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E-mini S&P 500 · Fri, Oct 16 · 11:06–13:05 ET
Candles are the one-minute bars the scan used.
This setup was found afterwards from the provider's historical one-minute bars, not from OrderMap's recorded order flow. Its volume profile is approximated, and footprint, imbalance and aggression signals were not available.
Hypothetical setups identified after each session closed by an automated review of OrderMap data. Identified after the close; no slippage modeled. They were not traded or recommended in real time, hindsight selection is involved, and fees are not included. Only setups that reached at least 3R are shown; every candidate, including stopped-out ones, is recorded but not displayed. Past results do not indicate future results.
How setups are chosen: Post-session review of OrderMap GEX, order flow and footprint data. Setups with at least 1:3 reward to risk, identified after the close.
MAE 0.00 (0.00R)MFE +95.75 (+2.18R)
MAE 0.00 (0.00R)MFE +202.00 (+1.68R)