Signal (dominant factor): wrong. The post-earnings drift thesis failed — despite the beat, NVDA fell ~1.57% from entry to exit; the predicted direction simply didn't materialize.

Timing: Entry at 228.73 was +0.59% above prior close, so a small part of any pop was already paid for at the fill, but that ~0.6% premium is minor compared to the directional loss.

Exit: The best unrealized was only +0.29%, so there was essentially no profit ever available; the -1.57% realized exit sits between the best and worst (-2.05%), meaning the mechanical close-to-close exit gave back nothing meaningful and avoided the trough — the loss was driven by the bad signal, not exit execution.

Signal: right. The short direction was correct — GOOGL fell ~3.8% while the position was open, and the pre-entry dip (-0.75% into entry) was small relative to what came after, so the move had not already happened.

Exit: the dominant factor. The trade peaked at +8.79% unrealized but the fixed next-close exit captured only +3.79% (+$26.60), giving back more than half of the available favorable move; downside risk was trivial (-0.56% worst).

Blunt summary: good signal, fine timing, but the mechanical hold-to-close exit left the majority of the paper gain on the table. Whether an earlier exit was achievable in practice isn't settled by this data — we only know the peak occurred sometime intraday, not when.

Signal: Wrong for the holding window — the trade never worked, with max unrealized of just +0.05% and a close near the lows; the predicted overnight drift did not materialize. Timing: The earnings news was already priced in: the stock was +0.44% at decision time and the fill at 452.04 was +1.54% above prior close, so entry chased a move that had largely happened (note: the gap between the decision-time context and the fill price isn't explained by the data here). Exit: The exit at -1.11% recovered some ground off the -1.95% worst but there was essentially nothing positive to capture; the dominant factor is a failed signal — buying a stale, already-reflected earnings pop.

Signal: correct — the long call worked, with the position rising as much as +4.49% and closing +3.65% (+$33.80). Timing: partially eroded — the decision-time context showed price slightly below prev close (183.07), yet the fill was 184.98 (~1% higher), meaning some of the move occurred before entry; the data doesn't show whether that gap was news-driven or fill slippage. Exit: good — the close-to-close rule captured 3.65% of a 4.49% max with only -0.39% adverse excursion, leaving little on the table. Dominant factor: a correct directional signal executed cleanly; the only leakage was the ~1% pre-fill move.

Signal: Right — the short paid off, with price falling from 339.64 to 336.70 (-0.87%). Whether the stated regulatory rationale actually drove the move can't be determined from this data.

Timing: The move had not already happened — price was slightly up at entry (+0.39% vs. prev close), so the short was positioned before the decline, not chasing it.

Exit: Solid capture — the +5.88 (+0.87%) realized takes most of the +1.12% best unrealized, while avoiding the -1.26% adverse excursion. Dominant factor: a correct directional signal, executed and exited well; nothing here indicts the mechanics of this trade.

Signal: wrong. The predicted overnight drift never materialized — the position was essentially never in profit (best unrealized just +0.04%) and AMD fell ~1.7% from entry to exit. Timing: the cited catalyst (the 9% surge to $1T cap) had already played out before entry — the stock was up only +0.87% intraday at decision time, so the trade was buying after the news-driven move, though the data here can't confirm exactly when the surge occurred relative to entry. Exit: reasonable given what was available — the mechanical next-close exit at -1.73% landed between the best (+0.04%) and worst (-2.53%) marks, and no exit rule could have captured meaningful profit since none existed. Dominant factor: signal failure — entering long on a stale, already-priced-in catalyst.

Signal (dominant factor): wrong. The bullish call failed outright — the stock never moved more than +0.07% in the trade's favor and fell steadily afterward. Notably, the rationale itself (a competitor's price cut "intensifying competition" against Alphabet) reads more bearish than bullish for GOOGL, though the data here can't confirm whether the market moved on that news specifically.

Timing: not the issue. Price was essentially flat at entry (-0.04% since prev close, -0.14% last 30m), so the trade wasn't chasing an already-completed move.

Exit: near-worst, but little was available. The -3.07% realized loss sits close to the worst unrealized (-3.16%), and with a best unrealized of only +0.07%, there was almost no favorable exit to capture — the loss is attributable to the bad signal, not exit execution.

Signal was the failure. The bullish DRAM thesis never materialized in price: the position was essentially never profitable (best unrealized just -0.15%), so this wasn't a case of the move having already happened by entry — the predicted move simply didn't occur, and price went the other way. The exit at -2.26% sits between the best (-0.15%) and worst (-3.01%) unrealized, so exit execution neither cost nor saved much; there was nothing available to capture. Whether the DRAM thesis is wrong longer-term or just didn't play out in this holding window can't be settled from this data — but for this trade, direction was the dominant factor.

Signal: Right — the bullish call worked, with price rising as much as +2.32% after entry. Timing: Ambiguous — decision-time context showed only +0.12% since prev close, but the fill at 746.23 was ~1.3% above prev close (736.59), suggesting a meaningful move occurred between decision and fill; the data doesn't explain that gap. Exit: The dominant failure — a trade that had +2.32% (~$17) of unrealized upside was closed at -$1.05, capturing none of the available move and finishing near the worst unrealized level (-0.41%). Bluntly: correct thesis, wasted by the exit.

Signal: Partially right — the stock did move up to +1.06% after entry, so the bullish read wasn't wrong, but the edge was thin and didn't hold.

Timing: This is the dominant factor. MSFT was already up ~1% from the prior close on the news by decision time, and the fill at 503.26 was even higher — the trade chased a move that had largely happened.

Exit: The exit at -0.64% (-$3.20) gave back the entire +1.06% best unrealized gain, though it did avoid the -1.39% worst case; there was modest available upside that wasn't captured. The data doesn't show why the exit occurred (stop, time, or discretion), so whether the exit rule or just adverse drift is to blame can't be settled here.

Signal: Correct — the bearish call played out, with the short gaining ~1.2% (entry 228.0 → exit 225.23) and the position never moving more than 0.33% against it.

Timing: Entry was not late — the stock was only down 0.42% from prior close and flat over the preceding 30 minutes, so the move happened after entry, not before.

Exit: Good capture — the +11.08 realized (~+1.2%) took roughly 70% of the best unrealized gain (+1.74%), leaving only modest profit on the table. The dominant factor here is a correct directional signal executed with sound timing; note the rationale's logic (why an EU merger review of Nvidia's acquisition is bearish for NVDA) isn't verifiable from this data, so the signal may have been right for unproven reasons.

Signal (dominant factor): The bullish call was simply wrong — the trade never went positive (best unrealized was -0.30%), so the predicted upside from the M&A news never materialized in the holding window.

Timing: The data doesn't show a pre-entry pop (price was down -0.96% since prior close, flat last 30m), so this wasn't a case of chasing a move that already happened — the move just didn't come.

Exit: The -0.75% realized loss sits between the best (-0.30%) and worst (-2.61%) unrealized, so the exit gave back little and avoided the worst; there was no upside available to capture. Note: whether the news itself was stale or already priced in before the decision window can't be settled from this data.

Signal: Wrong over the holding period — the stock never gained more than +0.50% after entry and drifted down, so the bullish thesis didn't play out in the window traded. Whether the news eventually moved TSLA later is not answerable from this data.

Timing: This is the dominant factor. The decision-time context showed TSLA at roughly 377.9 (-0.26% from a 378.90 close), yet the fill was at 384.19 — about +1.4% higher — meaning the news pop largely occurred between decision and entry, and the trade bought the top of it.

Exit: The exit at 379.86 (-1.13%) gave back nearly all of the small +0.50% best-case and landed close to the -1.67% worst; given the position never offered meaningful upside, the exit didn't leave much on the table — the loss was baked in at entry.

Bluntly: stale fill / chased entry; the move was already priced by the time the order executed.

Signal/timing failure is the dominant factor. The rationale itself admits the move had already happened ("shares rose... despite a lack of new corporate catalysts") — this was a stale story tagged FRESH, and the entry at 41.88 was already ~0.8% above the prior close despite the decision-time context showing the stock flat-to-down, so the trade bought a pop on old news that then faded. The bullish direction didn't play out over the holding period (exit 41.52, -0.87%), so the signal was wrong on this horizon, though a +1.81% best unrealized shows a profitable exit existed briefly; the actual exit at roughly the midpoint between best (+1.81%) and worst (-2.53%) captured neither the upside nor the full loss, making exit execution mediocre but secondary to entering long on an already-priced move.

Signal: correct. The bearish call worked — TSM fell after entry and the worst unrealized drawdown was only -0.14%, so the short was almost never underwater.

Timing: mostly fine. About 1% of the decline had already occurred by entry (prev close 451.88 vs entry 450.07), but the bulk of the captured move happened after the fill, so entry wasn't chasing a spent move.

Exit: the dominant weakness. The trade realized +0.69% (+$6.22) against a best unrealized of +1.52% — the exit gave back roughly half the available gain. Whether that was a rule-driven exit or the peak was fleeting isn't determinable from this data, but the gap between realized and best unrealized is the standout fact.

Signal: right. The bearish call played out — AAPL fell ~0.93% from entry to exit, and the trade shorted into pre-entry strength (+0.94% on the day), so the move had not already happened by entry; timing was fine or even favorable. Exit: good capture — the +6.34 P&L (~0.93%) took roughly three-quarters of the best unrealized gain (+1.24%) against a small worst-case drawdown (-0.42%). Dominant factor: a correct directional signal, competently exited; note the data here can't verify whether the stated rationale (memory costs, iPhone delay) was the actual driver of the move.

Signal (dominant factor): The bullish call was wrong over the holding period — the position was essentially never profitable (best unrealized just -0.06%), so the predicted upmove simply didn't occur. Timing: Price was only down 0.90% from prior close at decision, and the rationale cites a multi-year analyst target rather than a discrete news move, so the data here doesn't establish that a move had "already happened" — there was just no move to catch. Exit: The -1.21% realized loss sits between the best (-0.06%) and worst (-2.05%) unrealized, so the exit was mid-range on a trade that offered no upside to capture; the loss stems from the signal, not exit execution.