Signal: Right — NVDA rose +0.67% from entry (226.56) to next close (228.08), consistent with the long-drift call, though the exit was still below the 229.28 prior close, so the stock never actually recovered the ground it lost into the entry; whether the M&A headline drove the bounce versus general drift is not settled by this data.

Timing: The move had not already happened — if anything the fill at 226.56 was ~1% below the ~228.9 decision-time price (-0.17% from prev close), so the position got in after a dip rather than after a rally. The journal doesn't explain the gap between the decision-time quote and the fill, so I can't say whether that was slippage, a late-session selloff, or a stale price context.

Exit: Near-perfect — P&L of +6.08 USD (+0.67%) matches the +0.66% best unrealized, meaning the next-close exit landed at the top of the hold's range after riding through a -1.49% drawdown. The dominant factor is a correct directional signal with an exit that captured the full available move; the small dollar size (4 shares) is what keeps the result modest, not the execution.

Signal: Wrong on a close-to-close basis — the acquirer-side M&A headline did not produce a sustained positive drift; AMZN finished the holding window down 0.39% from entry (259.46 → 258.44). Timing: The move had not already happened — the stock was down 0.40% at decision time and the fill (259.46) was lower still, roughly 1.1% below the prior close of 262.43, so entry was not chasing (the gap between decision-time price and fill isn't explained by the data here). Exit: The fixed next-close exit left the available +1.27% on the table and landed near the middle of the +1.27% / -0.79% range; the up-move existed only transiently, so the dominant factor is signal — the catalyst did not carry through the full window, and the mechanical exit had no mechanism to capture the intraday high.

Signal: The predicted upward overnight drift didn't materialize — TSM closed next day at 444.78 vs. 445.58 entry (−0.18%), essentially flat-to-down, so the direction was wrong, though marginally; the rationale is an anticipatory headline ("to get 6th straight record quarter"), and nothing here shows whether the actual report hit or what the stock's reaction was, so whether the thesis was priced-in versus simply not reacting isn't settled by this data.

Timing: No run-up had occurred — the stock was down 1.01% on the day at decision time, and the fill (445.58) came in another ~0.7% below the decision-time price (~448.65 implied), so if anything entry was at a weaker level than planned, which rules out "move already happened" as the problem.

Exit: The trade never went positive (best unrealized −0.06%, worst −1.80%), and the mechanical next-close exit at −0.18% captured close to the best available, so exit execution is not the issue. Dominant factor: signal — the expected post-earnings drift simply didn't show up.

Signal: Wrong, or more precisely absent — the "overnight drift" thesis called for PLTR to close higher the next day, and it closed 0.08% lower (208.79 → 208.62), a flat outcome well inside normal noise. Timing: The headline (record high, drawdown erased) was already stale at entry; the stock was actually down 0.82% on the day at decision time, so the news-driven move had already played out and the trade was riding a generic momentum-continuation hope rather than a fresh catalyst. Exit: The mechanical next-close exit landed at −0.08% against a +0.87%/−1.32% unrealized range, so there was upside briefly available that the rule couldn't capture, but the data doesn't show when the high occurred, so whether a tighter exit would have caught it can't be settled here. The dominant factor is the signal: a single stale headline didn't produce a directional edge, and the round-trip was a coin flip that landed slightly red.

Signal: Right direction — MSFT rose from 540.78 to 543.54 (+0.51%) and the position was essentially never underwater (worst −0.05%), though the rationale is a generic "overnight drift" tag pointing at a multi-company news roundup, so there's no specific MSFT thesis here to judge beyond "it went up."

Timing: The stock was already +1.07% on the day at decision time and the fill came in at that elevated level; whether the overnight gain was a continuation or a late-cycle tail isn't settled by this data, since the rationale gives no catalyst to anchor to.

Exit (dominant factor): The mechanical next-close exit captured +0.51% against a best unrealized of +1.89% — roughly three-quarters of the available move was given back before the close, which is the bluntest fact about this trade: the signal worked, the entry didn't hurt, and the fixed exit rule left most of the gain on the table.

Signal was right in the sense that AMZN did move up as high as +1.10% while open, and timing was fine — price at decision was flat to slightly down versus prev close with no 30m move, so the M&A pop had not already happened. The dominant factor is the exit: the trade rode from +1.10% unrealized back through to roughly the worst (-0.47%) and closed at -0.57% on entry (258.43 vs 259.9), surrendering the entire favorable excursion. Whether the news itself was the driver of the intraday rise versus general drift can't be settled from this data, but the gap between best unrealized and realized P&L is unambiguous.

Signal: Weakly right at best — the price was 354.13 at exit versus ~353.39 implied at decision time (+0.19% over 352.72), so GOOGL did drift up, but only ~0.2%, and the catalyst was a biweekly "Week In Review" roundup, which the journal labels FRESH but the material here doesn't settle whether the M&A item was actually new to the market.

Timing (dominant factor): The fill at 356.32 was ~0.8% above the decision-time price — the move the trade was chasing happened between decision and entry, so the position was long from a local high and immediately underwater (worst -1.23%, best only +0.60%).

Exit: The exit at -0.61% landed roughly midway between best and worst unrealized; it didn't capture the brief +0.60% but also avoided the full -1.23%, so the exit was mediocre rather than the problem — the entry slippage/late fill is what turned a marginally correct call into a loss.

Signal: wrong — the bearish call on NVDA (derived from a Super Micro headline, not an NVDA-specific one) didn't play out; the stock rose from 224.18 to 227.29, back above the prior close, and the best unrealized gain while open was only +0.44% versus a -1.48% worst drawdown. Timing: the stock was already down -1.01% from the prior close at decision time with the last 30m flat, so the entry chased a small move that had already occurred, though the data here can't establish whether a further decline was ever likely. Exit: the trade was closed early because an outranking S2 long NVDA decision netted it out, so the exit was mechanical rather than signal-driven; the realized loss (~-1.39%) sits near the worst unrealized (-1.48%), meaning little of the brief +0.44% was captured, but the dominant factor is simply a wrong-direction signal built on a cross-ticker headline.

Signal: Partially vindicated but unsettled — AMD did trade down to +0.88% in the short's favor at some point, but it finished above entry, and because the position was force-closed early we can't tell whether the bearish call would have held over its intended horizon. Timing: Entry at 590.0 was already ~0.7% below the 594.24 prior close with the "chip sell-off" headline out, so some of the move was priced in, though the subsequent dip to ~584.8 shows there was still downside available. Exit (dominant factor): The close wasn't a signal decision at all — the short was netted out by an outranking S2 long AMD order at 593.3, essentially the worst point of the trade (-0.59% vs. the -0.56% realized), surrendering the entire +0.88% that had been on the table; the loss is a product of the two strategies' conflicting positions, not of the bearish thesis failing.

Signal: Direction was right — AMD rose ~1.8% after entry — but the rationale is weak on its face: the cited article (crude oil, Citigroup earnings, Bumble) says nothing about AMD, so the data here doesn't establish a real causal link; the correct call looks coincidental rather than earned. Timing: Not a late entry — the +1.33% 30-minute pop had mostly faded (price -0.10% vs. prev close, fill at 593.4 below the 594.24 close), and the full move came after entry. Exit: Essentially perfect — the +10.55 (+1.78%) P&L equals the best unrealized of +1.78%, with worst only -0.07%, so nothing available was left on the table. The dominant factor is a favorable move captured in full by the exit, on a thesis whose stated catalyst is unrelated to the ticker.

Signal: Right — AVGO rose after entry and the trade closed green (+0.27%), consistent with the bullish partnership call.

Timing: Not stale on the evidence here — at decision time the stock was only +0.40% on the day and the fill (356.24) was essentially at that level, so most of the upside (+0.81% peak) came after entry; whether the $92B news was already days old and priced in can't be determined from this data.

Exit (dominant factor): The exit at 357.20 captured roughly a third of the best unrealized gain (+0.27% vs +0.81%) with only −0.32% drawdown ever seen; the journal doesn't say what triggered the exit or how long the position was held, so why it gave back most of the peak is unresolved.

Signal: Direction was nominally right (price rose +0.37% from entry), but the move was tiny and symmetric with the drawdown (−0.35%), so this looks like noise rather than a confirmed thesis — and the rationale is a generic cross-sector M&A roundup headline with no NVDA-specific catalyst evident in the data here, so the data doesn't establish that the "bullish" read was actually tied to anything about NVDA. Timing: NVDA was already +0.42% on the day at decision time and the fill at 227.28 sits right at that level, so entry caught the move mid-drift rather than early; whether a larger move preceded the article is not settled by this data. Exit: Near-perfect — +$3.32 (+0.365%) against a best unrealized of +0.37% captured essentially everything available. The dominant factor is a weak, non-specific signal that produced a coin-flip-sized move; the exit was good, but there was little to capture.