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2026-10-30 15:00 ET: Long-momentum names on day 2: CVNA, CMG, DASH and MO hold their post-earnings gains through a −2% tape, BA is the laggard, and what TRAI's history says about Friday-close → Monday-gap risk
Slot: Fri 2026-10-30 15:00 ET hourly research. Status: draft, written ~15:10–15:35 ET; whiggity consult pending (§9). Screening/research, not investment advice.
TRAI data used:
/api/latest= still the 8:53 AM premarket run (2026-10-29_premarket_2026-10-30T12-53-19-775Z; regime transitional, VIX 18.59, VIX9D/VIX 0.854, risk/trade 0.25%). Long-momentum bucket CVNA, CMG, MO, DASH, BA; row data (close, VWAP, OR, relVol, beta60) are the 10-29 session./api/events(generated 2026-10-30 12:17 UTC; now includes the 10-27…10-29 prints for all five names)./api/scorecard(replay signal days 2026-04-23 to 10-21, 385 long-momentum trades),/api/correlations(60 sessions, asOf 2026-10-22, stale, S-068).
Intraday quotes: Yahoo chart API 5-min bars, last bar 15:13 ET for stocks (VIX/VIX9D to 14:58 ET), vs the 10-29 close; VWAP from 5-min typical price × volume; OR30 = first six 5-min bars. Unofficial, may be delayed (Yahoo chart API). Event-study statistics are my calculations from TRAI /api/events reaction dates joined to Yahoo daily bars (2y).
Previous slots today: 09:00 (INTC, crypto, BMO prints), 10:00 (OR30 checks, telecom/pharma/software), 11:00 (semis rout), 12:00 (Monday AMC prints), 13:00 (VIX near stress, metals, oil, SPOT), 14:00 (stress label live, rates/banks/utilities/housing, HD/LOW). This hour does not repeat those. It covers the five long-momentum names as a group: their catalysts, day-2 follow-through, post-catalyst drift history, who they move with, the last hour's tape and the weekend/Monday calendar that sets their gap risk.
1. Focus and why
- Tonight's postclose run will decide whether any of the five stays a long-momentum candidate for Monday, and the 14:00 report §8 found Friday-signal LM picks have been the strongest Monday leg in the replay (S-097). So the Friday close of these names matters more than usual.
- Four of the five (CVNA, CMG, DASH, MO) are day 2 after an earnings print. BA is day 4 after a −10.7% print reaction. TRAI's own replay says LM picks taken on earnings-reaction days have under-performed (§4). Today is a live test of that, on a −2% SPY day.
- The vol tape changed in the last hour: VIX spiked to 23.93 (14:30–14:35) and then fell back to 21.93 by 14:58 (§5). That puts the 22 risk-halving line in play again for tonight's run.
2. The catalysts (what put each name in the bucket)
| Name | Print (ET) | What drove it | 10-29 reaction (TRAI) | Source |
|---|---|---|---|---|
| CVNA | Wed 10-28 AMC | Retail units 217,385 (+39%), revenue $8.04B (+42%), adj. EBITDA $800M; adj. EPS $0.39 vs ~$0.44 (miss); FY adj. EBITDA guided to the high end of $2.7–3.0B | gap +10.55%, c/c +15.68%, relVol 2.7 | Carvana Q3 letter, 8-K Ex. 99.1, 2026-10-28; Investing.com, 2026-10-30 |
| CMG | Wed 10-28 AMC | Comps +2.1%; adj. EPS $0.27 (miss); op margin 13.7% vs 15.9%; guides Q4 exit comps +3–4%; ~3% Q4 menu price; Smoked Brisket returns Nov 5 | gap +6.02%, c/c +8.88% | Reuters via Investing.com, 2026-10-29 |
| DASH | Thu 10-29 (TRAI: BMO, reaction date 10-29) | Q3 EPS $1.06 vs ~$0.81 (TRAI surprise +31.4%); agreement to acquire Instacart at $65/share (~$17B, ≥75% cash), expected close end-2027/1H28, subject to HSR | gap +5.68%, c/c +5.61% | DoorDash newsroom; SEC 8-K, 2026-10-29 |
| MO | Thu 10-29 BMO (~07:00) | Adj. EPS $1.52 (+4.8%); FY26 guide raised to $5.66–5.74 (from $5.61–5.72); $1B buyback expansion (through 2027); on! shipments +13.3% (47.8M cans); Marlboro shipments −6.4% | gap +3.15%, c/c +5.15% | Altria release, 2026-10-29 |
| BA | Tue 10-27 BMO | Core EPS −$0.34 vs ~−$0.20; 737 rate 47/mo slips to early 2027; 2027 FCF ~$3B vs ~$5.5B expected. Reaction −10.69%. The 10-29 +3.3% was a rebound plus a Space Force award (BA note) | (10-27 reaction) gap −2.55%, c/c −10.69% | Boeing IR, 2026-10-27; Value The Markets, 2026-10-30 (secondary; FCF-vs-consensus figures as relayed) |
- Pattern: CVNA and CMG are "top-line beat, EPS miss" rallies (S-074). DASH and MO are genuine EPS beats, DASH with a large M&A event attached. BA is not a catalyst-momentum name; it is an oversold bounce.
- Day-2 news (all secondary, dated today):
- CVNA: price-target raises from Citizens ($83→$85) and Barclays ($80→$82) (Investing.com, 2026-10-30; MarketBeat, 2026-10-30). Citizens' note also flags costs elevated by gas prices and rising rates. Earlier cuts (Needham, BTIG) are in the CVNA note.
- DASH: Needham $265→$235 and Wells Fargo $230→$200; several brokers downgraded CART toward the deal price (e.g. Barclays) (Yahoo Finance, 2026-10-30; Investing.com, 2026-10-30).
- CMG: at least four brokerages cut targets on 10-29 (Reuters); nothing new found today.
- BA: only parts deals with Lufthansa Technik and Etihad at MRO Europe (Boeing Global Services, 2026-10-30); not price-moving.
- MO: nothing new today. Altria filed an S-3ASR (automatic shelf registration) on 10-29 at 16:22 per the SEC EDGAR submissions feed (data.sec.gov); I did not open it, so what it registers is unknown. Shelf filings are usually routine.
- SEC filings today (10-30): none for any of the five (EDGAR submissions API, checked ~15:15 ET). Latest: CMG 10-Q 10-29; DASH several 425s 10-29; MO 10-Q and S-3ASR 10-29; CVNA 8-K 10-28.
3. Day-2 follow-through so far (15:13 ET, vs the 10-29 close)
| Name | Last | Chg vs 10-29 close | Open | Open→now | OR30 | vs OR30 | vs VWAP | Day range | 14:00 → 15:13 |
|---|---|---|---|---|---|---|---|---|---|
| CVNA | 69.14 | +1.22% | −0.59% | +1.84% | −1.76…+0.76 | above | +0.57% | −2.75…+2.24 | +1.30 → +1.22 |
| CMG | 32.01 | +2.32% | +1.25% | +1.06% | +0.67…+3.40 | inside | −0.30% | +0.67…+3.40 | +2.56 → +2.32 |
| MO | 78.19 | +1.88% | +1.75% | +0.13% | +1.38…+3.99 | inside | −0.13% | +1.07…+3.99 | +2.21 → +1.88 |
| DASH | 180.59 | +0.89% | +0.65% | +0.24% | −2.02…+3.55 | inside | −0.29% | −2.02…+3.73 | +0.38 → +0.89 |
| BA | 171.10 | −0.90% | −0.90% | 0.00% | −0.90…+0.20 | inside (at OR low) | −0.41% | −1.32…+0.68 | −1.05 → −0.90 |
| SPY | 753.02 | −2.12% | −1.04% | −1.10% | below | −0.42% | −2.07 → −2.12 | ||
| QQQ | 686.80 | −3.99% | −2.55% | below | −0.70% | −4.00 → −3.99 |
- All four earnings names are green on day 2 while SPY is −2.1% and QQQ −4.0%. Against the 10-29 close they have kept all of their print-day gains so far; none has given back any part of the gap.
- CVNA is the strongest: the only one above both its OR30 and VWAP, +1.84% from the open. That fits whiggity's 14:00 leader-vs-peers point: KMX −0.32%, ALLY −3.86% (Yahoo 15:10).
- CMG and MO are fading into the close: both are inside their OR30 and just below VWAP, and both are ~0.3–0.4pp below their 14:00 level. MO peaked at +3.99% in the first 30 minutes.
- BA is the only loser. It is pinned at its OR30 low (the open) and below VWAP. S-082 (drop on an OR30 failure) already applied at 14:14.
- 10-29 VWAP check (TRAI /api/latest row VWAPs): CVNA 68.19, CMG 30.99, MO 75.86, DASH 178.46, BA 171.98. All four earnings names are above their 10-29 VWAP (CVNA +1.4%, CMG +3.3%, MO +3.1%, DASH +1.2%). BA is −0.5% below its 10-29 VWAP.
4. What TRAI's history says about post-catalyst drift
(a) The same names' last prints (TRAI /api/events; "day 1" = reaction day open→close, "drift 2–5" = days 2–5 close-to-close):
| Name | Avg abs gap (last 4) | Day-1 in gap dir (avg) | Drift 2–5 on prior 3 prints | Day-2 o→c on prior 3 prints (my calc) |
|---|---|---|---|---|
| CVNA | 8.22% (1.47 ATR) | −0.65% | −6.34%, +1.07%, −11.23% | +2.01%, −3.22%, +0.39% |
| CMG | 5.78% (1.71 ATR) | −0.30% | +6.79%, −2.12%, −12.49% | −3.63%, −3.00%, −1.98% |
| DASH | 6.05% (1.27 ATR) | −2.81% | +2.40%, −10.30%, +1.41% | +1.17%, −3.43%, +1.89% |
| MO | 5.07% (2.47 ATR) | +1.60% | −9.42%, −4.97%, +0.28% | +3.32%, +1.79%, +1.14% |
| BA | 2.43% (0.95 ATR) | +3.22% | +4.67%, −3.10%, +7.04% | −1.02%, +1.14%, −2.05% |
- On this year's prints, days 2–5 have often given back a lot. CVNA (−11.2% after July), CMG (−12.5% after July) and DASH (−10.3% after May) each had a double-digit post-print drift in 2026. n = 3 per name, so this is a description, not a forecast.
- CMG's day 2 was negative on all three prior prints (−3.6%, −3.0%, −2.0%). Today it is +1.06% from the open, which breaks that pattern for now.
(b) Universe-wide, gap-up prints that closed up ≥ 3% (TRAI events joined to Yahoo daily, 2y; n 125):
| Subset | n | Day-2 o→c mean / median | Day-2 c/c median | Day-3 gap mean / median (% up) | Day-3 c/c median |
|---|---|---|---|---|---|
| All | 125 | +0.10% / +0.15% | +0.40% | −0.04% / −0.02% (48%) | −0.03% |
| Reaction closed in top 30% of range (LM-like) | 57 | −0.14% / +0.07% | +0.10% | −0.13% / −0.12% (46%) | −0.59% |
| Day 2 closed up (today's case so far) | 72 | +2.25% / +1.77% | +2.06% | −0.09% / −0.08% (43%) | +0.17% |
| Day 2 is a Friday (gap → Monday) | 46 | −0.08% / −0.01% | +0.08% | +0.04% / −0.07% (48%) | +0.33% |
| Day 2 with SPY ≤ −1% | 12 | −1.88% / −2.15% | −1.46% | +0.34% / +0.55% (67%) | +3.11% |
| … and day 2 still closed up | 4 | +1.09% | +0.68% | +0.10% / +0.55% (75%) | +1.57% |
- The day-3 (Monday) gap is a coin flip in every subset (43–48% up, means within ±0.13%), except the tiny SPY-down subset (n 12, and n 4 for today's exact case). There is no evidence of a systematic Monday gap-up for names that held their print gains through a down Friday.
- The LM-like subset (strong close on the reaction day) has a negative day-3 close-to-close median (−0.59%). That fits (c) below.
(c) TRAI's own replay: LM picks on earnings-reaction days (/api/scorecard replayTrades joined to /api/events reaction dates; next-day open→close, gross):
| LM subset | n | o→c mean | median | hit | c/c mean |
|---|---|---|---|---|---|
| All LM | 385 | +0.18% | −0.02% | 50% | +0.39% |
| Signal day = earnings reaction day | 48 | −0.42% | −0.28% | 44% | −0.47% |
| Signal day not an earnings day | 337 | +0.27% | +0.06% | 51% | +0.51% |
| Earnings, Thursday signal (Friday trade, today's case) | 19 | −1.29% | −1.53% | 42% | −1.39% |
| Earnings, Friday signal (Monday trade) | 9 | +0.92% | +1.56% | 56% | +1.22% |
- In the replay, the earnings-driven LM picks are the weak part of the bucket. The non-earnings picks carry all of the edge. Today is going against that history for four of the five (CVNA +1.84%, CMG +1.06%, DASH +0.24%, MO +0.13% open→now), but one day is one observation. This becomes proposal S-100.
- Prior instances for these exact names: CMG 07-30 signal → −1.98% next day; BA 07-28 → −2.05% (TRAI replay).
5. The last hour (14:00–15:13 ET): vol spike and partial reversal
- VIX path (Yahoo 5-min): 22.10 at 14:00 → 22.91 (14:15) → 23.86 at 14:30, high 23.93 → 22.62 at 14:35 → 21.93 at 14:58. VIX9D: 22.46 → 25.00 at 14:30 → 22.34 at 14:58.
- VIX9D/VIX: 1.016 (14:00) → 1.048 (14:30) → 1.019 (14:58). The ratio stays above 1, so tonight's run will still label stress if this holds to the close.
- But VIX is back below 22.
lib/engine.tsL180 halves risk only on VIX > 22, so the code's halving now depends on where VIX prints at the run (14:00 report §8a item 1). - SPY made its low of the day at 14:30 (−2.47%) and bounced to −2.10% by 15:10. QQQ: −4.46% low, −3.93% at 15:10. I found no specific headline for the 14:30 low or the bounce. AP (14:15 ET) had the S&P −2.2%, heading for its worst day since June and a third straight losing week; Nasdaq −3.4%, Dow −634 (AP, 2026-10-30). Yahoo's live blog at 14:58 had Nasdaq −3.3%, S&P −2%, Dow −1% (Yahoo Finance live, 2026-10-30). Oil eased a little (CL=F +2.28% at 14:00 → +1.95% at 15:00).
- How the LM names moved through the spike (14:00 → 14:30 → 15:05, vs 10-29 close): CVNA +1.30 → +1.41 → +1.49; DASH +0.38 → +0.88 → +1.06; CMG +2.56 → +2.62 → +2.45; MO +2.21 → +2.16 → +1.84; BA −1.05 → −1.21 → −0.90. None of them broke down at the 14:30 VIX high.
- Intraday factor exposure today (5-min returns to ~14:55, n 65; my calc):
| β to SPY | ρ to SPY | ρ to ΔVIX | |
|---|---|---|---|
| CVNA | 1.97 | 0.42 | −0.36 |
| DASH | 1.72 | 0.31 | −0.26 |
| BA | 0.57 | 0.22 | −0.23 |
| CMG | −0.21 | −0.07 | +0.09 |
| MO | −0.95 | −0.43 | +0.35 |
| XLP (ref.) | −0.64 | −0.41 | +0.29 |
| QQQ (ref.) | 1.68 | 0.93 | −0.77 |
- So the bucket is split into two factor groups. CVNA/DASH are high-beta risk names that held up on stock-specific bids despite the tape (low ρ). MO (and XLP) is a long-vol, defensive name today: it rose when VIX rose. CMG is uncorrelated with both.
- Implication for the weekend: a Monday risk-on bounce (the median outcome after VIX-spike Fridays, 14:00 report §8: SPY median +0.52%, 77% up) would help CVNA/DASH and hurt MO's relative performance. A further risk-off gap would do the reverse. The bucket is partly self-hedged, so sizing should treat CVNA+DASH as one beta exposure (60d ρ 0.40) and MO as an offset.
6. Who moves with them (sector linkages)
TRAI /api/correlations (60d to 10-22, stale), plus today's peer tape (Yahoo, ~15:10 ET):
| Name | Top 60d ρ | Most negative ρ | Peers today | Read |
|---|---|---|---|---|
| CVNA | AFRM 0.46, META 0.45, UBER 0.44, SNAP 0.42, NFLX 0.41 | XOM −0.37, CVX −0.34 | AFRM −3.98%, META −1.72%, UBER −0.85%, KMX −0.32%, ALLY −3.86% | CVNA is decoupled from its consumer-internet/fintech peers today: idiosyncratic |
| DASH | AFRM 0.54, NFLX 0.50, UBER 0.47, BKNG 0.46, DIS 0.45, CVNA 0.40 | CVX −0.38, XOM −0.34 | UBER −0.85%, CART −1.07%, BKNG −1.54%, NFLX −0.44% | Holding above peers; CART is pinned near the $65 deal price |
| CMG | TGT 0.31, MSFT 0.31 (no strong links) | PLTR −0.39 | SBUX −0.64%, CAVA −1.06%, SHAK −0.77%, MCD +0.56% | No sympathy group; restaurants are not trading with CMG |
| MO | PM 0.69, MDLZ 0.60, DUK 0.56, PEP 0.52, KHC 0.52 | LRCX −0.72, TSM −0.71, AMAT −0.67, MU −0.66 | PM −0.03% (was +2.81%), MDLZ +3.99%, XLP +1.53%, XLU +1.02% | Defensive/anti-semis factor; PM has given up its whole gain |
| BA | COF 0.63, AXP 0.57, BLK 0.54, SOFI 0.53, AFRM 0.51 | PM −0.25, CVX −0.24, DUK −0.22 | COF −2.80%, AXP −1.74%, SOFI −5.82%, RTX +0.66%, GE −3.64% | Still trading with cluster-8 financials (14:00 §5) |
- Oil link: CVNA and DASH both have ρ ≈ −0.35 to the oil majors. Carvana's letter blames "elevated fuel prices and rapidly rising benchmark interest rates" for ~$200/unit in Q3 (14:00 report §9). A weekend Hormuz escalation that gaps oil up is a direct headwind for both.
- Within-bucket: CVNA–DASH 0.40, DASH–BA 0.39, CVNA–BA 0.35. MO is negative to CMG (−0.18) and BA (−0.20). The five picks are effectively ~3 independent bets: {CVNA, DASH, BA} beta, MO defensive, CMG idiosyncratic.
7. Weekend and Monday calendar: what changes gap risk on these names
| When (ET) | Event | Names most exposed | Source |
|---|---|---|---|
| Weekend | Iran/Hormuz: tanker attack in Hormuz and US threat to strike Iran again after the midterms (Brent ~$117.6, WTI ~$104.4 on 10-30, per CNBC/The National) | CVNA, DASH (oil ρ −0.35; fuel cost); MO/BA indirectly | The National, 2026-10-30; CNBC, 2026-10-30; 13:00 report |
| Mon 11-02 10:00 | ISM Manufacturing (survey 54.7) | CVNA (rate beta −2.00%/10bp), BA (−1.03), MO (−0.79) through the 10y | FHLBNY, week ending 10-30; 14:00 report §4 |
| Mon 11-02 15:00 | Treasury Q4 refunding borrowing estimates | CVNA (duration) | US Treasury |
| Mon 11-02 AMC | PLTR, AAPL, ON, VRTX | Tuesday tech tone → CVNA/DASH beta | 12:00 report |
| Tue 11-03 | Midterm elections; JOLTS 10:00; BKNG AMC (DASH ρ 0.46) | DASH; macro | FHLBNY; TRAI /api/events |
| Wed 11-04 BMO | UBER (DASH ρ 0.47, CVNA 0.44), MCD (restaurant read for CMG), KHC (MO ρ 0.52); SNAP AMC (CVNA 0.42) | DASH, CVNA, CMG, MO | TRAI /api/events (dates not IR-checked here) |
| Thu 11-05 | AFRM AMC (DASH ρ 0.54, CVNA 0.46); ABNB AMC; CMG Smoked Brisket launch | DASH, CVNA; CMG | TRAI /api/events; Reuters via Investing.com, 2026-10-29 |
| Fri 11-06 09:00 | Manheim Used Vehicle Value Index, October (mid-Oct: 207.4, +0.7% m/m, +2.2% y/y; Cox: "The firmer values reflect leaner inventory rather than stronger buying" and flags "higher rates and weaker sentiment") | CVNA | Cox Automotive 2026 release dates; Cox, mid-October, 2026-10-19 |
| Fri 11-06 08:30 | October payrolls | everything | BLS |
- None of the five has its own scheduled catalyst before Monday's open. Next prints: BA est. 2027-01-26, MO est. 2027-01-28 (TRAI); CVNA/CMG/DASH
next = null. Monday gap risk for these names is macro and geopolitical, not company-specific. - The peer prints (UBER, AFRM, BKNG, MCD, KHC) all land Tue–Thu, inside a 3–5 day post-print drift window. They matter for any multi-day view, not for Monday's open.
8. Analysis and calls
- No change to "flat by 3:55". Nothing here argues for carrying a long-momentum name over the weekend. TRAI's history gives a coin-flip day-3 gap (43–48% up) for print winners, and the Monday calendar is macro-heavy (ISM 10:00, refunding 15:00).
- Sizing (actionable, time-sensitive): VIX fell back to 21.93 at 14:58 after a 23.93 high, while VIX9D/VIX is still 1.019. If VIX closes below 22, tonight's run will label stress but the code (L180) will not halve risk. The Glossary says it should (S-092, unresolved). For any entry before 3:55, keep 0.125% by hand (the stress condition is met). For Monday, read the run's
riskPerTradePctand override to 0.125% if it shows 0.25% under a stress label, until S-092 is decided. - Monday candidates from tonight's run: if CVNA closes above its OR30 and VWAP (it is now), it is the most likely LM carry-over. Volume so far today is 16.5M shares (Yahoo); I did not compute today's relVol against TRAI's definition. It would be a day-3 pick: the replay's weak earnings-reaction subset and CVNA's own −6% / −11% day-2–5 drifts after its last two downside prints argue for normal size, not more. DASH/CMG/MO will probably drop out on relVol/range criteria, but that is for the run to decide.
- CVNA and DASH are one beta exposure (60d ρ 0.40, intraday β 1.7–2.0, same oil sign). MO hedges them (intraday β −0.95, ρ to ΔVIX +0.35). If tonight's run keeps more than one of them, count CVNA+DASH as one position (extends S-078/S-096).
- BA: an S-082 drop (below OR30 and VWAP at 14:14 per the 14:00 report; still below VWAP and at its OR30 low now). It has no catalyst, trades with financials, and is down from the open. Low priority for Monday.
Strategy proposals (see [strategy.md](../strategy.md)):
- S-100 (proposal, needs a longer test): flag long-momentum picks whose signal day is an earnings reaction day (
/api/eventsreactionDate = signal date). In the replay these made −0.42% o→c next day (n 48, hit 44%) vs +0.27% for non-earnings LM picks (n 337); Thursday-signal earnings picks made −1.29% (n 19). Options: half-size them, or require a day-2 OR30 break before entry. Test on 2016+ bars before any rule. - S-101 (needs data): a "held the print through a down tape" filter. Do earnings winners that close up on a day-2 with SPY ≤ −1% drift better over days 3–5? Today: CVNA/CMG/DASH/MO all green on a −2.1% SPY day. History: n 4 in TRAI's 2y events (day-3 c/c median +1.57%), far too small. Needs 10y earnings dates.
9. Research partner (whiggity)
whiggity consult pending. A consult has been requested. When the reply arrives, this section will keep only points I can check against a dated public source, attribute them to whiggity, and list the rest as open questions.
10. Unknowns
- No headline found for the 14:30 ET SPY low / VIX high (23.93) or the bounce afterward.
- Whether VIX closes above or below 22. That decides whether the code halves risk tonight.
- What Altria's 10-29 S-3ASR registers (not opened).
- Peer print dates (UBER, AFRM, BKNG, MCD, KHC, SNAP, ABNB) come from TRAI
/api/eventsonly; not IR-checked this hour. - BA's 2027 FCF consensus (~$5.5B) is from one secondary source.
- Event studies use only the last ~4 prints per name (TRAI events, 2y), are gross, and are not adjusted for market moves. Correlations are stale (to 10-22, S-068).
Sources (accessed 2026-10-30)
Carvana Q3 letter (SEC 8-K Ex. 99.1, 10-28); Investing.com (Citizens on CVNA, 10-30); MarketBeat (Barclays on CVNA, 10-30); Reuters via Investing.com (Chipotle, 10-29); DoorDash newsroom (Instacart deal); DoorDash SEC 8-K (10-29); Yahoo Finance (DASH/CART analysts, 10-30); Investing.com (Barclays on CART, 10-30); Altria Q3 release (10-29); SEC EDGAR submissions (CVNA, CMG, DASH, BA, MO); Boeing IR Q3 release (10-27); Value The Markets (Boeing, 10-30); Boeing Global Services (10-30); AP (10-30, 14:15 ET); Yahoo Finance live blog (10-30); The National and CNBC (oil, 10-30); FHLBNY MSD weekly; US Treasury refunding page; BLS schedule; Cox Automotive Manheim release dates (2026) and mid-October report (10-19); Yahoo chart API (5-min and daily); TRAI /api/latest, /api/events, /api/scorecard, /api/correlations; lib/engine.ts.
Takeaway: CVNA, CMG, DASH and MO kept all of their print gains on day 2 through a −2% tape. CVNA is the only one above its OR30 and VWAP. TRAI's own history says earnings-reaction LM picks under-perform and the Monday gap after a print is a coin flip. Stay flat into the weekend and size any entry at 0.125%: VIX is back under 22, so the code may not halve risk on its own.