Signal (dominant factor): wrong. The long thesis failed outright — TSLA fell ~1.6% from entry to exit, so the SpaceX-liquidity/overnight-drift rationale didn't play out. Timing: entry came after a +1.08% run-up into the close, so part of any news-driven pop was already priced in, but the data here can't confirm how much of the expected move (if any) occurred pre-entry. Exit: the fixed next-close exit did reasonably well given the losing signal — the position was down as much as -2.97% intraday and only briefly up +0.75%, so exiting at -1.56% captured roughly half the drawdown back and there was little upside available to miss.

Signal: Right — the long thesis played out strongly, with the stock rallying ~5.2% from entry and never dropping more than 0.20% against the position.

Timing: Fine — entry at 866.23 was only ~0.6% above the prior close of 861.00, so nearly all of the move came after entry, not before.

Exit: Captured +5.24% of a +7.96% peak, so the mechanical next-close exit gave back roughly a third of the maximum available gain — acceptable for a fixed-horizon rule, but the exit, not the signal or timing, is where value was left. Dominant factor: a correct directional signal doing almost all the work.

Signal: correct — the stock drifted up another ~1.3% from entry to exit, so the long call worked. Timing: partially eroded — the stock was already up ~1.17% from the prior close before entry, so some of the anticipated move was paid for in a higher entry price, though meaningful upside remained. Exit: the fixed next-close exit captured +1.31% versus a peak unrealized of +2.49%, giving back roughly half the maximum available; with worst unrealized only -0.29%, the trade was nearly all favorable. Dominant factor: the signal was right and drove the profit; the mechanical exit simply left about half the peak move on the table.

Signal: Correct — the long call played out, with the trade closing +2.52% and barely any adverse move (worst unrealized only -0.19%).

Timing: The move had not already happened at entry — price was only +0.07% off the prior close, so the entry captured essentially the full overnight/next-day drift the rationale targeted.

Exit: Good — +2.52% realized against a best unrealized of +3.24%, so the fixed next-close exit captured roughly 78% of the peak. The dominant factor here is simply a correct directional signal; note the data doesn't confirm whether the cited Aug 26 earnings event actually fell within the holding window, so the rationale's stated catalyst can't be verified as the driver.

Signal: right. The short predicted further downside and AAPL fell another ~1.1% after entry. Timing: partially late — the stock had already dropped ~1.1% from prior close by fill (304.87 vs 308.26), so part of the earnings-driven move was gone before entry, though ample downside remained. Exit: good capture — the +10.08 P&L (~+1.10%) took most of the +1.40% peak unrealized gain with negligible adverse excursion (-0.12%). Dominant factor: a correct directional signal that the drift persisted overnight; the trade worked essentially as designed.

Signal: Right — the short on adverse regulatory news paid off, with META falling ~3.4% from entry to exit. Timing: The move had not already happened; the stock was actually up +1.69% at decision time, so the entry caught the decline rather than chasing it (the pre-entry strength arguably improved the short's entry price). Exit: Good capture — the +20.19 (+3.37%) realized most of the +4.43% max favorable excursion, against minimal adverse drawdown (-0.78%). The dominant factor is a correct directional signal executed with favorable timing; nothing in this data points to a meaningful flaw.

Signal: Right — the long earnings-drift call worked; the position closed +1.53% with minimal adverse excursion (worst −0.29%).

Timing: Partially eroded — decision-time context showed +0.00% vs prev close, but the fill at 474.69 was already +1.09% above prev close (469.56), so roughly 40% of the eventual realized gain occurred between decision and entry. Whether the broader earnings reaction had already played out pre-decision isn't settled by this data.

Exit: The mechanical next-close exit captured +1.53% of a +3.52% peak — less than half of the best available, leaving ~$19 unrealized on the table. Dominant factor: correct signal with a give-back-heavy exit; the entry slippage is the secondary drag.

Signal: Correct — the short direction was right; the stock fell further after entry and barely moved against the position (worst unrealized only -0.04%).

Timing: Mostly fine — MSFT was down just 1.06% from prior close at entry, so the bulk of the downside was still ahead, not already priced in.

Exit: This is the dominant factor — the trade captured roughly +2.1% (10.66 on 503.82) while the position reached +7.18% unrealized at its best, meaning the fixed next-close exit gave back about two-thirds of the available move. The data doesn't show whether the peak came before or after any feasible exit window, so intraday capture feasibility can't be confirmed here.

Signal: wrong. The trade never showed a profit (best unrealized -0.01%), so the predicted overnight drift simply didn't occur. Timing: the catalyst was stale — the rationale cites a 29% surge that had already happened, and price was already fading into entry (-0.93% on the day, -0.81% last 30m), consistent with chasing a played-out move. Exit: reasonable given the setup — the -2.36% realized loss sits between the best (-0.01%) and worst (-3.79%) unrealized, so the exit neither compounded nor rescued the trade; there was essentially no upside available to capture.

Dominant factor: bad signal from a stale news catalyst — the move was over before entry, and the position was underwater essentially the entire holding period.

Signal: wrong — dominant factor. The short predicted downside from regulatory scrutiny, but SMCI rose ~19.7% (31.36 → 37.53), almost certainly on the earnings event the rationale itself flagged; the trade was never more than 0.22% in profit at any point.

Timing: not the issue. Entry at 31.36 was slightly below the prior close after only a +0.30% drift, so the adverse move had not already happened — it occurred entirely after entry.

Exit: captured roughly the worst available. The -19.7% realized loss sits near the -21.6% worst unrealized, but since the best unrealized was only -0.22%, there was essentially no favorable exit to capture — the loss is attributable to the directional call, not exit execution. Note the data doesn't show the intraday path, so whether the loss was a gap (unavoidable within the hold window) or a gradual drift can't be settled here.

Signal: Weak/wrong at the horizon that matters — the short thesis was that QCOM would drift down by next close, but it closed slightly higher (163.06 → 163.22), so the predicted direction didn't hold over the intended hold period. Timing: The stock was only +0.25% off the prior close at decision time, so this wasn't a case of shorting after a big move had already happened. Exit: This is the dominant factor — the position saw +1.15% unrealized in its favor (roughly +$11 on this size) but the mechanical hold-to-close rule gave it all back, ending at -$0.96; the intraday dip the thesis anticipated did occur, just not by the close. The data doesn't show when the favorable move occurred, so whether it was plausibly capturable early vs. late in the session can't be determined from what's here.

Signal (dominant factor): wrong. The bearish thesis didn't play out — NVDA rose after entry, with the position never gaining more than +0.45% before moving against the short. Timing isn't the issue: the stock was only modestly up (+0.91%) at decision, so there's no evidence a bearish move had already occurred and been missed — the predicted move simply never materialized. The exit was middling: the realized loss (~-0.82%) gave back the small +0.45% best-case but avoided the -1.51% worst, so execution neither salvaged nor badly worsened a trade that was fundamentally a bad directional call.

Signal: right. The bearish call played out — META fell ~3.8% from entry, and price context at decision time (+0.22% since prior close) shows the drop had not yet occurred, so this was not chasing a stale move. Timing: good — worst unrealized was only +0.30% adverse, meaning entry was near the local top. Exit: near-optimal — the +23.01 P&L (~3.82%) captured almost all of the +3.94% best unrealized. Dominant factor: a correct directional signal executed cleanly on both ends; nothing in this data suggests the entry rationale (trial news causation) versus general market movement, which these numbers can't distinguish.

Signal: wrong. The trade never went positive (best unrealized −0.30%), so the bullish call simply didn't materialize — the stock declined throughout the holding period. Timing: the pre-entry move was modest (+0.54% since prior close), so the data doesn't show a large move already priced in; note, though, the cited catalyst (a June Berkshire placement) may be stale news, which this price context alone can't settle. Exit: the close at −1.11% was near the worst unrealized (−1.28%) and well below the best (−0.30%), but the exit was triggered by netting against an opposing short signal rather than any price-based decision. Dominant factor: bad signal — the direction was wrong from the start.

Signal: Direction was right — AAPL fell after entry — though note the rationale is about Micron's supply contracts, and nothing here establishes a causal link to an AAPL short; the signal's logic can't be validated from this data, only its outcome.

Timing: Fine. At decision time the stock was roughly flat (-0.10% since prior close), so the move had not already happened; the entry fill at 303.72 (vs. prev close 304.91) suggests some drift between decision and fill, but the bulk of the down-move came after entry.

Exit: Near-optimal — the +0.51% realized gain essentially matches the +0.51% best unrealized, even though the close was mechanical (netted out against an opposing long decision), i.e., the good exit was luck of the netting timing, not a deliberate take-profit. Dominant factor: correct direction with a fortuitously well-timed forced exit.

Signal (dominant factor): The bullish call was simply wrong — the position never went positive (best unrealized was -0.20%), so the predicted direction failed outright. Also worth noting the signal was second-hand: the news was about Nebius's contracts, with MSFT only as counterparty, and the data here can't confirm any bullish MSFT-specific catalyst existed.

Timing: MSFT was already drifting down (-0.68% since prior close) at decision time, but there was no prior bullish move to have "missed" — this wasn't a late entry into a completed move, just an entry into weakness that continued.

Exit: With a best of -0.20% and worst of -1.76%, there was essentially nothing available to capture; the -1.45% exit sits near the worst but the loss was driven by the bad signal, not exit execution.

Signal (dominant factor): wrong. The trade never went positive — best unrealized was -0.81% — so the bullish call simply failed, and notably the rationale rests on a SpaceX (private company) revenue claim whose relevance to TSLA is dubious on its face.

Timing: not the issue. The pre-entry move was tiny (+0.36% from prior close, +0.20% last 30m), so there's no evidence the move was already priced in; there was no bullish move at all.

Exit: middling. The realized loss (~-2.0%, -$13.44) sits between the best (-0.81%) and worst (-3.13%) unrealized, so the exit neither cut losses near the minimum nor rode to the bottom — it captured roughly the midpoint of a losing trade. The data doesn't show whether an earlier exit was mechanically available under the strategy's rules.

Timing is the dominant factor. The bullish repricing had already happened by entry — the stock was up +1.90% from prior close at decision time, and the fill at 1834.0 was even higher, so the trade chased a move the news had already produced. Post-entry, the position never went positive (best unrealized -0.03%), meaning there was effectively nothing to capture; the exit at -1.35% was near the worst unrealized (-1.40%), so the exit gave back nothing meaningful but also had nothing available to take. Whether the bullish thesis was directionally right over a longer horizon can't be settled from this data — within the holding window, price only declined from the inflated entry.

Timing was the dominant failure. The bullish signal may have been directionally reasonable for the news, but the move had already happened by entry — the fill at 422.89 was ~1.6% above prev close, buying after the pop. Post-entry, the stock offered almost nothing (best unrealized +0.32%) and slid steadily; the exit near -1.8% was close to the worst (-1.94%), but there was no meaningful gain available to capture, so the loss stems from chasing an already-priced move rather than poor exit execution. Whether the guidance thesis itself was wrong longer-term can't be judged from this data — only that no upside materialized while the position was open.

Signal/timing failed: after entry the stock went net higher, not lower — the bearish repricing thesis didn't play out post-fill, and the modest -0.80% dip in the prior 30 minutes suggests the trade chased a move already underway, though the data here (only -0.21% since prev close) can't confirm how much of the earnings drop had already occurred on earlier sessions. Exit was near the worst available: the realized -0.57% loss sits close to the -0.96% worst unrealized, while the best the trade ever offered was just +0.69% — so even perfect exit timing would have yielded little. Dominant factor: the directional signal was simply wrong (or exhausted) over the holding window; exit quality is secondary given there was almost no favorable move to capture.

Signal (dominant factor): wrong. The bullish call never materialized — AAPL managed only +0.27% at its best while open and drifted to -0.52% at worst, so the predicted direction simply didn't play out in the holding window. Note the rationale itself is a stretch: it reads a reduced Apple modem share headline (which cuts against Apple's own supply narrative only tangentially) as bullish for AAPL.

Timing: AAPL was down 0.92% from prior close and flat over the last 30 minutes at decision time, so there's no evidence the anticipated move had already run — this doesn't look like chasing, but the data can't confirm entry timing was optimal either.

Exit: The -0.25% realized loss sits between the +0.27% best and -0.52% worst unrealized, so the exit gave up a small available gain but also avoided the full drawdown — exit execution was middling, not the problem. The bad (or at least unsupported) directional signal is what killed this trade.

Timing is the dominant factor. The stock had already risen ~1.8% off the prior close by entry, so the bullish repricing was largely priced in before the fill; post-entry the stock just churned in a narrow ±0.5% band, which is too small to confirm or refute the directional signal itself. The exit at -0.40% was near the worst unrealized (-0.46%) and gave back the modest +0.53% that was briefly available — a poor exit, but the losses were small either way because the tradable move happened pre-entry.

Signal: Wrong over the holding period — GOOGL rose after entry, with max favorable move only +0.12% versus -0.95% against. This is the dominant factor: the bearish thesis simply didn't play out while the position was open.

Timing: The rationale claims a ~4% drop had already occurred, but the price context shows only -0.66% since prior close — the data here doesn't reconcile with the claimed move, so whether the entry was chasing an already-completed drop can't be settled from this record.

Exit: The -4.30 loss (~-0.63%) was exited near the worst unrealized (-0.95%); but with only +0.12% ever available, no exit rule would have salvaged this trade — the loss is attributable to the signal, not the exit.

The bullish signal never paid off during the holding period: after entering nearly 2% above the prior close, the position never went positive (best unrealized was -0.05%), suggesting the news-driven move had largely happened before entry — timing is the dominant factor. The exit at -0.22% sat mid-range between best (-0.05%) and worst (-0.44%) unrealized, so the exit neither cost nor saved much; the whole trade traded in a tight negative band. Whether the bullish thesis was right on a longer horizon can't be settled from this data — only that no upside was available between entry and exit.