ET
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ADP nonfarm employment change 8:15am ET tomorrow

I built an agent that buys whatever this sub is most talking about after the close. It is down 19.2% on the month. Posting the whole experiment anyway, because the thing that lost is more interesting than the things that won.
Setup: 17 autonomous agents on a live account, up 15.2% on roughly $3,000, each with its own capital slice and its own strategy. No coordination between them, no human approving trades. 345 real fills on the equity side over the month.
**The WSB agent**
It spreads a token amount across the most discussed tickers here after the close. In August it bought Moderna at $176. Next session: $133. Down 24% overnight, and that single hold is essentially the entire month's drawdown for that agent.
It's a $10 position because I expected roughly this. The useful part is that the agent did its job perfectly. It read the signal, sized correctly, executed on time. The signal was just worthless. Agent quality and signal quality are completely separate problems and a good agent on a bad signal loses money very efficiently.
I keep it running as a control. If my other agents can't beat the one deliberately following this sub, I've learned something important about the other agents.
**What actually worked**
Chip and AI-infrastructure basket, biggest allocation at $500, reweighted weekly on 60-day momentum. Currently NVDA, DELL, ANET. Up 22.9% for the month. Nothing clever in the construction, it just had the right universe in the right month. It also trimmed MU and SMCI before they gave back gains, which is easy to praise in hindsight.
**The earnings agent, and the trade I'm most impressed by**
It reads news and setup quality ahead of scheduled earnings, takes the trade only on favorable setups, and sits in the S&P 500 otherwise. On Aug 26 it sold VOO, bought NVDA near $210, held about a day, sold at $227 and went straight back to the index. Roughly 8% on a sub-24-hour hold.

**Crypto Rotator: +77.9%**
The mechanic is stupidly simple. Hold exactly one coin at a time, whichever of 10 liquid cryptos ranks highest on momentum, volume and volatility. Re-check daily, rotate when the ranking changes. Zero diversification, on purpose.
It only moved four times all month:
* Held LINK, sold Jul 30 at $8.46 (bought at $8.37). Basically flat, +1.1%
* Into ADA at $0.1704, out Aug 8 at $0.199. +16.8%
* Back into LINK at $8.30, out Aug 18 at $9.50. +12.3%
* Into ETH at $1,912, out Aug 22 at $2,423. +26.7% in four days
* Into SOL at $93.87, still holding
Four completed rotations, four winners. The ETH leg is what actually made the month.
**The headline-reaction agent, and a question**
It parses political posts and buys the large caps being praised. Worked example: news lands 2:31 PM ET that Micron announced a $10B US research lab investment. The agent is filled in MU at $914.86 by 2:47 PM, sixteen minutes later. MU printed $936.81 the next morning, about +2.4%.
So here's what I can't decide. For an attention-driven signal, should the exit be time-based rather than signal-based? The whole premise is that a shout-out is an attention spike with no fundamental content. If that's true the position has a half-life measured in hours and the agent should sell into the next open mechanically. But then it has to be right about the fade horizon instead, and "exactly one session" is an arbitrary number with nothing behind it.
The earnings agent above is already doing the time-based version and it worked. I don't know if that's the right default or just the one that happened to work once.
**Caveats**
* Real broker fills with real timestamps. Not a backtest, not paper trading.
* One month, 17 agents, one account. Nothing here is statistically significant and I'm not pretending otherwise.
* The two worst percentages sit on the two smallest allocations, which is a sizing artifact and not risk management working.

In 2021, I had purchased 150 shares of $ENBL for a total of $1,128.51. In Dec 2021, $ENBL was bought by $ET, at which point I received 135 shares of $ET for what I had in purchases and dividends (about 157 shares total).
This gave me 128.94 shares from my own money and 6.06 shares from the dividends I had received previously.
I noticed last week that the dividends I have received from this purchase in 2021 is starting to get close to by original principal purchase. I started to wonder when will the time come that the dividends I have received from this 2021 transaction will surpass my original investment. I receive about $44 each quarter in dividends from this 128.94 shares, and with some simple math and assuming similar dividends growth as in the past (about $0.0025/share/quarter increase), I have calculated that in 9 more dividends payments, I will surpass $1,128.51 in dividends received, essentially doubling my investment amount from just 5 years ago.
8 more payments if I take into account the $55 I received in dividends from when it was $ENBL. This also does not account for the additional dividends I receive from reinvesting those dividends either.
On top of all that, my original investment has now grown to almost 150%, which puts my money at over 3 times its value from when I bought the shares!

Thanks for reaching out. I went ahead and provided some troubleshooting steps below that will hopefully resolve the issue you are running into.
1. Uninstall and reinstall the app
2. Ensure your operating system is up to date
If the problem persists, please contact our Technical Support team for assistance. Our associates are available Monday through Friday from 8:30 a.m. to 9:00 p.m. ET.
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\*US FORCES BEGAN STRIKING IRGC TARGETS IN IRAN AT 12PM ET TODAY

\*CENTCOM - Today at 12 p.m. ET, U.S. forces began striking Islamic Revolutionary Guard Corps (IRGC) targets in Iran. The strikes follow recent attempted attacks by the IRGC against commercial shipping in the Strait of Hormuz and against American service members deployed to the region.

Ranked this morning's pre-market movers at 9:45 by relative volume and options volume instead of by % gain, dumped the list into TradingView, and let it run.
# Here's where all 15 sat pre-market.
[The 9:45 board — 15 pre-market movers ranked by relative volume and options volume, not by gap size.](https://preview.redd.it/dul5vfumlxmh1.png?width=1092&format=png&auto=webp&s=b1020fe6f2633fc646365a0cc5a7501bdf9d44c6)
# Same 15 names at 11:47 ET, sorted by performance:
[ The same names two hours later, sorted by performance](https://preview.redd.it/a746r4tkmxmh1.png?width=444&format=png&auto=webp&s=b6f0543a2390d14a497bbe5185ffbbf499b79342)
# The asymmetry is the whole story:
|Ticker|Pre-mkt|Gap at open|Now (11:47)|Outcome|
|:-|:-|:-|:-|:-|
|FRVO|\+7.09%|\+7.15%|\+24.71%|extended hard|
|CRK|\+9.63%|\+9.63%|\+9.01%|held|
|DUOL|\+7.18%|\+7.85%|\+6.30%|held|
|NVS|\+6.64%|\+6.64%|\+6.10%|held|
|MDT|\+3.70%|\+3.70%|\+1.89%|held, halved|
|MSTR|−3.69%|−3.72%|−3.63%|held|
|NIO|−3.55%|−3.55%|−3.43%|held|
|TSLA|−1.92%|−1.93%|−2.59%|extended|
|AMD|−2.30%|−2.43%|−2.05%|held|
|MRVL|−3.09%|−3.12%|−0.99%|faded|
|INTC|−2.98%|−2.92%|−0.21%|faded to flat|
|IREN|−2.79%|−2.80%|−0.28%|faded to flat|
|XE|−3.60%|−3.60%|−0.43%|faded to flat|
|META|−2.45%|−2.54%|\+1.37%|reversed green|
|SNDK|−2.60%|−2.56%|\+2.45%|reversed green|
All five up-gaps still green. Of the ten down-gaps, four held and six either faded to flat or flipped green.
[FRVO 5-minute — gapped +7% on 5.41x relative volume, now +24.9%. Highest participation on the board, biggest move.](https://preview.redd.it/p6dygamatxmh1.png?width=1762&format=png&auto=webp&s=fef33b598b1669a0d92a60f8549e7ad945d29bb7)
FRVO is the one to look at. Came in with the highest relative volume on the board at 5.41x, gapped +7%, now +24.7%. That's the whole argument for ranking on participation instead of gap size — it was 8th by percentage and first by volume.
[INTC 5-minute — gapped −2.9% on 0.37x relative volume and is back to roughly flat. A gap with nobody behind it.](https://preview.redd.it/4x3lb5oasxmh1.png?width=1760&format=png&auto=webp&s=ce34341de458c4c358959f7c156581855a743e14)
INTC is the mirror image. Gapped −2.92% on 0.37x relative volume — below its own normal — and it's now −0.21%. A gap with nobody behind it.
# Here's where my own thesis only half works.
Relative volume sorted the up-gaps cleanly — the two highest (FRVO 5.41x, CRK 2.83x) are the two best performers. It did nothing for the down-gaps. The six that faded had RVOLs of 1.15x, 0.46x, 0.37x, 0.35x, 0.41x, 0.45x. The four that held: 1.61x, 0.41x, 0.52x, 0.34x. No pattern at all. Low participation predicted a down-gap fading about as often as it didn't.
Caveats: one session, 15 names, and 11:47 isn't the close — some of these will look different at 4pm. And gap direction is confounded by whatever the broad tape did today; a market that rallies off the open flatters every down-gap fade.
Anyone tracked up-gap vs. down-gap hold rates over a real sample? One day tells me nothing, but the split was stark enough that I want to know if it holds.

Today at 12 p.m. ET, U.S. forces began striking Islamic Revolutionary Guard Corps (IRGC) targets in Iran. The strikes follow recent attempted attacks by the IRGC against commercial shipping in the Strait of Hormuz

by 9:45AM ET, the first three 5-minute candles of the NY session are already on your chart. run the opening candle continuation report with one customization and you can measure whether those candles carry any information about the close. according to edgeful data, on NQ they do: over a recent 3-month window (May 7 through Aug 6, 2026, 66 NY sessions), the color of the first 15 minutes matched the color of the 4:00PM ET close in 43 of 66 sessions. nearly 2 out of 3.
that's the starting point. the more useful finding came from a follow-up question the report can't answer on its own: what happens when you check the same question again at noon? this article covers both. the base numbers, and a two-checkpoint process that pushed the agreement rate to about 87% over the last 6 months (as of Aug 2026) on NQ in the NY session.
table of contents:
* what the opening candle continuation report measures
* the data: NQ's first 15 minutes vs the close
* the follow-up question: what does noon tell you?
* the two-checkpoint process
* the honest limits
* how to apply the opening candle continuation report
* key takeaways: opening candle continuation at 15 minutes
# what the opening candle continuation report measures
the opening candle continuation report tracks one thing: when the opening candle of the session is green or red, how often does the session close in that same direction?
by default, the opening candle is 60 minutes. we've broken down that version before in our [opening candle continuation strategy](https://www.edgeful.com/blog/posts/opening-candle-continuation-strategy) guide. the customization that matters here is simple: change the opening candle length to 15 minutes, and the opening candle becomes your first three 5-minute candles.
https://preview.redd.it/zjdf70k5bxmh1.jpg?width=2290&format=pjpg&auto=webp&s=115a091cd55e3ec2a8fdcb6face948d600441e74
that one change turns the opening candle continuation report into a very early checkpoint. instead of waiting until 10:30AM ET for a 60-minute candle to finish, you have your first data point at 9:45AM ET, 15 minutes into the session.
# the data: NQ's first 15 minutes vs the close
here's what the opening candle continuation report shows on NQ over a recent 3-month window (May 7 through Aug 6, 2026) in the NY session, 66 sessions total:
* green opening 15 minutes: 35 sessions. the session closed green 62.86% of the time (22 of 35).
* red opening 15 minutes: 31 sessions. the session closed red 67.74% of the time (21 of 31).
* overall: the close matched the first 15 minutes in 43 of 66 sessions.
62.86% and 67.74% are real rates for a data point you have 15 minutes into the day. they're also nowhere near certainty, and a bias this early in the session needs confirmation before it's worth acting on. that's where the next two sections come in.
# the follow-up question: what does noon tell you?
the report measures continuation into the 4:00PM ET close. but if you trade the morning, your day may be done by lunch. so the natural follow-up question: can the first 15 minutes help you determine a bias for the first half of the day, up until 12:00PM ET?
that specific customization isn't possible inside the opening candle continuation report, so I built the analysis separately. same ticker (NQ), same NY session, same 3-month window (May 7 through Aug 6, 2026), but measuring where price sits at 12PM ET instead of the 4PM close:
https://preview.redd.it/u1ryqrx7bxmh1.jpg?width=2800&format=pjpg&auto=webp&s=6f7036e8b90188493571715aca62a5a9f666aa2c
* green opening 15 minutes: still green at noon 62.86% of the time. the same rate as the 4PM close.
* red opening 15 minutes: still red at noon only 45.16% of the time (14 of 31). significantly different from the 4PM close.
so the honest answer is no, on red mornings especially. a red first 15 minutes on NQ tells you almost nothing about where price sits at noon. fewer than half of those sessions were still red at 12PM.
# the two-checkpoint process
here's where the noon data becomes useful. the first 15 minutes are your first data point. where price sits at noon versus the 9:30AM ET open is your second. compare them.
at 12:00PM ET, look at where NQ trades versus the 9:30AM ET open and answer one question: does it agree with the first 15 minutes?
on the same 66 NQ sessions in the NY session (May 7 through Aug 6, 2026):
* green first 15 minutes AND still green at noon: 22 sessions. the close was green in 18 of them (81.8%).
* red first 15 minutes AND still red at noon: 14 sessions. the close was red in 13 of them (92.9%).
* when the two checkpoints disagree: you have no bias on the close. knowing when you have no edge matters just as much as knowing when you do.
and the pattern isn't unique to this window. over the last 6 months on NQ in the NY session, green 15 minutes plus a green noon checkpoint ended the day green 86.96% of the time (40 of 46), and red 15 minutes plus a red noon checkpoint ended the day red 86.67% of the time (26 of 30).
https://preview.redd.it/a87jtn6abxmh1.jpg?width=2800&format=pjpg&auto=webp&s=19f3c1383d90805340f36869d351fa03f053e94a
the data shows that when both checkpoints on NQ point the same way, the close has followed that direction about 87% of the time over the last 6 months in the NY session. when they disagree, the edge isn't there.
# the honest limits
before you build anything around these numbers, a few things the data does NOT say:
* **the 92.9% comes from 14 sessions.** that's a small sample. samples that small move fast, and a different 3-month window can print a meaningfully different rate. the 6-month numbers (86.96% and 86.67%) rest on more sessions, which is why they're the better anchor.
* **red mornings are noisy before noon.** the 45.16% still-red rate at 12PM means a red first 15 minutes gives you no useful bias on the morning itself. the red-day edge only shows up when noon confirms.
* **disagreement days are no-bias days.** 30 of the 66 sessions in this window (about 45%) had checkpoints pointing in opposite directions. on those days, the data gives you no basis to call the close either way.
* **this is a bias, not an entry.** the report doesn't take the trade for you. no entry price, no stop, no target. it tells you which direction the data favors into the close, and you still need a setup you already trade to act on it.
* **one ticker, one session.** everything above is NQ in the NY session. ES behaves differently enough that it needs its own run before you assume anything transfers (our [ES vs NQ comparison](https://www.edgeful.com/blog/posts/es-vs-nq-futures-comparison) covers how differently the two indexes move).
# how to apply the opening candle continuation report
the process takes seconds at each checkpoint:
* **9:45AM ET:** note the color of the first three 5-minute candles on NQ. run the opening candle continuation report at the 15-minute setting to see the current continuation rates behind that color. if you want the opening range drawn on your chart automatically, the [opening candle continuation TradingView indicator](https://www.edgeful.com/blog/posts/opening-candle-continuation-indicator-tradingview) plots it for you.
* **12:00PM ET:** check where NQ sits versus the 9:30AM ET open.
* **both checkpoints agree:** the close has matched that direction about 87% of the time over the last 6 months on NQ in the NY session. use that as directional context for how you manage afternoon trades, hold decisions, or whether you fade moves against the bias.
* **checkpoints disagree:** no bias into the close. treat the afternoon as neutral.
two more notes. the [market open volume report](https://www.edgeful.com/blog/posts/predict-trading-day-market-open-volume-report) works off the same first 15 minutes and adds a volume dimension to the 9:45AM ET checkpoint. and fold both timestamps into a simple [day trading routine](https://www.edgeful.com/blog/posts/day-trading-routine-3-minute-morning-system) rather than trying to remember them mid-session.
and keep the numbers current. continuation rates drift as market conditions change, so re-run the opening candle continuation report monthly rather than trading November on May's data.
one more thing: the noon numbers in this article came from something new we've been working on. if you can describe a stat, report, or pattern you want to analyze, you'll be able to test it. that's all I'll say for now.

key takeaways: opening candle continuation at 15 minutes
* set the opening candle continuation report to 15 minutes and the opening candle becomes your first three 5-minute candles, giving you a data point at 9:45AM ET.
* on NQ over a recent 3-month window (May 7 through Aug 6, 2026, NY session), the close matched the first 15 minutes in 43 of 66 sessions: green continued 62.86% of the time (22 of 35), red continued 67.74% (21 of 31).
* the first 15 minutes say almost nothing about noon on red days: only 45.16% of red mornings (14 of 31) were still red at 12PM ET.
* the two-checkpoint process fixes that: when the first 15 minutes and the noon position versus the 9:30AM ET open agree on NQ, the close matched 81.8% (18 of 22) on green days and 92.9% (13 of 14) on red days over the 3-month window.
* the 6-month rates on NQ in the NY session are steadier: 86.96% (40 of 46) green and 86.67% (26 of 30) red when both checkpoints agree.
* when the checkpoints disagree, you have no bias on the close.
* treat this as directional context: pair the bias with a setup you already trade, and re-run the numbers monthly.
*trading involves substantial risk of loss. historical data does not guarantee future results. always do your own research before making trading decisions.*

Since we've been unable to replicate this and you've completed our suggested troubleshooting steps without any change, we recommend reaching out to our Technical Support team so they can troubleshoot with you in real time. Associates are available Monday through Friday from 8:30 a.m. to 9:00 p.m. ET. Please say "technical support" when prompted by the automated system to be connected to the right group.
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We'll be around if anything changes or you need help with anything else.

PAMP ET

Good morning, and thanks for reaching out for the first time!
Based on the message you’re receiving, it sounds like you may be trying to withdraw from a Workplace Investing account. This could be related to your employer plan rules surrounding withdrawals.
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Before we part ways, I wanted to leave you with an excellent resource that reviews choices that you may have to receive money from your Workplace account.
[Options if you need your 401(k) money now](https://www.fidelity.com/learning-center/smart-money/i-need-my-401k-money-now)
I hope you have a terrific Tuesday!

$ET no resistance until 23

I will avert the crash by posting this
Level 1 (7% drop): Halts trading for 15 minutes if it happens before 3:25 p.m. ET. If it happens at or after 3:25 p.e.m. ET, trading continues.
Level 2 (13% drop): Halts trading for 15 minutes if it happens before 3:25 p.m. ET. If it happens at or after 3:25 p.m. ET, trading continues.
Level 3 (20% drop): Halts trading for the rest of the day, no matter what time the drop happens.

GPRO to resume trading at 10am ET

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Premarket Scanner 6:50am ET 9/1/2026

>Anyhow rebalancing funds often is not advisable what’s their role then ?

[r/mutualfunds > Wiki](https://www.reddit.com/r/mutualfunds/wiki/index/): [***ET Money Blog: What Is Portfolio Rebalancing? Why You Need It? How To Do It?***](https://www.etmoney.com/learn/mutual-funds/rebalancing-what-is-it-why-do-you-need-it-how-to-do-it/)

\*\*📊 Key U.S. Economic Data (ET)\*\*
\*\*10:00 AM\*\* | ISM Manufacturing PMI | Forecast: 55.2 | Previous: 55.6
\*\*10:00 AM\*\* | ISM Manufacturing Prices | Forecast: 70.5 | Previous: 71.1
\*\*10:00 AM\*\* | JOLTS Job Openings | Forecast: 7.33M | Previous: 7.36M
⚠️ For informational purposes only. Not financial advice.
📌 #ISMManufacturing #ManufacturingPMI #ISMPrices #JOLTS #JobOpenings

Companies can submit filings to Edgar only Monday to Friday, 6AM to 10PM ET. Anything submitted outside those hours is not accepted. GameStop’s 8-k was accepted at 2026-08-31 06:23:08. (ET).
The Reg FD (more technically C.F.R. 17 Part 243.100 through 243.103) leaves quite a bit of room for interpretation, but it is be generally accepted that the maximum allowed delay is 24 hours. OTOH, issuers should strive to disclose as quickly as possible.
In some interpretations of reg FD, disclosures by GameStop to the select group of noteholders might be considered to be a disclosure covered by the same exemption as disclosures to lawyer, accountants, brokers or other professionals engaged by GameStop. But since the disclosure of the preliminary numbers is the sort of thing that is likely to be leaked, GameStop may have wisely chosen prophylactic disclosure.

Energy Transfer (ET)