ORDER-FLOW REPLAY // NQ

NQ Flow Lab

A decision microscope for the moment aggressive flow says “go” while price response says “wait.”

Reconstructed data No live orders NQ · 1 minute

Case file

09:32:00.000 event 1 / 72

Price response NQ · 1m

Prior high, planned levels and replay cursor share one event clock.

Cumulative volume delta CVD

Is aggressive volume moving price?

Decision stack Evidence, not certainty

Direction—

Where the auction may resolve

Trigger—

Whether evidence supports entry now

Risk—

Whether the path can survive the plan

Current paper decision WAIT

Risk permission is evaluated separately.

Mechanism brief

Loading synchronized evidence…

Future-blind test

Freeze → Plan → Reveal

Commit the idea before the outcome appears. “Pass” is a valid decision.

Entry Stop Target

Replay open Freeze at any frame to hide the future.

Aggressor sequenceTime & sales

Inspectable rubricFactor ledger

Path, not just P&LOutcome audit

MAE: —
MFE: —
Target miss: —
Time stalled: —

Invalidation

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What this prototype proves

A useful bot starts by measuring disagreement.

CVD, DOM and tape describe participation. Price response tests whether that participation is winning. The first production milestone is a feed adapter and replay archive—not automatic execution.