Signal: wrong. The rationale predicted continued upward drift after strong earnings, but AVGO fell ~4.7% from entry — the direction call failed outright. Timing: the stock was only +0.97% off the prior close at entry, so this wasn't a case of chasing an already-completed move; the loss came from a fresh decline, not late entry. Exit: with best unrealized of just +0.12% and worst of -4.97%, there was essentially no profit available to capture, and the -4.67% realized exit sat near the trough — but under a mechanical next-close exit that's by design, not discretion. Dominant factor: the signal itself was wrong; the anticipated post-earnings drift reversed.

Signal: Wrong. The predicted overnight upward drift never materialized — best unrealized was only +0.17% while the stock fell as much as -3.83%.

Timing: The decision-time context showed only +0.40% since prior close, but the fill at 432.93 was +1.09% above the 428.28 prior close, so roughly 0.7% of adverse slippage/pop occurred between decision and entry — some of the news reaction was already paid for at entry.

Exit: The fixed next-close exit at -3.04% landed near the worst unrealized (-3.83%) with essentially no upside ever available to capture; the dominant factor is signal failure — the earnings-driven drift thesis simply didn't play out, and no exit rule would have salvaged this trade.

Signal: Right — the long call worked; the trade closed +1.84% ($18.28), well clear of the -1.14% worst drawdown.

Timing: Partially eroded — MSFT was already +0.61% since prior close at decision time and the fill (496.44) was +0.81% above prior close, so a modest slice of the move was consumed before entry, though most of the gain came after.

Exit: The next-close exit captured roughly half of what was available — peak unrealized was +3.74% versus +1.84% realized. Dominant factor: correct signal, but the mechanical exit left about half the available move on the table; whether that's typical or an outlier needs the aggregate view.

Signal (dominant factor): The predicted post-earnings upward drift never materialized — the position never got better than -0.01% unrealized, so the direction call was simply wrong. Timing: Entry wasn't late; the stock was roughly flat versus prior close (-0.07%) at decision time, so the adverse move happened after entry, not before. Exit: The -5.18% realized loss sits between the best (-0.01%) and worst (-7.49%) unrealized — the mechanical next-close exit avoided the trough but there was nothing positive available to capture. Note: the data here can't confirm whether the earnings news was already priced in before the prior close, only that no further upside occurred during the holding period.

Signal: right. The short call on the NHTSA audit news played out — TSLA fell ~1.74% from entry to exit, with minimal adverse move (worst -0.41%).

Timing: fine. The stock was only +0.54% from prior close at decision time, so the anticipated downside had not already occurred before entry.

Exit: good but not full capture. The +12.72 P&L (~1.74%) captured most of the +2.26% best unrealized move; the mechanical next-close exit gave back roughly 0.5 points of the peak. Dominant factor: a correct directional signal — the trade worked essentially as designed.

Signal was wrong — that's the dominant factor. The long thesis on the NVIDIA/OpenAI news predicted upward drift, but NVDA fell ~3.4% from entry, and the max favorable excursion of +0.03% shows the trade was essentially never in profit. Timing contributed modestly: entry came after a +1.07% pop from the prior close, so some of the news reaction was likely already priced in, though the data here can't confirm how much. The exit was reasonable given what was available — with a best unrealized of +0.03% and worst of -4.34%, there was no meaningful gain to capture, and the mechanical next-close exit landed near but not at the worst point.

Signal: Right — the long call worked; GOOGL rose ~3.0% from entry to exit.

Timing: Partially eroded. At decision time the stock was only +0.51% off the prior close, but the fill at 338.74 was ~1.85% above it, meaning roughly a third of the eventual gain occurred between decision and fill; the data here doesn't say whether that was a delayed fill or an intraday run-up, so the cause is unsettled.

Exit: Near-optimal — the +3.03% realized captured almost all of the +3.28% best unrealized, with only shallow adverse excursion (-1.18%). Dominant factor: a correct signal executed with a clean exit; the only leakage was pre-fill drift, not the thesis or the close-to-close exit rule.

Signal: Partly right — the short did go substantially in favor at some point (best unrealized +6.31%), so the predicted downside materialized intraday, but by the fixed exit the stock had reversed to close ~2.9% above entry.

Timing: Entry wasn't late — the stock was only +1.48% on the day and the downside move occurred after entry, so the move had not already happened.

Exit: This is the dominant factor. The mechanical hold-to-next-close gave back the entire +6.31% favorable excursion and rode through to a -19.01 loss near the worst unrealized (-4.98%); the exit rule captured essentially none of what was available. Whether the news catalyst itself was the driver of the intraday swing can't be settled from this data.

Signal: right. The long call worked — PLTR rallied +3.59% from entry, with barely any adverse move (-0.50% worst). Timing: slightly late — the stock was already ~+0.95% above the prior close at fill (vs +0.70% at decision), so a modest slice of the news drift was missed, but the bulk came after entry. Exit: good capture — +3.59% realized against +4.12% best unrealized, leaving only ~0.5% on the table. Dominant factor: a correct directional signal; entry slippage and exit shortfall were minor.

Signal: Wrong over the holding period — the bearish call saw price rise from 333.14 to 335.18, though a brief dip (+0.52% best unrealized) shows the short was momentarily in the money. Timing: Not a stale-move problem; price was up only +0.31% from prior close at decision time, so the predicted decline hadn't already occurred — it simply didn't materialize. Exit: The close was forced by netting against an opposing long decision (not by the signal or a stop), and it landed near the worst unrealized point (-0.61% realized vs. -0.67% worst), giving back the entire +0.52% that was briefly available.

Dominant factor: incorrect directional signal — the stock went up — with the mechanical netting exit locking in the loss at nearly the worst moment. Whether the exit rule or the signal deserves more blame across trades can't be settled from this single instance.

Signal: wrong. The bearish call failed — PLTR rose ~3% from entry (168.44 → 173.48), so the predicted downside never materialized. Timing: the stock was only +0.63% off prior close at entry, so this wasn't a case of shorting after the move; the anticipated regulatory-driven selloff simply didn't happen (whether the news was already priced in can't be settled from this data). Exit: the trade briefly showed +1.10% but closed at -2.99%, near the worst of -3.49% — the exit gave back the small available gain and rode nearly the full drawdown, but the dominant factor is bluntly the signal: the direction was wrong.

Signal was wrong — the bearish call never materialized: MSFT gained ~1.9% against the short, with a best unrealized of only +0.08%, meaning the trade was essentially never in profit. Timing wasn't the issue; only a +0.43% move had occurred before entry, so the trade wasn't chasing a completed move — the predicted move simply didn't come. Exit was reasonable given what was available: the -18.48 loss (~-1.86%) was cut before the worst unrealized (-2.72%), and with a +0.08% peak there was nothing meaningful to capture. Dominant factor: a bad directional signal (and the rationale's link from an OpenAI IPO cancellation to MSFT downside is itself tenuous, though the data here can't confirm why the thesis failed).

Signal: Right — the long moved in the predicted direction, with the position never meaningfully underwater (worst unrealized +0.07%). Timing: No evidence of chasing — price was down 0.59% from prev close with only +0.15% in the prior 30 minutes at decision time, so the move had not already happened by entry. Exit: The trade captured ~+0.98% against a best unrealized of +1.75%, so roughly half the available gain was left on the table; the dominant factor here is a correct signal with a mediocre exit that gave back about 0.8 points of peak upside. (Note: the rationale describes Qualcomm supplying Amazon chips and receiving warrants — whether that news accurately supports an AMZN-bullish read can't be verified from the data given.)

Signal: Correct — the bullish call played out, with the stock rising another ~1.6% after entry. Timing: The entry came after a +1.28% move off the prior close (fill at 343.59 vs. 338.50), so some repricing had already occurred, but clearly not all of it — the trade still had room to run. Exit: Strong — the +1.59% realized gain captured nearly all of the +1.82% best unrealized, against a trivial -0.18% worst-case drawdown.

Dominant factor: a correct signal executed well end-to-end; the pre-entry drift cost some edge but didn't matter given the continuation. Whether the news itself caused the move (vs. broader market/sector drift) can't be determined from this data.

Signal: the bearish call was directionally right — price fell from 361.13 to 358.98 — though note the cited news concerns SpaceX/xAI infrastructure, and nothing here establishes that it actually drove TSLA. Timing: the stock was already down 1.23% from prior close at decision time, so entry came after part of the move, but further downside remained. Exit: realized +4.30 (~+0.60%) against a best unrealized of +1.11% (~+8 on this position) — the exit captured roughly half of what was available, making the give-back between peak and exit the dominant factor in this trade's outcome.

Timing (with a stale signal) is the dominant factor. The bullish call may have been "right" pre-entry — AAPL was already up +0.92% on the day and +0.75% in the prior 30 minutes — but by the fill the move was over: the best unrealized gain was just +0.07%, meaning essentially no upside remained after entry. The exit at -0.52% captured roughly the worst of the range, but with only +0.07% ever available, better exit execution could have salvaged pennies at most; the trade was lost at entry, buying after the news-driven pop had already occurred.