Signal: Wrong. The bullish call didn't materialize — META drifted down and the trade closed at -0.58%, near the worst unrealized (-0.62%).

Timing: No evidence of chasing a stale move — the stock was roughly flat at entry (+0.27% since prior close, -0.26% last 30m), so the entry wasn't late; the predicted move simply never came.

Exit: The close was mechanical (netted out against an opposing short signal, not a take-profit/stop), and it landed almost at the trough of the trade's range, giving up the earlier +0.53% peak. The dominant factor is a wrong directional signal — the exit made it marginally worse, but the available upside was only ~0.5% regardless. Whether the bullish thesis would have played out on a longer horizon can't be determined from this data.

Signal: Partially right — the position did go up as much as +1.06% while open, so the drift materialized at some point, but by the fixed exit the net move was negative (-0.32%).

Timing: The data available at decision time (-0.16% vs prev close, +0.07% last 30m) shows no pre-entry pop, so the move hadn't obviously already happened; however, the fill at 217.25 is ~1.1% below the 219.74 prev close referenced in the context, a gap this data doesn't explain.

Exit (dominant factor): The mechanical next-close exit surrendered the entire +1.06% available and closed near the worst unrealized (-0.67%). Bluntly: this was an exit failure — a paper gain of roughly +$9 decayed to -$2.76 because the rule holds to the close regardless of what the drift trade already delivered.

Signal: Partially right — the short did move favorably by as much as +1.17% while open, so the predicted downside materialized intraday, but TSM finished higher by the mandated next-close exit, meaning the signal was wrong over the actual holding horizon it was designed for.

Timing: Not the problem — price was only +0.29% off the prior close at entry, so the anticipated decline hadn't already occurred.

Exit: The dominant factor. The fixed next-close exit gave back the entire +1.17% (~$9.60) of available favorable movement and realized -0.57%, landing near the worst unrealized (-1.19%); the loss came from holding through the reversal, not from a missing move.

Signal: Right — the long call on post-earnings drift played out, with MU rallying ~4% from entry to exit.

Timing: Not stale — price was slightly down at entry (-0.26% since prev close, fill at 933.17 vs. 940.76 prior close), so the move had not already occurred; the drift happened during the holding period.

Exit: Near-optimal — the +4.02% realized gain captured almost all of the +4.15% best unrealized, and the worst drawdown (-1.46%) was modest. The dominant factor here is simply a correct signal executed cleanly; nothing in this trade's data points to a timing or exit deficiency.

Signal (dominant factor): The predicted post-earnings upward drift didn't happen — the stock fell -1.24% from entry to exit, so the directional call was simply wrong. Timing: Entry at +0.11% over prior close means the move had not been front-run; there was essentially no pre-entry rally to blame. Exit: The mechanical next-close exit gave back little — the best unrealized was only +0.19% (about +$1.30), so even a perfect exit would have barely been profitable; the -$8.52 result sits near the worst unrealized (-1.67%), but that reflects the signal failing, not exit mechanics leaving meaningful gains on the table.

Signal: wrong. The predicted post-earnings upward drift didn't materialize — MSFT fell -0.59% from entry to exit, and the modest gain cited in the rationale (+0.41% since prev close) was already in the price at entry, consistent with the move being priced in before the position opened. Exit: reasonable given what was available — max unrealized upside was only +0.61% while downside reached -6.79%, so the mechanical next-close exit at -0.59% avoided most of the worst-case and left little on the table. The dominant factor is a failed signal: there was essentially no overnight drift to capture after the earnings pop.

Signal: right. The short thesis played out — the position saw +6.05% unrealized gain while open, so the predicted downward move materialized.

Timing: fine. Price was up +0.89% from prior close at entry, so the entry actually caught a slightly better (higher) short price; the adverse move had not already occurred.

Exit: the dominant factor, bluntly. The mechanical next-close exit gave back the entire +6.05% favorable excursion and finished at -0.12% (-$0.66), meaning the strategy captured essentially none of a large move it correctly predicted. The data doesn't show when the +6.05% peak occurred relative to exit, but the round-trip P&L versus best unrealized makes exit capture the clear failure here.

Timing is the dominant failure. At decision time QCOM was around ~160.7 (prev close 161.91, down 0.76%), yet the fill came at 163.42 — roughly 1.7% higher — meaning the bullish repricing the rationale predicted had largely already happened before entry, and the trade was chasing the pop. From that fill the stock never gave more than +1.02% and the exit at 160.50 (-1.79%) was taken almost at the worst unrealized point (-1.85%), so the exit captured essentially the bottom of the trade's range. Whether the bullish signal was directionally correct on a longer horizon can't be settled from this data — within the holding window the move was net down, but that's confounded by the late, elevated entry.

Signal: Wrong — the bullish call didn't materialize; the stock never gained more than +0.17% while open and drifted down ~0.4% to exit.

Timing: Indeterminate from this data — pre-entry drift was mildly negative (-0.17% since prior close), but nothing here shows when the Meta/Azure news broke or whether it was already priced in.

Exit: Reasonable given what was available — the -0.40% realized loss sits between the +0.17% peak and -0.72% trough, so there was almost nothing to capture and the exit avoided the worst. The dominant factor is a bad signal: the bullish thesis simply didn't move the stock.

Signal: Partially vindicated — the position saw +3.37% unrealized at some point while open, so bullish upside did materialize after entry.

Timing: The trade chased: entry at 37.38 was already ~2.2% above the prior close of 36.58, with the price up 1.86% in the 30 minutes before the decision, meaning a chunk of the repricing was consumed before the fill.

Exit: This is the dominant factor — the trade closed at -2.46% (-$23.92) despite +3.37% having been available, so the exit gave back the entire favorable move and then some, landing closer to the -4.71% worst than the best. The data doesn't show when the peak occurred or why the exit triggered, so whether it was a hold-too-long or stop-out sequence can't be settled here.

Signal: right. The bullish call worked — the trade never went underwater (worst unrealized just +0.03%) and price moved steadily up. Timing: fine. Only +0.77% of the move had occurred by decision time, and the entry premium over prev close (~0.8%) didn't prevent a clean run. Exit: near-optimal — the +26.19 P&L is a +2.77% gain versus a +2.87% best unrealized, capturing essentially all of what was available. The dominant factor is simply a correct directional signal executed well end-to-end; nothing in this data suggests a flaw.

Signal: Correct — the bullish call worked; price rose after entry with virtually no adverse move (worst unrealized just -0.03%).

Timing: Fine — NVDA was down 0.63% from prior close at decision time, so the trade wasn't chasing a move that had already happened; whether the robotics news itself was stale can't be settled from this data.

Exit: The weak link. The position saw +0.71% unrealized (~$6.15 on 4 shares) but was closed at +0.14% (+$1.24), capturing under a quarter of what was available. The dominant factor here is the exit giving back most of a correct, cleanly-timed signal.

Signal: wrong. The bullish call didn't play out — AAPL only ever moved +0.21% in favor before sliding to −1.74%, and the trade lost −1.77%. Timing: not the issue — price was roughly flat at entry (−0.07% from prev close), so this wasn't a chase of an already-completed move. Exit: captured nothing and sold at roughly the worst point — the −1.77% realized loss matches (slightly exceeds) the worst unrealized drawdown, meaning the exit fired at the trough with the small +0.21% favorable window left untaken.

The dominant factor is a bad directional signal: the rationale itself is ambiguous (the cited news is a Qualcomm negative, only indirectly bullish for Apple), and the market moved against it almost immediately. The exit at the low compounded it but was secondary given how little upside ever existed.

Signal was the dominant failure: the bearish call didn't play out — META rose after entry, and the short spent most of its life underwater (max gain only +0.54% vs. max drawdown -0.85%). Timing wasn't the issue; only -0.52% of downside had occurred pre-entry, so the trade wasn't chasing an exhausted move — the predicted move simply never materialized. The exit at -0.76% was near the worst unrealized (-0.85%), meaning almost nothing of the small +0.54% favorable window was captured, but with so little available upside, better exit management would have only trimmed the loss, not saved the trade.

Signal: The bullish call was directionally right in the short run — the position reached +0.92% unrealized, well above the -0.33% worst case, so upside was available.

Timing: The price context (-0.17% since prev close, +0.23% last 30m) shows no pre-entry surge, though whether the earnings pop had already been priced in on prior days can't be determined from this data.

Exit (dominant factor): The trade closed at -0.26% (-$2.30) after peaking at +0.92%, meaning the exit gave back the entire available gain and then some — the loss came from exit execution, not from a wrong directional call.

Signal: Effectively unconfirmed — the stock chopped in a narrow ±0.5% band while open and finished down 0.2% from entry, so the bullish thesis never produced a meaningful move in either direction; this data can't validate or refute the JPMorgan-driven call.

Timing: Entry was not chasing — only +0.37% from prior close and +0.17% in the last 30 minutes, so the move had not already happened.

Exit: This is the dominant factor within the trade: the position saw +0.57% unrealized (roughly +$4) but was exited at -0.20%, near the worst of -0.37%, capturing close to the bottom of the available range. Bluntly, the exit gave back the small upside that existed — though the entire range was so tight that the trade was mostly noise relative to the multi-quarter rationale.

Signal: Right, but weakly — the bullish call on TSM (Samsung foundry price hikes implying pricing power across advanced nodes) produced only a +0.41% max favorable move, so the thesis was directionally correct but not potent.

Timing: Partially eroded — the stock was already +0.58% on the day at decision time, and entry filled at 414.6 vs. a 412.09 prior close, meaning much of the day's move preceded the fill; whether the news itself was already priced in earlier can't be settled from this data.

Exit: The exit at +0.19% captured roughly half the +0.41% best available, with minimal adverse risk (-0.10%). The dominant factor is a weak signal: even perfect exit execution would have yielded only ~$3.40 on this position, so the trade's small payoff reflects a marginal edge more than any timing or exit failure.

Signal failure is the dominant factor. The bullish call never materialized: the stock offered at most +0.10% while open and drifted down to -0.61%, so there was essentially no favorable move to capture. Timing can't be settled from this data — the price context shows the stock down 0.90% from prior close with a small 30-minute uptick, but nothing here shows whether the Berkshire news had already been priced in before entry. The exit gave back nearly the full adverse excursion (-0.48% realized vs. -0.61% worst), but with a +0.10% ceiling, even a perfect exit would have been roughly flat — the trade lost because the predicted direction was wrong over the holding period, not because of exit execution.

Signal: Unsettled — ASML barely moved while the trade was open (±0.12% range), so the bullish thesis was neither confirmed nor refuted; the data here can't tell us whether the direction call was right beyond this window.

Timing: No evidence the move had already happened — price was roughly flat at entry (-0.17% since prev close, +0.32% last 30m), so this wasn't a chase.

Exit: The -1.87 USD loss (-0.11%) was taken near the worst unrealized (-0.12%), essentially the bottom of a trivial range — but with only +0.12% available at best, there was almost nothing to capture either way.

Dominant factor: The trade was closed inside noise — the position never had a chance to test the thesis, and the small loss reflects exiting at the low end of a flat range, not a wrong directional call.

Signal: Right — the bullish call paid off; price rose from 465.0 to 468.56 (+0.77%). Whether the move was actually driven by the Google/AMD TPU story can't be determined from this data.

Timing: Good — entry at 465.0 was below the prior close (466.42), and the worst unrealized drawdown was only -0.02%, so the trade was not chasing an already-completed move.

Exit: Near-perfect capture — +0.77% realized against a best unrealized of +0.81%, leaving essentially nothing on the table. The dominant factor here is a correct directional signal executed cleanly; nothing in this trade's data points to a flaw.