Signal: Right — the long call worked; price rose from 311.29 to 312.60 (+0.42%) and the worst drawdown was only -0.64%.

Timing: Partially eaten by entry slippage — decision-time context showed price below prior close (309.38, -0.80%), yet the fill came at 311.29, meaning ~0.6% of the upward move occurred between decision and fill. Whether the news-driven pop itself had already fully run before entry can't be settled from this data.

Exit: The dominant factor. The position saw +1.59% unrealized but the fixed next-close exit banked only +0.42% — roughly a quarter of what was available (+3.93 vs. ~$14.80 at the peak). The signal was fine; the mechanical exit gave back most of the move.

Signal: Right — the long earnings-drift call played out, with price rising +2.17% from entry to exit. Timing: The move had not happened by entry (price was slightly down into the close), but the trade endured a severe -6.66% adverse excursion before recovering, so the entry was well ahead of the actual move rather than chasing it. Exit: Near-perfect capture — the +2.17% realized gain matches the +2.19% best unrealized almost exactly.

Dominant factor: exit execution — the trade sold at effectively the peak of what was available. The main caveat is risk, not return: the position sat -6.66% underwater at its worst, and the data here doesn't show whether that drawdown occurred overnight as planned or over a longer hold.

Signal: right — the long call paid off, with price rising from 415.35 to 418.08 (+0.66%). Timing: fine — the stock was slightly down (-0.42%) at decision time and entry filled below the prior close, so the move had not already happened. Exit: the mechanical next-close exit captured roughly a third of the best unrealized gain (+0.66% vs. +1.90% peak, ~+15.80 USD available vs. +5.46 realized), so the dominant factor is a correct signal with an exit that gave back a meaningful portion of the intraday high — though whether the peak was capturable is a function of the fixed exit rule, not a mistimed decision.

Signal: Wrong over the holding window — the long thesis (memory shortage tailwind) didn't play out; MU fell ~2.4% from entry, and the best unrealized gain was only +1.01%, so meaningful upside never materialized.

Timing: The entry filled at 904.05, about 1.3% above the prior close of 892.67, so part of any news-driven pop was already paid for at entry — though the data here can't confirm how much of the "shortage" story was priced in earlier.

Exit: The mechanical next-close exit actually did relatively well against what was available: -2.4% realized versus a worst unrealized of -8.19%, recovering most of the intraday drawdown. The dominant factor is a failed signal — the predicted direction was simply wrong for this window, not a timing or exit-execution problem.

Signal: right. The short direction was validated — the position was up as much as +6.33% unrealized while open, consistent with the bearish earnings rationale. Timing: fine — entry came slightly above prior close (the stock had ticked up +0.41% into entry), so the anticipated move had not already occurred. Exit: the dominant failure. The mechanical next-close exit captured +0.12 USD (~0.02%) of a move that reached +6.33% unrealized — essentially all of the available gain was given back before the scheduled exit. The data doesn't show when the peak occurred or the path back, only that the fixed exit landed near flat.

Timing is the dominant failure. The rationale itself says the 26% plunge already happened "in July after its Q2 earnings report" — that's a completed move, not a fresh signal, so the "FRESH" verdict contradicts the cited evidence, and price was already down 0.88% from prior close at entry. Signal: over the holding period the bearish call was wrong — price drifted up ~0.31% against the short — though whether the broader bearish thesis had any remaining validity can't be settled from this data. Exit: poor capture — the trade exited at -0.31%, near the worst unrealized (-0.35%), after having been up +0.42% at best, so essentially the whole available gain was given back.

Timing is the dominant factor: the news was stale. The rationale cites an 8% earnings-driven decline, but price context at entry (+0.09% vs. prev close, flat last 30m) shows that move had already occurred and the stock had stabilized — the "FRESH" verdict was wrong. After entry, price chopped roughly symmetrically (+0.34%/-0.33%), so the data gives no confirmation the bearish signal still had directional edge. The exit captured +0.13 (~0.02%) out of a best-case +0.34%, a small fraction of what was briefly available, but with a signal this dead the exit quality is secondary to having entered after the move.

Signal (dominant factor): Wrong. The bullish repricing call never materialized — the stock offered at most +0.36% before sliding steadily to a -1.4% loss, so the direction itself failed over the holding period.

Timing: Not a pre-move problem; entry was only ~0.3% above the prior close, so the thesis hadn't already played out at entry. The data doesn't show whether the memory-shortage news was stale, so timing beyond that can't be settled here.

Exit: The exit at 882.73 (-1.41%) is actually below the recorded worst unrealized (-1.25%), meaning the trade was closed at or beyond its low — essentially the worst available outcome — but given the signal was wrong, only ~0.36% was ever there to capture anyway.

Signal: Wrong over the holding period — AAPL rose ~0.33% against the short, and the best unrealized gain was only +0.27%, so the bearish repricing thesis never materially played out. Timing: The data doesn't show a missed move — price was only +0.19% off the prior close at decision time (with a slight -0.53% dip in the prior 30m), so entry didn't chase an already-completed drop. Exit: Poor within what was available — the trade closed at -0.33%, near the worst unrealized (-0.40%), having given back the small +0.27% favorable excursion. The dominant factor is signal: the direction call was simply wrong, and the exit near the lows only compounded a modest loss.

Signal (dominant factor): The bearish call was wrong over the holding window — NVDA barely dipped (best unrealized just +0.15%) and mostly moved against the short, reaching -0.76% adverse before exit.

Timing: The price context (-0.05% since prev close) suggests the "sharp decline" in the rationale wasn't reflected at entry — either it had already played out and mean-reverted or it never hit NVDA that day — but the data here doesn't show prior sessions, so this can't be fully settled.

Exit: The exit at -0.16% was reasonable given what was available: it cut losses well before the worst (-0.76%), and the maximum profit ever on offer (+0.15%) was negligible. The loss traces to a bad directional signal, not exit execution.