKOUT on 2026-09-30); ATR14 66.23 on 2026-10-02. Stop: 1 ATR below the breakout level 1000.06. Targets: ATR projections 3 / 5 ATR above the level. R:R quality below minimum to T1 (hard minimum 2.0; 3R would be 1331.19, 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
too large for this portfolioone 1-share increment at 1033.17 exceeds the max position value (0.5807 shares allowed)
Risk budget
10.000.5% of 2,000.00
Portfolio risk
0.00 openremaining 40.00
Exposure
0 / 3 positionsTechnology: 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 1085.42 at or above the 10 floor
Market capPASSmarket cap 93.81B (finnhub, 2026-10-02)
LiquidityPASSADV20 4643.9M (STRONG_LIQUIDITY)
SectorPASSsector Technology (finnhub_industry)
RegimePASSregime RISK_ON
EarningsPASSearnings in 20 sessions (2026-11-02)
News / event riskPASSnews context POSITIVE_WITH_RISKS
Chase protectionFAILclose is 2.04 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 max position value 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 2026-10-01 is extended; buy only on a retracement into 1000.06-1033.17
  • close is 2.04 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 (MAX_POSITION_VALUE); the strategy setup itself is unchanged
  • RS20 vs SPY 28.5%, vs QQQ 23.6%

Options

  • volume 1.62× the 20D baseline (activity_accelerating) · selected contracts only, delayed

News and events

  • news context positive w/ risks (53 canonical items in window)
  • earnings 2026-11-02 (20 sessions, finnhub); event risk low
  • earnings · high · positive: Lumentum's $40 EPS Bet Changes Everything
  • other · low · positive: Lumentum: The Rally May Not Be Over
  • other · low · positive: Meet AI’s New “Structural Winners”: Coherent Soars 11%, Lumentum Up 8%
  • other · low · unknown: Lumentum Leads As Technology And Semiconductors Drive Order Flow Activity

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
  • news context positive with risks

Chart

252 sessions · EMA20 / SMA50 / SMA150 / SMA200 default · strategy levels drawn when a plan exists
2026-10-02O 1053.26H 1091.61L 1037.24C 1085.42 +3.79%Vol 4,735,854RVOL20 0.98SMA50 879.03SMA150 844.37SMA200 745.43EMA20 950.09RSI14 66.7MACD 37.158 / 24.318 / 12.841ATR14 66.23RS20 SPY 28.5% · QQQ 23.6%

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 #10 · priority 73 / 100 · coverage 100%

  • technical readiness21/30
  • structure quality10/10
  • relative strength15/15
  • participation10/10
  • risk reward3/15
  • news context6/10
  • 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
1,000.06
Distance
-8.54%
Close
1,085.42
SMA50
879.03
SMA150 / SMA200
844.37 / 745.43
RSI14
66.7
EMA20 extension
2.04 ATR
RS20 vs SPY
+28.5%
RS20 vs QQQ
+23.6%

Hard requirements · 6/8 passed

  • PASS
    Confirmed resistance
    resistance=1,000.0583 exists eligible=true
  • FAIL
    Distance to resistance
    distance_pct=-8.5357 · resistance=1,000.0583 · close=1,085.42 inclusive_between min=0 · max=3
  • PASS
    Close above SMA50
    close=1,085.42 · sma50=879.0255 > right_operand=sma50
  • PASS
    SMA150 ≥ SMA200
    sma150=844.3668 · sma200=745.428 >= right_operand=sma200
  • PASS
    RSI14 band
    rsi14=66.6758 inclusive_between min=50 · max=70
  • FAIL
    EMA20 extension (ATR)
    extension_atr=2.0432 · close=1,085.42 · ema20=950.0933 · atr14=66.2332 <= max=1.5
  • PASS
    RS20 vs SPY or QQQ
    SPY=0.2855 · QQQ=0.2365 OR > SPY=0 · QQQ=0
  • PASS
    Resistance quality
    distinct_touches=3 policy_and_minimum_touches min=2

Supporting evidence · 5/6 passed

  • PASS
    ATR compression
    current_atr_pct=0.061 · median_previous_60_atr_pct=0.0868 · ratio=0.7032 < right_operand=median_previous_60_atr_pct
  • FAIL
    Volume contraction
    recent_volume=5,357,268.4381 · baseline_volume=4,390,367.2134 · ratio=1.2202 < max=0.85
  • PASS
    Higher lows
    low_1=818.89 · low_2=832.11 · low_3=881.23 low_3 > low_2 > low_1 required_pivots=3
  • PASS
    Full MA alignment
    sma50=879.0255 · sma150=844.3668 · sma200=745.428 sma50 > sma150 > sma200
  • PASS
    RS20 vs SPY positive
    SPY=0.2855 > min=0
  • PASS
    RS20 vs QQQ positive
    QQQ=0.2365 > 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

53 canonical of 63 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)2026-11-0220 sessionshighfinnhub · Tier 3 · provider

Options activity

AVAILABLE_DELAYED · session 2026-09-30 · selected contracts, delayed
Session volume
2,023
5D baseline
2,086
20D baseline
1,246
Volume / 20D
1.62x
Call / put volume
1,588 / 435
Call / put ratio
3.65
Top-3 contract share
25%
Top expiration
2026-10-09 51%

Activity trend · last 32 sessions

2026-08-17: 692026-08-18: 952026-08-19: 762026-08-20: 442026-08-21: 392026-08-24: 422026-08-25: 732026-08-26: 2112026-08-27: 9132026-08-28: 2182026-08-31: 1732026-09-01: 2872026-09-02: 1222026-09-03: 1802026-09-04: 2662026-09-08: 1,5132026-09-09: 1,3332026-09-10: 1,3692026-09-11: 6062026-09-14: 6772026-09-15: 6612026-09-16: 8822026-09-17: 1,3802026-09-18: 1,0022026-09-21: 1,6682026-09-22: 2,5432026-09-23: 1,0662026-09-24: 1,5382026-09-25: 2,4342026-09-28: 1,8832026-09-29: 3,5072026-09-30: 2,02308-1709-0909-303,507 · line: 20D baseline
SessionVolume5D20D/ 20D
2026-09-241,5381,5328541.80x
2026-09-252,4341,5639202.65x
2026-09-281,8831,8509961.89x
2026-09-293,5071,8931,0793.25x
2026-09-302,0232,0861,2461.62x

Call vs put volume

2026-08-17: 24 / 452026-08-18: 40 / 552026-08-19: 61 / 152026-08-20: 31 / 132026-08-21: 30 / 92026-08-24: 40 / 22026-08-25: 25 / 482026-08-26: 152 / 592026-08-27: 114 / 7992026-08-28: 141 / 772026-08-31: 123 / 502026-09-01: 154 / 1332026-09-02: 68 / 542026-09-03: 136 / 442026-09-04: 238 / 282026-09-08: 775 / 7382026-09-09: 283 / 1,0502026-09-10: 261 / 1,1082026-09-11: 258 / 3482026-09-14: 626 / 512026-09-15: 543 / 1182026-09-16: 527 / 3552026-09-17: 782 / 5982026-09-18: 661 / 3412026-09-21: 1,104 / 5642026-09-22: 1,082 / 1,4612026-09-23: 743 / 3232026-09-24: 1,196 / 3422026-09-25: 1,790 / 6442026-09-28: 1,215 / 6682026-09-29: 2,023 / 1,4842026-09-30: 1,588 / 43508-1709-0909-303,507
calls 78%puts 22%

Expiration concentration

  • 2026-10-091,035 · 51%
  • 2026-10-16988 · 49%

Contract concentration

  • O:LITE261016C01000000182 · 9%
  • O:LITE261009C00970000162 · 8%
  • O:LITE261016C00950000159 · 8%
  • O:LITE261009C00965000157 · 8%
  • O:LITE261009C00980000153 · 8%
  • remaining contracts75% outside top 3

Top contracts · session 2026-09-30

ContractTypeStrikeExpirationDTEVolume5D avg20D avg/ 20DReturnMoneyness
O:LITE261016C01000000CALL1,0002026-10-16161822231511.21x-22.4%OTM (-2.9%)
O:LITE261009C00970000CALL9702026-10-09916234insufficient historyinsufficient history-24.7%ATM (0.1%)
O:LITE261016C00950000CALL9502026-10-161615959433.70x-20.4%ITM (2.2%)
O:LITE261009C00965000CALL9652026-10-09915742insufficient historyinsufficient history10.5%ITM (0.6%)
O:LITE261009C00980000CALL9802026-10-09915332insufficient historyinsufficient history-22.5%OTM (-0.9%)
O:LITE261009C00950000CALL9502026-10-09915057insufficient historyinsufficient history-10.0%ITM (2.2%)
O:LITE261016C00960000CALL9602026-10-16169741273.63x-27.4%ITM (1.2%)
O:LITE261016C00955000CALL9552026-10-16168032insufficient historyinsufficient history5.2%ITM (1.7%)
O:LITE261009C00975000CALL9752026-10-0997440insufficient historyinsufficient history-13.8%ATM (-0.4%)
O:LITE261009C00955000CALL9552026-10-0997155insufficient historyinsufficient history2.1%ITM (1.7%)
O:LITE261016C00965000CALL9652026-10-16166423insufficient historyinsufficient history5.5%ITM (0.6%)
O:LITE261016P00980000PUT9802026-10-16166433insufficient historyinsufficient history21.7%ITM (-0.9%)
O:LITE261009C00960000CALL9602026-10-0996151insufficient historyinsufficient history-31.1%ITM (1.2%)
O:LITE261016P00960000PUT9602026-10-16165372381.40x15.3%OTM (1.2%)
O:LITE261009P00950000PUT9502026-10-0994129insufficient historyinsufficient history34.8%OTM (2.2%)

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: TRUE
  • 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: FALSE
  • Volume concentrated in one expiration: FALSE
  • 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

3 · ALERT_POLICY_V1
CategoryAlertPreviousCurrentSessionsWorkflowActions
ChangedDistance to resistance narrowed-4.57-8.542026-10-01 → 2026-10-02New
FadingOptions activity vs 20D baseline fell3.251.622026-09-29 → 2026-09-30New
ChangedCall / put volume mix changed0.580.782026-09-29 → 2026-09-30New

Decision trace

PRE_BREAKOUT_SWING_V1_1 · generated 2026-10-04 15:56 UTC · strategy 073b221a9cd0…
  1. setup_eligiblePASSPRE_BREAKOUT on 2026-09-30; close above its resistance 1000.06 on 2026-10-01
  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=1085.42 · entry_zone_high=1033.17 · extension_atr=2.04 | 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 1085.42 at or above the 10 floorclose=1085.42 | threshold min_price=10
  5. market_cap_gatePASSmarket cap 93.81B (finnhub, 2026-10-02)market_cap_usd=93806463751.8 | threshold min_market_cap_usd=1000000000
  6. liquidity_gatePASSADV20 4643.9M (STRONG_LIQUIDITY)adv_dollar=4643876326.45 · 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 20 sessions (2026-11-02)earnings_sessions_away=20 | threshold earnings_block_sessions=5
  10. news_gatePASSnews context POSITIVE_WITH_RISKS
  11. chase_gateFAILclose is 2.04 ATR above EMA20 (max 2)extension_atr=2.04 | 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 max position value of this portfolio (POSITION_TOO_LARGE_FOR_PROFILE)binding_constraint=MAX_POSITION_VALUE · 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 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.