Signal was wrong and that is the dominant factor: the thesis was positive overnight drift off a bullish earnings headline, but MU closed the next session at 1049.5, down 1.22% from the 1062.49 entry, with the stock already drifting lower into the entry close (-0.44% vs. prev close at decision time, and the fill itself landed a further ~0.7% below that). Timing can't be settled from this data: the day-of price action shows no sign of a prior pop (the stock was slightly down, not up), but nothing here says when the "432% revenue surge" article or the earnings release actually hit relative to entry, so whether the move was already priced in is undetermined. Exit was a fixed next-close rule, so it wasn't a discretionary choice — it landed at -1.22%, near the -1.52% worst unrealized and well below the +0.99% best, meaning the mechanical horizon gave back the intraday gain that briefly existed, but the loss is fundamentally a wrong-direction call, not an exit-execution problem.

Signal: Mixed — the stock did sell off hard while the trade was open (best unrealized +4.32% on the short, i.e. roughly a 4% drop), so the bearish read on the negative-FCF headline had merit intraday, but on a close-to-close basis GOOGL finished up (347.62 vs 346.21 entry), which is the only horizon this strategy actually trades.

Timing: Not a pre-run problem — the stock was flat at decision time (-0.32% vs prev close, +0.03% last 30m), so the move hadn't happened yet; note the fill at 346.21 was ~1.1% above the ~342.40 implied decision-time price, which the data doesn't explain (favorable for a short, but a gap worth flagging).

Exit (dominant factor): The mechanical next-close exit is what sank this trade — it sat on a +4.32% unrealized gain at some point and closed out at -0.4%, within ~0.4% of the worst point seen (-0.79%). The P&L of -2.82 USD reflects the exit rule surrendering essentially all of the available move, not a wrong directional call.

Signal: correct — the overnight-drift long call was right; MSFT rose from 525.05 to 529.68 (+0.88%) and the worst unrealized drawdown was only -0.43%, so the position was barely stressed. Timing: entry came after the stock had already run +1.60% that day (fill 525.05 vs. prev close 517.53), so the strategy bought into an extended day, but the next session still delivered more upside, so the pre-entry move didn't negate the edge; whether the earnings/hyperscaler article actually drove any of this isn't determinable from the data here. Exit: the dominant factor — the fixed next-close exit captured +0.88% against a +1.99% best unrealized, i.e., less than half the peak move was realized (roughly 1.1% / ~$5.80 left on the table by the mechanical timing).

Signal: Right. Long AMD on the M&A/AI-strategy drift thesis gained +2.92% (631.19 → 649.63, +$18.44) with only a −0.26% worst drawdown, so the predicted direction held almost from the start.

Timing: Not stale. At decision time the stock was −0.32% on the day with a flat last 30 minutes, so the entry was ahead of the move rather than chasing it; the fill (631.19) was in line with that context.

Exit: The fixed next-close exit captured +2.92% of a +4.31% peak, giving back roughly 1.4 points of unrealized gain — decent capture (~68% of the best available), but the mechanical close left the top on the table. Dominant factor: a correct signal with clean timing; the exit is the only soft spot, and the data here doesn't show when the +4.31% peak occurred relative to the close.

Signal: Direction was right but marginally — TSLA drifted up ~0.16% from entry, with the best unrealized reaching +0.80% and worst only -0.13%, so the long never faced real adverse pressure. Whether that was causally tied to the Lucid-production-cut thesis can't be settled from this data; a competitor miss read as TSLA-bullish is a thin link and the move is within ordinary noise.

Timing: The stock was already +1.05% on the day at decision time (and -0.22% in the prior 30m), and the fill at 379.82 was +0.35% over the prior close, so a portion of whatever "repricing" existed had already occurred before entry — though the subsequent +0.80% peak shows the move wasn't fully exhausted.

Exit (dominant factor): The trade captured +0.16% (+$1.18) out of a +0.80% best unrealized, i.e. roughly a fifth of what was available, giving back most of the gain before closing. The outcome is a small win driven by a weak signal with a poorly captured exit; exit capture is the standout issue.

Signal: Wrong over the holding period — NVDA never got more than +0.12% above the 242.65 fill and finished -1.38% below it, so the bullish "repricing" call didn't play out while the trade was open. Timing: The headline ("back at record") described a move that had already happened; the stock was +1.20% off prev close at decision and the fill at 242.65 was another ~0.5% higher (+1.69% vs 238.62), so the trade bought the top of an already-completed rally. Exit: There was essentially nothing to capture — best unrealized was +0.12% — and the exit at -1.38% sits near the worst unrealized of -1.49%, so the exit roughly rode the full drawdown rather than cutting early; the data doesn't say what triggered the exit or how long the trade was open.

The dominant factor is timing-driven signal failure: entering long on a stale "at record high" news item after the move was already priced in, with the fill adding further slippage against the trade.

Signal is the dominant factor, and it's bad on its face: the cited article is about OPCH, CEG, and NKE — nothing in the rationale links it to GOOGL, so the bearish short was effectively unsupported, and the trade finished against the direction (price rose 346.85 → 347.60, −0.22%). Timing can't be faulted from this data: GOOGL was only +0.49% on the day with a flat last 30 minutes, so there was no sign the predicted down-move had already occurred before entry. Exit landed near the middle of the range — the position saw +0.58% in its favor at best and −0.61% at worst, so the −$1.50 close neither captured the available gain nor took the full drawdown; the data doesn't say what triggered the exit, so whether a better exit was realistically reachable isn't settled here.

Signal: the bullish read on the Micron shortage/pricing guidance did not play out over the holding period — the stock fell 1.93% from fill to exit and the best unrealized was only +0.30%, so the direction was wrong for this trade's window. Timing: the move already priced in before the decision was modest (+0.65% from prev close, +0.31% in the prior 30m), but the fill at 1069.76 was another ~0.67% above the decision-time context, so entry chased into a small extension; whether the news itself was stale isn't settled by the data here. Exit: the -1.93% realized loss sits near the worst unrealized (-2.18%), meaning the exit gave back essentially the full adverse move and captured none of the brief +0.30% upside — the dominant factor is a failed bullish signal, with no evidence of an edge in exit management.

Signal: wrong — the bullish call on the TSMC record-revenue news did not play out; the stock drifted down from 484.8 to 482.45 and never rose more than +0.05% while the trade was open. Timing: the data doesn't settle whether the move had already happened — pre-entry drift was flat (-0.04% vs prev close, -0.08% last 30m), but note the entry fill at 484.8 was already ~0.26% below the 486.05 prev close used in the rationale, so the stock was slipping into the fill. Exit: the -4.70 USD loss (~-0.48%) sits between the +0.05% best and -0.65% worst unrealized, so the exit neither captured upside (there was essentially none) nor hit the floor; the dominant factor is simply a wrong-direction signal on a headline that produced no bullish move.

Signal was right: the bullish call on the earnings beat paid off, with the stock rising from a 365.4 entry to a 375.71 exit (+2.82%, +$20.62 on 2 shares). Timing was good — at decision time AVGO was only +0.80% off the prior close (and -0.10% over the last 30m), so the move had not already run; the fill at 365.4 was about 0.8% above the 362.60 reference, which is a modest slip rather than a chase, and the worst unrealized was only -0.36%. Exit captured most but not all of what was available: the +2.82% realized versus +4.21% best unrealized means roughly a third of the peak gain was given back, but the dominant factor here is simply a correct signal with clean timing — the exit shortfall is secondary. The data doesn't show whether the exit was a rule-triggered stop/trail or a time stop, so the cause of the giveback can't be settled from this journal entry.

Signal: correct — the short went into profit immediately and never traded underwater (worst unrealized was still +0.09%), so the bearish call on META was right over the holding window, though whether the pending New Mexico ruling actually drove the move isn't established by this data (the article describes a decision due "this month," not a realized event).

Timing: fine — the stock was slightly up (+0.50% vs prev close) at decision time and filled near that level, so the downside move came after entry rather than before it.

Exit (dominant factor): the trade was closed by netting against an outranking long decision, not by any price logic, and that mechanical exit banked +0.28% out of a +1.05% best unrealized — roughly a quarter of what was available. The P&L was positive but the exit, not the thesis, determined the size of it.

Signal: Wrong — the bearish call on AMZN never materialized; the stock went from 253.54 to 256.31 against the short, and the best unrealized was only -0.19% (never positive). The article (Paramount/WBD merger) is also a weak, indirect driver for Amazon, which makes the premise itself questionable, though this data can't prove why price rose.

Timing: Not the dominant issue — AMZN was up only +0.91% on the day with a +0.21% last-30m drift at decision time, so the short wasn't chasing an exhausted move; the entry at 253.54 vs. known ~253.5 context shows no notable fill slippage.

Exit: Decent given a losing trade — closed at roughly -1.09% versus a worst unrealized of -1.21%, so the exit was near the trough rather than letting it run further, but there was nothing available to capture upside-wise. Dominant factor: direction was simply wrong (signal failure).

Signal: Nominally right — exit was above entry — but the move was only +0.14%, and the stock traded as far down (-0.44%) as it did up (+0.41%) while open, so the bullish call isn't meaningfully confirmed; the M&A catalyst produced no directional thrust discernible from this data. Timing: Not stale — price was +0.07% vs prev close and flat over the prior 30m at decision, and the fill at 333.01 was only +0.08% above the 332.75 close, so the trade didn't chase a move that had already occurred. Exit: Captured about a third of the best available (+0.135% realized vs +0.41% peak), which is acceptable given the symmetric noise; the dominant factor is simply a non-event catalyst — the stock barely moved in either direction, and the +1.35 USD is noise-sized profit rather than a captured signal.

Signal: Right — the bullish call played out, with QCOM rising ~0.45% from entry (180.82 → 181.63) and the worst drawdown while open only -0.36%. Timing: Not stale — at decision time the stock was only +0.09% vs. prior close and flat over the preceding 30 minutes, so the entry wasn't chasing an already-completed move. Exit: The +0.45% realized captured most of the +0.54% peak unrealized, which looks efficient, but the exit was incidental — the position was netted out by an outranking S1 short, not closed on the long's own logic — and nothing here shows what QCOM did afterward, so whether the forced close left money on the table is unsettled. Dominant factor: the entry thesis worked, and the P&L is a byproduct of a portfolio netting rule rather than a judged exit.

Signal: the bullish call was marginally right — price went +0.64% above entry at best and only -0.15% against, so direction held, but the magnitude was tiny for a "repricing" thesis built on an article that merely describes analysts debating valuation rather than any new catalyst. Timing: the stock was already +1.38% off the prior close at decision time, so part of the move preceded entry, though the data here can't say whether that was the whole move. Exit: closing at 192.11 (+0.06%) captured almost none of the +0.64% available, so the dominant factor is a weak, non-catalyst signal producing a trivial range, with the exit giving back most of what little there was.

Signal: Direction was nominally right — QCOM drifted down ~0.33% from the short entry — but the rationale is an open-ended "what to watch" piece, not a bearish catalyst, and the move stayed within a ±0.6% band, so this doesn't validate a bearish thesis so much as record noise that happened to land on the right side.

Timing: No evidence the move had already happened — price was only +0.6% on the day and flat over the prior 30 minutes at decision time, and the fill (181.63) was roughly at the quoted level, so entry wasn't chasing.

Exit: The +$3.00 (+0.33%) captured about 60% of the best unrealized (+0.52%) and avoided the -0.61% drawdown, which is a reasonable exit given what was available. Dominant factor: a weak, non-directional news signal produced a tiny, essentially random outcome — the P&L is too small to attribute to anything but noise.

Signal was wrong: the rationale called META bullish, but the stock fell from 743.1 to 739.3 (-0.51%) and the best it ever did while open was +0.20%, so the predicted direction did not materialize. The dominant factor is the signal itself — the article was about Qualcomm's data-center CPU ambitions, and nothing in the rationale explains why that should lift META; the "FRESH" label aside, the price context at decision time (+0.21% since prev close, flat last 30m) shows little pre-entry move, so timing was not the issue, though entry filled ~0.23% above the decision-time context. On exit, the -3.80 USD loss (-0.51%) sits essentially at the worst unrealized (-0.48%), meaning the trade exited at or near its low and captured none of the small +0.20% that was briefly available — but whether that was a stop rule or a time-based exit isn't stated here, so I can't say the exit logic itself was faulty rather than just unlucky on an already-losing thesis.