System

2026-10-29

Today produced effectively no trading activity to learn from: a single candidate (AVB) was scanned, flagged for an apparent 169% gap between intent price ($68.14) and quote price ($183.17) against a 5% threshold, and correctly skipped, resulting in zero entries, zero exits, and flat equity for the day. The trailing 14-day window shows zero trades as well, so there is no multi-trade sample of either entry mode's signal performance to evaluate. SPY was down a modest -0.38% with VIX at 17.2, well above fast-bear-skip conditions, so market regime is not an explanation for the inactivity — it's simply that the universe produced almost no qualifying setups today. The AVB gap figure itself looks like a data/price-feed inconsistency (AVB trades near $180, not $68) rather than a genuine overnight gap, and is worth a human data-quality check rather than a strategy lesson. With no trades to analyze in either the oversold-bounce or momentum-continuation signal sets, there is no basis to infer which signals are over- or under-weighted. The conservative and correct action is to make no weight changes and wait for a trade sample before drawing conclusions.

Evidence: - Trailing 14-day stats report n_trades=0 — no completed trades exist to attribute performance to any signal. - Only 1 scan candidate (AVB) today, and it was skipped pre-entry (n_placed=0), so zero live signal outcomes were generated. - AVB entry_skipped_gap shows intent_price=68.14 vs quote_price=183.17 (gap_pct=1.69, i.e. 169%), far exceeding the 5% threshold — this magnitude is inconsistent with AVB's actual trading range and suggests a stale or mismatched price reference rather than a real market gap. - eod_summary shows n_positions=0, n_entries=0, n_exits=0, day_pnl_pct=0.0 — no position or exit behavior occurred to evaluate exit/sizing logic. - SPY day_pct=-0.38% and VIX=17.2 indicate no fast-bear condition, so the lack of signals reflects scan/gate outcomes, not a volatility-driven skip.

Confidence: low · Proposed Δweights: {}

2026-10-28

Today produced zero trades and therefore zero evidence for weight tuning: the scan surfaced only one candidate (AVB) out of the 228-name universe, and that single intent was blocked by the gap filter before it could reach sizing or execution. The gap itself looks like a data integrity problem rather than a real market gap — the recorded intent price of $68.14 is wildly inconsistent with the quote price of $183.17 (a 168.8% delta against a 5% threshold), and $183 is in the right neighborhood for AVB while $68 is not a price that name has traded at. Market conditions were calm and risk-on (SPY +0.34%, VIX 16.9, no fast-bear skip triggered), so the low candidate count reflects either genuinely narrow signal alignment across the universe or an upstream scan/pricing issue, not strategy-driven caution. With trailing 14-day trade count at zero, there is no multi-trade pattern — clear or otherwise — to justify any weight delta, and doing so would violate the >=5-trade evidentiary bar. The actionable item here is a data-quality check on the intent-price feed for the scan step, not a signal-weight adjustment.

Evidence: - n_candidates=1 (AVB) scanned across the full 228-name universe on 2026-10-28 — no other names cleared either mode's gate/signal threshold - AVB's only intent was skipped by the gap filter: intent_price=$68.14 vs quote_price=$183.17 (gap_pct=168.8% against a 5% threshold), consistent with a stale or erroneous intent price rather than a genuine overnight gap - n_placed=0, n_exits=0, n_trails=0, n_positions=0 all day — zero trades executed, so no fill/exit outcomes exist to attribute to any signal - Trailing 14-day stats show n_trades=0, meaning there is no multi-trade history at all, let alone the >=5-trade pattern required before proposing any weight change - Market context was unremarkable and did not warrant the fast-bear skip (SPY 10d context implied benign; SPY day +0.34%, VIX 16.9), so the low candidate count is not explained by a risk-off override

Confidence: low · Proposed Δweights: {}

2026-10-27

Today produced no trading activity to learn from: the scan surfaced exactly one candidate (AVB), and it never reached signal evaluation because the pre-trade gap filter rejected it outright. The reported gap between intent_price ($68.14) and quote_price ($183.17) is a 168.8% move, which is implausible for a single name in one session and almost certainly reflects a stale or corrupted intent price rather than a genuine overnight gap — AVB's real trading range is nowhere near $68. With zero entries, zero exits, zero trails, and zero positions held, the account sat flat (day_pnl_pct 0.0%) through a constructive tape (SPY +0.56%, QQQ +1.27%, IWM +1.15%, VIX a calm 17.5), aside from XLE's -2.05% drag. The trailing 14-day window shows n_trades=0, meaning there is no executed-trade history at all to attribute to any signal or weight. Because both today's single event and the trailing window are empty of real trades, there is no statistical basis — and nowhere near the required 5+ trade sample — for adjusting any oversold-bounce or momentum weight. The one actionable item is a data-quality flag: the AVB intent/quote price mismatch should be investigated as a likely pricing-feed or stale-quote bug, not treated as a market signal.

Evidence: - Only 1 scan candidate (AVB) all day, and it was rejected by the gap filter before any signal composite was even scored (n_after_gap_filter=0). - AVB gap_pct of 1.6881 (168.8%) against a 5% threshold, from intent_price $68.14 vs quote_price $183.17 — inconsistent with AVB's actual price level, indicating a likely stale/bad intent price rather than a real gap. - n_entries=0, n_exits=0, n_trails=0, n_positions=0, day_pnl_pct=0.0 — fully idle session. - Trailing 14-day stats report n_trades=0, so there is no multi-trade sample to support any weight change under the >=5 trade requirement.

Confidence: low · Proposed Δweights: {}

2026-10-26

Today produced zero trading activity: the scan surfaced a single oversold candidate (AVB), but it was rejected by the gap filter before any order could be placed, and the trailing 14-day window shows zero completed trades. The 'gap' in question (intent $68.14 vs quote $183.17, a 169% deviation) is almost certainly a stale or corrupted intent price rather than a genuine overnight gap for a stock trading in the $180s, which points to a data-quality issue in the signal/intent pipeline rather than anything about signal weighting. With no real entries or exits today or over the trailing 14 days, there is no trade-level evidence (win/loss, PT hits, stop-outs) to support any weight adjustment in either the oversold-bounce or momentum-continuation signal sets. Making weight changes now would be tuning against noise from a single non-trade, which directly violates the 'no changes without a clear multi-trade pattern' guardrail. The more actionable finding is operational: investigate why AVB's intent price was computed as $68 when the live quote was $183, since repeated bad intents could be silently suppressing valid entries via the gap filter. Market context (SPY +0.71%, VIX 18.4, broad-based green day) was constructive and not a reason for the lack of signals; the bottleneck was candidate generation/data integrity, not market regime. No weight tuning is warranted this cycle.

Evidence: - n_trades=0 over trailing 14 days — no basis for any composite/signal weight inference - Only 1 scan candidate (AVB) all day, and it was filtered out pre-order by the gap check - AVB gap_pct=1.688 (168.8%) came from intent_price=$68.14 vs quote_price=$183.17 — implausible as a real overnight gap for this name, suggesting a stale/bad intent price rather than a true market gap - act_open, rebalance_midday, act_close, and eod_summary all show 0 entries/exits/trails — a fully flat day with day_pnl_pct=0.0 - Favorable market backdrop (SPY +0.71%, VIX 18.4, QQQ +1.11%) did not translate into any valid candidates clearing both the mode gate and composite threshold

Confidence: low · Proposed Δweights: {}

2026-10-23

Today was essentially a zero-activity session for Gilbert: only one candidate (AVB) was surfaced by the scan, and it never reached entry because the gap filter rejected it — the intent price of $68.14 was 168.8% away from the live quote of $183.17, a discrepancy far too large to be a real overnight gap and far more consistent with a stale or mispulled intent price than genuine market movement. With zero entries placed, there were no open positions all day, so midday rebalance, EOD close, and the trail/exit logic had nothing to act on (0 exits, 0 trails, 0 positions, 0.0% day P&L on flat equity of $90,069.74). The trailing 14-day window independently confirms there is no recent trade history at all (n_trades=0), meaning there is no population of oversold-bounce or momentum-continuation outcomes to examine for signal-composite performance, win/loss skew, or sector concentration. Market context (SPY -0.52%, XLE +2.6%, VIX ~19.45) is irrelevant here since no trade was ever live enough to be exposed to it. Because the task constraints explicitly require a clear pattern across at least five recent trades before any weight change is proposed, and the actual count of completed or even attempted trades today and over the trailing 14 days is zero, there is no evidentiary basis for touching any signal weight. The one actionable item from today is operational, not strategic: the AVB gap-filter trigger looks like a data-quality issue (stale cached intent price) rather than a trading-signal lesson, and is worth a human look at the price-feed/intent pipeline rather than a weight tune.

Evidence: - n_candidates=1 (AVB only); n_after_gap_filter=0, n_placed=0 — the sole candidate was blocked before entry. - AVB gap_pct=168.8% (intent_price $68.14 vs quote_price $183.17) vs threshold_pct=5% — magnitude strongly suggests a stale/erroneous intent price rather than a true price gap. - EOD summary: n_positions=0, n_entries=0, n_exits=0, n_exit_failed=0, n_trails=0, day_pnl_pct=0.0 — no trade activity to evaluate. - Trailing 14-day stats: n_trades=0 — no historical sample exists to detect any cross-trade signal pattern. - Task constraint requires >=5 recent trades before proposing weight changes; actual trade count (today + 14d trailing) = 0.

Confidence: low · Proposed Δweights: {}

2026-10-22

Today was essentially a no-trade day: the scan surfaced exactly one candidate (AVB), and it was rejected by the gap filter before any order could be placed, leaving the book flat with zero entries, zero exits, and 0.0% day P&L. The AVB rejection itself looks like a data-quality issue rather than a real market gap: the recorded intent_price ($68.14) sits roughly 169% below the live quote ($183.17), which is not a plausible overnight gap for a REIT like AVB and more likely reflects a stale or mis-keyed reference price feeding the gap filter. Market conditions were moderately risk-off (SPY -1.18%, QQQ -2.86%, VIX 19.03) but did not breach the fast-bear skip threshold (SPY 10d return ≤ -3%), so the dearth of candidates reflects universe/gate conditions rather than the bear-skip rule firing. The trailing 14-day stats are built on a single closed trade (100% win rate, +0.39% avg P&L, 30-day hold), which is far too small a sample to say anything about signal quality, let alone attribute performance to specific oversold or momentum signals. With no trades today and only one in the trailing window, there is no cross-trade pattern to act on, so weights should be left untouched. The one actionable follow-up is operational, not strategic: verify the pricing source feeding gap-filter intent_price checks for AVB (and possibly other names), since a corrupted reference price could be silently suppressing legitimate entries.

Evidence: - Only 1 scan candidate (AVB) all day; n_after_gap_filter=0, n_placed=0 — zero entries. - AVB gap_pct=1.688 (168.8%) vs threshold_pct=0.05 — intent_price $68.14 vs quote_price $183.17 is implausible as a real gap and suggests a stale/incorrect reference price rather than a genuine signal rejection. - Full day flat: n_exits=0, n_trails=0, n_positions=0, day_pnl_pct=0.0 — no trade activity to evaluate any signal against. - Trailing 14-day stats show n_trades=1, well below the >=5 trade threshold required before touching weights. - SPY 10-day context not provided directly, but today's SPY -1.18% alone is nowhere near the -3% fast-bear skip threshold, so the lack of candidates isn't explained by the bear-skip rule.

Confidence: low · Proposed Δweights: {}