setup-recap
Whalor Setup Recap: September 17, 2026
7 resolved options setups, 2 profitable outcomes, 29% profitable, plus price action, alert rationale, and the complete contract-by-contract receipts.
Session price action
Today’s session was mixed across the major names tied to resolved setups. SPY opened at 763.15, traded 759.96–763.57, and closed at 762.49, slightly below the open but above VWAP at 762.16. QQQ opened 715.95, ranged 713.32–718.04, and closed at 716.74, modestly higher and also above VWAP. IWM was weaker: it opened 287.95, traded down to 285.21, and closed at 285.33, below VWAP at 286.57. NVDA ended firmer at 219.25, above VWAP. AAPL closed at 336.95, also above VWAP. AMZN finished essentially unchanged from the open at 251.08 and below VWAP.
For the day’s resolved setups, Whalor recorded 7 setups, with 2 profitable and 5 losses, a 28.6% win rate, and one-contract modeled P&L of -$184. The average tracked peak across the group was +25.1%, and 0 setups reached +100%.
Why the setups fired
The triggers matched the intraday structure observed in each underlying. NVDA fired a bullish Opening Range Retest Confirmation near 218.86. IWM and SPY both fired the same bullish opening_drive_reversal variant near 287.32 and 761.60, respectively, reflecting the opening-drive washout/reclaim logic in those names. QQQ fired a bearish 2m Failed Extension VWAP Return near 715.32. AAPL fired a bearish 1m VWAP Return Reclaim Put near 332.88. AMZN fired both a bearish VWAP Return Reclaim Put near 251.82 and a bullish Directional Consensus near 252.07.
The day’s price action did not uniformly align with those directions: some underlyings finished in the intended direction, while others did not. The setups were triggered by their respective intraday conditions, not by any stated catalyst.
What the outcomes showed
The two winners came from NVDA $220 CALL and SPY $761 CALL. NVDA was profit taken at +30% with a tracked peak of +33%. SPY was profit taken at +50% with a tracked peak of +60%. The other five resolved setups were not profitable: IWM, QQQ, and AAPL each stopped out at -65%; AMZN put closed before the bell at -12%; and AMZN call also closed before the bell at -29%.
Month to date, Whalor sits at 44 resolved setups, 24 profitable, 20 losses, a 54.5% win rate, and one-contract modeled P&L of -$107.
What traders can learn
The session was a reminder that even when a setup reaches a meaningful tracked peak, that does not guarantee a profitable outcome. Today’s winners were captured before reversal, while several other setups showed positive intraday movement at one point but still finished as losses or non-winning closes. The tape also showed that above-VWAP closes in SPY, QQQ, NVDA, and AAPL did not automatically translate into success for every aligned setup, while IWM’s below-VWAP close matched the day’s weakness.
For traders reviewing these signals, the key takeaway is to compare the setup logic, the intraday stock-candle path, and the contract outcome together rather than relying on any single snapshot.
Review every setup and its stock-candle outcome replay in the Whalor app.
Month-to-date record
Through September 17, 2026, Whalor has recorded 24 profitable outcomes and 20 losses across 44 resolved setups (54.5% profitable). The one-contract modeled result is -107 dollars under the published methodology below.
Every resolved setup
| Contract | Setup | Outcome | Return | Tracked peak |
|---|---|---|---|---|
| $NVDA $220 CALL · 2026-09-18 | Opening Range Retest Confirmation | PROFIT TAKEN | +30% | +33% |
| $IWM $288 CALL · 2026-09-17 | opening_drive_reversal: opening_drive_washout_reversing / opening_drive_down_reclaim / 1m_opening_drive_reversal_reclaim | STOPPED OUT | -65% | +18% |
| $QQQ $715 PUT · 2026-09-17 | QQQ 2m Failed Extension VWAP Return | STOPPED OUT | -65% | +26% |
| $AAPL $332.5 PUT · 2026-09-18 | AAPL 1m VWAP Return Reclaim Put | STOPPED OUT | -65% | -1% |
| $SPY $761 CALL · 2026-09-17 | opening_drive_reversal: opening_drive_washout_reversing / opening_drive_down_reclaim / 1m_opening_drive_reversal_reclaim | PROFIT TAKEN | +50% | +60% |
| $AMZN $252.5 PUT · 2026-09-18 | AMZN 1m VWAP Return Reclaim Put | CLOSED BEFORE THE BELL: Session close: intraday tracking ends 15 minutes before the market close, even when the contract expires on a later date. The recorded return uses the last completed option candle. | -12% | +19% |
| $AMZN $252.5 CALL · 2026-09-18 | Directional Consensus | CLOSED BEFORE THE BELL: Session close: intraday tracking ends 15 minutes before the market close, even when the contract expires on a later date. The recorded return uses the last completed option candle. | -29% | +22% |
Methodology: Modeled P&L assumes one contract per setup. A setup that reached +50% is counted at +50%; otherwise a setup that reached +30% is counted at +30%; all other resolved outcomes use the recorded exit return. Tracked peak is hindsight context, not an assumed exit. Educational only, not financial advice.