Four trades, three winners, one loss, +2.24R net at the TP1 baseline. Monday opened with a US30 stop, then three sequential winners across US500 and NAS100 clos
SkyAnalyst is not one AI trader. It is four specialist agents — each with its own data pipeline, each maintaining state between evaluations, and each required to agree before a position is sized. They don’t chat in prose. They write structured messages to a shared state object that each reads on every evaluation cycle.
Four trades, three winners, one loss, +2.24R net on the TP1 baseline. That is the scorecard for Apr 27 to May 3, 2026, and it sits cleanly inside the published expectancy band. Cumulative equity opened at $100,000, dropped to $98,000 after Monday's US30 stop, recovered to $99,558 on Tuesday's US500 short, climbed to $101,725 on Thursday's US500 long, and closed the week at $104,478 on Friday's NAS100 long. The three winners are published in parallel as case studies: the Apr 28 US500 short ran TP1 for +0.78R, the Apr 30 US500 long ran TP2 for +1.86R, and the May 1 NAS100 long ran TP1 for +1.38R. The drawdown gate did not fire this week, so no companion drawdown report is published. Last week's recap sits at the Apr 20 recap; April's monthly recap covers the longer window.
Mon Apr 27 produced one trade. US30 Long at 14:34 UTC ran a pullback to a VWAP and Fib confluence on a C+ grade. The Trend Agent gated bullish, the Macro Agent cleared regime as supportive, and the entry triggered on a 5m hold above the VWAP retest. The setup never reached TP1. Price stalled, rolled, and the stop printed for -1R. Monday closed at $98,000 cumulative.
Tue Apr 28 brought a US500 Short at 15:02 UTC on a Bear Flag Breakdown / OR-Low Break. Trend Agent bearish at 66 percent, NYAD at -524 confirming breadth, VIX rising while SPX fell. The trade ran to TP1 at 7123 for +0.78R at the TP1 baseline. Equity recovered to $99,558. Thu Apr 30 brought a US500 Long at 15:45 UTC on a VWAP and Prior Day High Pullback. Trend Agent bullish at 64 percent, NYAD at +1,343, VIX falling while SPX climbed. The trade ran past TP1 at 7183 to TP2 at 7196; the recap credits +1.08R at the TP1 baseline (the case study reports the full +1.86R potential at TP2). Equity climbed to $100,638 on the TP1 ledger.
Fri May 1 produced the week's headline trade. NAS100 Long at 14:36 UTC ran a Pullback Long at the Fibonacci 38.2 percent and 5m EMA9 confluence. Trend Agent bullish at 72 percent on a STRONG_TREND regime, 10Y yields making 5-day lows, VIX compressing, DXY collapsing. The setup cleared 6 of 7 confluences. The trade ran to TP1 at 27,750 for +1.38R, the largest TP1-baseline contribution of the week. Friday closed at $104,478, +2.24R net.
| Date | Time | Instrument | Dir | Model | Setup | Grade | R | $ Sim | Result | Details |
|---|---|---|---|---|---|---|---|---|---|---|
| Apr 27 | 14:34 UTC | US30 | Long | Claude Opus 4.6 | US30 Pullback Long to VWAP/Fib Confluence | C+ | -1.0R | -$2,000 | Stop hit | - |
| Apr 28 | 15:02 UTC | US500 | Short | Claude Opus 4.6 | Bear Flag Breakdown / OR-Low Break | C+ | +0.78R | +$1,558 | TP1 hit | Read case → |
| Apr 30 | 15:45 UTC | US500 | Long | Claude Opus 4.6 | VWAP/Prior Day High Pullback Long | C+ | +1.08R | +$2,167 | TP2 hit | Read case → |
| May 1 | 14:36 UTC | NAS100 | Long | Claude Opus 4.6 | Pullback Long — Fibonacci/EMA9 Confluence | C+ | +1.38R | +$2,753 | TP1 hit · ★ Trade of the week | Read case → |
Dollar figures are simulated on a $100,000 account at 2% risk per trade. Actual subscriber P&L varies with account size. Past performance is not a guarantee of future results.
The week's recurring pattern was partial-take winners on TP1 and TP2 with no clean TP3 reads. Three of the three winners hit a profit target, none ran the full ladder. The Apr 28 US500 short closed at TP1, the Apr 30 US500 long closed at TP2, the May 1 NAS100 long closed at TP1. The TP1-baseline arithmetic still produced +2.24R net.
Inside the four trades, US500 carried the bulk of the green at +1.86R net across two trades, while NAS100 contributed the single largest TP1-baseline winner at +1.38R on one entry. US30 took the only loss for -1R.
Each of the three winners cleared confluence above 60 percent on the day. The Apr 28 short triggered at 72 percent, the Apr 30 long at 62 percent, the May 1 long at 68 percent. None ran to TP3 because each setup ran into a structural resistance or session pivot before the runner could extend. The TP1-baseline methodology books each winner at the highest TP hit on a scale-out assumption, which is why the recap totals at +2.24R rather than the headline three-winners arithmetic.
The Tuesday decision to take the US500 short the day after a US30 loss is the cleanest discipline read of the week. Monday's stop did not widen the threshold, did not pull the system off the next setup, and did not change sizing. The Apr 28 setup cleared 5 of 6 confluences and the entry triggered at 72 percent on the second evaluation cycle.
The Thursday decision to ride the US500 long past TP1 is the trade that moved the week's needle. The Apr 30 entry at 7164.8 hit TP1 at 7183 (+1.08R credited to the recap aggregate at TP1 baseline) and the runner extended to TP2 at 7196 (full +1.86R reported by the case study). The Trend Agent gated bullish at 64 percent on a TRANSITIONING regime; NYAD at +1,343 confirmed broad participation rather than a narrow mega-cap push.
The Friday decision to take a single-evaluation entry on NAS100 at 14:36 UTC is the trade that closed the week. The Trend Agent ran one cycle, scored 6 of 7 confluences, and entered at 68 percent confidence on a STRONG_TREND regime with REDUCE_SIZE flagged. The trade ran 75 points to TP1 for +1.38R, the largest TP1-baseline contribution of the week.
SkyAnalyst runs multiple foundation models in parallel across its four-agent system. When two models trade the same instrument in the same week, the results are directly comparable. This is that comparison.
Same signals, same risk framework, different foundation model.
EURUSD was inactive. No setup cleared the confluence floor across the five sessions.
All EURUSD this week →XAUUSD was inactive. The metal consolidated and no patterns scored above threshold.
All XAUUSD this week →US30 took one trade for 0 percent win rate and -1R net. The Apr 27 long at VWAP and Fib confluence stopped at hTP=0 when the pullback failed to hold the retest level. The only loss of the week.
All US30 this week →NAS100 took one trade for 100 percent win rate and +1.38R net. The May 1 long at the Fibonacci 38.2 percent and 5m EMA9 confluence ran to TP1 at 27,750 on a 6-of-7 confluence read. The largest TP1-baseline winner of the week.
All NAS100 this week →US500 took two trades for 100 percent win rate and +1.86R net at the TP1 baseline (0.78 + 1.08). The Apr 28 short ran to TP1 for +0.78R on a Bear Flag Breakdown. The Apr 30 long ran past TP1 to TP2 on a VWAP Pullback (the deepest target hit of the week); the recap credits +1.08R at TP1 baseline, while the case study reports the full +1.86R potential.
All US500 this week →Win of the week: NAS100 Long · +1.38R
The Monday US30 long cleared the published confluence threshold at trigger. The pullback tagged the VWAP and Fib confluence inside session range, the Trend Agent gated bullish on the structural read, and the Macro Agent cleared regime as supportive. The setup card was clean enough to trigger without protest.
Nothing in the entry itself. The setup shares the regime-shift sensitivity that has surfaced in recent weeks: the local tape repriced inside the trade lifecycle, the pullback failed to hold the retest level, and the stop was the only exit. The C+ grade describes the entry card, not the outcome. With one loss against three winners, the gate did not fire and no drawdown report is published this week.
Each trade risks +$2,000 (1R). The system's actual scale-out behavior may differ, see disclaimer.
| Scenario | R-multiple | Profit on $100k |
|---|---|---|
| Window netActual | +2.24R | +$4,480 |
The honest reading is that this week did exactly what the published expectancy says a 75 percent win rate week should do at our risk-per-trade. Four trades, one loss, three winners, +2.24R net on the TP1 baseline. The drawdown gate did not fire because cumulative equity never dropped more than 2 percent below peak. No companion drawdown report is published.
The architecture point is the order of the trades. Monday opened with the loss. A discretionary trader on a Monday-morning stop tends to widen the floor, sit out the next session, or shrink size on the next entry. The system did not. The Apr 28 short triggered at the same threshold the Apr 27 long had used, the Apr 30 long triggered the same way, the May 1 long triggered the same way. The three winners that followed Monday's stop ran on the same arithmetic that produced the loss.
The TP1-baseline reading of +2.24R undercounts the broker fills on the Apr 30 US500 long, which closed at TP2 in live execution. Subscribers running scale-out at TP1 and TP2 booked closer to the headline TP2 figure. From the SkyAnalyst Team.
The Monday US30 loss is the only loss of the window and does not surface a new tuning signal. The pattern matches the regime-shift category we documented in earlier weeks; the volume-aggregation fix already in testing is the relevant intervention. No new instrumentation is queued from this week.
The three TP1 and TP2 winners suggest the runner-extension logic is leaving R on the table on instruments where structural resistance lands within 1.5R of TP1. We are reviewing whether the trail logic should engage tighter once TP1 prints, or whether the current breakeven-after-TP1 rule continues to be the right default.
The Monday US30 long stopped at -1R. The Tuesday US500 short ran to TP1 for +0.78R. The Thursday US500 long ran to TP2 (full potential +1.86R per the case study, but the recap credits +1.08R at TP1 baseline). The Friday NAS100 long ran to TP1 for +1.38R. The cumulative arithmetic on the TP1 baseline settled at +2.24R net across four trades.
The drawdown gate fires when cumulative equity drops a configured percentage below recent peak. Monday's stop pulled equity from $100,000 to $98,000, then Tuesday's TP1 print began the recovery. Equity never dropped below the gate threshold, so no companion drawdown report is published.
The recap projects every winner using a TP1 exit on the simulated $100,000 account. This is the simplest baseline for comparing across periods. The Apr 30 US500 long ran past TP1 to TP2 in live execution, so the broker fill was higher than the recap arithmetic. Subscribers running scale-out at TP1, TP2, and TP3 see different totals than the recap baseline.
Single-model windows occur naturally when one family's confluence math clears threshold and the other does not on the same setups. Four trades is too small a sample to read model dispersion. The longer-window head-to-head lives in April's monthly recap.
Single-evaluation entries trigger when the structural premise is complete by the time the agent starts cycling. On May 1 at 14:36 UTC, 10Y yields were making new 5-day lows, VIX was compressing, DXY was collapsing, the Trend Agent gated bullish at 72 percent on a STRONG_TREND regime, and 6 of 7 confluences cleared. The cycle ran once and entered. About 12 percent of the system's published entries are single-evaluation reads.
Subscribers receive the same pre-trade AI analysis three minutes before entry.
We project the recap totals using a TP1 exit on every winning trade. This is the simplest baseline for comparing across periods. Traders running their own scale-out, trail, or TP2/TP3 hold strategies will see different totals. Dollar figures are simulated on a $100,000 account at 2% risk per trade. Actual subscriber P&L varies with account size and execution. Past performance is not a guarantee of future results.
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