Do 30-day break/reclaim observations add anything to an order-flow workflow?
Full disclosure: I built the overlay shown here for my own research, and I currently use it myself. I am not linking it or offering access in this post. I am trying to understand whether options-derived context actually belongs alongside order flow, or whether it just adds more chart clutter.
The idea is to keep three pieces of context on the same chart:
- Current ES/NQ/GC futures-options reference levels
- 14 days of movement for the same levels
- 30 days of observed touch reactions, with sample size, a five-minute reaction rate, and median move
I am also testing touch, break, and reclaim classifications over a five-minute observation window.
I currently have working research builds in NinjaTrader 8 and ATAS for ES, NQ and GC. I also map COMEX GC options context onto XAUUSD in MT5. The ATAS and MT5 screenshots are from current working builds, so some labels are still in Chinese.
These are model-derived research references—not observed dealer inventory, trade signals, or an order-placement system.
Questions for traders who actually use footprint, DOM, CVD, or volume profile:
Would you check an options-derived level before looking at footprint/DOM confirmation, or only after price reaches an existing volume-profile level?
Does a five-minute break/reclaim window make sense for intraday use? What window would you use?
What minimum sample size would you require before the historical reaction rate became useful?
Which fields would need to remain visible—selected expiries, as-of time, source contract, data coverage, or something else?
I am especially interested in criticism from traders who would not use this. What would make it redundant, misleading, or too cluttered for an actual order-flow workspace?
