SETUPS FROM REAL TRADING DAYS
Session studies.
Each article looks at a setup on a particular day: what stood out in the flow, what price did next, the full price swing, and what we want to watch for again.
Newest first. Choose a date or a setup that interests you.
SESSION STUDY · September 9, 2026
SPX call selling ends. QQQ rebounds.
September 9: SPX call flow breaks away from SPY and QQQ, then the market turns higher as the selling ends.
Read this study · 2 min →SESSION STUDY · September 8, 2026
Buying all day. Price going nowhere.
September 8: an ES session with rising cumulative delta, weak price and two sharp changes in character.
Read this study · 2 min →SESSION STUDY · September 8, 2026
A sharp SPX call imbalance. A rebound to study.
A September 8 look at a −17,000 SPX call CVD reading and the QQQ rebound that followed.
Read this study · 2 min →SESSION STUDY · September 1, 2026
Two call-flow extremes. Two ES reversals.
September 1: a burst of SPX call buying appears near the morning high, then heavy call selling appears near the afternoon low.
Read this study · 2 min →SESSION STUDY · August 31, 2026
SPY CVD gives the clue. QQQ gives the stronger rebound.
August 31: a SPY CVD divergence flags the afternoon low. QQQ then rebounds farther than ES in percentage terms.
Read this study · 2 min →SESSION STUDY · August 28, 2026
QQQ CVD divergence at the second ES high.
August 28: QQQ options CVD makes a higher high while ES fails to exceed its first morning high—a bearish divergence before the selloff.
Read this study · 2 min →