2026-10-09T19:52:03Z https://api.figshare.com/v2/oai

oai:figshare.com:article/34018524 2026-09-29T10:44:39Z category_25321 category_25339 category_25345 item_type_12 month_year_09_2026

FHAT Technical Note 021R: Post-Session Reconciliation of the September 28, 2026 SNXX Session — Branch C Empirical Validation, 4H MA200 Tier 3 Capture, and Dual-Track Scalping-to-Swing Evolution Yingshan Han (24859576) Finance Investment and risk management Banking, finance and investment not elsewhere classified FHAT SNXX ETF SOXL Post-Session Reconciliation Empirical Validation Pre-registration Market Microstructure Order Flow Reversal KOSPI Referee <p dir="ltr">This technical note establishes the ex-post empirical reconciliation of FHAT Technical Note #021 (pre-registered prior to the September 27, 2026 nocturnal open) for the Tradr 2X Long SNDK Daily ETF (SNXX) and SOXL across the September 27–28, 2026 trading sessions under the Fractal-Holographic Analog Trading (FHAT) framework.</p><p><br></p><p dir="ltr">The candidate branches pre-registered in Version 1 were conclusively adjudicated in real time: KOSPI opening weakness and negligible nocturnal volume invalidated Branch A within 30 minutes, confirming the Variant 1 "suppression-then-expansion" (先抑后扬) pathway. During the September 28 cash session, SNXX underwent a systemic liquidity cascade to an intraday extreme of USD 15.200 (-13.4%), strictly validating Branch C (Analog 260824 liquidation flush).</p><p><br></p><p dir="ltr">The pre-registered Three-Tier 4H Hierarchy (Rule FP-III-I) successfully intercepted this move, with the Tier 3 capital tranche (4H MA200 baseline at USD 15.344) filled live at USD 15.300 (10 cents from the absolute session low). Brokerage audit logs confirm a 100% win rate across 6 consecutive trades (+USD 657.53 realized profit), cross-synchronized with SOXL floor absorption at USD 139.000 (Rule FP-III-H). Platform-classified order flow reversed by +USD 31.88M (swinging from -USD 21.16M to +USD 10.72M), driving a +9.8% recovery to close at USD 16.290 above the Daily MA60.</p><p><br></p><p dir="ltr">To reconcile the friction between ultra-short scalping velocity and multi-day macro swing holding, this paper formalizes Rule FP-III-J (Dual-Track Split-Exit Protocol), providing a systematic 50/50 liquidity-runner framework for Tier 3 inflection executions.</p> 2026-09-29T10:44:39Z Text Preprint 10.6084/m9.figshare.34018524.v2 https://figshare.com/articles/preprint/FHAT_Technical_Note_021R_Post-Session_Reconciliation_of_the_September_28_2026_SNXX_Session_Branch_C_Empirical_Validation_4H_MA200_Tier_3_Capture_and_Dual-Track_Scalping-to-Swing_Evolution/34018524 CC BY 4.0