⏱️ INTRADAY JEV SCENARIO CHECK-IN

INTRADAY FUTURES JEV SCENARIO CHECK-IN (07:30 AM PT / 10:30 AM ET)

Date: 2026-10-02 | Session Phase: Initial Balance (IB) Closed (First 60 Minutes of RTH)
Source Baseline: 06:00 AM PT Multi-Asset Execution Plans | Evaluator: TypeSafe Jev (System One AI)

1. Executive Cross-Asset Scenario Board

Real-time calibrated probabilities from TypeSafe Jev quantifying which 6:00 AM morning scenario is playing out across all futures contracts:

Asset	Last Price	vs 6 AM Ref	RTH VWAP (Z-Score)	Active JEV Regime	JEV % Chance (vs 6 AM)	Setup Status	Tactical Action	Conviction
ES	`7,801.00`	+4.00	7,793.88 (+1.2σ)	Initiative Trend Discovery	`56.0%` (+38.0%)	`Consolidating / Pending Trigger`	Stand Aside / Wait for Pullback	`2.1/5.0`
NQ	`31,246.75`	+91.25	31,184.27 (+1.3σ)	Rotational Balance	`36.0%`	`Consolidating / Pending Trigger`	Stand Aside / Wait for Pullback	`3.2/5.0`
CL	`88.90`	+0.06	89.11 (-0.5σ)	Inventory Correction / Mean Reversion	`60.0%` (-38.0%)	`Consolidating / Pending Trigger`	Stand Aside / Wait for Pullback	`1.8/5.0`
GC	`4,205.40`	-46.60	4,216.55 (-1.8σ)	Inventory Correction / Mean Reversion	`63.0%` (-5.0%)	`Consolidating / Pending Trigger`	Stand Aside / Wait for Pullback	`2.1/5.0`

2. Granular Asset Audits & Morning Plan Comparisons

E-mini S&P 500 (ES=F)

Current Auction: 7,801.00 | RTH Open: 7,789.50 (+11.50 pts / +0.15%)
RTH Range: High 7,808.75 | Low 7,773.50
Session VWAP: 7,793.88 (Current Deviation: +1.18σ)
Initial Balance (IB): High 7,808.75 | Low 7,773.50 | Width 35.25 pts

TypeSafe Jev Calibrated Scenario Probabilities:

Inventory Correction / Mean Reversion: 28.0% (6 AM Baseline: 82.0%)
Initiative Trend Discovery: 56.0% (6 AM Baseline: 18.0%)
Rotational Balance: 16.0% (6 AM Baseline: 0.0%)
Morning Thesis Structural Integrity: 35.0% probability valid

Morning Plan Alignment & Action:

Setup Execution Status: Consolidating / Pending Trigger
Key Level Reference: Pivot: 7,723.25 - 7,727.50. This zone represents the Overnight Low and the Prior Day VAH. A sustained break below this level is the primary confirmation of the inventory correction thesis, signaling a failure of the gap-up and acceptance back into yesterday's range. | R1: | S1:
Tactical Recommendation: Stand Aside / Wait for Pullback (Conviction Score: 2.12/5.00)

E-mini Nasdaq-100 (NQ=F)

Current Auction: 31,246.75 | RTH Open: 31,147.75 (+99.00 pts / +0.32%)
RTH Range: High 31,282.50 | Low 31,056.25
Session VWAP: 31,184.27 (Current Deviation: +1.31σ)
Initial Balance (IB): High 31,282.50 | Low 31,056.25 | Width 226.25 pts

TypeSafe Jev Calibrated Scenario Probabilities:

Inventory Correction / Mean Reversion: 30.0% (6 AM Baseline: 74.0%)
Initiative Trend Discovery: 34.0% (6 AM Baseline: 26.0%)
Rotational Balance: 36.0% (6 AM Baseline: 0.0%)
Morning Thesis Structural Integrity: 36.0% probability valid

Morning Plan Alignment & Action:

Setup Execution Status: Consolidating / Pending Trigger
Key Level Reference: Pivot: 30,990.00 (Overnight VPOC) | R1: | S1:
Tactical Recommendation: Stand Aside / Wait for Pullback (Conviction Score: 3.2/5.00)

WTI Crude Oil (CL=F)

Current Auction: 88.90 | RTH Open: 89.16 (-0.26 $/bbl / -0.29%)
RTH Range: High 90.37 | Low 88.20
Session VWAP: 89.11 (Current Deviation: -0.45σ)
Initial Balance (IB): High 90.37 | Low 88.20 | Width 2.17 $/bbl

TypeSafe Jev Calibrated Scenario Probabilities:

Inventory Correction / Mean Reversion: 60.0% (6 AM Baseline: 98.0%)
Initiative Trend Discovery: 1.0% (6 AM Baseline: 2.0%)
Rotational Balance: 39.0% (6 AM Baseline: 0.0%)
Morning Thesis Structural Integrity: 32.0% probability valid

Morning Plan Alignment & Action:

Setup Execution Status: Consolidating / Pending Trigger
Key Level Reference: Pivot: 88.06 - 88.95 (Overnight Low / Developing ON VAL) | R1: | S1:
Tactical Recommendation: Stand Aside / Wait for Pullback (Conviction Score: 1.83/5.00)

Gold (GC=F)

Current Auction: 4,205.40 | RTH Open: 4,223.00 (-17.60 $/oz / -0.42%)
RTH Range: High 4,231.60 | Low 4,198.20
Session VWAP: 4,216.55 (Current Deviation: -1.80σ)
Initial Balance (IB): High 4,231.60 | Low 4,198.20 | Width 33.40 $/oz

TypeSafe Jev Calibrated Scenario Probabilities:

Inventory Correction / Mean Reversion: 63.0% (6 AM Baseline: 68.0%)
Initiative Trend Discovery: 1.0% (6 AM Baseline: 31.0%)
Rotational Balance: 36.0% (6 AM Baseline: 1.0%)
Morning Thesis Structural Integrity: 37.0% probability valid

Morning Plan Alignment & Action:

Setup Execution Status: Consolidating / Pending Trigger
Key Level Reference: Pivot: 4,208.00 - 4,259.00. This zone represents the entire gap between yesterday's VAH and the overnight high. How the auction resolves within this zone will dictate the day's trajectory. | R1: | S1:
Tactical Recommendation: Stand Aside / Wait for Pullback (Conviction Score: 2.09/5.00)

3. Systematic Execution Protocol for Next Interval

Next Automated Check-In: Look for the next scheduled update at 08:30 AM PT.
Risk Rule: If any contract approaches within 1 tick of the morning plan's Invalidation Boundary, close or trail stops immediately.
VWAP Rule: For mean-reversion setups, scale out 50-75% of contracts at Session VWAP and trail the runner to the 3M VPOC.

Automated Intraday Futures Check-In Pipeline. Powered by Auction Market Theory & TypeSafe Jev AI.