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

WAB

Industrials · Machinery
287.54
-0.10% · 2026-10-02
Avoid
Trade priority
not ranked
Data coverage
55%
Setup
no setup · 2026-10-02
News
positive
Next catalyst
Earnings in 12 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

No trade plan: the strategy has no valid setup for this symbol (trend or relative-strength condition fails (intermediate_trend)).

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 positionsIndustrials: 0 / 2 · 0.00 of 1,000.00 cap
Cash impact
2,000.00derived from the ledger
Eligibility
AVOIDsame 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

Why this action

Technical

  • trend or relative-strength condition fails (intermediate_trend)
  • RS20 vs SPY 2.8%, vs QQQ -2.1%

Options

  • volume 2.67× the 20D baseline (activity_accelerating) · selected contracts only, delayed

News and events

  • news context positive (7 canonical items in window)
  • earnings 2026-10-21 (12 sessions, finnhub); event risk low
  • other · medium · unknown: WESTINGHOUSE AIR BRAKE TECHNOLOGIES CORP: 8-K filed (items 2.03)
  • earnings · low · neutral: Wabtec Announces Third Quarter 2026 Earnings Release Date
  • other · low · positive: Are You Looking for a Top Momentum Pick? Why Westinghouse Air Brake Technologies (WAB) is
  • other · low · unknown: AER or WAB: Which Is the Better Value Stock Right Now?

Market and risk

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

Chart

252 sessions · EMA20 / SMA50 / SMA150 / SMA200 default · strategy levels drawn when a plan exists
2026-10-02O 290.92H 293.34L 286.91C 287.54 -0.10%Vol 913,514RVOL20 1.18SMA50 290.59SMA150 270.42SMA200 261.49EMA20 286.98RSI14 51.1MACD 0.602 / -0.027 / 0.629ATR14 5.99RS20 SPY 2.8% · QQQ -2.1%

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 readinessn/a
  • structure quality6/10
  • relative strength8/15
  • participation10/10
  • risk rewardn/a
  • 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
293.76
Distance
2.12%
Close
287.54
SMA50
290.59
SMA150 / SMA200
270.42 / 261.49
RSI14
51.1
EMA20 extension
0.09 ATR
RS20 vs SPY
+2.8%
RS20 vs QQQ
-2.1%

Hard requirements · 7/8 passed

  • PASS
    Confirmed resistance
    resistance=293.755 exists eligible=true
  • PASS
    Distance to resistance
    distance_pct=2.1157 · resistance=293.755 · close=287.54 inclusive_between min=0 · max=3
  • FAIL
    Close above SMA50
    close=287.54 · sma50=290.5858 > right_operand=sma50
  • PASS
    SMA150 ≥ SMA200
    sma150=270.4201 · sma200=261.4905 >= right_operand=sma200
  • PASS
    RSI14 band
    rsi14=51.0796 inclusive_between min=50 · max=70
  • PASS
    EMA20 extension (ATR)
    extension_atr=0.0932 · close=287.54 · ema20=286.9814 · atr14=5.9941 <= max=1.5
  • PASS
    RS20 vs SPY or QQQ
    SPY=0.0285 · QQQ=-0.0206 OR > SPY=0 · QQQ=0
  • PASS
    Resistance quality
    distinct_touches=2 policy_and_minimum_touches min=2

Supporting evidence · 3/6 passed

  • PASS
    ATR compression
    current_atr_pct=0.0208 · median_previous_60_atr_pct=0.0229 · ratio=0.9084 < right_operand=median_previous_60_atr_pct
  • FAIL
    Volume contraction
    recent_volume=812,413.3116 · baseline_volume=786,482.0321 · ratio=1.033 < max=0.85
  • FAIL
    Higher lows
    low_1=274.83 · low_2=273.01 · low_3=286.39 low_3 > low_2 > low_1 required_pivots=3
  • PASS
    Full MA alignment
    sma50=290.5858 · sma150=270.4201 · sma200=261.4905 sma50 > sma150 > sma200
  • PASS
    RS20 vs SPY positive
    SPY=0.0285 > min=0
  • FAIL
    RS20 vs QQQ positive
    QQQ=-0.0206 > min=0

PRE_BREAKOUT_V1 · scan run 417 · session 2026-10-02 · evaluated as of 2026-10-04T13:23:16.862423Z. Supporting evidence never changes the trigger; UNKNOWN is never collapsed into false.

Intelligence timeline

7 canonical of 7 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)2026-10-2112 sessionshighfinnhub · Tier 3 · provider

Options activity

AVAILABLE_DELAYED · session 2026-09-28 · selected contracts, delayed
Session volume
54
5D baseline
25
20D baseline
20
Volume / 20D
2.67x
Call / put volume
53 / 1
Call / put ratio
53
Top-3 contract share
98%
Top expiration
2026-10-16 100%

Activity trend · last 29 sessions

2026-08-17: 172026-08-18: 212026-08-19: 22026-08-20: 162026-08-21: 22026-08-24: 22026-08-25: 22026-08-26: 262026-08-28: 32026-08-31: 62026-09-01: 72026-09-02: 52026-09-03: 212026-09-04: 72026-09-08: 282026-09-09: 12026-09-10: 12026-09-11: 92026-09-14: 112026-09-15: 1422026-09-16: 82026-09-17: 222026-09-18: 72026-09-21: 182026-09-22: 482026-09-23: 152026-09-24: 252026-09-25: 212026-09-28: 5408-1709-0809-28142 · line: 20D baseline
SessionVolume5D20D/ 20D
2026-09-224839162.93x
2026-09-231521190.80x
2026-09-242522191.29x
2026-09-252123211.02x
2026-09-285425202.67x

Call vs put volume

2026-08-17: 10 / 72026-08-18: 15 / 62026-08-19: 2 / 02026-08-20: 16 / 02026-08-21: 2 / 02026-08-24: 2 / 02026-08-25: 0 / 22026-08-26: 26 / 02026-08-28: 2 / 12026-08-31: 5 / 12026-09-01: 6 / 12026-09-02: 4 / 12026-09-03: 19 / 22026-09-04: 1 / 62026-09-08: 1 / 272026-09-09: 0 / 12026-09-10: 0 / 12026-09-11: 0 / 92026-09-14: 6 / 52026-09-15: 81 / 612026-09-16: 4 / 42026-09-17: 9 / 132026-09-18: 5 / 22026-09-21: 14 / 42026-09-22: 29 / 192026-09-23: 14 / 12026-09-24: 17 / 82026-09-25: 10 / 112026-09-28: 53 / 108-1709-0809-28142
calls 98%puts 2%

Expiration concentration

  • 2026-10-1654 · 100%

Contract concentration

  • O:WAB261016C0030000050 · 93%
  • O:WAB261016C002800002 · 4%
  • O:WAB261016C003100001 · 2%
  • O:WAB261016P002700001 · 2%
  • remaining contracts2% outside top 3

Top contracts · session 2026-09-28

ContractTypeStrikeExpirationDTEVolume5D avg20D avg/ 20DReturnMoneyness
O:WAB261016C00300000CALL3002026-10-1618505insufficient historyinsufficient history-29.5%OTM (-2.5%)
O:WAB261016C00280000CALL2802026-10-161824insufficient historyinsufficient history30.1%ITM (4.4%)
O:WAB261016C00310000CALL3102026-10-161815insufficient historyinsufficient history0.0%OTM (-5.7%)
O:WAB261016P00270000PUT2702026-10-161813insufficient historyinsufficient history0.0%OTM (8.3%)

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: 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: 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
ChangedOptions activity vs 20D baseline rose1.022.672026-09-25 → 2026-09-28New
ChangedTop-3 contract concentration increased0.670.982026-09-25 → 2026-09-28New
ChangedCall / put volume mix changed0.480.982026-09-25 → 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 18:05 UTC · strategy 073b221a9cd0…
  1. setup_eligibleFAILNO_SETUP: failed intermediate_trendfailed_conditions=intermediate_trend
  2. finalPASSAVOID

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