Signal: correct — AAPL drifted higher after entry, so the long direction was right. Timing: part of the move was already in by entry (+0.65% since prev close at decision time, and the fill at 339.22 was ~1.1% above prev close), so the entry paid up for momentum that had already started. Exit: this is the dominant factor — the trade saw +1.62% unrealized at its best but the fixed next-close exit banked only ~+0.12% (+$0.84), capturing under a tenth of the available move; the data doesn't show when the peak occurred, so whether an earlier exit was practically reachable can't be settled here.

Signal: Correct — the long direction worked, with price closing +0.27% above entry.

Timing: Poor — the stock had already run +1.63% off the prior close before entry, so most of the news-driven move on the reaffirmed guidance was likely consumed pre-fill; the overnight drift that remained was modest.

Exit: Mediocre but acceptable — the mechanical next-close exit captured +0.27% against a best unrealized of +0.77% (about a third of the peak) while avoiding the -1.14% drawdown. Dominant factor: timing — entering after a 1.6% same-day pop left little edge, turning a correct directional call into a small +$1.94 result.

Signal: Mixed at best — MSFT did hold above the prior close (497.90 exit vs. 493.46), so the news-driven bullish read wasn't outright wrong, but there was no further upside from entry to next close, which is what this strategy actually needed.

Timing: This is the dominant factor: the stock was already up ~0.9% at decision time and the fill came in at 500.85 (~1.5% above prev close), meaning the trade bought after the CoreWeave-driven pop had largely occurred.

Exit: The mechanical next-close exit at -0.59% left the +1.51% peak uncaptured but also avoided the -6.78% trough — a middling but defensible outcome given the rule; the loss stems from a stale entry, not the exit mechanism.

Signal: wrong (dominant factor). The bearish call never materialized — NVDA drifted up after entry, with the max favorable move only +0.39% versus an adverse move of -0.85%. Timing: the data doesn't suggest the move was missed — price was only -0.26% off prior close at decision time, so this wasn't a chase; the predicted drop simply didn't happen. Exit: the -0.34% realized loss sits between the +0.39% best and -0.85% worst, so the exit gave back the small favorable window but also avoided the full drawdown — roughly middle-of-the-road execution on a trade whose thesis failed.

The bullish signal was right: price moved up to +1.72% unrealized with minimal drawdown (-0.22%). Timing was fine — only +0.46% had moved by decision time and just +0.03% in the prior 30 minutes, so the trade wasn't chasing a completed move. The dominant factor is the exit: the trade captured only +0.34% (+$2.61) of a +1.72% best unrealized gain, giving back roughly 80% of what was available. (Note: the fill at 254.43 sits below the prev close of 258.45 despite the "+0.46% since prev close" context, a discrepancy the data here doesn't explain.)

Signal: Correct — the bearish call played out, with GOOGL falling from 357.93 to 351.26 (-1.86%). Timing: The move had not already happened; price was actually up (+0.46% from prev close at decision time, and the fill was even higher at ~+0.8%), so entry came before the decline rather than chasing it. Exit: Strong — the +1.86% realized gain captured nearly all of the +2.09% best unrealized, with only modest adverse excursion (-1.56%) endured along the way.

Dominant factor: a correct signal, cleanly executed — this trade worked on all three dimensions, with exit efficiency (~89% of the max available move) the standout.

Signal: Right — the bullish call played out, with TSM rising ~1.75% from entry and barely dipping (worst -0.15%). Timing: Entry was not chasing; the stock was actually down 0.94% from prior close at decision time, so the move happened after entry, consistent with the "FRESH" verdict. Exit: Near-optimal — realized +1.75% against a best unrealized of +1.90%, capturing essentially all that was available.

Dominant factor: a correct directional signal, cleanly timed and well-exited; this trade worked on all three dimensions.

Signal: Right — the bullish call played out, with price rising from 376.50 to 378.11 while open. Timing: The stock was only +0.57% off the prior close at decision time, so the entry doesn't look chased; the data here doesn't show a large pre-entry run. Exit: The trade was closed administratively (netted against an outranking short signal), not by the strategy's own logic — yet it still captured +0.43% of a +0.69% max favorable move, roughly 60% of what was available.

Dominant factor: The exit was arbitrary — driven by cross-strategy netting rather than the thesis — and it happened to land well; the realized P&L is closer to the best unrealized than the worst, but that's luck of the netting timing, not exit skill. Also notable: a sibling strategy was simultaneously short TSLA, so the system held directly conflicting views on this ticker.

Signal: Right — the bearish call had merit; the position reached +0.98% unrealized, so downside did materialize after entry.

Timing: Not obviously stale — PLTR was only +0.62% off prior close and flat over the last 30 minutes at decision time, so the data doesn't show the anticipated drop had already occurred pre-entry.

Exit: This is the dominant failure. The trade exited at -0.51% (−$4.70), near the worst unrealized (-0.56%), surrendering the entire +0.98% that was available while open — the exit captured essentially the bottom of the trade's range rather than the move the signal correctly predicted.

Signal: Right — the bullish call was validated in-trade, with unrealized gains reaching +2.11%. Timing: Fine — price was slightly down (-0.55%) at entry, so the move hadn't already happened; the data doesn't show pre-news run-up beyond that. Exit: The clear failure — the trade closed at -0.55% (-$4.11), essentially the worst unrealized point (-0.54%), surrendering the entire +2.11% that was available.

Dominant factor: exit. The strategy correctly predicted the direction, captured none of it, and sold at the bottom of the trade's range.

Signal: Wrong — after entry the stock never gained more than +0.57% and fell to -1.13%, ending -0.90% at exit; the bullish call didn't play out over the holding period.

Timing: Partly stale/chased — the fill at 342.76 was +1.11% above prev close, well beyond the +0.40% seen at decision time, so a chunk of the anticipated move (plus slippage) was already priced in at entry.

Exit: Near the worst available — exit at -0.90% vs a best unrealized of +0.57% and worst of -1.13%; little was left on the table given the trade, but the dominant factor is simply a failed bullish signal compounded by entering after a run-up.

Signal: wrong. The bearish repricing call didn't materialize — QCOM rose ~3.3% from entry to exit, and the best the trade ever showed was +0.17%, so there was essentially no downside move to capture. Timing: the stock was already down 1.47% on the day at entry, so whatever bearish repricing the news caused may have largely occurred pre-entry, though the data here can't confirm how much of that drop was news-driven. Exit: the -31.40 P&L (~-3.3%) sits at the worst unrealized (-3.22%), meaning the exit gave back everything and locked in near the maximum drawdown — but with only +0.17% ever available, no exit would have salvaged much. Dominant factor: bad signal — the direction was simply wrong.

Signal: Weakly right at best — the bullish call yielded only +0.38% max upside against -0.70% downside, so the "FRESH" catalyst (a scheduled dinner, not a concrete event) never produced a real directional move. Timing: Entry wasn't chasing — the stock was down 0.84% from prior close with flat recent momentum, so the move hadn't already happened; whether the news was pre-priced earlier can't be settled from this data. Exit: Reasonable given what was available — +0.10% realized out of a +0.38% peak, though the trade spent more room underwater than in profit. The dominant factor is a weak signal: a soft, anticipatory headline that simply didn't move the stock, leaving the trade to churn in noise.

Signal: right. The bullish call played out — price rose ~1.0% from entry to exit. Timing: fine — only +0.51% had accrued since the prior close at decision time, so the entry wasn't chasing an already-completed move (whether the "agentic AI CPU demand" thesis actually drove the move can't be determined from this data). Exit: near-optimal — the +6.29 P&L (~+1.02%) matches the best unrealized of +1.01%, meaning the exit captured essentially everything available while open. Dominant factor: a correct directional signal executed cleanly end-to-end; nothing here indicates a flaw.

Signal: Wrong — the bearish call didn't materialize; AVGO drifted up ~0.4% against the short during the hold. Notably, the rationale rests on a Gartner forecast about 2029 behavior, a slow-burn narrative unlikely to move the stock intraday, and price context at entry (+0.14% from prior close) confirms no meaningful move had occurred either way, so timing/staleness wasn't the issue.

Exit: Reasonable given the losing position — the -0.37% realized loss sits between the best (+0.31%) and worst (-0.87%) unrealized marks, so the exit cut roughly half the maximum drawdown while giving up a small profit that briefly existed.

Dominant factor: Signal failure — a long-horizon enterprise-migration forecast produced no near-term bearish price action, and the trade simply bled against the position.

Signal: wrong. The bearish call never materialized — the best unrealized P&L while open was -0.04%, meaning the short was never profitable even momentarily; TSLA drifted up against the position throughout. Timing: the data doesn't clearly show a missed move — the stock was only +0.79% from prior close at entry with flat recent momentum, so there's no evidence the bearish move had already occurred (or ever occurred); whether the news was truly stale can't be settled from these numbers. Exit: reasonable given a bad hand — the -0.33% realized loss sits between the best (-0.04%) and worst (-0.56%) unrealized, so the exit neither salvaged the near-flat early exit nor rode to the maximum loss. Dominant factor: bad directional signal — the market simply moved opposite to the thesis.