ET
Energy Transfer LP Common Units representing limited partner interests
stock NYSE

CSCO, MAIN, ET, SGOV,AMZN, NVDA, VZ…

Thanks for the news. When it comes to buyers though...I mean some platforms even nowadays lock out at 630 PM ET like Wells Fargo is one of them....so you cant even trade until 8 pm ET now. Unless all platforms create an even playing field where anyone can trade when they want, I can only see this favoring the Big guys or the people on certain platforms.

Thanks for clarifying.
In this case, we suggest reaching out to our Technical Support team directly for further troubleshooting. Give them a quick call by using the contact information below. They are available Monday through Friday, 8:30 a.m. - 9:00 p.m. ET.
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Most my trades end up in the morning, but I don’t force a specific trading window. I trade SPX 0DTE and wait for clean structure. Some days I’m in within the first hour, lately I’ve been waiting 2–3+ hours. If you perform best from 10–1 ET, there’s nothing wrong with making that your window

so i tested the plain 15 min nq opening range breakout over 18 years of 1 minute data, real commission and slippage, 4700 trades. came out +33k. then i split it by year and it lost money 10 of 15 years before 2023, basically one trade was 94 percent of the profit. posted that in another sub and everyone said yeah but nobody trades it without a stop. ok fair. so i put a stop on it.
stop at the other side of the range, then targets at 1:1 and 2:1, and a 100 tick stop 200 tick target because someone asked. same trades, same costs.
the last column is the part i actually care about. i ran 5000 coin flips that take the exact same trades on the exact same days but pick long or short at random. if the rule cant beat coin flips on 2008 to 2022 it doesnt know anything.
exit trades net full net 2008-22 coin flips that beat it
no stop, flat 15:30 ET 4708 +$33,611 -$19,979 34%
stop only, no target 4708 +$154,946 +$16,396 41%
stop, 1:1 target 4708 +$13,841 -$73,404 68%
stop, 2:1 target 4708 +$142,921 +$12,346 42%
25pt stop / 50pt target 4708 -$40,414 -$35,909 39%
so yeah the stop made a ton more money. but the coin flips made more money too. it cuts everybodys losers in a market that went up for 15 years, it doesnt make the entry any smarter. thats why more coin flips beat it with the stop than without. and 1:1 is a shredder, it always is.
one more thing that surprised me. skipping fomc days was the only filter that actually helped, 33k to 73k, still doesnt beat the flips. skipping mondays and fridays which everyone swears by came out minus 120k. fridays were the only days that made money the whole time.
if you trade some version of this with a filter or a different exit tell me the exact rule and ill run it the same way and post it, win or lose.

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View in your timezone:
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Not familiar with that stock, personally. I see it is a natural gas company and my Tipranks Pro subscription gives it a PT of $68.24, with almost an 26% upside. That upside looks promising! Do they export to the EU or only sell natural gas domestically? I own ET, EPD (Master Limited Partnerships); XOM, SLB, DVN, RIG, CVX; XLE; HAL at the present time. Made a killing on XOM when I bought gobs of it during covid when the world was convinced that we would never fly on airplanes again🤣

Hey there, I can understand how this can be a frustrating experience.
Thank you for trying some troubleshooting steps. It sounds like you've called in the past, but if this issue continues to arise, we recommend reaching out to our Technical Support team so they can troubleshoot the issue with you. Associates are available Monday through Friday from 8:30 a.m. to 9:00 p.m. ET.
[Contact us](https://www.fidelity.com/customer-service/contact-us)
We're here if anything else comes up.

Yes, you are right. The ETFs you recommend help mitigate k-1 issue. I started my initial positions with ET / EPD without this knowledge of k-1, just chasing income at the time. It's worked out so far the past 5+ years. HESM is not MLP, so no issue, but agree in retrospect MLP ETFs better to start a position in this sector. It's been a great long term holding hedge in my portfolio.

Day 2, Week 17. Green. It is not a challenge, doing normal trades as all of you 🙂
IWM trying its best to see her 300 or going back to cheat down with 295. Still with cheap contracts after third friday and FOMC. Be careful, being cheap does mean I can trade as if there is no tomorrow, not today 😅
My entry time may look similar over last few times, it is just a coincidence. Don't try to force it all the time, you will get burn. Either way, any entry has 50% of it moving in your direction and being profitable. Simple maths. Those who think they are intelligent people will tell me off and say it is not simple. It is! You get in, there is 50% chance it will move and get a profit. Ofcourse, you want to be greedy and get RR ratio before you take profit and get burnt, maybe it is your kink 🤷🏻‍♂️ just like the hunter coming back to the bear to get screwed over again.
I was not trading first hour when I started, I was getting burned many time whe trying to find a consistent strategy. I then traded later in the day (afternoon my time in UK). It is when everyone says it is nap time and market is slow moving, no movement etc. If I were listening to all the popular strategies, I would still be like so many saying I need to reach 5-10 years to start being profitable 🤯 I don't have this time on my plan.
As I write this at 10.08 ET, I am done for today.
I never use Risk Reward (RR) ratio, it works for some people, but this maths does not work me to grow a small account.
I don't like fancy options strategy like iron condor, selling etc. Using simple EMAs, VWAP etc to see the trends and levels.
One and done: 30 contracts = $300 total profit.
Total options cost = $1,050
29 % profit
Time in Trade : 13 min. Not really morning glory trade 🤤
Life is short. One trade a day is more than enough to grow an account. Be lazy. If you have one choice, one trade, you would think twice before entering instead of trying to fix psychology.
You have seen even with $10 per contract per day, it makes a huge difference with time. Don't be greedy every time.
Started with $300, just 3 contracts, 17 weeks ago, and growing it to $60,000 with 1 trade a day in 6 months target.
My trading plan and strategy is trading one trade a day, 2-5 times a week depending on availability.
If you are learning by yourself, give it 2-3 months to see how you are progressing.
If you believe I am lucky every day with the trades and posts 🤷🏻‍♂️ so be it. I believe I have no choice, I put in the effort and keep doing, any loss is my loss as it is me executing my own trades and money.
I only day trade options on ETFs like SPY, QQQ, IWM etc. Timestamp on the broker is UK time. So, entry time of 2.51 is 9.51 ET.
I trade on my phone, screenshot is from TastyTrade. EMA 200 and VWAP on the screenshot for TradingView

DEPAMP ET !

**Top Premarket Leaders**
**WVVIP** \+484.91%
**AIXI** \+216.87%
**BCCQW** \+133.28%
**PSNYW** \+128.20%
**DAIC** \+83.82%
**SWVL** \+68.05%
**TNMG** \+61.39%
# News
**AIXI, Xiao-I Corporation**
Trading around **$1.44**, up more than **200% premarket**.
**SWVL, Swvl Holdings**
Trading around **$2.60**, up roughly **77%** following the announcement of a **$13 million strategic investment round**.
**WVVIP, Willamette Valley Vineyards Preferred**
Leading the percentage-gainer list this morning. I have not yet found a clear fresh catalyst explaining the move.
**Automatic Premarket Journal**
Records Smart News and Top Gappers from **4:00 AM through 9:29:59 AM ET**.
*For market observation and educational purposes only. Not financial advice.*
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Finally getting sick of opus5 . My retard tolerance tokens have run out for this session. They get refreshed @ 930 am ET

I’m surprised more people aren’t discussing the Nasdaq changes coming in December.
Starting December 6, Nasdaq is adding a new Night Session from 9 p.m. to 4 a.m. ET, effectively creating 23-hour trading five days a week. Yes, Robinhood and other brokers already offer overnight trading through ATSs, but this is different. Nasdaq itself is extending its exchange infrastructure and order book into those hours.
I think the bigger story isn’t simply “now you can trade NVDA at 2 a.m.” It’s what this could do to the way prices move if enough institutional liquidity develops overnight.
Right now, the market still has a major overnight dead zone. News can drop after the close, a stock can move violently in thinner trading, and then all of that pent-up buying, selling, short covering, panic and FOMO collides with massive liquidity at the opening bell.
With 23-hour Nasdaq trading, algorithms, funds and institutions potentially get almost the entire day to react, hedge, rebalance and unwind positions.
Think about NVDA. Instead of:
$180 close → major news → $195 gap → chaos at 9:30
you could increasingly see:
$180 → $184 → $187 → $190 → pullback → $193 → $195
Same overall repricing, but spread across hours instead of compressed into one violent move.
If that happens, I think some of the biggest effects could be:
• Less extreme opening-bell volatility
• Less panic selling and FOMO buying at 9:30
• Fewer overnight gap-and-go opportunities for day traders
• Fewer short squeezes caused specifically by shorts being trapped overnight
• More time for large funds to unwind or hedge positions
before they become forced trades
• More continuous algorithmic price discovery
• Potentially tighter overnight spreads if enough liquidity moves onto the exchange
That last part is what I find most interesting.
Large funds essentially get an escape hatch that stays open almost all day. If a fund is massively short and bullish news hits at midnight, it doesn’t necessarily have to wait until the next major liquidity window while pressure builds. Its algorithms can potentially start covering immediately and distribute that buying across several hours.
Same thing if a fund is heavily long and bad news hits.
That could make the market harder to squeeze and harder to catch badly positioned institutions completely trapped.
It could also hurt certain types of discretionary day traders. A lot of opening momentum, gap trading, opening-range breakouts and squeeze setups exist because so much information and order flow gets compressed into a few extremely active periods. If price discovery becomes more continuous, some of those explosive moves could become slower, more orderly moves instead.
The close is probably different because the official closing price still matters enormously for indexes, funds, benchmarks and portfolio valuation. But psychologically, even “the close” starts meaning something different when everyone knows trading resumes an hour later and continues through most of the night.
There is also a potential darker side. A nearly always-open market means someone who illegally obtains material nonpublic information has more opportunity to act on it immediately instead of being blocked by the exchange being closed. Insider trading is obviously still illegal, and Nasdaq will have overnight surveillance, but the trading window itself is much larger.
To me, this feels like another step away from a market built around distinct sessions and toward one continuous algorithmic price-discovery system.
The underlying supply and demand is still real. Algorithms don’t get to decide NVDA is worth $180 if buyers are willing to pay $200.
But the machines increasingly control how that supply and demand gets expressed, how quickly imbalances get arbitraged away, how institutions manage risk, and how price travels from $180 to $200.
I think that could end up being a much bigger change than people realize.
Curious what everyone here thinks, especially anyone who trades NVDA intraday. Do you think 23-hour exchange trading makes the market more efficient, or just gives institutions even more ability to avoid getting trapped?

Stock Pulse flagged XPON at 8:46 ET around $6.95. It reached $9.99 at 9:09, roughly 44% above the alert in 23 minutes. About 838,000 shares traded in the peak minute, so the high wasn't a stray print.
The catalyst was a complete pivot. Expion360 renamed itself Expion Energy and acquired an oil-and-gas exploration prospect covering about 3,000 net acres in eastern Louisiana. It plans to test a new lateral well by February 2027.
The release mentions AI data centers and LNG exports, but I couldn't find a supply contract or producing well. This is still exploration.
The financing matters too: $9 million of 8% convertible debt plus warrants for 2.12 million shares at $4.25, versus an estimated float of about 933,000 shares. Investors also received rights to make up to $91 million of additional investments, subject to shareholder approval.
Acquisition: [https://www.sec.gov/Archives/edgar/data/1894954/000190359626000317/ex99\_1.htm](https://www.sec.gov/Archives/edgar/data/1894954/000190359626000317/ex99_1.htm)
Financing: [https://www.sec.gov/Archives/edgar/data/1894954/000190359626000317/ex99\_2.htm](https://www.sec.gov/Archives/edgar/data/1894954/000190359626000317/ex99_2.htm)
Good alert, but was the market buying an actual gas asset or just the pivot narrative?

📊 Key U.S. Economic Data (ET)
10:00 AM | CB Consumer Confidence | Forecast: 90.3 | Previous: 90.8
⚠️ For informational purposes only. Not financial advice.
📌 #ConsumerConfidence

Please tell me there's an ET for atari easter egg

Tomorrow is the first time QumulusAI has to sit down in public and explain the quarter.
Quick catalyst update to yesterday's GPU-landlord DD.
The company reports Q2 results after the close on Tuesday, August 25, followed by its \[first public earnings call at 5 p.m. ET\](https://www.qumulusai.com/articles/qumulusai-to-report-second-quarter-2026-financial-results-on-august-25-2026).
QMLS traded at $5.89 after hours on Monday. Using the 32.87 million basic shares in the \[final prospectus\](https://www.sec.gov/Archives/edgar/data/2084026/000143774926023622/quma20260714\_424b4.htm), the entire company is valued near $193.6 million.
QumulusAI has announced more than $246 million in multi-year customer agreements since June.
That gap is why tomorrow matters.
\## Keep the calendar straight
Q2 ended June 30. The $18 million take-or-pay agreement, the $32 million B300 agreement, the $71.9 million agreement, the 1,632-GPU B300 purchase, the DRW deal, and the new Atlanta capacity agreement all came later.
The $246 million will not teleport into tomorrow's revenue line. Anyone expecting that should give the spreadsheet back to its legal guardian.
What Q2 can show is whether the original business was already accelerating before the July news started flying. Q1 revenue was $3.42 million, gross profit was $1.28 million, and operating loss was $5.53 million. That is the starting line.
\## The number I care about is six
On August 6, management said it was \[delivering six customer deployments\](https://www.qumulusai.com/articles/qumulusai-to-participate-in-needham-virtual-ai-infrastructure-1x1-conference), with several close to completion and the rest expected to finish this quarter.
Tomorrow I want names where they can give them, GPU counts, energized megawatts, go-live dates, and the amount of revenue those deployments can produce. Contracts are nice. Powered racks sending invoices are nicer.
QumulusAI announced \[$124.4 million of three-year agreements\](https://www.qumulusai.com/articles/qumulusal-signs-more-than-124-million-in-ai-inference-infrastructure-agreements) before Q2 closed, including nearly $21.9 million in upfront customer commitments. If management can connect that cash and contracted demand to actual deployment progress, the bear argument gets much harder.
Right now the market appears to value every press release at roughly zero until a server starts humming. Fair enough. Tomorrow is management's chance to introduce the market to electricity.
\## The post-quarter setup got stronger
Since June, QumulusAI has announced more than $246 million across four two- and three-year agreement blocks. Simple division by the stated terms produces more than $90 million a year of potential contract value before accounting for deployment timing, revenue recognition, margins, financing, or customer performance.
The company then added \[DRW as a B300 customer\](https://www.qumulusai.com/articles/qumulusai-signs-gpu-as-a-service-agreement-with-drw-for-nvidia-blackwell-b300-capacity-annually-renewable-up-to-four-years), signed an \[agentic hedge fund\](https://www.qumulusai.com/articles/qumulusai-signs-agreement-with-agentic-hedge-fund-to-provide-nvidia-blackwell-gpu-capacity) at market-rate compute pricing plus a share of trading profits, and secured \[3.75 MW of Atlanta capacity\](https://www.qumulusai.com/articles/qumulusai-anchors-metro-atlanta-data-center-site-with-a-contracted-375-mw-and-a-path-to-1075-mw) that could support up to 2,048 B300-class GPUs once the site is delivered. The DRW and hedge-fund agreement values were not disclosed, and the Atlanta delivery remains conditional.
That is demand, hardware, power, and deployment all moving in the same direction. The income statement now has to catch up.
\## The $300 million question
Management guided to \[$300 million of forward ARR and 18 MW of capacity by December 31\](https://www.qumulusai.com/articles/qumulusai-issues-fiscal-year-2026-guidance-300-million-in-forward-arr-backed-by-18-mw-of-capacity).
At a $193.6 million basic market cap, the stock trades at roughly 0.65 times that target.
Adult supervision remains required. QumulusAI's forward-ARR definition includes executed contract revenue, expected renewals, deposit-backed reservations, and projected contract signings. The definition reaches far beyond GAAP revenue.
Tomorrow I want the bridge. How much is executed? How much is deposit-backed? How much is still projected? How much capacity is active today? What portion should begin generating revenue during Q3 and Q4?
A clean bridge could change how the market values the whole story.
At $193.6 million, perfection is nowhere in the quote. QMLS only needs to prove that a meaningful slice of the announced demand now has a power cord. A clean deployment update would give the market a reason to stop treating this company like a PowerPoint with a utility bill.
That is why I am bullish into the call.
\## The bear case gets the microphone too
The company entered Q2 with $16.1 million of cash, $102.4 million of liabilities, material weaknesses in financial controls, major capital requirements, and heavy RunPod concentration. The direct listing raised no fresh primary capital. The Blackwell buildout relies on leases, convertible notes, customer deposits, and equipment financing.
If revenue stays flat, deployments slip, guidance gets slippery, or management avoids the financing question, the bears win this round.
If revenue is moving, margins hold, the six deployments are real, and management can explain how funded hardware becomes billed capacity, $5.89 starts looking like the market read the first page and went home.
That is the setup. Tomorrow QMLS opens the books. I am watching for racks, revenue, and receipts.
High-risk small-cap thesis. Verify the filings and size your own risk.

Qqqi, SPYI, NLY, ET, MO