System

2026-07-30

Today's session generated only 3 momentum entries with full signal detail (F, GM, PSA) plus 2 exits (GM same-day signal-reversal loss, PM a 6-day trailing-stop win carried over from a prior entry) — well short of the >=5-trade bar needed to justify retuning signal weights. The trailing 14-day window still shows a healthy 83% win rate and +3.64% average pnl across 6 trades, which argues for leaving the current weighting alone rather than reacting to a single day. The one notable wrinkle was GM, which entered despite s_mom_rsi_rising=0.0 (RSI not yet confirmed rising, i.e. borderline extended) and reversed intraday for a small loss as RSI reached 73.1 while price held above SMA20 — a plausible 'chasing an extended move' case, but it's one trade and could easily be noise. F and PSA both entered on strong composites and remained open with no exit signal by EOD, so they offer no confirming or disconfirming evidence either way. No signal- or sector-level pattern repeats across enough trades today to support a weight change; the GM case is worth flagging for continued observation rather than acting on now.

Evidence: - Only 3 momentum entries today (F, GM, PSA) and 2 exits total — below the >=5-trade threshold required for weight tuning. - GM entered with s_mom_rsi_rising=0.0 and reversed same-day (days_held=0) for -1.97% via signal_reversal (rsi_d=73.1, close>sma20); a single occurrence, not yet a pattern. - Trailing 14-day stats remain strong (83% win rate, +3.64% avg pnl, 6 trades), arguing against disturbing current weights based on one day's results. - F and PSA remained open at EOD with no exit signal, providing no additional evidence on signal efficacy either direction.

Confidence: low · Proposed Δweights: {}

2026-07-29

Today was a low-activity session driven mostly by risk-off macro conditions: SPY fell 1.54%, QQQ fell 2.04%, and IWM fell 1.64%, while GLD (+0.46%) and XLE (+1.88%) diverged higher, consistent with a rotation into gold and energy. The only scan candidate, NUE, was correctly rejected by the gap filter after gapping 8.62% overnight (intent 247.86 vs quote 269.23), well above the 5% threshold — likely an earnings or news-driven jump, and the filter did its job avoiding a chase entry into an extended price. With zero entries, exits, or trails, the day's PnL (+0.22%) reflects only mark-to-market drift on the 3 existing positions, which held up reasonably well through a broad equity selloff. The trailing 14-day record (4 trades, 100% win rate, +5.75% avg return, 3.25-day avg hold) is encouraging but falls short of the 5-trade minimum required before attributing results to specific signals, so no weight tuning is justified from this data. Overall this looks like the system behaving defensively as designed (single candidate, correctly filtered) rather than revealing any signal-quality pattern.

Evidence: - Only 1 scan candidate (NUE) all day; gap filter correctly skipped it at 8.62% gap vs 5% threshold, avoiding an entry chasing an overnight jump from 247.86 to 269.23. - Zero entries/exits/trails; 3 held positions rode out a broad risk-off day (SPY -1.54%, QQQ -2.04%, IWM -1.64%) with equity essentially flat (+0.22%), while GLD/XLE diverged higher. - Trailing 14-day stats show only 4 closed trades (below the 5-trade minimum for weight changes), all wins, avg +5.75% over 3.25-day holds — too thin a sample to isolate which signals drove the edge.

Confidence: low · Proposed Δweights: {}

2026-07-28

Today produced three momentum exits (HPQ +10.98%, GM +10.99%, NUE +0.64%), all triggered by the identical signal_reversal condition (daily RSI pushing to ~71-73 while price closed above SMA20), and all were winners. Combined with one earlier trade this cycle, the trailing 14-day sample is only 4 trades (100% win rate, 5.75% avg pnl) — solid but far too small to clear the >=5-trade bar required for any composite-weight change. The one trade with full entry-signal detail, NUE, is worth flagging for future monitoring: it entered on a maximal composite (0.85 — all four core momentum signals at 1.0 except s_mom_volume_thrust at 0.0) and reversed the same day for a negligible +0.64% gain, hinting the entry may already have been late in the move, but a single instance is not a pattern and should not drive tuning. Separately, the maintenance run logged prices_db_stale (latest data from 2026-07-24, 4 days old as of the 2026-07-28 run) — a data-pipeline issue unrelated to signal weighting but one that could degrade scan quality if it persists, and deserves a human look. Net: exit logic is behaving as designed and no weight changes are warranted yet given the thin sample; continue collecting trades before revisiting composite weights.

Evidence: - 3/3 momentum exits today were profitable (avg +7.55%), all via RSI-overbought signal_reversal (rsi_d 70.8-73.4, close>SMA20) — exit rule working as intended. - Trailing 14-day stats show only n_trades=4 (win_rate=1.0, avg_pnl_pct=5.75%) — below the >=5-trade minimum needed to justify weight changes. - NUE entry composite 0.85 (s_mom_fresh_breakout/pullback_bounce/rsi_rising/macd_strong all 1.0, s_mom_volume_thrust 0.0) reversed same-day for only +0.64% pnl — a single data point, not yet a pattern. - prices_db_stale event: latest price data was 4 days old (2026-07-24) at the 2026-07-28 maintenance run — data-quality issue worth human review, separate from signal weighting.

Confidence: low · Proposed Δweights: {}

2026-07-27

There is not enough evidence to tune anything today, and the most important signal in the journal is operational rather than strategic. The prices DB is 4 days stale (latest 2026-07-23 on a 2026-07-27 run), which means every composite score, gate check, and exit test today was computed on lagging data and cannot be trusted for calibration. The trailing window holds a single trade, so the 100% win rate and +0.40% average are statistically meaningless and fall far short of the >=5-trade bar required for weight changes. Today's scan surfaced only energy names (OXY, DVN) on a session where XLE fell -1.72% and QQQ fell -1.42%, a cluster that is consistent with stale prices generating oversold-bounce candidates against quotes that no longer reflect the tape; notably act_open placed 0 positions, so no harm was done. The one closed position, XOM, exited on a momentum signal_reversal (rsi_d=72.1, close>sma20) for +0.398% over 5 days, which is the exit logic behaving exactly as designed, not evidence that the momentum profit-target or reversal rule is mistuned. Changing any signal weight now would be fitting noise on top of a corrupted data feed. The correct action is to repair the price pipeline and re-evaluate once several clean trades have accumulated. No weight changes are proposed.

Evidence: - prices_db_stale event: latest price 2026-07-23 vs run date 2026-07-27 (age_days=4) — all signals/composites today ran on stale data and are unreliable for tuning. - Trailing 14-day sample is n=1 (XOM, +0.398%, 5 days); win_rate=1.0 is meaningless at this size and is below the >=5-trade threshold required to justify changes. - Scan returned only energy candidates OXY & DVN while XLE -1.72% and QQQ -1.42%; act_open placed 0 of 0 intents, so no positions were opened on the suspect signals. - XOM momentum exit fired on signal_reversal (rsi_d=72.1, close>sma20) banking +0.40% in 5 days — designed exit behavior and a single data point, not a pattern. - One outlier day with a stale feed explicitly does not meet the conservative bar for weight tuning.

Confidence: low · Proposed Δweights: {}

2026-07-24

Today produced three momentum-continuation entries (HPQ, GM, PM), all opened in the same session and all still open with trailing stops; there were zero exits today and zero closed trades over the trailing 14-day window. With no realized outcomes, there is no basis to judge whether any signal was predictive, so no weight change is warranted. All three names scored an identical 0.85 composite because the same three signals — s_mom_fresh_breakout, s_mom_pullback_bounce, s_mom_rsi_rising — fired on every name, while s_mom_macd_strong and s_mom_volume_thrust (each weighted 0.15) simply alternated as the single missing signal; dropping either yields the same 0.85, so today cannot separate their value. The sample is also far below the >=5-trade threshold required for tuning, and a single low-activity day is explicitly not grounds for change. The market backdrop was mixed — SPY roughly flat (+0.10%), QQQ down 1.12%, energy firm (XLE +0.41%) — and the picks leaned value/energy/defensive, which is coherent with momentum rotating out of tech but is not yet a validated pattern. The conservative action is to hold all weights unchanged and let these positions close so P&L can be observed. Revisit once at least five momentum trades have realized outcomes, allowing win-rate and per-signal edge to be measured.

Evidence: - Only 3 trades today (HPQ, GM, PM), all momentum-mode entries opened in the same session; 0 exits today and 0 closed trades in the trailing 14 days — far below the >=5-trade threshold for any tuning. - No realized P&L or outcome data exists: every position is still open under a trailing stop, so signal predictiveness cannot be evaluated at all. - All three entries scored an identical 0.85 composite; s_mom_fresh_breakout, s_mom_pullback_bounce and s_mom_rsi_rising fired on 3/3, while s_mom_macd_strong and s_mom_volume_thrust each fired on only 2/3 — with equal 0.15 weights, dropping either produces the same score, so no signal can be credited or penalized. - Tape was mixed (SPY +0.10%, QQQ -1.12%, IWM -0.32%, XLE +0.41%) with picks skewed value/energy/defensive (GM, PM; energy candidates COP/EOG/OXY/EPD) — internally consistent but one session is not a pattern.

Confidence: low · Proposed Δweights: {}

2026-07-23

Today produced only a single entry (BMY momentum-continuation, score 0.85, 4/5 signals with s_mom_volume_thrust=0.0) and the trailing 14-day window shows zero closed trades, so there is no outcome data on which to judge signal efficacy. The one trade is still open, meaning we have entries but no realized P&L to attribute back to any signal weight. Per the operating rules, weight changes require a clear pattern across at least five recent trades, and one outlier day cannot justify tuning. It is worth noting the entry fired on a broad risk-off session (SPY -1.23%, QQQ -1.90%, GLD -2.00%) with only XLE green (+0.30%), and every scan candidate was an energy or defensive-pharma name — consistent with the momentum uptrend gate selecting relative-strength names on a weak tape rather than a signal-weighting problem. A killswitch pause also interrupted the early cycle (act_close/rebalance/scan skipped), which is an operational event, not a strategy-quality signal. No weight change is defensible from this sample. Hold current weights and reassess once several momentum and oversold trades have closed with P&L attribution.

Evidence: - Trailing 14-day stats report n_trades=0 — no closed-trade outcomes to attribute performance to any signal. - Exactly one entry today (BMY), still open (trailing-stop placed, verify_open_fills n_filled=1); zero exits, so no realized result yet. - BMY scored 0.85 on 4/5 momentum signals with s_mom_volume_thrust=0.0 — a single instance, not a pattern across >=5 trades. - Broad risk-off tape (SPY -1.23%, QQQ -1.90%, GLD -2.00%, only XLE +0.30%); all 5 scan candidates energy/pharma (BMY, COP, EOG, OXY, FANG), consistent with relative-strength selection, not signal miscalibration. - Killswitch pause skipped an early act_close/rebalance/scan cycle — operational, not a weighting issue.

Confidence: low · Proposed Δweights: {}

2026-07-22

Today was a clean, low-volume session: the scan surfaced only two candidates (XOM, COP) and both entered via the momentum-continuation mode with identical 0.85 composites, riding the clear energy rotation (XLE +1.20% while SPY -0.12%, QQQ -0.51%, IWM -0.93%). Both entries fired 4 of 5 momentum signals with s_mom_volume_thrust the lone absentee, and both bracket orders placed, discovered children, and verified fills without error — the execution pipeline worked as designed. The earlier CF gap-skip (6.65% > 5% threshold) and the 7-intent act_open were part of a mocked dry-run verifying the slot/cash fixes, so they should not be read as live behavior; the gap filter did, however, demonstrate correct logic in that test. The session also auto-unpaused cleanly from the June 30 day-PnL guard. With the trailing 14-day window showing zero closed trades, there is no realized-outcome sample at all, let alone the 5+ trades needed to justify tuning; two same-day, same-sector, same-score entries are a single correlated observation, not a pattern. Worth watching going forward: whether momentum entries that lack s_mom_volume_thrust underperform those with it, and the sector concentration risk of holding two highly correlated energy names against the same macro driver. No weight changes proposed today.

Evidence: - Trailing 14-day stats show n_trades = 0 — no realized outcomes exist to evaluate signal weights against. - Both entries (XOM, COP) were momentum-mode, score 0.85, with identical signal vectors: 4/5 firing, s_mom_volume_thrust = 0.0 — a correlated pair, not independent evidence. - Energy sector tailwind confirmed the gate context: XLE +1.20% vs SPY -0.12%, QQQ -0.51%, IWM -0.93%. - Execution was clean: verify_open_fills reported 2/2 filled, 0 failed; bracket children discovered for both positions. - The 01:33 act_open (7 intents, CF gap-skip at 6.65% vs 5% threshold) was flagged by dry_run_note as a mocked dry-run for the 2026-07-22 slot/cash fixes — not live orders. - Auto-unpause from the 2026-06-30 day-PnL guard executed as expected at session start; midday rebalance and act_close produced 0 exits / 0 trails.

Confidence: low · Proposed Δweights: {}