Signal: wrong. The rationale predicted META would drift down on the $40 bn penalty headline, but the stock rose ~1.9% from entry (728.18 → 741.75); it was already up +1.22% on the day at decision time, meaning the market was not selling the news even before the short was placed, and it kept rallying through the next close.

Timing: not really the issue — the predicted downward move never happened at all, so there was nothing to be "late" to; the pre-entry strength was a warning sign against the thesis, not evidence of a missed move.

Exit: the mechanical next-close exit landed at -1.86%, near the -2.50% worst, after a +1.64% favorable excursion had been available at some point (the data doesn't say when). The dominant factor is bluntly the signal: a regulatory-penalty short into a stock that was already rising, and the fixed-hold exit simply recorded the loss.

Signal: Direction was right in the narrow sense — PLTR closed above entry (+0.41%) and the best unrealized reached +1.99% against a worst of only -0.45% — but the "earnings" tag is misleading: the cited article is a generic bullish opinion piece, not an earnings event, so there's no real catalyst to credit for the move. Timing: The move had not already happened; in fact the fill (188.55) came in ~1.8% below the decision-time price (~191.96, i.e. prev close 190.04 +1.01%), which is an unexplained gap between quote and fill that the data here doesn't resolve (slippage, delayed fill, or a different session), though it happened to favor the long. Exit (dominant factor): The fixed next-close exit captured only about 0.4% of a ~2% peak — roughly 80% of the available gain was given back by holding to the scheduled close rather than anything the thesis predicted.

Signal: Direction was technically right but only trivially (+0.02%); the rationale was a generic overnight-drift bet tagged to a Tesla headline with no AMZN content, so there was no stock-specific thesis to validate. Timing: AMZN was already +0.99% at decision time and the fill at 251.5 came in roughly 0.3% above the decision-time price (~250.7), so the entry chased an up day — though whether that intraday move was "the" move the drift bet relied on isn't settled by this data. Exit: The mechanical next-close exit is the dominant factor — the position reached +1.10% unrealized and ended at ~0%, giving back essentially all of the available upside, with the result a coin flip that happened to land barely positive.

Signal: Right — the overnight-drift long on the buyback headline played out, with price rising from 234.07 to 238.83 (+2.03%) and never meaningfully going against the position (worst unrealized only −0.12%). Timing: Entry came after the news-driven spike was already underway (+1.72% from prev close at decision time, article describing all-time highs), so part of the initial reaction was missed, but the continuation into the next close was still larger than the pre-entry move, so the move was not already exhausted. Exit: The fixed next-close exit captured +2.03% of a +2.55% best unrealized — about 80% of what was available — making this a clean win where the correct directional call was the dominant factor and the mechanical exit left only a modest amount on the table.

Signal was right: NVDA went up after a bullish long, and the trade exited +1.03% (+9.76 USD) with the worst drawdown only -0.29%. Timing is partly questionable — the decision price was ~235.05 (+0.47% vs prev close 233.95) but the fill was 236.37, so about 0.56% of the move occurred between decision and fill, before the position was on; whether the broader move had "already happened" isn't settled by this data since there's no post-exit price. Exit captured roughly two-thirds of the +1.56% peak unrealized, which is the dominant factor here — a reasonable capture, not a leak — while the stated rationale (a Firmus IPO article) is only tangentially about NVDA, so the correct direction can't be clearly credited to the news signal itself.

Signal was wrong: the rationale called for a bullish move on the earnings headline, but MU never got more than +0.09% above entry and drifted down to a -0.79% realized loss. Timing doesn't explain it — price at decision was already slightly negative (-0.44% on the day, flat last 30m), so the market wasn't chasing the news and there was no prior up-move to be late to; whether the "FRESH" verdict was correct (i.e., the story hadn't been priced in earlier) can't be settled from this data. Exit was middling, cutting the loss roughly halfway between the best (+0.09%) and worst (-1.41%) unrealized, but with essentially no upside ever on offer, the dominant factor is a bullish signal the price simply didn't confirm.

The signal was wrong: the rationale called for a bullish repricing, but QCOM never traded meaningfully above entry (best unrealized only -0.12%) and finished -2.51%, so the predicted direction simply didn't materialize. Timing contributed only modestly — the stock was already +1.34% from prior close at decision time with a flat last 30 minutes, meaning the entry bought into an existing small gap rather than ahead of a move, though the data can't say whether that gap was the full "repricing" the podcast reference implied. The exit at -2.51% is essentially at the worst unrealized (-2.59%), so there was nothing better to capture; the dominant factor is a failed directional signal, not exit management.

Signal: the bullish call was directionally right — AMZN rose as much as +1.12% while the position was open against only a -0.32% drawdown. Timing: entry was fresh, not late; price was flat into the fill (-0.08% from prev close, +0.04% over 30m), so the move had not already happened. Exit is the dominant failure: the trade closed at +0.02% (+$0.12), capturing essentially none of the +1.12% that was available, so a correct signal with good timing was wasted by the exit. The journal doesn't show why the exit fired (time stop, trailing rule, or signal reversal), so the exit mechanism itself can't be identified from this data.

Signal was right and is the dominant factor: the bullish call on the delivery beat played out, with TSLA rising from 367.05 to 378.48 (+3.1%) and never going meaningfully against the position (worst unrealized only -0.43%). Timing was good: at decision time the stock was -0.80% from the prior close with no run-up in the last 30 minutes, so the move had not already happened — entry was below the prior close, essentially before the reaction. Exit captured most of what was available: +3.1% realized versus +3.9% best unrealized (~80% of the peak), leaving roughly $5–6 on the table across 2 shares, which is minor relative to the +$22.86 result; the data doesn't show whether the exit was a target, trailing stop, or time-based close.

Signal: Right — AAPL rose after entry and the trade never went underwater (worst unrealized +0.16%), though the rationale is thin: the headline is about Nvidia/Foxconn, with Apple mentioned only as "facing a holiday test," so the bullish AAPL read is a stretch rather than a direct catalyst. Timing: Not late — price was down 0.49% from the prior close and still drifting lower in the last 30 minutes, so entry caught a dip before the move, not after it. Exit: This is the dominant factor — the trade reached +1.25% unrealized but closed at +0.17% (+$1.65), capturing roughly one-eighth of the available move; the data doesn't show when or why the exit triggered, only that it left most of the gain on the table.

Signal was right: the bullish call on the Anthropic financing news played out, with AVGO rising from 358.04 to 362.42 (+1.22%) and never drawing down more than -0.42%. Timing is the main caveat — the headline says the stock had already "jumped," yet the known context shows only +0.37% vs. prev close at decision time, while the fill came in at 358.04 (+0.82% over prev close), so roughly half a point of the move slipped between decision and entry; whether the bulk of the news move had already occurred before the decision isn't settled by this data. Exit captured most of what was available (+1.22% realized vs. +1.60% best unrealized), so the dominant factor here is simply a correct signal with a modest entry-slippage drag, not an exit problem.

Signal was wrong: the rationale called bearish on a regulatory headline, but GOOGL rose from the 344.24 short entry to 346.09 (+0.54%), and the entry context (-0.29% since prev close, flat last 30m) shows no selloff was underway, so this wasn't a case of the move having already happened — it simply went the other way. The headline itself reads as a retrospective legal commentary ("Where do we stand after Google Android?") rather than new enforcement, which is consistent with the market shrugging it off, though the journal doesn't contain enough to confirm the "FRESH" verdict was mislabeled. Exit was reasonable relative to what was available: the best unrealized was only +0.39% and the worst -1.07%, and the realized -0.54% loss sits between them — nothing meaningful was left on the table, so the dominant factor is the signal, not timing or exit.

Signal: the bullish call on the "$8 billion bet" M&A story didn't play out in the holding window — AMD drifted from 631.95 to 630.86 (−0.17%), with the best unrealized gain only +0.19% versus a −0.44% worst drawdown, so the direction was wrong or at least unconfirmed over this horizon. Timing: the stock was essentially flat at decision time (−0.32% from prev close, +0.08% over 30m), so there's no evidence the move had already happened; the issue is that no move materialized at all, not that it was chased. Exit: the −1.09 USD loss sits roughly midway between the +0.19% high and −0.44% low, so the exit neither captured the small available upside nor took the worst — the dominant factor is a weak/absent signal, with the FRESH verdict on this article failing to translate into any directional follow-through.