MSFT Microsoft

Signal: right. The long call worked — MSFT drifted up another +1.75% after entry, on top of the +1.92% already priced in by decision time. Timing: partially late — roughly half the total move from prior close had already happened before entry, but meaningful upside remained. Exit: good capture — the +8.83 P&L (+1.75%) took most of the +2.49% best unrealized, though the -6.90% worst unrealized is striking for a stated one-day overnight hold; the data here doesn't explain how a close-to-next-close trade saw that drawdown, so either the hold was longer than the rationale states or something is unrecorded. Dominant factor: correct signal with solid exit capture — the unexplained -6.90% drawdown is the one thing this record can't settle.

Signal was wrong — that's the dominant factor. The bearish call on MSFT (based on an Nvidia/Hugging Face deal, a tenuous link to MSFT at best) failed: the stock rose steadily after entry, offering at most +0.35% unrealized before ending near the worst point (-1.24%). Timing isn't the issue — the anticipated move never occurred at all rather than having already happened (price was only +0.80% on the day at decision). The exit gave back nearly the full adverse excursion (-1.05% realized vs. -1.24% worst), but with only +0.35% ever available, no exit rule would have salvaged a materially better outcome from a bad signal.

Signal: Right — the bullish call played out; the stock rose ~1.5% from entry with barely any adverse move (worst -0.27%).

Timing: Good — entry came at 492.34, below the prior close (496.37) after a -0.78% dip, so the move had not already happened; the trade caught the rebound rather than chasing it.

Exit: The dominant factor. The trade was closed early not on signal but by netting against an opposing short (decision 13879), capturing +1.53% of a +2.59% peak — roughly 60% of what was available, leaving about a point on the table for a non-signal, mechanical reason.

Signal: Right — the long earnings-drift call paid off, with price finishing +1.65% above entry. Timing: Only +0.50% of the move had occurred by decision time, so entry wasn't chasing an exhausted move; however, the entry fill (496.79) was ~1% above prior close, worse than the price context implied, and the position sat through a -4.91% drawdown before recovering — the data here doesn't show whether that drawdown was avoidable with different entry timing. Exit: Very good — +1.65% realized against a +1.88% best unrealized, capturing nearly all of the available upside.

Dominant factor: correct signal with a near-optimal exit; the notable blemish is the deep -4.91% interim drawdown the strategy had to survive to collect it.

Signal (dominant factor): The bearish call was wrong — MSFT never moved down, with best unrealized of just +0.01% and a steady drift against the position; note also the rationale is about Nvidia raising AI server prices, and the data here doesn't establish why that's bearish for MSFT specifically. Timing: The predicted move hadn't already occurred by entry (price was up +0.79% on the day), so this isn't a late entry — there was simply no bearish move to capture. Exit: The exit at -0.25% was near the worst unrealized (-0.28%), but with essentially nothing favorable available (+0.01% peak), the exit gave up little; the loss stems from the signal, not exit execution.

Signal: right. The bullish call worked — the trade never went underwater (worst unrealized +0.03%) and price rose from entry.

Timing: fine. Price was down -0.75% on the day and flat over the prior 30 minutes at decision time, so the move had not already run before entry.

Exit: mostly captured, but for an unrelated reason. The close netted +0.66% versus a best unrealized of +0.84%, so roughly three-quarters of the available move was banked — yet the exit was administrative (netted out against an outranking short decision), not a judgment on this trade. The dominant factor is a correct signal; the exit quality here is essentially incidental, since the close timing wasn't driven by this trade's thesis. Whether holding longer would have done better isn't knowable from this data.

Signal: Right — long paid off, with exit +0.94% above entry. Timing: Partially late — entry at 492.21 was already ~1.0% above the prior close of 487.31, so some of the drift had occurred pre-fill, yet the position still gained further. Exit: Near-optimal — the +0.94% realized is essentially the +1.00% best unrealized, though the position endured a -5.65% drawdown en route, meaning the fixed next-close exit happened to land at the peak.

Dominant factor: a correct directional call whose mechanical exit luckily coincided with the high-water mark; the -5.65% adverse excursion shows the result was fragile, not that the thesis was strongly validated. The data here can't confirm whether the Meta/Azure news itself drove the move versus broader market action.

Signal: correct — the bullish call played out, with MSFT moving up while the position was open. Timing: the stock was already +0.54% off the prior close at decision time and the fill at 490.00 sits ~0.55% above that close, so some of the news-driven move was already in the price by entry; whether more upside was "left on the table" pre-entry can't be judged from this data alone. Exit: excellent — the +0.40% realized gain matches or slightly exceeds the best unrealized (+0.38%), meaning the exit captured essentially everything available with negligible drawdown (-0.05%).

Dominant factor: a correct signal with a near-perfect exit; the only blemish is that entry occurred after a modest initial pop, which capped the trade at a small absolute gain.

Signal: right. The bullish call on the Azure backlog news played out — price rose ~1.12% from entry with almost no adverse move (worst unrealized only -0.10%).

Timing: fine. Price was flat versus prior close (-0.04%) at decision time, so the move had not already occurred; entry caught it fresh.

Exit: mostly captured. The exit at 488.18 (+1.12%) took roughly 70% of the best unrealized gain (+1.58%), leaving modest upside on the table. Dominant factor: a correct signal with clean timing — this was simply a good trade, with only minor exit slippage from the peak.

Signal: the short direction was at least transiently right — the position was up as much as +3.24% unrealized while open, so the predicted downside move did materialize. Timing: entry came after only a +0.32% drift from the prior close, so the data doesn't suggest the move was already spent at entry. Exit is the dominant factor: the fixed next-close exit gave back the entire +3.24% favorable move and rode the reversal to a -1.11% loss (−$10.72), capturing the worst part of the range rather than any of the available gain.