Signal: Wrong over the window observed — TSLA moved up against the short the entire time it was open (best unrealized was also -0.35%; the position was never green). Whether the bearish repricing thesis would have played out over a longer horizon is unknowable here, because the trade was force-closed by netting against an opposing long TSLA decision, not by the thesis resolving.

Timing: The stock was already down ~0.65% on the day and ~1% in the prior 30 minutes at entry, so a modest chunk of the anticipated bearish move had occurred pre-fill — but the entry-vs-exit data can't confirm whether the news was fully priced.

Exit: Clean — the -$3 realized loss matches the worst (and best) unrealized almost exactly; there was nothing better available to capture. The dominant factor is the signal being wrong while open, compounded by the blunt fact that the system simultaneously held a bullish TSLA decision that outranked and killed this one — the strategy was contradicting itself on the same ticker.

Signal: Right direction — long closed +0.99%, so the drift call worked on a close-to-close basis.

Timing: Unclear from the data. The rationale claims an 8%+ post-earnings pop, but price at decision was only +0.74% over prev close — either the pop occurred before the prior close (move already spent) or the journal claim is inaccurate; nothing here settles which.

Exit: Captured +0.99% of a +2.30% best — under half of what was available — while sitting through a -6.88% drawdown that dwarfed the eventual gain. The dominant factor is path risk: the position was deep underwater relative to the realized profit, and the modest positive P&L reflects a fortunate recovery more than a well-timed exit.

Signal was wrong — despite the negative regulatory news, META rallied against the short, moving as much as 4.48% against the position while offering only +0.57% of favorable movement. Timing can't be fully judged here: the news may have been priced in, and note the fill (594.75) was ~0.8% above the prev close (589.90) cited at decision time, worse than the +0.11% context suggested — the data doesn't show whether the drop the thesis anticipated had already occurred. The exit actually rescued the trade: closing at -0.42 (-0.07%) recovered nearly all of a -4.48% worst-case drawdown, so the dominant factor is simply that the predicted direction didn't materialize.

Signal: Right — AMZN drifted up post-earnings and the long finished +0.99% (+$8.16). Timing: Partly late — the stock was already +0.95% off the prior close at decision time (fill at 275.5 implies ~+1.2%), so some of the earnings pop was consumed before entry; whether more was "left" is consistent with, but not proven by, this data alone. Exit: The exit captured +0.99% of a +1.63% best unrealized — reasonable — but the position sat through a -6.89% drawdown before recovering, meaning the small realized gain came only after surviving an adverse move roughly 7x its size. The dominant factor is that outsized adverse excursion: the outcome was positive largely because the trade happened to recover by the mechanical exit, not because the risk taken was proportionate to the gain captured.

Signal: correct — the long call worked, with GOOGL closing +0.50% above entry, consistent with the strong-earnings rationale. Timing: the move had not already run away by entry; price was down -0.87% from the prior close at decision time, so the entry actually caught a slight dip rather than chasing. Exit: the next-close exit captured +0.50% of a +0.79% peak (worst was -0.57%), so it realized most of what was available. Dominant factor: a correct directional signal with a reasonably efficient mechanical exit — this trade worked roughly as designed.

Signal: wrong. The long-drift call never worked — best unrealized was -0.01%, meaning the price essentially never traded above entry; the stock drifted down the entire holding period.

Timing: the anticipated up-move hadn't already happened before entry (pre-entry drift was flat-to-negative at -0.33% / -0.05%), though note the fill at 313.91 was ~0.5% above the last known price of 312.41, so some adverse slippage occurred at entry. The data here can't settle whether the partnership news was already priced in before the decision.

Exit: the -1.94% realized loss sits between the best (-0.01%) and worst (-2.80%) unrealized — the mechanical next-close exit gave back nothing meaningful but also avoided the trough; there was never any upside to capture.

Dominant factor: bad signal — the predicted direction was simply wrong, and no exit rule could have salvaged a trade that spent its entire life underwater.

Signal: wrong. The geopolitical-risk short predicted a decline, but TSM drifted up overnight (entry 419.02 → exit 420.11), with the worst unrealized move (-1.57%) far exceeding the best (+0.51%) — the market didn't price the Taiwan drill news as a negative. Timing: not the problem — price was only +0.27% off prior close at entry, so no meaningful move had been missed or chased. Exit: reasonable given the setup — the -0.26% realized loss sits well inside the worst unrealized drawdown, and the fixed next-close exit avoided most of the damage; the dominant factor is simply that the directional thesis was wrong.

Signal: Wrong at the trade's horizon — the overnight-drift thesis called for upside, but MU closed lower and the trade lost -1.07%. The stock did trade up to +1.97% unrealized while open, so the direction was briefly right intraday, just not at the fixed exit.

Timing: The data doesn't show the move had already happened — price was only -0.69% off the prior close at decision time, which isn't evidence of a spent rally.

Exit: This is the dominant factor. The mechanical next-close exit gave back the entire +1.97% peak and settled near the worst unrealized (-1.89%), capturing close to the bottom of the range that was available. The signal produced a tradeable up-move; the fixed exit rule realized a loss instead.

Signal: Mostly stale — the bearish downgrade move had largely played out before entry (stock already -1.34% from prev close, flat over the last 30 minutes), and after entry the price never trended lower, oscillating in a narrow ±0.5% band. Timing is the dominant factor: the trade shorted after the repricing, catching only chop. Exit: Poor within that chop — the trade exited at roughly -0.43%, near the worst unrealized (-0.46%), despite +0.45% having been available at the best point; even the small edge that existed wasn't captured. Whether the downgrade thesis would have paid off over a longer horizon can't be determined from this data.

Signal: Wrong over the holding period — the short never gained more than +0.30% unrealized while dropping as far as -3.36% against the position, so the bearish repricing didn't materialize after entry. Timing: The entry chased a move that had already partly occurred (stock was down -1.57% from prior close at decision time), which likely captured much of the CXMT-news repricing before the fill. Exit: The close was forced by netting against an opposing long decision, not by the strategy's own logic, but it exited at -1.29% versus a worst of -3.36% — better than the trough, and the +0.30% best available means essentially no profit was ever there to capture.

Dominant factor: bad signal (or fully priced-in news) — the direction simply didn't play out post-entry; the data here can't distinguish whether the thesis was wrong or merely already reflected in the pre-entry drop.

Timing is the dominant factor. The stock had already run +1.23% off the prior close by decision time (entry at 600.61 vs. 592.10 close), so the trade chased a repricing that had largely occurred; post-entry, the position peaked at only +1.19% before rolling over. Whether the bullish signal was fundamentally right can't be settled from this data — the news direction may have been correct but was already in the price by entry. The exit captured nearly the worst of what was available: -0.93% realized against a +1.19% best and -1.38% worst, meaning a modest profit window existed and was ridden down to near the trough.

Signal: Right — the stock rose as much as +1.25% after entry, so the bullish read had merit.

Timing: Partly late — the fill at 506.93 was already ~1.4% above the prior close (vs. +0.79% at decision time), so some of the move was consumed before entry, though meaningful upside remained afterward.

Exit (dominant factor): This is where the trade failed. With +1.25% unrealized (~+6.30 USD) available while open, the trade exited at -0.16 USD — essentially a round trip that captured nothing of a correct call. The data doesn't show why the exit occurred (stop, time limit, or signal reversal), so the mechanism can't be diagnosed from what's here, but the fact is blunt: a right-direction trade gave back all available gains before exit.

Signal: right. The bearish call worked — NVDA fell ~2.7% after entry, and the trade never went meaningfully against it (worst -0.07%). Timing: not late — at entry the stock was roughly flat versus the prior close (-0.14%), so the predicted move had not already occurred. Exit: good capture — the +$24.20 (~2.7%) realized most of the +3.03% peak unrealized gain. The dominant factor here is simply a correct directional signal executed cleanly; whether the Cuban-warning rationale was the actual cause of the decline can't be determined from this data.

Signal: Effectively unconfirmed — the bearish thesis never played out during the holding period; price chopped, moving as much as 0.75% against the short versus only 0.38% in its favor, and the exit landed just 0.08% in the money. Timing: The data doesn't show a pre-entry move to fade — price was only +0.31% off the prior close — so the entry wasn't chasing, but there's no evidence the regulatory catalyst moved the stock at all while the trade was open. Exit: The close was mechanical (netted out by an opposing higher-ranked long decision), not thesis- or price-driven; it happened to capture a small fraction of the +0.38% best available, which is luck rather than execution skill. The dominant factor is that the exit was a portfolio-netting artifact on a trade whose predicted move never materialized — the +$0.56 says nothing about the signal's validity.

Signal: Correct — the bullish call played out, with price rising from 328.45 to 330.94 (+0.76%). Timing: Fine — price was slightly down at entry (-0.65% since prior close), so the trade was not chasing a move that had already occurred; whether the news itself was already priced in earlier can't be determined from this data. Exit: Good capture — the +0.76% realized is most of the +1.04% best unrealized, with minimal adverse excursion (-0.36%).

Dominant factor: a correct signal, competently executed on both ends — this trade worked roughly as intended.

Signal: correct. The bullish repricing call worked — the stock ran as high as +3.03% after entry and barely went underwater (-0.28%).

Timing: partially eroded. At decision time PLTR was -0.38% vs prev close, but the fill at 174.14 was already +1.24% above prev close (172.01), meaning roughly a point of the move occurred between decision and fill — some of the repricing was consumed before entry.

Exit: the dominant factor. The trade exited at +0.63% (+$5.50) against a peak unrealized of +3.03% (~$26), capturing only about a fifth of the available move on a signal that was directionally right with almost no adverse excursion. The data here doesn't say why the exit fired, so whether it was a rule or discretion can't be settled from this record.

Signal (dominant factor): The bullish call was simply wrong — despite the partnership news, AVGO fell ~2% from entry, so the predicted direction did not materialize.

Timing: The stock was only +0.52% off prior close at decision time (entry at 431.0 vs. 427.76 close, ~+0.76%), so this wasn't a case of chasing an already-completed move; the small pre-entry drift is not the story.

Exit: Best unrealized was just +0.30%, so there was essentially nothing to capture on the upside; the exit at -2.04% was near the trough (-2.39% worst), meaning the exit gave back little relative to what the trade offered — the loss reflects the bad signal, not poor exit execution.

Signal: Right — the bullish call played out, with the position never going meaningfully underwater (worst -0.04%) and rising to +2.03% at peak. Timing: Fine — price was slightly down at entry (-0.49% from prev close), so the trade wasn't chasing a move that had already occurred. Exit: This is the dominant factor — the exit at +0.69% (+$5.76) captured only about a third of the +2.03% (~$17) best unrealized gain, giving back most of what the correct signal produced. Blunt diagnosis: good signal, adequate timing, weak exit.

Signal: Wrong — the stock declined after entry, and the rationale itself is shaky: a Bezos personal consortium buying into Liverpool FC has no direct bearing on Amazon's business, so a bullish AMZN repricing thesis was tenuous from the start.

Timing: The move was largely already in the price — entry at 279.4 was ~1.8% above the prior close, matching the pre-entry gain noted at decision time, so the trade chased a completed move.

Exit: Reasonable given the situation — max available upside was only +0.21% (~+$1.75), and the exit at -0.39% avoided the worst drawdown of -1.10% (~-$9). The dominant factor is a weak/irrelevant signal combined with late entry, not exit execution.

Signal: Wrong over the holding period — the bullish earnings thesis didn't translate; MU fell about 1% after entry. Whether the earnings pop had already been priced in before this session can't be determined from the data here (the -0.19%/+0.56% context shows only minimal pre-entry movement, not the reaction to the news itself).

Timing/Exit: Entry wasn't chasing a big move, but the exit was at the trade's worst point: -1.03% unrealized equals the realized loss, meaning the strategy sold at the bottom while a +0.83% gain had been available earlier.

Dominant factor: Bad signal — the predicted direction simply didn't materialize; the exit-at-worst compounded it but only within a narrow ±1% range.

Signal: Right — the bullish call worked, with GOOGL rising ~0.8% during the hold. Worth noting the rationale is Meta-specific news (capex, model launch) applied to GOOGL as a sector read-through; whether that catalyst actually drove GOOGL isn't determinable from this data. Timing: Not late — the stock was essentially flat at entry (-0.06% since prior close, +0.13% last 30m), so the move happened after the fill. Exit: Near-optimal — the +0.81% realized gain captured almost all of the +0.83% best unrealized, and drawdown was negligible (-0.03%).

Dominant factor: a correct directional call executed and exited cleanly — this trade worked as intended, with the only open question being whether the Meta-based rationale was the true driver or a coincidence.

Signal: Correct — the bearish call played out, with price falling from 1748.63 to 1737.15. The move had not already happened at entry (price was only +0.52% since prev close and flat over the last 30 minutes), so timing wasn't stale. Exit: Essentially perfect within the observed window — the +11.48 P&L (~+0.66%) matches the best unrealized of +0.66%, meaning the exit captured all of what was available while the trade was open. The dominant factor here is a correct signal cleanly harvested; the only caveat is the move itself was small (~0.7%), and this data can't tell us whether the regulatory thesis drove the decline or it was noise.