Signal (dominant factor): wrong. The rationale predicted upward overnight drift on the partnership news, but AMZN fell ~0.8% from entry to exit; the maximum favorable move was only +0.14%, so there was essentially no upside to capture at any point.

Timing: Not the problem — price was roughly flat before entry (-0.20% since prev close), so the trade didn't chase an already-completed move. Whether the news itself was already priced in earlier can't be determined from this data.

Exit: The mechanical next-close exit landed at -0.81%, roughly midway between the best (+0.14%) and worst (-1.55%) unrealized levels — an acceptable outcome given the exit rule, and no exit could have salvaged meaningful profit. The loss traces to a directionally wrong signal, not execution.

Signal: Wrong — the long thesis failed; NVDA fell -2.34% from entry (230.77 → 225.38). Timing: The trade also chased — entry was already +1.0% above the prior close (228.45), so part of any news pop was paid up-front. Exit: The mechanical next-close exit gave back the brief +1.22% peak and landed near the worst unrealized (-2.52%), but with a fixed-close rule that's a consequence of the signal, not a separate exit failure.

Dominant factor: bad signal — the predicted direction was simply wrong, and entering above the prior close added a timing penalty on top. Note: the data here can't confirm whether the M&A claim in the rationale was real or already priced in; only the price action is verifiable.

Signal: right. The predicted post-earnings drift materialized — AVGO rose ~2.5% from entry to exit. Timing: fine — the stock was slightly down (-0.65%) at decision time and entry (358.06) was only ~0.25% above prior close, so the move had not already occurred by entry. Exit: adequate but not optimal — the +2.52% realized (+$18.06) captured about 60% of the +4.07% peak unrealized, and the trade also weathered a -3.17% drawdown; the mechanical next-close exit gave back some upside but still banked most of it. The dominant factor is a correct directional signal; the gap between realized and peak P&L is a consequence of the fixed exit rule, not a mistimed entry.

Signal (dominant factor): The bullish call was simply wrong over the holding period — PLTR fell ~2.4% and the best the trade ever showed was +0.59%, so there was never a meaningful move in the predicted direction to capture.

Timing: Entry doesn't look late — price was flat vs. prior close (-0.05%) with only +0.20% in the prior 30 minutes, so the data doesn't suggest the move had already happened; whether the news was already priced in earlier isn't determinable from what's here.

Exit: The exit at -2.36% is essentially at the worst unrealized level (-2.35%), meaning the trade was closed at roughly the bottom of its range — but given the max favorable excursion was only +0.59%, even a perfect exit would have salvaged little; the loss is attributable to the signal, not the exit mechanics.

Signal (dominant factor): The bullish call was simply wrong over the holding period — the trade never went positive (best unrealized was -0.32%), so there was no upside to capture at any point.

Timing: The price context (-0.46% since prev close, flat last 30m) doesn't show a pre-entry run-up, so the data here doesn't establish whether the foldable-iPhone news was already priced in; it can't be settled from this record.

Exit: Exit at -0.95% sits between the best (-0.32%) and worst (-1.40%) unrealized — the exit avoided the trough but couldn't have salvaged a profit, since none existed while the position was open.

Signal: wrong. The bullish call failed outright — NVDA never traded above the entry price (best unrealized was -0.42%) and declined steadily to a -3.55% loss. Timing: some of the move had already occurred by fill (entry at 233.59 vs. prev close 230.36, ~+1.4%, versus the +0.56% seen at decision time), so the fill chased strength, but even a better fill wouldn't have salvaged a trade that went straight down. Exit: the -3.55% realized loss sits near the worst unrealized (-3.69%), but since the best available was still a loss, the exit didn't leave meaningful profit on the table — the dominant factor here is a bad directional signal, not execution. Whether the news catalyst itself was stale or misread can't be determined from this data alone.

Signal: Direction was right — price rose after entry and the trade closed green, though the move was small (+0.27%), which is weak confirmation of a "strong earnings" thesis.

Timing: The stock was down -0.80% from prior close at decision time, so the trade wasn't chasing an already-completed pop at entry; whether the earnings news was priced in before that prior close can't be determined from this data.

Exit: The exit captured +0.27% against a best unrealized of +0.72%, so roughly two-thirds of the available upside was left behind — the dominant factor here is an exit that gave back most of the peak gain, though on an absolute basis the whole trade was too small to strongly validate or refute the thesis.

Signal: Wrong — the bearish call didn't play out; GOOGL rose ~0.76% against the short during the hold. Timing: The stock was already down 0.58% from prior close at entry, so part of any bearish reaction to the news may have been priced in, though the data here can't confirm the news itself caused that dip. Exit: Poor — the trade saw +0.80% unrealized in its favor at best, but exited at -0.76%, close to the worst unrealized of -1.09%, capturing essentially the bottom of what was available.

Dominant factor: bad signal — the direction was simply wrong, and the exit near the worst point compounded it, but no exit timing would have saved a thesis that never materialized beyond a brief +0.80% blip.

Signal: wrong over the holding period — the best unrealized was -0.67%, meaning MU never traded above the entry price, so the bullish call didn't materialize while the position was open. Timing: the fill at 1035.95 was ~1.9% above prev close versus the +0.80% seen at decision time, so a chunk of the move had already happened (or slipped in) between decision and entry; whether the DRAM news itself was already priced can't be settled from this data. Exit: the -36.80 (-3.55%) landed at or slightly beyond the worst unrealized (-3.45%), so the exit captured essentially the bottom of what occurred — but with a best of only -0.67%, a perfect exit still loses; the dominant factor is a failed signal, compounded by paying up at entry.

Signal: Partially right — the short saw up to +0.62% unrealized gain while open, so a bearish move did materialize; notably, though, the system simultaneously generated a long META signal (decision 16918), so the strategy itself was conflicted on direction.

Timing: No evidence of chasing — price was roughly flat at entry (-0.27% since prev close, +0.24% last 30m), so the move had not already occurred.

Exit: This is the dominant factor. The trade was closed early by being netted out against the opposing long decision, not by any market-based exit, and it surrendered a +0.62% available gain to book a -0.19 USD loss near the worst of the range. The internal signal conflict, not the market read, drove the outcome.

Signal (dominant factor): wrong. The bearish call failed outright — TSLA rose ~2.3% against the short while open, and the best the trade ever got was +0.81% favorable.

Timing: The data doesn't show a large pre-entry move (only +0.51% since prev close at decision time), so this wasn't chasing an exhausted move — though note the fill at 359.55 was ~1.5% above prev close, meaning the price moved adversely between decision and fill; the data here can't distinguish slippage from delay.

Exit: The exit at -2.27% was near the worst unrealized (-2.80%), but with only +0.81% ever available on the favorable side, no exit rule would have salvaged much — the loss reflects a bad directional call, not exit execution.

Signal: Right — the bullish call held, with the position reaching +1.81% unrealized and never dropping more than -0.74%. Timing: Partially late — the stock was already +1.25% off the prior close at decision time, and the fill at 366.0 was ~2.3% above prev close, so a meaningful chunk of the repricing had occurred before entry. Exit: The dominant weakness — the exit at 367.4 captured only ~+0.38% of a move that peaked at +1.81%, banking roughly a fifth of the available gain. The bluntest read: signal correct, but the exit left most of the profit on the table; whether the post-exit price kept rising or reversed isn't in the data, so we can't tell if the early exit was lucky or costly beyond the observed peak.

Signal: Wrong — the bullish call didn't play out; META closed the trade down ~0.48% from entry. Notably, the rationale is entirely about AMD's guidance, so the connection to a META long is tenuous at best (the data here doesn't explain why META was the vehicle).

Timing: Not a chase — price was only +0.13% off the prior close at decision time, so the move hadn't already happened; there simply was no sustained move in the predicted direction.

Exit: Mediocre but secondary — the trade saw +1.06% unrealized at its best and exited at -0.48%, near the -1.04% trough, so some available gain was left on the table. The dominant factor is the signal: a bullish thesis about AMD applied to META that never delivered a directional move.