Signal: Right — GOOGL closed +0.88% above entry, so the predicted overnight drift direction held. Timing: Not pre-empted at the price level — entry was only +0.35% over the prior close (and the decision-time context showed just +0.25%, last 30m flat), so the move largely came after the fill; whether the news itself had already been priced in earlier isn't determinable from this data. Exit: The mechanical next-close exit captured essentially the full available upside (+0.88% realized vs. +0.92% best unrealized), despite a -1.20% adverse excursion mid-hold that the strategy rode through. The dominant factor is a correct directional call with a near-optimal exit; the only notable fact is that the path was volatile (the trade was underwater by more than it ultimately gained at one point).

Signal: Direction was briefly right — NVDA ran as much as +3.94% above entry while the trade was open — but over the actual close-to-close window the strategy bets on, the stock finished −0.59%, so the "overnight drift" thesis failed on its own terms.

Timing: The stock was only +1.33% from prev close at decision time (and the fill at 239.31 was just +0.29% above prev close), so the move had not meaningfully happened before entry; the data doesn't show whether the earnings headline was already public before the close, so I can't say how stale the catalyst was.

Exit (dominant factor): The mechanical next-close exit turned a peak of roughly +$37.70 unrealized (4 × 239.31 × 3.94%) into a −$5.60 loss, capturing none of the available upside and landing near the worst unrealized (−1.20%); this trade is a clear case of the exit rule giving back an intraday gain, not of a wrong directional call.

Signal: The predicted direction was right — MU closed the next session at 1086.26, up ~3.5% from the 1049.77 fill, with the mechanical next-close exit capturing nearly all of the +3.74% best unrealized (and the trade also sat through a -3.57% drawdown, so the path was volatile and the symmetric swing makes it hard to say the news thesis, rather than noise, drove the result). Timing: The move had not already happened at decision time (only +0.65% since prev close), and the fill at 1049.77 was actually ~1.2% below the prior close and ~1.8% below the price implied at decision time — the data doesn't explain that gap (late-session drop vs. fill/data discrepancy), so timing is favorable but the entry price itself is unresolved. Dominant factor: correct direction with a near-perfect exit capture; the rationale's longer-term guidance claim neither explains the intraday round trip nor is needed to explain the outcome.

Signal (dominant): Wrong. The thesis was positive overnight drift on the record-revenue headline, but TSM fell ~2% from entry to the next close; the best it ever showed was +0.24%, so the predicted direction simply didn't materialize.

Timing: The data doesn't show a prior run-up — at decision time the stock was flat vs. the previous close (-0.04%) — so the move hadn't "already happened" in the usual sense. However, the fill at 482.84 was ~0.66% below the ~485.85 decision-time price, meaning the stock was already sliding into the close between decision and fill; whether the revenue news had been out for hours or days (and thus priced in) isn't determinable from this material.

Exit: The mechanical next-close exit realized -1.98%, close to the -2.38% worst unrealized and far from the +0.24% best; with only +0.24% ever available, the exit rule left little on the table — the loss is a signal failure, not an exit failure.

Signal: right. META fell ~2.4% from short entry (739.26) to the next close (721.56), so the predicted direction held. Timing: not pre-empted — at decision time the stock was essentially flat on the day (-0.06% vs. prev close), so the move had not already happened; the fill at 739.26 was ~0.3% below the 741.37 prior close, a small giveaway against the short but not material. Exit: captured roughly half of what was available — +2.39% realized versus +4.70% best unrealized, after also sitting through a -4.73% adverse excursion; the fixed next-close exit, not any read on the price, determined the harvest. The data doesn't show when the best/worst points occurred, so whether the exit was fading from the peak or recovering from the trough can't be settled here. Dominant factor: a correct directional call on a very volatile session (±4.7% swings), with the mechanical close-to-close exit leaving about half the favorable move on the table.

Signal: Wrong. The rationale predicted continued upward drift on the deliveries beat, but TSLA finished the next session at 378.13 — below both the 380.47 entry and the 378.49 prior close — so the direction was wrong even net of the entry premium; a fill at the prior close would still have lost.

Timing: The news-driven move was already partly in by decision time (+0.72% from prior close), and the fill at 380.47 (+0.52%) locked in a long after that pop rather than ahead of it; the -0.61% realized loss is roughly that entry premium plus a small fade.

Exit: The mechanical next-close exit gave back everything — the trade saw +2.30% (~+17 USD on this size) and -1.56% while open and closed near the middle at -4.68 USD. The dominant factor is the failed signal (post-news drift didn't materialize); the fixed exit merely declined to capture the intraday spike that the rule was never designed to take.

Signal: Direction was right — QCOM fell about 2.1% from the 181.0 short entry to the 177.21 exit, and the worst unrealized drawdown was only -0.15%, so the position was essentially never against you. Note the rationale itself ("overnight drift" plus a generic article headline) states no directional thesis, so the data confirms the outcome but not why the short was expected to work.

Timing: Entry was not late — the stock was only +0.60% on the day and flat over the prior 30 minutes at decision time, and the trade filled near the high of its holding window, so the move happened after entry, not before.

Exit: The mechanical next-close exit captured ~2.1% of a 3.06% best unrealized gain — roughly two-thirds of what was available, leaving about a point on the table. Dominant factor: a correct signal with clean timing; the only slippage is the fixed-time exit giving back part of the peak, which is a modest leak rather than a flaw in the thesis.

Signal: correct — the overnight-drift long gained +0.70% (192.27 → 193.61, +$6.70 on 5 shares), so the predicted upward direction held. Timing: the stock was already +1.38% off the prior close (189.32) when the decision was made, and the entry filled a further ~0.17% above the quoted "hovers at $192" level, so a meaningful part of the day's move preceded entry — though the data here can't show whether the overnight move itself was pre-empted. Exit: the mechanical next-close exit captured +0.70% against a best unrealized of +1.23% and worst of -1.03%, i.e. a bit over half the peak and a swing past the full drawdown; the dominant factor is a modest but genuinely favorable drift that the fixed-horizon exit harvested reasonably, with the article (an analyst-valuation debate, not an earnings release despite the "earnings" tag) offering no clear catalyst to credit.

Signal was wrong — and the rationale was thin to begin with. The article is about Oracle's cloud growth relative to AWS, not a fresh negative catalyst for Amazon, and AMZN rose ~2% against the short after entry; the direction call simply failed. On timing, AMZN was already down 0.95% from the prior close when the decision was made, so whatever bearish drift existed had largely played out before the fill at 254.77 (slightly above the decision-time price), though the data here can't confirm the dip was news-driven rather than noise.

Exit captured the worst of it: the realized loss (−5.15/share ≈ −2.02%) matches the worst unrealized (−2.03%) almost exactly, while the best available was only +0.56%, so the trade was closed at effectively the low point of its own range with little upside ever on offer. Dominant factor: bad signal on a non-catalyst article; exit at the bottom made the loss as large as it could have been.

Signal (dominant factor): The bullish call didn't play out — TSLA drifted from 379.06 to 378.09 (−0.26%), with the worst unrealized (−1.19%) exceeding the best (+0.73%), so the price action was marginally bearish-to-flat rather than the predicted rally. Timing: the stock was already −0.83% from the prior close at decision time despite a "deliveries beat" headline, which suggests the market had absorbed the news without bidding it up, but the journal gives no article timestamp, so whether the move was truly "already over" versus never materializing can't be settled from this data. Exit: the −0.26% result sits between the +0.73% peak and −1.19% trough — it captured none of the small upside that was briefly available but did avoid the worst drawdown, so the exit was mediocre rather than the cause of the loss; the trade simply had little edge to capture.

Signal: The bullish call was essentially wrong-to-null — NVDA chopped in a ±0.5% band and closed the position 0.08% below entry, with no sustained move in either direction; notably, the cited article headline concerns Constellation Brands, SpaceX, and Neogen, not NVDA, so the rationale gives no actual evidence for an NVDA-specific catalyst. Timing: the data here doesn't settle it — price was already down 0.89% from prior close with a flat last 30 minutes, but with no real directional move afterward there was nothing to be early or late to. Exit: the -0.72 USD loss sits roughly midway between the +0.45% best and -0.63% worst unrealized, so the exit neither captured the small available upside nor took the worst drawdown; the dominant factor is a weak signal built on an article that doesn't mention the traded ticker.

Signal was right: the short went into profit immediately and never traded against the position (worst unrealized only +0.06%), ending with a 1.34% favorable move. Timing was fine — entry at 179.56 was only ~0.8% below the prior close despite a +0.84% uptick in the preceding 30 minutes, so the bulk of the decline occurred after the fill rather than before it. The dominant factor is the exit: the trade banked 1.34% against a best unrealized of 2.28%, capturing roughly 60% of what was available and giving back about 0.9% from the peak; whether the "lags industry" thesis actually drove the drop can't be determined from this data.

Signal was right: the bullish call on the nuclear-power deal played out, with GOOGL rising from the 345.39 entry to a 350.6 exit (+1.51%). Timing was fine — the stock was actually down 0.67% from the prior close at decision time with only +0.17% in the last 30 minutes, so the move had not already happened; entry was below the prior close and the trade never went meaningfully against it (worst unrealized -0.01%). The exit captured nearly everything available: +1.51% realized versus +1.55% best unrealized, so the dominant factor here is simply a correct signal executed cleanly, with nothing in this data pointing to a deficiency.

Signal was right: the bullish call played out, with the stock rising from 373.19 to 376.38 (+0.85%) and never dropping meaningfully against the position (worst unrealized only -0.18%). Timing is the dominant factor to flag — the headline said AVGO was "up 5.8%," yet the price context at decision time showed the stock down 0.69% from the prior close, so the news-driven move had already happened and partially reverted before entry; the trade effectively caught a small rebound back toward the prior close, not the catalyst itself. Exit captured essentially all of what was available (+0.85% realized vs. +0.90% best unrealized), so exit execution was clean.