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データ基準日: 2026-10-06 · 決済基準: 取引所最終日次決済価格

NQ=F (NQ=F) Deep Dive | 2026-10-08 — Breakout Above 20-Day High, Long Bias | 2026-10-08

Call: LONG NQ=F, with invalidation on a settle back below the 20-day high at 31371. The prior session settle of 31483.25 (2026-10-06) cleared the prior 20-day high of 31371, confirming a fresh breakout with the 20-day channel at 95.3% position and the 52-week high of 31616.5 now within one ATR14 (493.13, 1.57% of price). Momentum is intact: 5D +2.84% and 20D +6.58% on the settle series, with realized vol at 17.8% and VIX at 15.01 (12th percentile), a regime that historically supports trend continuation rather than mean reversion. The last completed weekly bar (2026-09-28 to 2026-10-02) closed at 31061.75, up 0.56% w/w, and the current week is unfinished at +1.36% through two sessions. Seasonality for the next 20 sessions is supportive: mean +2.6%, median +2.78%, up in 12 of 15 years. The primary risk is a failed breakout if the settle slips back below 31371, which would flip the bias to neutral and shift focus to pivot S1 at 31322.83 and S2 at 31162.42. Early Asia trade on 2026-10-07 shows 31363.25, down 0.38% versus the settle, a modest pullback that does not yet threaten the breakout level.