MNQH2025 trade ideas
NQ Bearish Idea for week 08-12/09/25I can see 2 higher levels being reached first before price starts collapsing toward mid end of the week. Only taking short setups this week. News will drive us to Target 1,2 and potentially 3.
Always caution, patience and risk!
GL!
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NQ - Upside remains, but time is tickingSEED_ALEXDRAYM_SHORTINTEREST2:NQ #NQ Further upside remains likely, as price is approaches the completion of both the W harmonic and #Elliottwave structures, with a fifth wave still in progress. However, the timing for this move appears limited, as price is nearing major resistance marked by the blue Earth/Mars synodic and pink Venus/Mars synodic planetary lines—these astro lines suggest a high-probability reversal or exhaustion zone is near.
CME_MINI:NQ1!
NQ Next move after Fed decision I have mapped out possible moves for NQ in the coming weeks.
Trying to predict in this market is foolish as i have learned. trade the patterns. September should be a weak month and cycles suggest topping patterns, but this market seems relentless.
To much political interference in everything that is upsetting the status quo.
Be patient and trade carefully.
NQ 9/5Daily resistance on top of price.
Price is currently testing and being held by a 15min Inverse FS level.
A distribution trend is trying to form. If the BS candle is not formed to create the future origin level needed to create the trend, then price is targeting a higher range.
Price is supported by an hourly BS level, (unmarked) and the 4hr RAT with its accumulation trend. The 4hr level has the potential to break the daily distribution trend.
seems likely the price will need to find support again before breaking out.
SHORT 1HOUR CHART SL 88% FIBOThe previus setap was good.. but no profit no loss
Same strategy
SL 88%
TP LOCAL LOW
SLM TRAILING
entry at markets edge for uptrend continuation idea 1->3 : hiigher high proving number
2 has the power to interest buyers
despite selling bias
3->4 : return to buyers
next?
* uptrend
* high volitility
* hidden bull rsi and mfi
* oversold rsi and mfi
*limit entry at turn point
Target areas above and below current NQ price for Market open.Target areas above and below current NQ price for Market open.
NQ Short (09-02-25)NAZ H/S to failed auction bottom retest (TLX 234, Turd Zone), for next big move. Seems like Tariff social media noise from Wash Street is in question and may bring some BALANCE or reality (Short). Play KL's lower and watch for the O/N to switch gears with some selling, NDX 21,850 Gap Fill may be in the mix. Go Fed, BTD, FOMO with Mr. Retail into the Long Trap.
NQ Power Range Report with FIB Ext - 9/5/2025 SessionCME_MINI:NQU2025
- PR High: 23713.75
- PR Low: 23691.75
- NZ Spread: 49.0
Key scheduled economic events:
08:30 | Average Hourly Earnings
- Nonfarm Payrolls
- Unemployment Rate
AMP temp margins increase for pre-RTH jobs reports
Session Open Stats (As of 1:25 AM 9/5)
- Session Open ATR: 296.83
- Volume: 20K
- Open Int: 283K
- Trend Grade: Long
- From BA ATH: -1.3% (Rounded)
Key Levels (Rounded - Think of these as ranges)
- Long: 24382
- Mid: 23239
- Short: 22096
Keep in mind this is not speculation or a prediction. Only a report of the Power Range with Fib extensions for target hunting. Do your DD! You determine your risk tolerance. You are fully capable of making your own decisions.
BA: Back Adjusted
BuZ/BeZ: Bull Zone / Bear Zone
NZ: Neutral Zone
Non-Farm Payroll will be interestingI believe price will continue to rise ahead of Non-Farm Payroll but I will not stand in front of it. I will like to see some manipulation to the downside to possibly fill imbalances price has left. Mainly will hunt setups going long to use Previous Week High as my Draw.
E mini Nasdaq 100. Daily Outlook and walkthroughCME_MINI:NQU2025
Explained the reasoning and the orderflow on NQ. Clean onesided delivery during New York Open
NQ FUTURES IDEA We are looking to test the top of 23,782 NQ but if we fall below 23,608 NQ we going short. I think we have a higher chance of going down below 23,782 NQ tomorrow. Because Wall Street is on edge heading into Friday’s nonfarm payrolls. Economists forecasting the U.S. economy added 75,000 jobs last month, a weak estimate that’s only slightly higher than the dismal 73,000 headline number in the July report. The unemployment rate is also projected to tick higher, to 4.3% from 4.2%. I know Las Vegas unemployment is one of the highest in the nation so things are not well so NQ will continue to have more volatility.
NQ: 246th trading session - recapI'll need to get back on my track - I know what my plan is, I just gotta push myself to actually write every part out and follow it
NASDAQ on the Edge: Head & Shoulders + Bearish SeptemberOn the daily chart, a clear Head & Shoulders formation has developed: left shoulder in mid-July, head in early August, and right shoulder completed at the end of August. The neckline has been broken with volatility, and price is now retesting the supply zone at 23,600–23,800. This pullback aligns with a weekly area of strong supply, suggesting a potential rejection.
The projected target of the pattern points toward 22,800–22,600, an area overlapping with a key structural support. RSI shows bearish divergence and remains below the midline, reinforcing the short bias.
COT Report (August 26, 2025)
Non-Commercials (funds/speculators): +1,875 longs, -362 shorts → small long increase, but without strong conviction.
Commercials (hedgers): -5,832 longs, -1,579 shorts → clear reduction in long exposure, less bullish protection.
Net change: -5,275 longs → overall unwinding of long positioning, signaling underlying weakness.
Interpretation: Speculators remain net long, but commercials significantly cut exposure, suggesting caution on further upside.
Seasonality (September)
Historically, September has been a negative month for NASDAQ:
10-year average: -148 pts
5-year average: -313 pts
2-year average: -804 pts
The seasonal pattern supports a bearish bias, with weakness usually concentrated in the first half of the month.
Synthesis & Trade Bias
Technical: Bearish Head & Shoulders → target 22,800–22,600.
COT: Net long reduction by commercials → bearish pressure.
Seasonality: September statistically weak.
➡️ Bias: Short on NASDAQ (NQ).
Is Nasdaq still Bullish?I’m still sensing bullish momentum on Nasdaq. My expectation is for price to retrace back into this week’s NWOG before making a push toward last week’s NWOG and the 1-hour gap at 23,583.00. There’s also a possibility we dip to fill the gap at 23,400.00 first, but if that scenario plays out, I don’t see price maintaining its bullish momentum afterward.
On the weekly chart, price continues to strongly respect the Bullish OB formed in the first week of August. As long as this level holds, I expect momentum to carry us higher in the near term.
We'll see tomorrow morning⚡
Targets above and below current price for NQ at US OpenTargets above and below current price for NQ at US Open.
Disaster Puts & Nasdaq: Why Hedging Tech Risk is Back in Focus?Periods of calm in financial markets often mask the risks that lie beneath. With the Nasdaq 100 trading at elevated valuations and implied volatilities back at subdued levels, the cost of buying protection has rarely looked cheaper.
That sets the stage for a discussion around “disaster puts,” those deep out-of-the-money (OTM) put options designed to protect against sudden and severe drawdowns. These hedges, which would otherwise appear unnecessary, become relevant in cases where history repeats itself, reminding investors of how quickly corrections can turn into crashes.
The Nasdaq 100 has surged nearly 40% since its April bottom, powered by the Magnificent 7 rally (+50%). But options traders aren’t buying the calm; they’re piling into disaster puts on QQQ (an ETF tracking the index), driving the 2-month 10-delta to 25-delta put volatility ratio to a three-year high.
Source: Bloomberg
Put skew simply measures how expensive deep OTM crash protection is compared to nearer-the-money downside hedges. Here, a 10-delta put is a very low-probability and a deep OTM option—essentially as insurance against a rare and severe plunge. The 25-delta put is much closer to the current price and represents more standard protection.
The ratio rising toward 1.8x means those deep crash hedges are nearly 80% more expensive than regular downside hedges. Normally, these “disaster puts” always cost more, but the increasing gap shows investors are paying up for tail-risk protection, worried about another sudden April-style selloff rather than just a typical 5–10% correction.
So while the elevated put skew underscores crash hedging demand, it’s only part of the story. To see how the market is weighing downside protection against upside chase in general, we can look at the call/put skew:
Source: CME QuikStrike
Nasdaq 100 ( NQ ) 10-delta skew also shows deep OTM puts trading at a heavy premium to upside calls. Elevated put skew reflects persistent demand for crash protection, while negative call skew signals little appetite for chasing extreme rallies.
Though not as extreme in magnitude, the preference of calls over puts is clearly reflected in the same chart on the 25-delta skew:
Source: CME QuikStrike
Bearish Tilt in ETF and Futures Positioning
As of 02/Sept, options OI for NQ across all expiries is decisively bearish, with the put-call ratio being 1.45 overall:
Source: CME QuikStrike
Among all expiries through to the end of the year, it is the one expiring on 19/Sept that has the highest OI, followed by the 19/Dec and 17/Oct expiries. The October expiry has the most bearish OI outlook, with a PCR of 1.89.
This QuikStrike table below tracks daily open interest changes for the weekly Nasdaq-100 (NQ) options contract expiring Friday, September 5th.
Source: CME QuikStrike
The build-up of put positions over the past session stands out. On 29/Aug, 90 puts were added for the 23,300 strike; 133 puts were added for the 23,175 strike; and 84 puts were added for the 22,900 strike—a 2.3% decline from the current price.
Source: CME QuikStrike
Going even further deep OTM, we see that strikes as low as 20,950 have also garnered put interest recently:
The additions of 44 puts for that, along with the high concentration of puts above the 22,500 strike, reinforce the hedging demand build-up for the index.
Having said that, near-the-money calls have also seen some interest, with the call interest falling dramatically above the 24,000 strike.
Taken together, the recent OI change mirrors the broader skew dynamics, where investors are paying for tail protection, but there also remains a pocket of bullish positioning near-the-money, reflecting both optimism in the rally’s resilience and nervousness about another outsized swing.
The chart below shows the Commitment of Traders (CoT) report for the Micro Nasdaq 100 ( MNQ ) contract:
Source: CME QuikStrike
This reflects that retail investors (non-reportable) have already taken note: the positioning has flipped decisively net short starting in July. As of August 26, retail traders held 36,507 longs versus 55,534 shorts, leaving them net short by about 19,000 contracts. This marks a sharp contrast to June, when retail had a strong net long bias.
Source: CME QuikStrike
However, CoT data for asset managers and hedge funds (leveraged) shows that speculators here are still leaning net long. While the latter did add a lot of short positions, it was a 21% week-on-week decline as against the 30% increase in their long positions.
History’s Warning: Valuations and Vulnerability
This renewed appetite for disaster insurance reflects a deeper truth: the Nasdaq 100 has never been a gentle market to own when sentiment turns. Its tech-heavy composition leaves it more exposed than the S&P 500 when valuations come under pressure. Four episodes stand out.
The dot-com bust from March 2000 to October 2002 remains the starkest example. The Nasdaq 100 collapsed by nearly 80%, compared with a 45% decline for the S&P 500. An era of speculative IPOs and unprofitable startups had inflated expectations well beyond what fundamentals could support. When capital dried up, the selling pressure was relentless, and the recovery took more than a decade.
A similar concern about high capex for firms pivoting around AI and their corresponding high valuations worries those who are averse to a call back to post-Y2K events.
A July 2025 report from MIT highlights that 95% of companies investing in GenAI have yet to see financial returns, while Ted Mortonson of Baird flags sky-high valuations in AI stocks with scant earnings as reminiscent of past excess.
The firms are priced to perfection; expectations so high that they are valued with the assumption that everything will go right. In these cases, even a small disappointment can cause the stock to fall sharply because expectations are already maxed out.
OpenAI CEO Sam Altman also cautioned last month that investors are possibly “overexcited,” while Apollo’s Torsten Slok noted that the top-tier S&P names today may be more overvalued than during the 1999 tech apex.
Source: Apollo Academy
The top-10 for both—the S&P 500 and the Nasdaq-100—constitutes the same names, with Berkshire Hathaway replacing Netflix in the former index. Though the chart above pertains to the S&P 500, the situation looks meeker for the Nasdaq 100.
The 2022 bear market brought the focus back to valuations and rates. As the Federal Reserve hiked aggressively to contain inflation, the S&P 500 slipped about 25%. The Nasdaq 100, with its sensitivity to discount rates and long-duration earnings, fell closer to 35%. This reinforced the dot-com lesson: when the cost of capital rises, growth stocks are punished most severely.
Hedging in a Calm Market
Today, the volatility markets tell an interesting story. The Cboe Nasdaq-100 Volatility Index (VXN) shows option premiums to be at near-yearly lows.
Overall, option premiums are subdued, making standard hedges unusually cheap. Tying it back to the disaster puts, the relative cost of crash protection has still spiked with investors crowding into deep OTM puts. In other words, plain insurance is inexpensive, but extreme insurance is at a premium.
Having said that, net ETF flows into QQQ also continue to indicate that investors remain confident in tech, even as concentration risk rises. In August, the inflows netted over $1.8 billion. Assets under management (AUM) have also reached an all-time high, having recovered after the slump in April.
All of this, and especially the subdued IVs, means that hedging is now cheaper; it is also more urgent, given how quickly positioning can flip.
And while protection is unusually inexpensive now, this isn’t as much about predicting the next crash via disaster puts, but more about taking advantage of the market’s calm to lock in cost-efficient insurance. Just as homeowners don’t buy fire insurance because they expect a blaze tomorrow, prudent investors can use puts to guard against shocks.
CME’s weekly Micro E-mini Nasdaq-100 options (and Micro E-mini S&P 500 options) offer a flexible way to manage near-term risks, with contract sizes one-tenth the notional of standard E-minis.
These options allow hedgers to size positions precisely, hedge around specific events like Fed meetings, CPI releases, or major earnings weeks, and do so at a fraction of the capital cost. Protection can be rolled week to week, letting investors adjust to changing conditions without tying up excessive premium budgets.
The Micro weeklies strike the middle ground wherein the long-haul protection of disaster puts can be replaced with more agile and affordable coverage, offering “rolling” caution for the kind of shocks that arrive when least expected.
MARKET DATA
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NQ Power Range Report with FIB Ext - 9/4/2025 SessionCME_MINI:NQU2025
- PR High: 23458.25
- PR Low: 23434.25
- NZ Spread: 53.5
Key scheduled economic events:
08:15 | ADP Nonfarm Employment Change
08:30 | Initial Jobless Claims
09:45 | S&P Global Services PMI
10:00 | ISM Non-Manufacturing PMI
- ISM Non-Manufacturing Prices
12:00 | Crude Oil Inventories
Session Open Stats (As of 12:25 AM 9/4)
- Session Open ATR: 299.73
- Volume: 26K
- Open Int: 277K
- Trend Grade: Long
- From BA ATH: -2.3% (Rounded)
Key Levels (Rounded - Think of these as ranges)
- Long: 24382
- Mid: 23239
- Short: 22096
Keep in mind this is not speculation or a prediction. Only a report of the Power Range with Fib extensions for target hunting. Do your DD! You determine your risk tolerance. You are fully capable of making your own decisions.
BA: Back Adjusted
BuZ/BeZ: Bull Zone / Bear Zone
NZ: Neutral Zone
NQ - 9/4 1HRMonthly timeframe Pink
Weekly = Grey
Daily = Red
4hr = Orange
1hr = Yellow
15min = Blue
5min = Green
4 candles, 6 Levels, & MarketMeta
Range = 2 or consecutive candles of the same color.
Distribution Range - When price is above a distribution range it will act as support. When price is below, the SwingLow will be the boundary/entrance/exit of the range.
Distribution ranges consist of the 1st candle called the BackSide and last candle called the Frontside. Each has expectations.
BackSide candle (BS): expectation=strong reaction to price, support price. Hold price above it. Mark this level with a horizontal ray tool on the topside wick or topside body.
FrontSide candle (FS)
expectation = support price until trend reversal. Protects the SwingLow, exit of range.
To mark this level, place the horizontal ray tool on the topside wick or topside body.
SwingLow = the bottom side wick of the FrontSide Candle. Boundary of the range.
The Accumulation Range - When price is BELOW an accumulation range then these levels will act as resistance to price.
Inverse Backside (Inv.BS)= the first candle in the accumulation range. Its marked on the bottom side wick or body of the candle.
Its usually next to a Frontside candle. Traders like to see Inverse BackSide candles engulf Frontside candles and create an impulsive Fair Value Gap.
These f.V.G's next to FrontSide levels have higher probability than those that don't have the engulfing, F.V.G..
the last candle in the accumulation range is the Inverse FrontSide (Inv.FS)
marking the topside wick with the horizontal ray tool is to mark the SwingHigh Level. Mark the bottom side wick or body to display the Inv.FS level.
Fixed Range Volume Profile use it We are looking to retest top 23,525 NQ but if we fall below 23,427 NQ we going to the down side & short. I think we have a higher chance of going up to 23,700 NQ before Monday. I just want to take the time to thank the crazy Patrick Wieland and this cheap $200 course.
