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AI Valuation TechnicallyThese are the three largest market-cap listed companies on the Nasdaq. If we are concerned about an AI bubble, I’m going to show you how I perform a quick glance at some top companies and their index to determine the likelihood of an upcoming short-, mid-, or long-term correction. In 2017, Microsoft’s P/E reached its highest at 45 — and it continued to rise after that. In 2023, Nvidia’s P/E reached its highest at 147 — and it continued to rise after that. In 2024, Apple’s P/E reached its highest at 40 — and it continued to rise after that. Video version: Micro E-mini Nasdaq-100 Index Ticker: MNQ Minimum fluctuation: 0.25 index points = $0.50 Disclaimer: • What presented here is not a recommendation, please consult your licensed broker. • Our mission is to create lateral thinking skills for every investor and trader, knowing when to take a calculated risk with market uncertainty and a bolder risk when opportunity arises. CME Real-time Market Data help identify trading set-ups in real-time and express my market views. If you have futures in your trading portfolio, you can check out on CME Group data plans available that suit your trading needs tradingview.com/cme/
CME_MINI:NQ1!Short
by konhow
FVG Reversal Play – NASDAQ 100 Futures [NQ1!]CME_MINI:NQ1! FVG Reversal Play – NASDAQ 100 Futures Signal: 🟢 BUY Entry: 25,106.00TP1: 25,327.75TP2: 25,376.00TP3: 25,500.00SL: 24,924.50 Insights: Price retraced into a Fair Value Gap (FVG) and sits near the 0.618–0.705 Fibonacci cluster, aligning with high-volume nodes on VRVP. RSI is recovering from oversold territory, MACD histogram shows bullish divergence, and price is near the 200 MA support zone. Strong confluence across all indicators suggests a potential bullish reversal from a liquidity sweep zone. 🌟 Trade Like Hunter (for professional edge) ✅ High-Probability Setup: VRVP shows volume concentration at entry zone MA acts as dynamic support RSI and MACD signal bullish momentum shift 📊 Risk-Reward Ratio: R:R ≈ 2.5:1 (TP2), up to 3.5:1 (TP3) 🔑 Liquidity Zone Confirmation: Entry aligns with imbalance zone and previous demand sweep 🧠 Market Psychology: Signs of accumulation post-selloff; potential breakout momentum building ⚡ Probability Score: 80% High Probability 📈 Scalability: Setup aligns with 1H and Daily timeframes for broader confirmation 🔒 Risk Disclaimer:Always use proper risk management. Past performance does not guarantee future results. Trade responsibly. @LunaGoldHunter
CME_MINI:NQ1!Long
by LonaGoldHunter
NQ Power Range Report with FIB Ext - 11/24/2025 SessionCME_MINI:NQZ2025 - PR High: 24555.25 - PR Low: 24455.25 - NZ Spread: 223.5 No key scheduled economic events Low participation expected for short Thanksgiving holiday week Session Open Stats (As of 12:05 AM) - Session Open ATR: 533.61 - Volume: 41K - Open Int: 298K - Trend Grade: Long - From BA ATH: -7.4% (Rounded) Key Levels (Rounded - Think of these as ranges) - Long: 26636 - Mid: 25410 - Short: 24039 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
CME_MINI:NQZ2025
by mv3trader5
BTD ChallengeThree Step Challenge. Day Trading Nasdaq-100 Futures. I "Bachelor's" II "Master's" III "Phd" I "Bachelor's" A. Workshop: five tabs plus a reliable business news service *1. www.marketwatch.com *2. 4 Hour chart ***a. Session Volume Profile ***b. volume bars *3. Daily chart ***a. volume bars ***b. 50-d simple moving average ***c. 200-d simple moving average *4. 1 Hour chart ***a. Visible Range Volume Profile ***b. volume bars *5. 5-minute chart ***a. volume bars *6. Business news Fox, MSNBC, Bloomberg etc Yesterday's chart was all about an outstanding, high probability win rate Buy the Dip plan. Now we shall earn a B.D. in BTD trades for the Nasdaq-100 futures. This will be applicable to the Dow, S&P 500 and the Russ 2000 futures. We shall go on to earn a Master's and then a Ph.D.. At the end you will be one of the best Buy the Dip traders on the planet. The old ladies taught this trader how to outline in the fourth grade. He doesn't represent this as their best teaching but as his best (poor) remembrance. He will stumble and bumble, but we'll get to the end. Let's call step 1 a Bachelor of Buying the Dip Degree - B.BTD. Above is a rough outline of his workshop. If you like it use it. You are a unique individual. Do what works for you. Expect additions, subtractions, revisions, anecdotes and, hopefully, facts.
CME_MINI:MNQ1!
by Sidgate
26
NQ Daily Outlook | November 20, 20251H timeframe — 50 EMA (black) for trend + 5/10 EMAs (white) for momentum/BOS. Quick read: Price broke above the 5/10 EMAs and cleared the 50 EMA with a strong impulse. All EMAs are now below price, so we’re in a bullish state for the first time in a while. Bullish idea (favored) Now that we’re above all EMAs, I’m looking for: A small pullback into the whites A bullish BOS Then continuation higher As long as we stay above the 50 EMA, momentum stays bullish. Bearish idea Only shifts bearish again if: We drop back under the 5/10 EMAs Lose the 50 EMA Print a BOS down Until that happens, shorts are lower probability. Bias: Bullish — EMAs reclaimed + impulse confirms momentum. I’m looking for continuation up unless we lose the whites and fall back under the 50 EMA.
CME_MINI:NQ1!
by icixbt
Derivatives & Options Trading Trends1. Rising Retail Participation and Democratization of Derivatives One of the most significant trends is the rapid increase in retail participation, especially in markets like India, the U.S., and parts of Asia. Platforms such as Robinhood, Zerodha, Upstox, and Interactive Brokers have made derivatives trading more accessible by offering low-cost or zero-brokerage models, simplified interfaces, and educational tools. In India, index options volumes on NSE have surged to record highs, driven by weekly and even daily options expiries. Retail traders now actively participate in directional and non-directional strategies including spreads, straddles, strangles, and intraday scalping. Because of lower margin requirements and high leverage, derivatives have become an attractive entry point for younger traders. This democratization comes with both opportunities and risks. While broader participation enhances market depth and liquidity, it also increases systemic concerns around over-leverage, herd behaviour, and inadequate understanding of derivatives mechanics. 2. Explosive Growth of Weekly and Short-Dated Options Short-tenor options—weekly, daily, and even zero-day options (0DTE)—have become a global phenomenon. The U.S. S&P 500 Index (SPX) now sees major volumes in 0DTE options, favoured by traders for intraday speculation, gamma exposure, and event-driven strategies. Similarly, in India, weekly Bank Nifty and Nifty expiries have turned into some of the most traded options worldwide. Traders prefer these contracts for: Lower premiums Quick payoff realization High volatility leading to strong intraday movements Flexibility to align with macro events (Fed decisions, CPI data, RBI policy, earnings, etc.) Short-dated options have reshaped intraday volatility patterns, with large swings near expiry due to gamma effects and dealer hedging flows. 3. The Era of Algorithmic and Quantitative Trading in Derivatives Quantitative models and algorithmic trading systems now dominate global derivatives markets. Hedge funds, proprietary desks, and even retail quants increasingly use: Market-neutral strategies Volatility arbitrage High-frequency scalping Options-based hedging Gamma and vega-weighted portfolios Machine-learning-driven directional trades In India, algo penetration in derivatives has increased dramatically after regulatory approvals for API-based trading. Low-latency systems allow quants to execute thousands of trades per second, exploiting micro-imbalances, liquidity pockets, and implied-volatility mispricings. Algo trading is particularly influential in options markets, where pricing inefficiencies emerge frequently due to time decay and volatility shifts. 4. Surge in Volatility Trading and Volatility Derivatives A major global trend is the rise of volatility as an asset class. Traders now actively trade volatility, not just price direction, through: VIX futures and options Implied volatility strategies (IV crush, IV expansion) Calendar spreads Vega-neutral portfolios Volatility arbitrage between indices and individual stocks During major macro events—geopolitical shocks, central bank decisions, inflation releases—volatility spikes create large opportunities for professional traders. The global appetite for volatility exposure reflects increasing macro uncertainty in markets shaped by inflation cycles, geopolitical risks, and policy unpredictability. 5. Growing Popularity of Exotic Options and Structured Derivatives Beyond standard call and put options, demand is rising for exotic derivatives, especially among institutions. These include: Barrier options Asian options Binary options Lookback options Range accrual derivatives Digital payoff structures Structured product desks in banks use these derivatives to offer tailored risk-return solutions to corporate treasuries, high-net-worth individuals, and offshore investors. In equity derivatives, structured notes like autocallables are gaining traction globally, especially in European and East Asian markets. 6. Commodities and Currency Derivatives: A Renewed Focus Commodity and currency derivatives have seen renewed interest due to global supply chain disruptions, geopolitical instability, and inflation pressures. Key Drivers: Oil price volatility due to Middle East conflicts Agricultural supply shocks Currency fluctuations driven by monetary policy divergence Rising importance of hedging for import- and export-dependent industries In India, the launch of new currency derivatives and increased retail interest in crude oil and natural gas options have broadened the market. 7. Interest Rate Derivatives and the Post-Rate-Hike World As central banks oscillate between tightening and easing cycles, interest rate derivatives (IRDs) such as swaps, futures, and swaptions have gained remarkable importance. Key themes include: Hedging long-term debt exposure Speculation on rate paths Positioning around government bond yield movements Managing duration risk for institutional investors The pricing of interest rate options is now heavily influenced by inflation expectations, forward guidance, and global economic conditions. 8. Regulation, Risk Control & Margining Reforms Global regulators have tightened rules around derivative trading to ensure transparency and reduce systemic risk. Major reforms include: Mandatory margining for futures and options Upfront collection of SPAN + Exposure margin Position limits for retail participants Greater disclosures for brokers and exchanges Risk-based levies on high-frequency trading Banning of certain high-risk derivatives for retail in some regions In India, peak margin rules and tightened risk controls have significantly changed intraday derivatives strategies, reducing excessive leverage. 9. Rise of Data-Driven Decision Making Modern derivatives traders rely heavily on: Real-time order book analytics Option Greeks monitoring systems Volatility surface modelling Big-data sentiment indicators AI-driven predictive models Access to sophisticated analytics platforms—Sensibull, Opstra, TradingView, Bloomberg, Reuters, and broker-provided tools—helps even retail traders adopt institution-grade analysis. 10. Shift Toward Multi-Asset Derivative Strategies Markets are becoming increasingly interconnected. Traders now prefer multi-asset strategies that combine: Equity + Currency Equity + Commodity Interest Rate + Currency Options + Futures Cross-country derivatives These hybrid strategies help hedge correlated risks and exploit arbitrage opportunities across markets. Conclusion Derivatives and options trading are undergoing a profound transformation driven by retail participation, technological advancement, algorithmic dominance, volatility-focused strategies, and regulatory shifts. Markets are faster, more interconnected, and more complex than ever before. Whether used for hedging, speculation, arbitrage, or portfolio diversification, derivatives remain a cornerstone of modern financial markets. As the global environment becomes more uncertain, derivatives will continue to play a crucial role in risk management and trading innovation—shaping the next era of financial markets.
CME_MINI:MNQ1!Education
by GlobalWolfStreet
4HR NQ – Attempting a New Direction4HR NQ – Attempting a New Direction (For Educational Purposes Only) This analysis is shared strictly for educational purposes and is not financial advice. It is intended to illustrate chart-reading techniques, structure mapping, and scenario planning. Bullish Scenario – Potential Uptrend Zone The chart outlines a clearly defined uptrend continuation area: A green expansion zone highlights the upside target region toward 25,891.50. A –1% risk bubble shows the approximate drawdown tolerance for a long bias. A break and sustained move above 25,591.50 (white dotted line) would strengthen bullish momentum. The yellow dashed line above represents a major resistance area that the market must reclaim to shift direction convincingly. Bearish Scenario – Potential Downtrend Zone The lower side of the chart maps the downside continuation possibility: A red zone defines the bearish target area toward 24,704.75. A –1% risk bubble marks the downside tolerance for a bearish setup. Losing the central grey zone opens the path toward the deeper support band, signaling continuation of downward pressure. Pattern & Symmetry Structure (Educational Highlight) On the left side, the chart features a harmonic/symmetry-based analytical framework used for pattern recognition: A boxed structure spans 22 bars, with two vertical 8-bar segments forming time symmetry. Two 2.14% price swings mark the upper and lower rotational boundaries. Curved arcs and diagonals are used to visualize price rotation, volatility compression, and potential reversal points. This section is included to demonstrate how symmetry and measured movements can support probabilistic forecasting in technical analysis. Neutral Decision Zone (Market Pivot Area) The central grey band represents the equilibrium zone, where buyers and sellers are in temporary balance. Price is currently interacting with this zone, making it the key decision point. Orange blocks above and below may indicate smaller supply/demand pockets or micro-imbalances. A directional break from this zone typically sets the next short-term trend. Summary Market at a Critical Turning Point Above the grey zone → momentum favors the green uptrend zone. Below the grey zone → momentum favors the red downtrend zone.
CME_MINI:NQ1!
by WIZARDTRENDS
1
Pure signal reading. Here’s how I’m reading NQ right now.I’m tracking NASDAQ 100 e-mini futures (NQ) on the 15-minute using my Quant Master Trend System — the same model I use to separate real directional pressure from intraday noise. This entire chart is a perfect example of why most traders get chopped to death: they trade emotions, but I trade structure. The ribbon is choppy, fragmented, and constantly flipping, which is exactly what I expect when Market Weather is labeled CHOPPY in the panel. That mode tells me one thing: Breakouts fail. Breakdowns fail. Momentum has no conviction. When the system is in CHOPPY mode, every pullback looks like a setup, but it’s not — the model purposely suppresses continuation trades and fires more TP clusters because it’s detecting distribution, not trend. You can see it clearly: • Every time the ribbon tries to go green, it gets rejected within a handful of bars. • Every red flip lacks strong downside extension — everything fizzles. • Price oscillates around the volatility stop instead of respecting it. • TP clusters fire rapidly — that’s your model’s “don’t trust this move” signature. Even the Quant Buy signals tell the story. They’re valid moves, but they’re short-lived, because the underlying pressure isn’t unified. That’s the entire point of this system: it’s telling you the environment, not just the direction. The deviation reading is mild at Z ≈ -0.38, which means price isn’t stretched in either direction — the perfect recipe for messy intraday action. So here’s how I’m interpreting this: This is not a trending environment. This is rotational flow, liquidity probing both sides, and no clean edge. The ribbon’s behavior, the failed retests, the compression, and the constant TP firing confirm that NQ is stuck in a structure where continuation trades have the lowest probability. Until Market Weather leaves CHOPPY and we get a clean ribbon alignment, I’m treating everything as low conviction and short-duration.
CME_MINI:NQ1!
by CustomQuantLabs
NQ Daily Outlook | November 19, 20251H timeframe — using the 50 EMA (black) for trend + 5/10 EMAs (white) for momentum/BOS. Quick read: We’re still under the 50 EMA, and the whites are curled down. Structure is still making lower-highs and lower-lows, so momentum stays bearish for now. Bearish idea (favored) If we stay under the 5/10 EMAs and reject the 50 again, I’m looking for a BOS down and continuation into the lows. Bullish idea If we reclaim the whites, break a lower-high, and hold above the 50 EMA, then I’ll flip long and look for a clean BOS up. Bias: Bearish until price breaks structure to the upside and holds above the 50 EMA.
CME_MINI:NQ1!
by icixbt
4
Bitcoin Is Crashing… Nasdaq Still at Highs. Who’s Lying?For years, Bitcoin and the Nasdaq 100 have shown consistently high correlation, driven by the same macro forces: • global liquidity cycles, • risk appetite, • real-rate expectations, • and flows into high-beta growth assets. Both are classic risk-on instruments—they benefit when liquidity expands and suffer when uncertainty rises. However, the chart above shows a significant decoupling over the past weeks: 🔻 BINANCE:BTCUSDT : Deep Correction & Negative YTD • Down more than 25% from the highs • Trading –5% YTD in USD terms • Volatility expanding and long liquidations accelerating • Risk sentiment turning sharply lower within crypto 🔺 LSE:NQ11 : Near All-Time Highs • Still hovering close to ATH levels • Posting +16% YTD in USD • Supported by strong earnings, mega-cap tech flows, and continued growth leadership ⚠️ This divergence is unusual — and historically meaningful BTC and Nasdaq rarely disconnect to this magnitude without one of two outcomes: 1️⃣ Bitcoin Is Leading the Next Risk-Off Move Crypto often reacts faster to changes in liquidity conditions and risk appetite. If this is another leading signal, equities (especially high-beta tech) may follow with a lag. 2️⃣ Correlation Break Is Temporary If the move was primarily crypto-specific (liquidations, funding resets, derivatives unwinds), BTC could mean-revert upward as flows stabilize. 📌 Our View Historically, when divergences of this scale have appeared: Bitcoin leads, equities follow. The magnitude of BTC’s correction vs the Nasdaq’s resilience suggests that: 👉 BTC may be pricing in a shift in risk conditions ahead of equities, not the opposite. The key question for the next weeks: Is the Nasdaq ignoring a message that crypto is already discounting?
CME_MINI:NQ1!Short
by OrbisInvestment