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

NXPI

Technology · Semiconductors
243.66
+1.87% · 2026-10-02
Wait
pending buy on trigger
reward/riskportfolio limit
Trade priority
#14 · 68.6
Data coverage
100%
Setup
no setup · 2026-10-02
News
positive
Next catalyst
Earnings in 16 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: reward/risk, portfolio limit
Trigger
242.31retracement to breakout level · close 0.6% above the retracement limit
Entry zone
238.57–242.31reference 242.31
Initial stop
231.114.6% · risk 11.20/sh
Target 1
260.97+7.7% · R:R 1.67 (below minimum)
Target 2
275.90+13.9% · R:R 3.00
Risk per share
11.20strategy-owned; the portfolio panel sizes it per profile
Invalidation
231.11a close below 1 ATR under the level invalidates the setup before entry

Level 238.57 (resistance of the PRE_BREAKOUT on 2026-09-30); ATR14 7.47 on 2026-10-02. Stop: 1 ATR below the breakout level 238.57. Targets: ATR projections 3 / 5 ATR above the level. R:R quality below minimum to T1 (hard minimum 2.0; 3R would be 275.91, 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 242.31 exceeds the risk budget (0.8929 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 243.66 at or above the 10 floor
Market capPASSmarket cap 60.32B (finnhub, 2026-10-02)
LiquidityPASSADV20 828.8M (STRONG_LIQUIDITY)
SectorPASSsector Technology (finnhub_industry)
RegimePASSregime RISK_ON
EarningsPASSearnings in 16 sessions (2026-10-27)
News / event riskPASSnews context POSITIVE
Chase protectionPASS1.31 ATR above EMA20, session move 0.60 ATR
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: reward/risk · also portfolio limit

Why this action

Technical

  • breakout on 2026-10-01 is extended; buy only on a retracement into 238.57-242.31
  • 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 8.8%, vs QQQ 3.9%

Options

  • volume 0.16× the 20D baseline (neither) · selected contracts only, delayed

News and events

  • news context positive (10 canonical items in window)
  • earnings 2026-10-27 (16 sessions, finnhub); event risk low
  • other · low · positive: NXP Semiconductors (NXPI) Outperforms Broader Market: What You Need to Know
  • other · low · unknown: NXP Semiconductors N.V.: 144 filed
  • other · low · positive: Here's How Much $100 Invested In NXP Semiconductors 15 Years Ago Would Be Worth Today
  • other · low · positive: NXP Semiconductors (NXPI) Stock May Be 7% Undervalued After Embedded Systems Growth News

Market and risk

  • regime RISK ON: SPY: trend UP, volatility NORMAL; QQQ: trend UP, volatility NORMAL
  • 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 245.37H 248.86L 242.73C 243.66 +1.87%Vol 2,682,044RVOL20 0.75SMA50 232.64SMA150 250.32SMA200 245.70EMA20 233.87RSI14 59.6MACD 1.918 / -0.018 / 1.936ATR14 7.47RS20 SPY 8.8% · QQQ 3.9%

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 #14 · priority 68.6 / 100 · coverage 100%

  • technical readiness23/30
  • structure quality6/10
  • relative strength15/15
  • participation4/10
  • risk reward3/15
  • news context10/10
  • 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
327.86
Distance
25.68%
Close
243.66
SMA50
232.64
SMA150 / SMA200
250.32 / 245.7
RSI14
59.6
EMA20 extension
1.31 ATR
RS20 vs SPY
+8.8%
RS20 vs QQQ
+3.9%

Hard requirements · 7/8 passed

  • PASS
    Confirmed resistance
    resistance=327.855 exists eligible=true
  • FAIL
    Distance to resistance
    distance_pct=25.6806 · resistance=327.855 · close=243.66 inclusive_between min=0 · max=3
  • PASS
    Close above SMA50
    close=243.66 · sma50=232.6432 > right_operand=sma50
  • PASS
    SMA150 ≥ SMA200
    sma150=250.3179 · sma200=245.7032 >= right_operand=sma200
  • PASS
    RSI14 band
    rsi14=59.5997 inclusive_between min=50 · max=70
  • PASS
    EMA20 extension (ATR)
    extension_atr=1.3115 · close=243.66 · ema20=233.8693 · atr14=7.4654 <= max=1.5
  • PASS
    RS20 vs SPY or QQQ
    SPY=0.0875 · QQQ=0.0385 OR > SPY=0 · QQQ=0
  • PASS
    Resistance quality
    distinct_touches=2 policy_and_minimum_touches min=2

Supporting evidence · 5/6 passed

  • PASS
    ATR compression
    current_atr_pct=0.0306 · median_previous_60_atr_pct=0.0441 · ratio=0.6953 < right_operand=median_previous_60_atr_pct
  • PASS
    Volume contraction
    recent_volume=2,756,843.4919 · baseline_volume=3,630,899.2404 · ratio=0.7593 < max=0.85
  • PASS
    Higher lows
    low_1=216.66 · low_2=229.36 · low_3=232.8407 low_3 > low_2 > low_1 required_pivots=3
  • FAIL
    Full MA alignment
    sma50=232.6432 · sma150=250.3179 · sma200=245.7032 sma50 > sma150 > sma200
  • PASS
    RS20 vs SPY positive
    SPY=0.0875 > min=0
  • PASS
    RS20 vs QQQ positive
    QQQ=0.0385 > min=0

PRE_BREAKOUT_V1 · scan run 415 · session 2026-10-02 · evaluated as of 2026-10-04T13:23:03.152588Z. 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)2026-10-2716 sessionshighfinnhub · Tier 3 · provider

Options activity

AVAILABLE_DELAYED · session 2026-09-30 · selected contracts, delayed
Session volume
110
5D baseline
606
20D baseline
691
Volume / 20D
0.16x
Call / put volume
56 / 54
Call / put ratio
1.04
Top-3 contract share
61%
Top expiration
2026-10-16 100%

Activity trend · last 32 sessions

2026-08-17: 1982026-08-18: 1292026-08-19: 1362026-08-20: 3842026-08-21: 952026-08-24: 1762026-08-25: 2922026-08-26: 1022026-08-27: 1932026-08-28: 3442026-08-31: 842026-09-01: 1032026-09-02: 1402026-09-03: 1712026-09-04: 822026-09-08: 1162026-09-09: 4172026-09-10: 1552026-09-11: 6092026-09-14: 2,9002026-09-15: 3402026-09-16: 5162026-09-17: 9612026-09-18: 1,1652026-09-21: 1,2782026-09-22: 1,8252026-09-23: 9842026-09-24: 1602026-09-25: 1,6162026-09-28: 1762026-09-29: 962026-09-30: 11008-1709-0909-302,900 · line: 20D baseline
SessionVolume5D20D/ 20D
2026-09-241601,2436240.26x
2026-09-251,6161,0826272.58x
2026-09-281761,1736980.25x
2026-09-29969526900.14x
2026-09-301106066910.16x

Call vs put volume

2026-08-17: 53 / 1452026-08-18: 61 / 682026-08-19: 79 / 572026-08-20: 40 / 3442026-08-21: 55 / 402026-08-24: 115 / 612026-08-25: 211 / 812026-08-26: 66 / 362026-08-27: 98 / 952026-08-28: 312 / 322026-08-31: 40 / 442026-09-01: 57 / 462026-09-02: 94 / 462026-09-03: 65 / 1062026-09-04: 53 / 292026-09-08: 71 / 452026-09-09: 243 / 1742026-09-10: 69 / 862026-09-11: 576 / 332026-09-14: 2,826 / 742026-09-15: 211 / 1292026-09-16: 331 / 1852026-09-17: 857 / 1042026-09-18: 650 / 5152026-09-21: 739 / 5392026-09-22: 559 / 1,2662026-09-23: 372 / 6122026-09-24: 113 / 472026-09-25: 1,370 / 2462026-09-28: 121 / 552026-09-29: 71 / 252026-09-30: 56 / 5408-1709-0909-302,900
calls 51%puts 49%

Expiration concentration

  • 2026-10-16110 · 100%

Contract concentration

  • O:NXPI261016P0020000031 · 28%
  • O:NXPI261016C0025000022 · 20%
  • O:NXPI261016C0026000014 · 13%
  • O:NXPI261016C0024000012 · 11%
  • O:NXPI261016P002200008 · 7%
  • remaining contracts39% outside top 3

Top contracts · session 2026-09-30

ContractTypeStrikeExpirationDTEVolume5D avg20D avg/ 20DReturnMoneyness
O:NXPI261016P00200000PUT2002026-10-161631911310.24x-38.2%OTM (18.8%)
O:NXPI261016C00250000CALL2502026-10-161622176990.22x2.9%OTM (-5.0%)
O:NXPI261016C00260000CALL2602026-10-16161429930.15x-5.6%OTM (-8.6%)
O:NXPI261016C00240000CALL2402026-10-1616121291300.09x16.6%OTM (-1.0%)
O:NXPI261016P00220000PUT2202026-10-161689150.54x-17.7%OTM (8.0%)
O:NXPI261016P00230000PUT2302026-10-1616845270.30x-22.5%OTM (3.3%)
O:NXPI261016C00230000CALL2302026-10-16167561060.07x0.0%ITM (3.3%)
O:NXPI261016P00210000PUT2102026-10-1616416260.16x-18.6%OTM (13.1%)
O:NXPI261016P00260000PUT2602026-10-161621insufficient historyinsufficient history0.5%ITM (-8.6%)
O:NXPI261016C00270000CALL2702026-10-16161670.14x0.0%OTM (-12.0%)
O:NXPI261016P00240000PUT2402026-10-1616123insufficient historyinsufficient history0.0%ITM (-1.0%)

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: TRUE
  • Recent 5-session baseline above 20-session baseline: FALSE
  • 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: 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

2 · ALERT_POLICY_V1
CategoryAlertPreviousCurrentSessionsWorkflowActions
ChangedDistance to resistance narrowed27.0425.682026-10-01 → 2026-10-02New
ChangedCall / put volume mix changed0.740.512026-09-29 → 2026-09-30New

Decision trace

PRE_BREAKOUT_SWING_V1_1 · generated 2026-10-04 16:39 UTC · strategy 073b221a9cd0…
  1. setup_eligiblePASSPRE_BREAKOUT on 2026-09-30; close above its resistance 238.57 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=243.66 · entry_zone_high=242.31 · extension_atr=1.31 | 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 243.66 at or above the 10 floorclose=243.66 | threshold min_price=10
  5. market_cap_gatePASSmarket cap 60.32B (finnhub, 2026-10-02)market_cap_usd=60315147347.91 | threshold min_market_cap_usd=1000000000
  6. liquidity_gatePASSADV20 828.8M (STRONG_LIQUIDITY)adv_dollar=828761448.69 · 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 16 sessions (2026-10-27)earnings_sessions_away=16 | threshold earnings_block_sessions=5
  10. news_gatePASSnews context POSITIVE
  11. chase_gatePASS1.31 ATR above EMA20, session move 0.60 ATRextension_atr=1.31 | 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 REWARD_RISK, PORTFOLIO_LIMIT; primary REWARD_RISK)

Snapshot history: 2026-10-02 WAIT · 2026-10-01 BUY_NOW · 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.