ORB Midpoint V9 Watch

WAIT FOR LIVE ORB CANDIDATE

Reason: Trap candidate is incomplete. Need first break failure + midpoint cross + opposite ORB break + back-month trap confirmation.

Updated CT: 2026-07-24T13:05:21.426703-05:00

Research only: TRUE — not live trade mode.

Live Checks

Management

• Long runner requires price above prior close and midpoint at 12:30.
• Optional partial zone: +25 to +30 ticks for risk control; +40 was best statistical target.
• Exit/reduce if price fails below prior close by 12:30.

Break-to-Close Context

After a post-8:45 ORB break, final regular-session close inside the ORB is not the base case. Do not chase the first break, but do not assume it will settle back inside either. This context does not create a V9 candidate.

• No warnings yet.

Raw JSON

{
  "module": "ORB_MIDPOINT_V9_WATCH",
  "status": "NO CANDIDATE",
  "label": "NO CANDIDATE",
  "action": "WAIT FOR LIVE ORB CANDIDATE",
  "confidence": "LOW",
  "reason": "Trap candidate is incomplete. Need first break failure + midpoint cross + opposite ORB break + back-month trap confirmation.",
  "research_only": true,
  "input_path": "/opt/alpha_current/outputs/trade_lab_status.json",
  "orb_object_source": "trade_lab_status_front",
  "updated_ct": "2026-07-24T13:05:21.426703-05:00",
  "candidate_side": "LONG",
  "candidate_complete": false,
  "primary_orb_symbol": "LEV6",
  "primary_contract_label": "OCTOBER / LEV6",
  "orb_trade_date": "2026-07-24",
  "today_ct": "2026-07-24",
  "historical_checkpoint_mode": false,
  "effective_time_int": 1305,
  "stale_source": false,
  "stale_source_reason": null,
  "checks": {
    "close_back_inside": true,
    "midpoint_cross": false,
    "opposite_break": false,
    "back_month_trap_confirm": true,
    "orb_state_text": "NO-CHASE FIRST BREAK",
    "prior_close": 221.475,
    "price_1130": 222.55,
    "price_1230": 222.55,
    "good_1130": true,
    "good_1230": true,
    "vol_1230_15m": null,
    "high_1230_volume": false,
    "high_1230_volume_threshold": 1000,
    "bar_source": "/opt/alpha/data/databento_live_cattle_ohlcv_1m.csv",
    "bar_reason": "Computed today's LEV6 live checkpoints from CSV for 2026-07-24; Prior close from live CSV prior date 2026-07-23."
  },
  "management": [
    "Long runner requires price above prior close and midpoint at 12:30.",
    "Optional partial zone: +25 to +30 ticks for risk control; +40 was best statistical target.",
    "Exit/reduce if price fails below prior close by 12:30."
  ],
  "warnings": [],
  "notes": [],
  "break_to_close_context": {
    "available": true,
    "source": "/opt/alpha_current/research/orb_midpoint_gap/orb_break_close_inside_summary.txt",
    "definition": "After any post-8:45 ORB break, where does the final regular-session close finish?",
    "all_days": {
      "sample": "2020-01-02 through 2026-05-22",
      "break_days": 1576,
      "close_inside_orb_pct": 29.9,
      "held_first_break_side_pct": 50.4,
      "closed_opposite_outside_pct": 19.6
    },
    "ytd_2026": {
      "sample": "2026-01-01 forward",
      "break_days": 97,
      "close_inside_orb_pct": 39.2,
      "held_first_break_side_pct": 44.3,
      "closed_opposite_outside_pct": 16.5
    },
    "interpretation": [
      "Intraday close-back-inside is common, but final close back inside ORB is not the base case.",
      "Do not chase the first break, but do not assume the day will settle back inside the ORB.",
      "Midpoint cross and opposite break are still required before calling it a full trap candidate."
    ]
  },
  "source_files": {
    "rule_stack": "/opt/alpha_current/research/orb_midpoint_gap/ORB_Midpoint_Final_Rule_Stack_V9.csv",
    "final_report": "/opt/alpha_current/research/orb_midpoint_gap/ORB_Midpoint_Final_Research_Report_V9.txt"
  }
}