Signal: Wrong. The trade bet on post-earnings continuation and MU went straight down — best unrealized was +0.03%, so there was effectively never a moment the long was in the money; it closed −3.7% below entry.

Timing: The earnings reaction was already in the price at decision time (stock +1.88% on the day, flat in the last 30 min), so the entry was chasing a move that had stalled, not catching one. Note a data oddity: +1.88% off a 1035.42 prev close implies ~1055 at decision, yet the fill is 1029.39 (−0.6% vs prev close) — the journal doesn't explain the ~2.4% gap between decision price and fill, so whether this was slippage or a late fill can't be settled from what's here.

Exit: The mechanical next-close exit gave back nothing that was available — there was no upside to capture — and landed at −3.7% versus a −4.86% worst, so the exit is not the problem. Dominant factor: a wrong directional call on an already-priced-in headline.

The signal was wrong: the short-the-close overnight drift bet on META went against the trade immediately and stayed there, with the stock rising from 718.41 to 742.9 (+3.4%) and the best unrealized gain a negligible +0.01%, so there was never a profitable moment to exit. Timing is not the issue — the entry fill was actually below the prior close (720.89), so the short got in before the up-move rather than after it, and the pre-entry context (+0.27% on the day, +0.44% last 30m) showed no prior drop to chase. The exit was mechanical at next close and captured roughly the full adverse move (-3.4% realized vs -4.57% worst unrealized), so the dominant factor is a wrong directional call on an earnings-driven gap, not execution.

Signal was wrong: the rationale predicted post-earnings drift higher, but NVDA fell from 229.64 to 226.59 (−1.33%), and the best unrealized gain was only +0.30% versus a worst of −2.02%, so there was never a meaningful upside move to capture. Timing: the pre-entry context (−0.09% from prev close, −0.25% last 30m, fill slightly below prev close) shows no run-up before entry, so the move had not "already happened" — the headline's "approaches all-time high" refers to earlier price action not visible in this data, and whether the news was already priced in can't be settled from what's here. Exit: the mechanical next-close exit landed at −1.33%, well off the +0.30% best but also better than the −2.02% worst, so execution is roughly neutral; the dominant factor is simply that the direction call on this overnight drift was wrong.

Signal: Correct — GOOGL did go up after entry, reaching +1.15% unrealized against only -0.36% drawdown, though note the headline is about CEG winning a Google deal, so the bullish read on GOOGL itself was a tangential inference rather than a direct catalyst. Timing: Fine — price was essentially flat vs. prior close (-0.00% / +0.09% last 30m) at decision time, and entry at 352.2 was only ~0.15% above the 351.66 close, so the move had not already happened. Exit: This is the dominant factor — the trade closed at +0.15% (+$1.08) while +1.15% was available, capturing roughly an eighth of the best unrealized gain; the data doesn't say why the exit fired (time stop, trailing rule, etc.), so the specific exit mechanism can't be diagnosed from what's here.

Signal — wrong, and dominant. Long AMZN on the Decart M&A headline never traded above the 263.25 fill (best unrealized -0.00%) and closed at 259.45, -1.44%; the acquirer-buys-target thesis simply didn't produce upside, which is the whole story here.

Timing — partly adverse at fill, otherwise unsettled. Decision-time context was flat-to-down (-0.19% vs prev close 262.43 ≈ 261.93), yet the fill printed at 263.25, about +0.5% above the decision price, so some pop occurred between decision and fill; whether the news itself had already been absorbed earlier can't be determined from this data.

Exit — near the worst but nothing better existed. -11.40 USD (-1.44%) versus a worst of -1.49% and a best of 0.00%: the exit gave back almost the full drawdown, but with no positive excursion at any point there was no profit to capture — the loss is a signal failure, not an exit failure.

Signal was wrong: the rationale called for a bullish move on the record-profit story, but TSM went nowhere positive after entry (best unrealized only -0.06%) and drifted down to a -1.53% exit. Timing is not the issue — pre-entry price context was essentially flat (+0.19% vs prev close, +0.12% last 30m), so the move hadn't already happened; the stock simply never rallied. The exit captured roughly the full worst unrealized (-1.59%), so the loss wasn't exacerbated by exit handling — the dominant factor is a failed directional call on a widely anticipated earnings headline, though whether the article was already stale/priced-in before the decision isn't settled by the data here.

Signal: direction was right — NVDA fell after entry, and the trade never went meaningfully against it (worst unrealized −0.06%). Whether an Amazon/Decart acquisition rumor actually drove NVDA lower isn't something this data can settle; the causal link in the rationale is thin, and the short may simply have coincided with a down drift.

Timing: not late — at decision time NVDA was only −0.35% from prev close with a flat last 30m, so the move had not already happened by entry.

Exit: this is the dominant factor. The short gained +0.88% (228.57 → 226.56, +$8.04) against a best unrealized of +1.56%, so the exit captured only about 56% of the available move and gave back roughly 0.7% from the peak; the trade was correct and well-timed but under-harvested.

Signal: Right — PLTR rose from 207.0 to 208.82 (+0.88%) while the position was open, matching the bullish call. Timing: The headline itself described a completed move (new record high, drawdown wiped out), so the "FRESH" tag is questionable as a news-freshness judgment; but the entry actually came on a ~1% intraday pullback from the 209.05 prior close, so the trade bought a dip rather than chasing the spike, and the drawdown was small (worst -0.39%). Exit: Strong — the +0.88% realized captured almost all of the +0.92% best unrealized, so essentially nothing was left on the table.

Dominant factor: a well-timed exit on a correct directional call; the only blemish is that the catalyst was already old news at entry, which the data here can't tell us would have mattered on a different day.

Signal: effectively unproven — the rationale is a generic news roundup with no MSFT-specific catalyst, and the stock went nowhere, ending flat (-0.02%) with only ±0.3–0.4% excursions either way, so there was no directional move to be right or wrong about. Timing: the entry at 540.84 was already +1.09% over the prior close and above the 535.02 reference, so whatever repricing the headline implied had largely been priced in before the fill. Exit: the -0.12 USD result sits between the +0.34% best and -0.40% worst unrealized, so the exit neither captured the small upside nor took the full downside — the dominant factor is a weak, non-specific signal applied to a move that had already happened, leaving nothing to capture.