ES one-minute session path with fill minutes marked in the actual order they landed.
Normalized 5-minute moves. Oil and vol were screaming while ES spent the afternoon going sideways.
Each band is a paired structure interval reconstructed from fills. Teal and rust are short credit wings; red and blue are debit structures used inside the fight.
These are the structure pairs that can be matched directly from same-day fills. The account realized PnL is higher because account state includes more than same-day pairing.
| Window | Structure | Mode | Realized |
|---|
The fills make more sense when the macro stack is on the table: war disruption, energy shock, sticky inflation, softer demand data, and then a market that stopped displacing anyway.
Targeted replay at actual fill minutes, not a synthetic benchmark. Each forecast uses the preceding 512 one-minute ES closes.
| Late fill minute | Real 30m | Base 30m | Best.pt 30m | Best 1m 30m |
|---|
| Time | Structure | Qty | Cash flow | ES spot | Strike distance |
|---|