Built Thu 2026-07-09 · ~4:53 PM ET · validates the 07-09 regular-session close (Massive consolidated)
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01Session Scorecard
Weekly cohort resolved — the three setups from The Sunday Sundae (07-05), window Mon 07-06 → Fri 07-10, finalized on the 07-09 close. The two longs are scored this run; the financials short was finalized on the prior late run. Backlog after this run: 0 open.
| Setup | Outcome | Evidence | Δ-ATR* | Actual |
|---|
| UCR LONG QQQsun-260705-UCR-QQQ-L |
FIRE |
Reclaimed 716 & closed 723.28 (+1.62%); held >707 all week; kill close<702 never fired (wk-low close 709.43 Tue); undercut–reclaim completed post-FOMC-minutes. |
+0.65 |
723.28 |
| OMR LONG SMHsun-260705-OMR-SEMI-L |
FIRE |
Semis reclaimed prior-day high (Thu H 618.17 > Wed H 595.00), closed 607.73 (+2.50%); QQQ>716; kill (QQQ<702 / hawkish-minutes re-sell) never fired — semis rallied Wed–Thu off the Tue flush low 566.83 (+7.2%). |
+0.49 |
607.73 |
| EXF SHORT XLFsun-260705-EXF-XLF-S |
VOID |
Kill fired — hawkish June FOMC minutes, banks stayed bid; XLF printed new closing highs 55.54 (+1.0% wk), no exhaustion / failed high. Counter-trend short into leadership. |
— |
55.54 |
*Δ-ATR = favorable move from the 07-02 Sunday anchor in ATR(14) units (QQQ 16.47, SMH 31.58) — a conviction proxy, not the validator delta (these sundae setups carry no single numeric level). All closes confirmed (Massive).
LensThe Sunday read nailed the direction: long the sold-off leadership (QQQ +1.6%, semis +2.5% Thu) — both fired. The lone miss was the counter-trend financials-exhaustion short, which correctly VOIDed as banks led all week to fresh highs. 2 of 3 weekly setups fired; neither long's kill (QQQ close<702) came within ~1% of triggering.
02Calibration
0.2263
Rolling Brier (last 50)
lower = better; 0.25 = random · all-time 0.2548 (n=107)
54.0%
Hit rate (last 50)
all-time 47.7% over 107 eligible
107
Calibration-eligible
110 validated − 3 NO_EVIDENCE gaps
Trailing-50 window as of 07-09 is the best of the series — Brier 0.2263 / hit 54%, up from 0.2464 / 46% (07-08) — and now sits comfortably below the long-run 0.2548 / 47.7%. The 07-05 sundae longs are calibration-ineligible (no numeric prob) so they lift the scorecard, not the Brier.
Pattern performance (Component 13) — edge by pattern × direction, calibration-eligible only
| Pattern · Dir | n | Hit% | Mean prob | Mean Brier | Evidence class |
|---|
| AF L | 4 | 100% | 0.57 | 0.188 | lore_pending |
| AF S | 4 | 100% | 0.58 | 0.175 | lore_pending |
| SRT S | 5 | 80% | 0.49 | 0.351 | lore_pending |
| MS S | 4 | 75% | 0.44 | 0.318 | lore_pending |
| SRB L | 8 | 62% | 0.43 | 0.299 | lore_pending |
| GFD L | 5 | 60% | 0.39 | 0.257 | practitioner_backtest |
| LRT S | 30 | 47% | 0.37 | 0.304 | lore_pending |
| MS L | 29 | 45% | 0.52 | 0.249 | lore_pending |
| LRB L | 3 | 33% | 0.43 | 0.216 | lore_pending |
| SBD L | 6 | 0% | 0.37 | 0.138 | primary_source |
| SBD S | 4 | 0% | 0.28 | 0.079 | primary_source |
Plus six n=1 singles (FBR-S, GFU-S, VAB-L, VBR-L, VSR-L, …) omitted for sample. GFU-S is retired_refuted; VSR-L retired (replaced by VBR).
Calibration trend (Component 14) — rolling-Brier (last 50) by validation date
06-250.244
06-260.241
06-290.240
06-300.242
07-010.248
07-020.256
07-060.253
07-070.250
07-080.246
07-090.226
Mechanism leakComponent 15 — 13 / 52 right-direction / wrong-mechanism (rate 0.25). Concentrated in LRT (7 of 13): direction confirmed by the tape, but a kill voided the trade. A setup-design diagnostic, not a trade plan.
LensRecent calibration is genuinely improving (trailing-50 Brier 0.226, best of the series), but the long-run record is still near coin-flip. Edge is concentrated: AF (asset-flow) and SRT/SRB carry the hit-rate, while the LRT-short workhorse (n=30, 47%) remains a coin-flip and the dominant right-direction/wrong-mechanism leak. SBD longs 0-for-6 but correctly low-prob (Brier 0.138). This week's win — reversion/continuation longs in sold-off leadership — is where the read is paying.
02bMacro-Prediction Calibration
Distinct source. Macro / cross-asset forecast track-record from the thinktank-v2 predictions log — separate from the setup track-record above; the two hit-rates are never combined. Read-only calibration context on an external macro forecast log, not Scott’s setup record and never a forward call.
5Resolved (this window)of 11 logged · 2 no-price pairs, 4 pending
2HITSPX +0.5% · BTC +4%
40%Macro hit-rateHIT / (HIT + MISS)
| Instrument | Sym | Dir | Target | Entry ref | Close | Realized | Result |
|---|
| SPX (S&P 500) | SPX | UP | +0.5% | 7369.0 | 7537.43 | +2.29% | HIT |
| BTC (Bitcoin) | BTC | UP | +4.0% | 60365 | 63086 | +4.51% | HIT |
| ES (S&P Sep) | SPX | DOWN | −1.5% | 7385.25 | 7537.43 | +2.06% | MISS |
| NQ (Nasdaq Sep) | NDX | DOWN | −2.5% | 29346.75 | 29697.87 | +1.20% | MISS |
| NQ (Nasdaq Sep) | NDX | SHORT | −3.0% | 29200 | 29697.87 | +1.71% | MISS |
Pending watch-list (resolve 07-10)
- BZ (Brent Aug) DOWN target −4% · entry 72.8
- USD/JPY DOWN target −1.5% · entry 161.5
- GC (Gold, spot) UP target +2% · entry 4046
- ZW (Wheat, CBOT) UP target +3% · no series — scores N/A
Also 2 relative-value pairs (XLK/XLU, IWM/QQQ) with no entry price → no_price, unscored. Envelope label: est. (thinktank-v2 derived, asOf 2026-07-09) · read-only · DB not mutated.
LensThe macro log’s bearish index calls into 07-03 were all run over (SPX/NDX down-calls missed against a +2% tape); only the modest SPX up-call and the BTC +4% call hit → 2/5 = 40%. Directionally consistent with the setup record: fading this grind-higher tape has not paid. The cross-asset legs resolve 07-10 — nothing scored there yet.
03Tape & Rate Backdrop
| Index | Close | Day % |
|---|
| QQQ (Nasdaq-100) | 723.28 | +1.62% |
| SPY (S&P 500) | 751.71 | +0.79% |
| IWM (Russell 2000) | 297.24 | +1.20% |
| RSP (S&P equal-wt) | 213.50 | +0.78% |
| DIA (Dow) | 524.19 | +0.25% |
- Driver: broad risk-on, growth/tech-led; semis reclaimed leadership after the early-week flush, indices pressing records; oil reversed Wednesday’s war-risk spike.
- VIX 16.90 (confirmed FRED, 07-08 close — T-1; 07-09 refresh-required, implied lower on the risk-on tape) — had popped 15.6→16.9 on the 07-07/08 oil/war scare.
- Rates: 10Y 4.56% · 2Y 4.21% · 2s10s +35bp (confirmed FRED, 07-08 close — T-1). Hawkish June FOMC minutes (07-08) lifted the curve; 07-09 TLT +0.11% ⇒ long yields ~flat-to-slightly-lower.
Realized regimeThe Sunday call — “rotation-led grind at the highs” — resolved as tech/semis reclaiming leadership into Thursday after the Tue semi flush, indices pressing records. A broadening-then-tech-refocus, not a breakdown. (Realized, not a forward call.)
04Cross-Asset
| Proxy | Close | Day % | Read |
|---|
| USO (WTI oil) | 109.01 | −2.83% | Reversed Wed war-risk spike — de-escalation / risk-on |
| GLD (gold) | 378.18 | +1.04% | Firm despite risk-on — disinflation / rate-cut tilt |
| TLT (20y+ USTs) | 84.49 | +0.11% | Duration modestly bid; yields ~flat |
| HYG (HY credit) | 79.75 | +0.13% | Spreads tight — risk-on confirm |
| UUP (US dollar) | 28.36 | +0.03% | Flat |
LensOil down + credit firm + dollar flat = risk-on confirmed across assets. The one mild divergence is gold up alongside equities — a disinflation / rate-cut lean (echoing Axios Macro’s “disinflation asterisks”), not a fear bid. All proxies confirmed (Massive).
05Sector & Breadth (realized)
XLKTech+2.21
XLYDisc+1.21
XLFFins+1.12
XLCComm+0.84
XLIIndu+0.45
XLBMatl+0.22
XLRERE+0.09
XLVHlth−0.07
XLUUtil−0.46
XLEEngy−1.35
XLPStpl−1.41
- 7 up / 4 down by sign. Leaders: Tech +2.2%, Discretionary +1.2%, Financials +1.1% (XLF to new closing highs). Laggards: Staples −1.4%, Energy −1.4%, Utilities −0.5%.
- Breadth: RSP (equal-wt) +0.78% ≈ SPY +0.79% — cap-wt and equal-wt in step (not a narrow mega-cap tape); IWM +1.2% small-caps firm; QQQ +1.6% » RSP shows growth did the heavy lifting. Internals ($S5FI/$ADRN) not pulled — refresh-required (no open setup gated on them).
LensTextbook risk-on rotation: cyclical/growth leadership (tech, discretionary, financials), defensives + energy red. Financials to fresh highs is the direct read-through validating the XLF-short VOID.
06Single-Name Movers
The 07-09 closing-bell newsletters (Stocktwits Daily Rip close / Axios Closer) had not been delivered at the ~4:53 PM ET build (latest on file: 07-08). Single-name movers are therefore refresh-required; the confirmed sector tape stands in as the illustrative read.
- Semis led the rebound — SMH +2.5% (illustrative of the group; reclaimed the prior-day high).
- Financials to new closing highs — XLF +1.1%, the week’s persistent leadership.
- Energy the laggard — XLE −1.4% with WTI (USO) down 2.8%.
Illustrative only — never trade recommendations.
07Weekly Lens vs Reality
Closing the loop on the setups’ source read — The Sunday Sundae (07-05). Its thesis, “edge-fit LONGS in the sold-off leadership (semis / QQQ),” was vindicated: both longs fired and semis/QQQ led the tape into Thursday. The “rotation-led grind at the highs” regime held — indices near records with tech and financials/cyclicals participating. The one lens miss was expecting financials exhaustion (the XLF short): financials showed none, leading all week to fresh highs. Direction call: right; the counter-trend hedge: wrong.
08Execution Debrief
Realized execution on closed, scored setups — not a forward trade plan.
| Setup | Profile | Entry | Stop | Target | Realized R |
|---|
| UCR · QQQ sun-260705-UCR-QQQ-L | swing (1d ATR) | 716.00 | 690.23 | 767.54 | +0.28R |
Exit = 07-09 close 723.28 (target 767.54 not hit; stop 690.23 not hit) — a live weekly runner scored at the Thursday close. Book aggregate (n=44 closed exec setups): mean +0.33R, win 65.9%, stop-rate 11.4%.
LensThe QQQ reclaim, entered at 716 with the swing 1.5×ATR stop at 690.23, sits +0.28R at the close — a winner running toward 767.54, nowhere near the stop. Across 44 closed exec setups the book runs +0.33R / 66% win / 11% stop-rate: the gate’s stop discipline continues to pay. Realized execution on closed setups — not a forward trade plan.