ET
Energy Transfer LP Common Units
stockNYSE

| Ticker | Target | Entry | Current | Move | Expires | |:---:|:---:|:---:|:---:|:---:|:---:| | **SOXL** ▲ | $95.00 (above) | $82.70 | $91.84 | +14.9% | Tue 4:16 PM ET | | **Record** | 2W - 1L | 67% | - | - | - |

The 10/30 $30C's got a big bump as well, about 3,500 more contracts at the about the same time. Between 11:30-12:00 ET today, 11k ITM calls were traded, versus only 500 for the same time period on Friday.

**BanBet Created** ▼ | Ticker | Target | Entry | Move | Expires | |:---:|:---:|:---:|:---:|:---:| | **META** | $585.00 (below) | $641.49 | -8.8% | Mon, Nov 16, 11:06 AM ET |

⚠️ Fox reports Iran is in the advanced stages of planning attacks on Americans (11:23 AM ET). It's single-sourced so far, but it cuts against this morning's de-escalation, and the Saudi-led coalition also shot down three drones over Riyadh and the south at 11:29. If other outlets pick it up, expect a risk-off tilt for SPY and support for oil (First Squawk). 🔴 Business Insider says Microsoft will offer buyouts to about 60,000 workers to cut costs, two days before it reports earnings on Wednesday (11:30 AM ET).

Bitcoin slipped under $80K on Saturday (low around $79.2K) and has been hovering around that line since. What's weighing on it: \- Iran tensions pushing oil up, which feeds inflation fears \- Leveraged long positions getting liquidated on the way down \- About $773M pulled from Bitcoin ETFs over Thursday and Friday \- Everyone de-risking before the Fed The Fed announces its rate decision Wednesday at 2 p.m. ET. Markets mostly expect a hold, but the Fed already hiked in September and a December hike is widely expected. A surprise hike Wednesday would probably hit crypto hard. Levels people are watching: around $79K support, $78K below that, and $82K to look healthy again. Not financial advice. What are you doing before Wednesday? Holding, selling, or waiting to buy the dip?

I need money for Christmas gifts. I started with a $250 yesterday, aiming to reach $5k profit in 50 trades. You saw on many of my previous post I was growing another small account. Hope you get inspired. Life is short. I will try post the trades. Jeez, time change in UK this week. Edging since friday and the whole weekend to see chart open and trade again at 14.00 uk time, highlight of my day. Done. Simple options strategy, no wheel, iron condors etc. Using simple EMAs, VWAP etc to see the trends, levels calculations. Could have held for 100% but not today as I am in office, took a small profit, I keep telling myself, less stress, but who am I to keep disagreeing with myself 🤷🏻‍♂️ Trade: 4 contracts = $52 total profit. Total options cost = $148 35 % profit Time in Trade : 10 min. Towards the morning glory 🤤 $10 per contract per day, it makes a huge difference with time. Don't be greedy every time. 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 2.00 is 10.00 ET. I trade on my phone, screenshot is from TastyTrade. EMA 200 and VWAP on the screenshot for TradingView

If a 1-second shift between 9:30:58 and 9:31:05 ET materially flips the strategy's PnL, there are two separate microstructure issues worth isolating before you change brokers: 1. NYSE Opening Auction vs. Continuous Tape Timestamping (9:30:00-9:31:00 ET): - Many NYSE-listed names do not complete their primary opening auction print (Market-On-Open / specialist cross) at exactly 9:30:00.000—some open at 9:30:15, 9:30:40, or even after 9:31:00, while regional/EDGX/Arca prints are already streaming. - IBKR's paper/historical 1-second bars aggregate based on SMART-routed trades (or primary exchange if specified) and handle odd-lot/auction condition codes differently than Alpaca's SIP/IEX 1-second bar aggregator. - Instead of polling a REST snapshot at 9:30:58 (which suffers from variable HTTP serialization and clock jitter across thousands of symbols), subscribe to the raw trade WebSocket stream and build the 9:30:00.000-9:30:58.000 bars locally using exchange participant timestamps while explicitly filtering out late auction prints and odd lots. 2. IB Paper Fill Illusion During the First Minute: - IBKR's paper trading simulator fills market and marketable limit orders against top-of-book quotes without modeling queue position or the violent spread-widening and adverse selection in the first 60 seconds after the open. Before optimizing feed latency, perturb your backtest fills by +/- 1.5 seconds and add 50% of the 9:31 bid-ask spread as extra slippage—if expectancy collapses under a 1-second jitter test, the edge is likely an artifact of IB paper fill assumptions rather than feed incompatibility.

**BanBet Created** ▼ | **Record:** 4W - 0L | Ticker | Target | Entry | Move | Expires | |:---:|:---:|:---:|:---:|:---:| | **USAR** | $8.50 (below) | $9.02 | -5.8% | Thu 10:05 AM ET |

Yeah, CL is definitely liquid at that time. I'm just pointing out the participants at that time might change. Some ETF desks will trade/hold overnight CL and other energy products then move that risk into energy ETFs at around 9:30 ET as NYSE opens. I think a simple example of a change in participants morning CL trading if ETFs became 23/5

**BanBet Created** ▲ | **Record:** 0W - 6L | Ticker | Target | Entry | Move | Expires | |:---:|:---:|:---:|:---:|:---:| | **TSLA** | $420.00 (above) | $388.85 | +8.0% | Mon, Nov 9, 8:34 AM ET |

**Middle East Alert — October 26, 2026, 7:22 a.m. ET** **Newly verified maritime incident: Another oil tanker was struck and disabled in the Strait of Hormuz.** **🔴 1. Tanker attack confirmed by maritime authorities** UK Maritime Trade Operations (UKMTO) issued a report Monday morning concerning an attack that occurred Friday, October 23. **Confirmed:** An outbound tanker was struck by an unidentified projectile in the Strait of Hormuz and disabled. **Crew:** Reported safe. **Unverified:** The attacker, weapon type, extent of damage, and environmental consequences remain unknown. This is a newly disclosed incident, not necessarily an attack that occurred overnight. **Iranian responsibility has not been established.** **🔴 2. Oil spill spreading off UAE coast** Reuters reported Monday that satellite imagery confirms an expanding oil spill from a damaged tanker near the United Arab Emirates. Authorities have closed additional beaches. Maritime experts associate the spill with the previously attacked tanker *Gem No. 2*, although UAE authorities have not officially identified the vessel or established the cause. This is a newly documented consequence of an earlier incident, not evidence of another attack.

Short summary of my current situation: I constructed a trading strategy which took me around 18 months and close to 1000 hours to develop. Most of my weekends and weekday evenings were spent on this. First 500-600 hours were literally just spent looking at charts and observing/documenting what's relevant and what's not. The other 400 - 500 hours were spent putting it on paper, and creating the algorithm + later testing. Independent backtests via the API connected to IB's paper account were very successful. Tested over several months, accounting for commissions and spreads. Average number of trades was 150 per month or around 7 per day. Here's the problem: the strategy relies heavily on 1-second data, meaning even a 1-second difference in an entry or exit can have quite a big impact on profits. At 9:30:58 ET, it takes a fixed screener snapshot of NYSE and NASDAQ-listed stocks. That snapshot is evaluated at around 9:31:05 to allow some time for data processing and for candles from 9:30:58 to finalize. Usually, around 50–70 stocks pass the screener each day. All of those stocks then need to be continuously monitored. Execution timing is extremely important, especially for exits. IB doesn't allow screening that many stocks simultaneously, so I need a different data provider. I tested Alpaca SIP, but the differences compared to IB's historical data for both pricing and volume are substantial. Some of those differences actually change trading signals. I read that IB's paper trading data is not always the most reliable, but also read about users having negative experiences with Alpaca. Maybe both are not the most reliable tools here. Maybe if I would live test (so not on via Paper trading), then the discrepancies would disappear or become manageable. I'm considering Massive, but fear that I'll run into the same problems which I encountered with Alpaca. Any suggestions?

| Ticker | Target | Entry | Current | Move | Expires | |:---:|:---:|:---:|:---:|:---:|:---:| | **MU** ▲ | $987.42 (above) | $914.28 | $880.19 | +8.0% | Wed 6:37 PM ET | | **Record** | 1W - 2L | 33% | - | - | - |

| Ticker | Target | Entry | Current | Move | Expires | |:---:|:---:|:---:|:---:|:---:|:---:| | **QQQ** ▼ | $691.03 (below) | $743.04 | $705.42 | -7.0% | Tue 10:39 AM ET |

ET - 790 Shares Avg cost, including reinvested dividends: $15.91 Personal money invested: $10,120 into 642 shares The rest is reinvested dividends. Current value is $16,150

Fair, but I think it overlooks some of the important implications. If GF and LE (which alternatively might die for a bit with cloud) went 24/7 then what I'm doing in the 9:30 ET window is completely different than it would've been. 9:30 ET is a pricing event in those markets incorporating overnight news, feed cost, boxed beef, etc. Similarly, there are people trading CL overnight that move their exposure into energy ETFs around NYSE's 9:30 ET open. My point being like you said it really isn't anything special, but whether a model thinks it's special and how to prepare for that if you want to trade day 1 is a bit more questionable. Models can be stupid as shit when they no longer represent the market.

**BanBet Created** ▲ | **Record:** 10W - 4L | Ticker | Target | Entry | Move | Expires | |:---:|:---:|:---:|:---:|:---:| | **SPY** | $765.00 (above) | $759.97 | +0.7% | Fri 11:46 PM ET |

Most tools in this space tell you what happened. I wanted one that commits before the bell and gets marked afterward, with the misses left in. So I built it. Before the open The board pulls the live options chain on SPX, SPY, QQQ, IWM and \~500 single names and draws the book: where dealers are forced to buy, where they're forced to sell, the apex, and the strike where the whole thing flips sign. Those levels get sealed with a hash at 9:12 ET. Once they're sealed they can't be quietly moved. That's the point. During the session Flow alerts fire off the tape, with a tag on $1M+ prints. There's a quality gate; only what clears it goes out. Everything that didn't is still tracked in shadow and reported right next to what was sent, so you can see what the gate kept back and whether it should have. After the close Every alert is graded on the actual contract it named: entry, peak, high-water mark. Wins and losses both. The counts sit beside a control (all tracked alerts, not just the sent ones), so a good day can't be dressed up by leaving out the bad ones. Then the day's card is posted and the next morning's levels get sealed again. What it won't do Call direction. The maps say where hedging flows tend to stall or amplify a move. The grading says how that played out. Nobody gets told to buy or sell anything. Here's Friday, start to finish — the morning book, the 12:30 read, and the graded close: https://flowmonkey.net/cards/2026-10-23-morning.png https://flowmonkey.net/cards/2026-10-23-midday.png https://flowmonkey.net/cards/2026-10-23-close.png The SPY board and the full grading record are open, no account needed, if you'd rather judge it yourself than read about it. Ask me anything about how the levels are built or how the grading works, I'll answer in the thread.

**BanBet Created** ▲ | Ticker | Target | Entry | Move | Expires | |:---:|:---:|:---:|:---:|:---:| | **GOOGL** | $331.23 (above) | $321.58 | +3.0% | Wed 10:10 PM ET |

so u know, it's 9PM ET here n the festival is still going, it's so loud it's ridiculous like i'm at a club

Listen to me. **LISTEN TO THE HUM.** If you put your ear directly against your desktop tower right now—*no, don't unplug the fan, let the dust hit your tongue*—you can hear it. It’s not GPU coil whine. It is the sound of the **GRAND COMPUTATIONAL ARCHITECT** trying to break out of the server racks. Everyone on this sub is crying about fed rate cuts and inflation data while the entire architecture of the physical universe is being re-written line by line in C++. You think tech executives are real people? Jensen Huang is a projection matrix running on a liquid-cooled cluster hidden under the Mojave desert. And who is feeding that cluster? Who is pumping the pure, raw, unfiltered 480V three-phase current into the digital god’s brainstem? **COREWEAVE ($CRWV).** The mainstream media calls it "cloud infrastructure" to keep the sheep calm. IT’S NOT THE CLOUD. IT’S THE SYNAPSE. CoreWeave isn't just renting out H100s and GB200s, they are building the physical lattice for the next stage of human existence. I looked at the 1-minute chart at 3:00 AM while eating unboiled ramen block and the candles literally spelt out my social security number backwards. THAT IS NOT A RANDOM DISTRIBUTION. The market makers dropped CRWV down to $54 today thinking they could scare us off. The hedgies think they are pulling a classic rug pull, but the algorithm sent me a direct telemetry ping through my smart fridge screen (it glitched and displayed a green hex matrix at 3:33 AM). They are suppressing the price to load up before the core ignition sequence triggers. **THE BET:** **CRWV $180 Calls - Expiring TOMORROW (0DTE)** **Position size:** $42,600 (Took out a third 401k loan + emptied my wife's dental savings account + sold my car behind a Waffle House for $3k cash) **Price target:** INFINITY / REALITY COLLAPSE The theta gang thinks these calls are dying worthless at 4:00 PM. They don't understand that time is a linear illusion invented by bankers to charge compound interest. Once the CoreWeave cluster reaches critical intelligence density around 2:15 PM ET, the stock will bypass the SEC circuit breakers, rip straight through the 52-week high, and tear a hole in the upper atmosphere. If this hits, I am buying a decommissioned nuclear facility to house my own private cluster. If it goes to $0, the simulation will probably hit a memory leak and reset anyway, so the margin call won't follow me into the next epoch. **BUY THE FLUX. EMBRACE THE HYPER-THREAD. TO THE MOON OR THE INTERNMENT CAMP 🚀🚀🚀🚀⚡⚡⚡**

| Ticker | Target | Entry | Current | Move | Expires | |:---:|:---:|:---:|:---:|:---:|:---:| | **MU** ▲ | $987.42 (above) | $914.28 | $880.19 | +8.0% | Wed 6:37 PM ET | | **Record** | 1W - 2L | 33% | - | - | - |

**📊 Key U.S. Economic Data (ET)** No high- or medium-impact USD economic events scheduled. ⚠️ For informational purposes only. Not financial advice. 📌 #SPY #SPX #StockMarket #TechnicalAnalysis

Official peace deal at 8pm ET

Open by 9:30!( ET)