Operations quality
Audit
Execution mismatches, failed orders, option capture failures, missing features, and reconciliation drift.
Execution Reconciliation Required
Strategy exits were recorded, but the allocation ledger is still open. Treat these as broker/bridge drift until reconciled.
3 mismatches
Date
Trade
Timeframe
Exit
Strategy P&L
Ledger
Latest Execution
Nov 13, 26 TECH open_long D opposite_div_tp_exit -$5 still open close_order_failed
Outcome DDV1_BATS_TECH_D_L_1793975400000 closed at 2026-11-13T14:30:00.000Z, but allocation ledger remains open.
Do not treat the current broker close as strategy performance; reconcile it as an execution adjustment.
{
"signalId": "DDV1_BATS_TECH_D_L_1793975400000",
"symbol": "TECH",
"timeframe": "D",
"direction": "long",
"action": "open_long",
"allocationStatus": "open",
"latestExecutionStatus": "close_order_failed",
"exitReason": "opposite_div_tp_exit",
"exitPrice": 72.76,
"realizedPnl": -4.549999999999557,
"completedAt": "2026-11-13T14:30:00.000Z"
}
Nov 12, 26 AAPL open_long D opposite_div_tp_exit +$1 still open close_order_failed
Outcome DDV1_BATS_AAPL_D_L_1793802600000 closed at 2026-11-12T14:30:00.000Z, but allocation ledger remains open.
Do not treat the current broker close as strategy performance; reconcile it as an execution adjustment.
{
"signalId": "DDV1_BATS_AAPL_D_L_1793802600000",
"symbol": "AAPL",
"timeframe": "D",
"direction": "long",
"action": "open_long",
"allocationStatus": "open",
"latestExecutionStatus": "close_order_failed",
"exitReason": "opposite_div_tp_exit",
"exitPrice": 355.36,
"realizedPnl": 1.4700000000000273,
"completedAt": "2026-11-12T14:30:00.000Z"
}
Nov 12, 26 LAMR open_long D opposite_div_tp_exit +$38 still open close_submitted
Outcome DDV1_BATS_LAMR_D_L_1794234600000 closed at 2026-11-12T14:30:00.000Z, but allocation ledger remains open.
Do not treat the current broker close as strategy performance; reconcile it as an execution adjustment.
{
"signalId": "DDV1_BATS_LAMR_D_L_1794234600000",
"symbol": "LAMR",
"timeframe": "D",
"direction": "long",
"action": "open_long",
"allocationStatus": "open",
"latestExecutionStatus": "close_submitted",
"exitReason": "opposite_div_tp_exit",
"exitPrice": 162.62,
"realizedPnl": 37.840000000000146,
"completedAt": "2026-11-12T14:30:00.000Z"
}
Allocation / Execution Detail
Use this when a trade state looks wrong or stale.
Date
Allocation
Timeframe
Decision
Actual / Intended Shares
Actual / Intended Risk
Cal P
Execution
Ledger
Nov 13, 26 EXPD open_long D reduced 6 / 6 $243 / $243 57.53% entry submitted + protective stop active open
Risk %0.5%
Intended Risk %0.5%
Intended Shares6
Intended Risk $$243
Raw P80.11%
Cal P57.53%
Policydistributional_kelly
Allocatordistributional_kelly_v4_minimum_risk_floor
Similarityweighted
Signal Exp R0.0412
Legacy Kelly Risk0.25%
Fixed TF Risk0.5%
Max Notional12%
Notional$1,179
Notional Capfalse
Drawdown Mult0.5
Dist Kelly Risk1%
Confidence99.26%
Quarter Kelly2.5%
Kelly After Cap1%
Transition Baseline0.25%
Transition Max1%
Transition Appliedfalse
Dist Samples30
Eligible Samples35,576
Final Scenarios30
Invalid Samples3
Baseline Samples30
Baseline Confidence100%
Dist Fallbackunweighted_nearest_neighbors
Dist Exp R0.1343
Dist Stopout16.11%
Order ID979302789
Raw Executionentry_submitted_stop_submitted
FilledNone
Avg FillNone
SlippageNone
Reducedrawdown_reduced_size
Ledgeropen
Ledger ClosedNone
{
"signalId": "DDV1_BATS_EXPD_D_L_1794493800000",
"symbol": "EXPD",
"timeframe": "D",
"action": "open_long",
"modelVersion": "trade_quality_ablation_child3_live_v2_live_v2_no_prior3_train_through_2022_test_2023_2026",
"rawProbability": 0.80110791,
"calibratedProbability": 0.57527698,
"decision": "reduced",
"approved": true,
"finalShares": 6,
"finalRiskPct": 0.005,
"allowedRiskDollars": 243.305089,
"intendedShares": 6,
"intendedRiskPct": 0.005,
"intendedRiskDollars": 243.305089,
"allocationPolicy": "distributional_kelly",
"allocatorVersion": "distributional_kelly_v4_minimum_risk_floor",
"distributionSimilarityMode": "weighted",
"signalExpectedR": 0.0411828930030301,
"legacyKellyFraction": 0,
"legacyKellyRiskPct": 0.0025,
"timeframeFixedRiskPct": 0.005,
"maxNotionalPct": 0.12,
"notionalBeforeCaps": 1179,
"notionalAfterCaps": 1179,
"notionalCapApplied": false,
"drawdownMultiplier": 0.5,
"portfolioCapMode": "hard",
"rawDistributionalKellyPct": 0.1,
"shrunkDistributionalKellyPct": 0.09925882472873515,
"confidenceMultiplier": 0.9925882472873515,
"quarterKellyRiskPct": 0.025,
"cappedKellyRiskPct": 0.01,
"transitionBaselineRiskPct": 0.0025,
"transitionMaxRiskPct": 0.01,
"transitionCapApplied": false,
"finalKellyRiskPctBeforeSafetyCaps": 0.01,
"distributionSampleSize": 30,
"distributionEligibleSampleSize": 35576,
"distributionFinalScenarioCount": 30,
"distributionInvalidSampleCount": 3,
"distributionSelectedSampleIds": [
"DDV1_BATS_AVT_D_L_1793021400000",
"DDV1_BATS_HPE_D_L_1792589400000",
"DDV1_BATS_URI_D_L_1788960600000",
"DDV1_BATS_CRWD_D_L_1794234600000",
"DDV1_BATS_EXPD_D_L_1790602200000",
"DDV1_BATS_ADP_D_L_1789392600000",
"DDV1_BATS_TEAM_D_L_1789392600000",
"DDV1_BATS_AMRX_D_L_1791552600000",
"DDV1_BATS_ELF_D_L_1790083800000",
"DDV1_BATS_PFG_D_L_1792071000000",
"DDV1_BATS_EBAY_D_L_1786627800000",
"DDV1_BATS_ESNT_D_L_1788442200000",
"DDV1_BATS_BEN_D_L_1790947800000",
"DDV1_BATS_QLYS_D_L_1789479000000",
"DDV1_BATS_MU_D_L_1784640600000",
"DDV1_BATS_AMN_D_L_1788960600000",
"DDV1_BATS_AMD_D_L_1784727000000",
"DDV1_BATS_CNO_D_L_1791207000000",
"DDV1_BATS_AMG_D_L_1794234600000",
"DDV1_BATS_AMRX_D_L_1793975400000",
"DDV1_BATS_APA_D_L_1790861400000",
"DDV1_BATS_FTI_D_L_1789133400000",
"DDV1_BATS_ALRM_D_L_1790775000000",
"DDV1_BATS_ACA_D_L_1789392600000",
"DDV1_BATS_CBT_D_L_1784122200000",
"DDV1_BATS_STX_D_L_1790083800000",
"DDV1_BATS_WAT_D_L_1788355800000",
"DDV1_BATS_PCTY_D_L_1789392600000",
"DDV1_BATS_HPQ_D_L_1790861400000",
"DDV1_BATS_CVS_D_L_1786714200000"
],
"distributionSelectedSampleWeights": [
0.896412730112437,
0.787165634016099,
0.7815527589691481,
0.7703613805356301,
0.7266963727222135,
0.7256104994847947,
0.7238352640487772,
0.7235983819472432,
0.7185967178099761,
0.7169306797626868,
0.7167252398009524,
0.7140061493693908,
0.7134788888050726,
0.7129866236230304,
0.7096746242318964,
0.7000686186993118,
0.6982404168891748,
0.697267128409329,
0.6854231413592753,
0.6828600780427319,
0.6752014809976555,
0.6102391162862493,
0.6340442607515241,
0.6339315352664221,
0.6338574090812861,
0.6326228563343368,
0.630323153911377,
0.6285487150888183,
0.6274429780423014,
0.6267938769866865
],
"distributionBaselineSampleSize": 30,
"distributionBaselineConfidence": 1,
"distributionBaselineSampleIds": [
"DDV1_BATS_AVT_D_L_1793021400000",
"DDV1_BATS_HPE_D_L_1792589400000",
"DDV1_BATS_URI_D_L_1788960600000",
"DDV1_BATS_EXPD_D_L_1790602200000",
"DDV1_BATS_ADP_D_L_1789392600000",
"DDV1_BATS_TEAM_D_L_1789392600000",
"DDV1_BATS_AMRX_D_L_1791552600000",
"DDV1_BATS_ELF_D_L_1790083800000",
"DDV1_BATS_PFG_D_L_1792071000000",
"DDV1_BATS_EBAY_D_L_1786627800000",
"DDV1_BATS_ESNT_D_L_1788442200000",
"DDV1_BATS_BEN_D_L_1790947800000",
"DDV1_BATS_QLYS_D_L_1789479000000",
"DDV1_BATS_MU_D_L_1784640600000",
"DDV1_BATS_AMN_D_L_1788960600000",
"DDV1_BATS_AMD_D_L_1784727000000",
"DDV1_BATS_CNO_D_L_1791207000000",
"DDV1_BATS_AMG_D_L_1794234600000",
"DDV1_BATS_AMRX_D_L_1793975400000",
"DDV1_BATS_ALRM_D_L_1790775000000",
"DDV1_BATS_ACA_D_L_1789392600000",
"DDV1_BATS_CBT_D_L_1784122200000",
"DDV1_BATS_STX_D_L_1790083800000",
"DDV1_BATS_WAT_D_L_1788355800000",
"DDV1_BATS_PCTY_D_L_1789392600000",
"DDV1_BATS_HPQ_D_L_1790861400000",
"DDV1_BATS_CVS_D_L_1786714200000",
"DDV1_BATS_LLY_D_L_1788355800000",
"DDV1_BATS_SYY_D_L_1787319000000",
"DDV1_BATS_TECH_D_L_1793021400000"
],
"distributionFallbackLevel": "unweighted_nearest_neighbors",
"distributionExpectedR": 0.13431641518675852,
"distributionStopoutRate": 0.1610768212978208,
"rejectionReasons": [],
"reductionReasons": [
"drawdown_reduced_size"
],
"executionStatus": "entry_submitted_stop_submitted",
"submittedAt": "2026-11-13T14:30:31.580Z",
"brokerOrderId": "979302789",
"submittedQuantity": 6,
"filledQuantity": null,
"avgFillPrice": null,
"expectedEntryPrice": 196.5,
"slippagePct": null,
"exitPrice": null,
"realizedPnl": null,
"allocationStatus": "open",
"allocationClosedAt": null,
"decidedAt": "2026-11-13T14:30:31.074Z"
}
Nov 12, 26 FDS open_long D reduced 1 / 1 $61 / $61 59.02% entry submitted + protective stop active open
Risk %0.13%
Intended Risk %0.13%
Intended Shares1
Intended Risk $$61
Raw P86.09%
Cal P59.02%
Policydistributional_kelly
Allocatordistributional_kelly_v4_minimum_risk_floor
Similarityweighted
Signal Exp R0.0458
Legacy Kelly Risk0.25%
Fixed TF Risk0.5%
Max Notional12%
Notional$338
Notional Capfalse
Drawdown Mult0.5
Dist Kelly Risk0%
Confidence99.14%
Quarter Kelly0%
Kelly After Cap0%
Transition Baseline0%
Transition Max1%
Transition Appliedfalse
Dist Samples30
Eligible Samples35,576
Final Scenarios30
Invalid Samples2
Baseline Samples30
Baseline Confidence100%
Dist Fallbackunweighted_nearest_neighbors
Dist Exp R-0.0412
Dist Stopout33.38%
Order ID979103427
Raw Executionentry_submitted_stop_submitted
FilledNone
Avg FillNone
SlippageNone
Reducedrawdown_reduced_size
Ledgeropen
Ledger ClosedNone
{
"signalId": "DDV1_BATS_FDS_D_L_1794407400000",
"symbol": "FDS",
"timeframe": "D",
"action": "open_long",
"modelVersion": "trade_quality_ablation_child3_live_v2_live_v2_no_prior3_train_through_2022_test_2023_2026",
"rawProbability": 0.8608733,
"calibratedProbability": 0.59021832,
"decision": "reduced",
"approved": true,
"finalShares": 1,
"finalRiskPct": 0.00125,
"allowedRiskDollars": 60.854322125,
"intendedShares": 1,
"intendedRiskPct": 0.00125,
"intendedRiskDollars": 60.854322125,
"allocationPolicy": "distributional_kelly",
"allocatorVersion": "distributional_kelly_v4_minimum_risk_floor",
"distributionSimilarityMode": "weighted",
"signalExpectedR": 0.04579320174385189,
"legacyKellyFraction": 0,
"legacyKellyRiskPct": 0.0025,
"timeframeFixedRiskPct": 0.005,
"maxNotionalPct": 0.12,
"notionalBeforeCaps": 337.77,
"notionalAfterCaps": 337.77,
"notionalCapApplied": false,
"drawdownMultiplier": 0.5,
"portfolioCapMode": "hard",
"rawDistributionalKellyPct": 0,
"shrunkDistributionalKellyPct": 0,
"confidenceMultiplier": 0.9914062958837078,
"quarterKellyRiskPct": 0,
"cappedKellyRiskPct": 0,
"transitionBaselineRiskPct": 0,
"transitionMaxRiskPct": 0.01,
"transitionCapApplied": false,
"finalKellyRiskPctBeforeSafetyCaps": 0,
"distributionSampleSize": 30,
"distributionEligibleSampleSize": 35576,
"distributionFinalScenarioCount": 30,
"distributionInvalidSampleCount": 2,
"distributionSelectedSampleIds": [
"DDV1_BATS_ARMK_D_L_1787751000000",
"DDV1_BATS_AMG_D_L_1787664600000",
"DDV1_BATS_A_D_L_1792503000000",
"DDV1_BATS_FLR_D_L_1789651800000",
"DDV1_BATS_HALO_D_L_1791293400000",
"DDV1_BATS_TWLO_D_L_1789479000000",
"DDV1_BATS_TMO_D_L_1793716200000",
"DDV1_BATS_MANH_D_L_1789392600000",
"DDV1_BATS_RGA_D_L_1791466200000",
"DDV1_BATS_AVTR_D_L_1792071000000",
"DDV1_BATS_ILMN_D_L_1789479000000",
"DDV1_BATS_PSX_D_L_1790775000000",
"DDV1_BATS_FFIV_D_L_1785159000000",
"DDV1_BATS_KBR_D_L_1789392600000",
"DDV1_BATS_PBF_D_L_1790256600000",
"DDV1_BATS_HSIC_D_L_1788442200000",
"DDV1_BATS_JAZZ_D_L_1789133400000",
"DDV1_BATS_LH_D_L_1788355800000",
"DDV1_BATS_ARWR_D_L_1786109400000",
"DDV1_BATS_MTG_D_L_1788442200000",
"DDV1_BATS_CRBG_D_L_1790343000000",
"DDV1_BATS_DELL_D_L_1790343000000",
"DDV1_BATS_BEN_D_L_1790947800000",
"DDV1_BATS_AMRX_D_L_1788355800000",
"DDV1_BATS_TRU_D_L_1789392600000",
"DDV1_BATS_VEEV_D_L_1790170200000",
"DDV1_BATS_AMG_D_L_1794234600000",
"DDV1_BATS_DOCU_D_L_1790861400000",
"DDV1_BATS_UHS_D_L_1790947800000",
"DDV1_BATS_SYY_D_L_1787319000000"
],
"distributionSelectedSampleWeights": [
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0.9085188777960963,
0.894669965896126,
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],
"distributionBaselineSampleSize": 30,
"distributionBaselineConfidence": 1,
"distributionBaselineSampleIds": [
"DDV1_BATS_ARMK_D_L_1787751000000",
"DDV1_BATS_AMG_D_L_1787664600000",
"DDV1_BATS_A_D_L_1792503000000",
"DDV1_BATS_HALO_D_L_1791293400000",
"DDV1_BATS_MANH_D_L_1789392600000",
"DDV1_BATS_HSIC_D_L_1788442200000",
"DDV1_BATS_JAZZ_D_L_1789133400000",
"DDV1_BATS_LH_D_L_1788355800000",
"DDV1_BATS_ARWR_D_L_1786109400000",
"DDV1_BATS_MTG_D_L_1788442200000",
"DDV1_BATS_CRBG_D_L_1790343000000",
"DDV1_BATS_DELL_D_L_1790343000000",
"DDV1_BATS_BEN_D_L_1790947800000",
"DDV1_BATS_AMRX_D_L_1788355800000",
"DDV1_BATS_TRU_D_L_1789392600000",
"DDV1_BATS_VEEV_D_L_1790170200000",
"DDV1_BATS_AMG_D_L_1794234600000",
"DDV1_BATS_DOCU_D_L_1790861400000",
"DDV1_BATS_UHS_D_L_1790947800000",
"DDV1_BATS_SYY_D_L_1787319000000",
"DDV1_BATS_LLY_D_L_1788355800000",
"DDV1_BATS_RSG_D_L_1789133400000",
"DDV1_BATS_VNOM_D_L_1788874200000",
"DDV1_BATS_EXPD_D_L_1790602200000",
"DDV1_BATS_TXNM_D_L_1793629800000",
"DDV1_BATS_NTRS_D_L_1787578200000",
"DDV1_BATS_PCTY_D_L_1789392600000",
"DDV1_BATS_HRB_D_L_1793280600000",
"DDV1_BATS_DT_D_L_1789047000000",
"DDV1_BATS_SAIC_D_L_1790343000000"
],
"distributionFallbackLevel": "unweighted_nearest_neighbors",
"distributionExpectedR": -0.04119440016963513,
"distributionStopoutRate": 0.33379661499865326,
"rejectionReasons": [],
"reductionReasons": [
"drawdown_reduced_size"
],
"executionStatus": "entry_submitted_stop_submitted",
"submittedAt": "2026-11-12T14:31:01.147Z",
"brokerOrderId": "979103427",
"submittedQuantity": 1,
"filledQuantity": null,
"avgFillPrice": null,
"expectedEntryPrice": 337.77,
"slippagePct": null,
"exitPrice": null,
"realizedPnl": null,
"allocationStatus": "open",
"allocationClosedAt": null,
"decidedAt": "2026-11-12T14:31:00.821Z"
}
Nov 12, 26 PEP open_long 60 reduced 7 / 7 $61 / $61 57.27% close submitted closed
Risk %0.13%
Intended Risk %0.13%
Intended Shares7
Intended Risk $$61
Raw P79.07%
Cal P57.27%
Policydistributional_kelly
Allocatordistributional_kelly_v4_minimum_risk_floor
Similarityweighted
Signal Exp R-0.0065
Legacy Kelly Risk1.25%
Fixed TF Risk0.4%
Max Notional8%
Notional$1,011
Notional Capfalse
Drawdown Mult0.5
Dist Kelly Risk0%
Confidence99.08%
Quarter Kelly0%
Kelly After Cap0%
Transition Baseline0%
Transition Max0.4%
Transition Appliedfalse
Dist Samples30
Eligible Samples53,909
Final Scenarios30
Invalid Samples2
Baseline Samples30
Baseline Confidence100%
Dist Fallbackunweighted_nearest_neighbors
Dist Exp R-0.0393
Dist Stopout19.5%
Order ID979376788
Raw Executionclose_submitted
FilledNone
Avg FillNone
SlippageNone
Reducedrawdown_reduced_size
Ledgerclosed
Ledger ClosedNov 13, 26
{
"signalId": "DDV1_BATS_PEP_60_L_1794429000000",
"symbol": "PEP",
"timeframe": "60",
"action": "open_long",
"modelVersion": "trade_quality_ablation_intraday_60m_child3_plus_prior_path_train_first_80pct_test_holdout_last_20pct",
"rawProbability": 0.79066604,
"calibratedProbability": 0.57266651,
"decision": "reduced",
"approved": true,
"finalShares": 7,
"finalRiskPct": 0.00125,
"allowedRiskDollars": 60.880718625,
"intendedShares": 7,
"intendedRiskPct": 0.00125,
"intendedRiskDollars": 60.880718625,
"allocationPolicy": "distributional_kelly",
"allocatorVersion": "distributional_kelly_v4_minimum_risk_floor",
"distributionSimilarityMode": "weighted",
"signalExpectedR": -0.006540982344581246,
"legacyKellyFraction": 0.14533302,
"legacyKellyRiskPct": 0.0125,
"timeframeFixedRiskPct": 0.004,
"maxNotionalPct": 0.08,
"notionalBeforeCaps": 1010.66,
"notionalAfterCaps": 1010.66,
"notionalCapApplied": false,
"drawdownMultiplier": 0.5,
"portfolioCapMode": "hard",
"rawDistributionalKellyPct": 0,
"shrunkDistributionalKellyPct": 0,
"confidenceMultiplier": 0.990775942661604,
"quarterKellyRiskPct": 0,
"cappedKellyRiskPct": 0,
"transitionBaselineRiskPct": 0,
"transitionMaxRiskPct": 0.004,
"transitionCapApplied": false,
"finalKellyRiskPctBeforeSafetyCaps": 0,
"distributionSampleSize": 30,
"distributionEligibleSampleSize": 53909,
"distributionFinalScenarioCount": 30,
"distributionInvalidSampleCount": 2,
"distributionSelectedSampleIds": [
"DDV1_BATS_CRWD_60_L_1789569000000",
"DDV1_BATS_TFC_60_L_1793802600000",
"DDV1_BATS_SYK_60_L_1793280600000",
"DDV1_BATS_INTC_60_L_1790350200000",
"DDV1_BATS_EW_60_L_1794335400000",
"DDV1_BATS_COP_60_L_1793295000000",
"DDV1_BATS_SPGI_60_L_1793802600000",
"DDV1_BATS_NFLX_60_L_1791898200000",
"DDV1_BATS_CI_60_L_1793021400000",
"DDV1_BATS_UPS_60_L_1793727000000",
"DDV1_BATS_MCK_60_L_1793806200000",
"DDV1_BATS_MAR_60_L_1793802600000",
"DDV1_BATS_HCA_60_L_1789741800000",
"DDV1_BATS_DHR_60_L_1793388600000",
"DDV1_BATS_CB_60_L_1791988200000",
"DDV1_BATS_FTNT_60_L_1789651800000",
"DDV1_BATS_MPC_60_L_1792092600000",
"DDV1_BATS_RTX_60_L_1793629800000",
"DDV1_BATS_HD_60_L_1794234600000",
"DDV1_BATS_AMAT_60_L_1791826200000",
"DDV1_BATS_AMAT_60_L_1791225000000",
"DDV1_BATS_ZS_60_L_1789569000000",
"DDV1_BATS_GOOGL_60_L_1791826200000",
"DDV1_BATS_ABBV_60_L_1789500600000",
"DDV1_BATS_PGR_60_L_1789500600000",
"DDV1_BATS_WM_60_L_1792600200000",
"DDV1_BATS_HON_60_L_1793629800000",
"DDV1_BATS_ABBV_60_L_1790087400000",
"DDV1_BATS_DDOG_60_L_1791905400000",
"DDV1_BATS_PSX_60_L_1789133400000"
],
"distributionSelectedSampleWeights": [
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"distributionBaselineSampleSize": 30,
"distributionBaselineConfidence": 1,
"distributionBaselineSampleIds": [
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"DDV1_BATS_NFLX_60_L_1791898200000",
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"DDV1_BATS_USO_60_L_1793194200000",
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"DDV1_BATS_MRNA_60_L_1788463800000",
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],
"distributionFallbackLevel": "unweighted_nearest_neighbors",
"distributionExpectedR": -0.03925233988356149,
"distributionStopoutRate": 0.19502970039951956,
"rejectionReasons": [],
"reductionReasons": [
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],
"executionStatus": "close_submitted",
"submittedAt": "2026-11-13T16:30:25.454Z",
"brokerOrderId": "979376788",
"submittedQuantity": 7,
"filledQuantity": null,
"avgFillPrice": null,
"expectedEntryPrice": 144.36,
"slippagePct": null,
"exitPrice": 144.36,
"realizedPnl": null,
"allocationStatus": "closed",
"allocationClosedAt": "2026-11-13T16:30:00.000Z",
"decidedAt": "2026-11-12T14:30:27.879Z"
}
Nov 11, 26 HAE open_long D reduced 4 / 4 $61 / $61 57.55% entry submitted + protective stop active open
Risk %0.13%
Intended Risk %0.13%
Intended Shares4
Intended Risk $$61
Raw P80.19%
Cal P57.55%
Policydistributional_kelly
Allocatordistributional_kelly_v4_minimum_risk_floor
Similarityweighted
Signal Exp R0.0045
Legacy Kelly Risk0.25%
Fixed TF Risk0.5%
Max Notional12%
Notional$492
Notional Capfalse
Drawdown Mult0.5
Dist Kelly Risk0%
Confidence99.24%
Quarter Kelly0%
Kelly After Cap0%
Transition Baseline0%
Transition Max1%
Transition Appliedfalse
Dist Samples30
Eligible Samples35,577
Final Scenarios30
Invalid Samples0
Baseline Samples30
Baseline Confidence100%
Dist Fallbackunweighted_nearest_neighbors
Dist Exp R-0.0041
Dist Stopout39.07%
Order ID978885955
Raw Executionentry_submitted_stop_submitted
FilledNone
Avg FillNone
SlippageNone
Reducedrawdown_reduced_size
Ledgeropen
Ledger ClosedNone
{
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"symbol": "HAE",
"timeframe": "D",
"action": "open_long",
"modelVersion": "trade_quality_ablation_child3_live_v2_live_v2_no_prior3_train_through_2022_test_2023_2026",
"rawProbability": 0.80188559,
"calibratedProbability": 0.5754714,
"decision": "reduced",
"approved": true,
"finalShares": 4,
"finalRiskPct": 0.00125,
"allowedRiskDollars": 60.982228750000004,
"intendedShares": 4,
"intendedRiskPct": 0.00125,
"intendedRiskDollars": 60.982228750000004,
"allocationPolicy": "distributional_kelly",
"allocatorVersion": "distributional_kelly_v4_minimum_risk_floor",
"distributionSimilarityMode": "weighted",
"signalExpectedR": 0.004468411421606924,
"legacyKellyFraction": 0,
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"timeframeFixedRiskPct": 0.005,
"maxNotionalPct": 0.12,
"notionalBeforeCaps": 492.36,
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"notionalCapApplied": false,
"drawdownMultiplier": 0.5,
"portfolioCapMode": "hard",
"rawDistributionalKellyPct": 0,
"shrunkDistributionalKellyPct": 0,
"confidenceMultiplier": 0.9923684340702865,
"quarterKellyRiskPct": 0,
"cappedKellyRiskPct": 0,
"transitionBaselineRiskPct": 0,
"transitionMaxRiskPct": 0.01,
"transitionCapApplied": false,
"finalKellyRiskPctBeforeSafetyCaps": 0,
"distributionSampleSize": 30,
"distributionEligibleSampleSize": 35577,
"distributionFinalScenarioCount": 30,
"distributionInvalidSampleCount": 0,
"distributionSelectedSampleIds": [
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"DDV1_BATS_IQV_D_L_1791207000000",
"DDV1_BATS_GPC_D_L_1788355800000",
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"DDV1_BATS_PB_D_L_1787751000000",
"DDV1_BATS_PSX_D_L_1790775000000",
"DDV1_BATS_TSLA_D_L_1792416600000",
"DDV1_BATS_GS_D_L_1782912600000",
"DDV1_BATS_MANH_D_L_1789392600000",
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"distributionBaselineConfidence": 1,
"distributionBaselineSampleIds": [
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"DDV1_BATS_IQV_D_L_1791207000000",
"DDV1_BATS_GPC_D_L_1788355800000",
"DDV1_BATS_MCK_D_L_1790861400000",
"DDV1_BATS_AHR_D_L_1786109400000",
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"DDV1_BATS_EMR_D_L_1792589400000",
"DDV1_BATS_EXPO_D_L_1789392600000",
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"DDV1_BATS_MANH_D_L_1789392600000",
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"DDV1_BATS_MSFT_D_L_1788442200000",
"DDV1_BATS_NTRS_D_L_1787578200000",
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"DDV1_BATS_WAT_D_L_1788355800000",
"DDV1_BATS_MDT_D_L_1789392600000",
"DDV1_BATS_SHC_D_L_1791207000000",
"DDV1_BATS_CVS_D_L_1786714200000",
"DDV1_BATS_PTC_D_L_1793802600000",
"DDV1_BATS_DOCU_D_L_1790861400000",
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],
"distributionFallbackLevel": "unweighted_nearest_neighbors",
"distributionExpectedR": -0.004087785384226037,
"distributionStopoutRate": 0.3906758922479578,
"rejectionReasons": [],
"reductionReasons": [
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],
"executionStatus": "entry_submitted_stop_submitted",
"submittedAt": "2026-11-11T14:31:07.391Z",
"brokerOrderId": "978885955",
"submittedQuantity": 4,
"filledQuantity": null,
"avgFillPrice": null,
"expectedEntryPrice": 123.09,
"slippagePct": null,
"exitPrice": null,
"realizedPnl": null,
"allocationStatus": "open",
"allocationClosedAt": null,
"decidedAt": "2026-11-11T14:31:06.863Z"
}
Nov 10, 26 AON open_long 60 reduced 1 / 1 $61 / $61 57.59% close submitted closed
Risk %0.13%
Intended Risk %0.13%
Intended Shares1
Intended Risk $$61
Raw P80.37%
Cal P57.59%
Policydistributional_kelly
Allocatordistributional_kelly_v4_minimum_risk_floor
Similarityweighted
Signal Exp R-0.13
Legacy Kelly Risk1.25%
Fixed TF Risk0.4%
Max Notional8%
Notional$338
Notional Capfalse
Drawdown Mult0.5
Dist Kelly Risk0%
Confidence98.6%
Quarter Kelly0%
Kelly After Cap0%
Transition Baseline0.1%
Transition Max0.4%
Transition Appliedfalse
Dist Samples30
Eligible Samples53,911
Final Scenarios30
Invalid Samples0
Baseline Samples30
Baseline Confidence100%
Dist Fallbackunweighted_nearest_neighbors
Dist Exp R-0.0404
Dist Stopout21.68%
Order ID979350640
Raw Executionclose_submitted
FilledNone
Avg FillNone
SlippageNone
Reducedrawdown_reduced_size
Ledgerclosed
Ledger ClosedNov 13, 26
{
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"symbol": "AON",
"timeframe": "60",
"action": "open_long",
"modelVersion": "trade_quality_ablation_intraday_60m_child3_plus_prior_path_train_first_80pct_test_holdout_last_20pct",
"rawProbability": 0.80365879,
"calibratedProbability": 0.5759147,
"decision": "reduced",
"approved": true,
"finalShares": 1,
"finalRiskPct": 0.00125,
"allowedRiskDollars": 60.873937500000004,
"intendedShares": 1,
"intendedRiskPct": 0.00125,
"intendedRiskDollars": 60.873937500000004,
"allocationPolicy": "distributional_kelly",
"allocatorVersion": "distributional_kelly_v4_minimum_risk_floor",
"distributionSimilarityMode": "weighted",
"signalExpectedR": -0.1299810303169858,
"legacyKellyFraction": 0.15182939,
"legacyKellyRiskPct": 0.0125,
"timeframeFixedRiskPct": 0.004,
"maxNotionalPct": 0.08,
"notionalBeforeCaps": 337.66,
"notionalAfterCaps": 337.66,
"notionalCapApplied": false,
"drawdownMultiplier": 0.5,
"portfolioCapMode": "hard",
"rawDistributionalKellyPct": 0,
"shrunkDistributionalKellyPct": 0,
"confidenceMultiplier": 0.9860473379716275,
"quarterKellyRiskPct": 0,
"cappedKellyRiskPct": 0,
"transitionBaselineRiskPct": 0.001,
"transitionMaxRiskPct": 0.004,
"transitionCapApplied": false,
"finalKellyRiskPctBeforeSafetyCaps": 0,
"distributionSampleSize": 30,
"distributionEligibleSampleSize": 53911,
"distributionFinalScenarioCount": 30,
"distributionInvalidSampleCount": 0,
"distributionSelectedSampleIds": [
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"DDV1_BATS_HUM_60_L_1792434600000",
"DDV1_BATS_ICE_60_L_1794234600000",
"DDV1_BATS_HD_60_L_1794234600000",
"DDV1_BATS_AMAT_60_L_1791826200000",
"DDV1_BATS_USO_60_L_1793644200000",
"DDV1_BATS_WM_60_L_1792600200000",
"DDV1_BATS_HON_60_L_1793629800000",
"DDV1_BATS_LOW_60_L_1794234600000",
"DDV1_BATS_CI_60_L_1793021400000",
"DDV1_BATS_V_60_L_1793043000000",
"DDV1_BATS_DHR_60_L_1793388600000",
"DDV1_BATS_EL_60_L_1787941800000",
"DDV1_BATS_HD_60_L_1792600200000",
"DDV1_BATS_AON_60_L_1793802600000",
"DDV1_BATS_ALL_60_L_1792006200000",
"DDV1_BATS_AMAT_60_L_1791466200000",
"DDV1_BATS_AMD_60_L_1791394200000",
"DDV1_BATS_WM_60_L_1793280600000",
"DDV1_BATS_RSG_60_L_1793730600000",
"DDV1_BATS_T_60_L_1788888600000",
"DDV1_BATS_V_60_L_1793907000000",
"DDV1_BATS_TMO_60_L_1791383400000",
"DDV1_BATS_PSX_60_L_1789133400000",
"DDV1_BATS_USB_60_L_1793802600000",
"DDV1_BATS_NET_60_L_1790605800000",
"DDV1_BATS_ABBV_60_L_1790087400000",
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"distributionBaselineConfidence": 1,
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"DDV1_BATS_TFC_60_L_1794234600000",
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"DDV1_BATS_SNPS_60_L_1791912600000",
"DDV1_BATS_JNJ_60_L_1793806200000",
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"DDV1_BATS_V_60_L_1792679400000",
"DDV1_BATS_NET_60_L_1790353800000",
"DDV1_BATS_MRNA_60_L_1791383400000",
"DDV1_BATS_NFLX_60_L_1791898200000",
"DDV1_BATS_HD_60_L_1793280600000",
"DDV1_BATS_WM_60_L_1793021400000",
"DDV1_BATS_VZ_60_L_1788359400000",
"DDV1_BATS_XLU_60_L_1792503000000",
"DDV1_BATS_ELV_60_L_1792675800000",
"DDV1_BATS_TEAM_60_L_1788442200000",
"DDV1_BATS_MRNA_60_L_1788463800000",
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"DDV1_BATS_USO_60_L_1793194200000"
],
"distributionFallbackLevel": "unweighted_nearest_neighbors",
"distributionExpectedR": -0.04036513781808839,
"distributionStopoutRate": 0.21684306344833532,
"rejectionReasons": [],
"reductionReasons": [
"drawdown_reduced_size"
],
"executionStatus": "close_submitted",
"submittedAt": "2026-11-13T15:30:28.049Z",
"brokerOrderId": "979350640",
"submittedQuantity": 1,
"filledQuantity": null,
"avgFillPrice": null,
"expectedEntryPrice": 338.79,
"slippagePct": null,
"exitPrice": 338.79,
"realizedPnl": null,
"allocationStatus": "closed",
"allocationClosedAt": "2026-11-13T15:30:00.000Z",
"decidedAt": "2026-11-10T18:30:58.040Z"
}
Nov 10, 26 AVTR open_long D reduced 19 / 19 $61 / $61 59.4% entry submitted + protective stop active open
Risk %0.13%
Intended Risk %0.13%
Intended Shares19
Intended Risk $$61
Raw P87.61%
Cal P59.4%
Policydistributional_kelly
Allocatordistributional_kelly_v4_minimum_risk_floor
Similarityweighted
Signal Exp R0.0586
Legacy Kelly Risk0.25%
Fixed TF Risk0.5%
Max Notional12%
Notional$300
Notional Capfalse
Drawdown Mult0.5
Dist Kelly Risk0%
Confidence98.77%
Quarter Kelly0%
Kelly After Cap0%
Transition Baseline0%
Transition Max1%
Transition Appliedfalse
Dist Samples30
Eligible Samples35,578
Final Scenarios30
Invalid Samples0
Baseline Samples30
Baseline Confidence100%
Dist Fallbackunweighted_nearest_neighbors
Dist Exp R-0.0923
Dist Stopout36.58%
Order ID978724456
Raw Executionentry_submitted_stop_submitted
FilledNone
Avg FillNone
SlippageNone
Reducedrawdown_reduced_size
Ledgeropen
Ledger ClosedNone
{
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"symbol": "AVTR",
"timeframe": "D",
"action": "open_long",
"modelVersion": "trade_quality_ablation_child3_live_v2_live_v2_no_prior3_train_through_2022_test_2023_2026",
"rawProbability": 0.87609249,
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"decision": "reduced",
"approved": true,
"finalShares": 19,
"finalRiskPct": 0.00125,
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"intendedShares": 19,
"intendedRiskPct": 0.00125,
"intendedRiskDollars": 60.835614256250004,
"allocationPolicy": "distributional_kelly",
"allocatorVersion": "distributional_kelly_v4_minimum_risk_floor",
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"signalExpectedR": 0.05858762238092997,
"legacyKellyFraction": 0,
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"timeframeFixedRiskPct": 0.005,
"maxNotionalPct": 0.12,
"notionalBeforeCaps": 300.39,
"notionalAfterCaps": 300.39,
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"drawdownMultiplier": 0.5,
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"rawDistributionalKellyPct": 0,
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"confidenceMultiplier": 0.9876943924654762,
"quarterKellyRiskPct": 0,
"cappedKellyRiskPct": 0,
"transitionBaselineRiskPct": 0,
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"transitionCapApplied": false,
"finalKellyRiskPctBeforeSafetyCaps": 0,
"distributionSampleSize": 30,
"distributionEligibleSampleSize": 35578,
"distributionFinalScenarioCount": 30,
"distributionInvalidSampleCount": 0,
"distributionSelectedSampleIds": [
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"distributionBaselineConfidence": 1,
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"distributionFallbackLevel": "unweighted_nearest_neighbors",
"distributionExpectedR": -0.09232599375432235,
"distributionStopoutRate": 0.3658217317881461,
"rejectionReasons": [],
"reductionReasons": [
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],
"executionStatus": "entry_submitted_stop_submitted",
"submittedAt": "2026-11-10T15:05:36.239Z",
"brokerOrderId": "978724456",
"submittedQuantity": 19,
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"slippagePct": null,
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"decidedAt": "2026-11-10T15:05:32.810Z"
}
Nov 10, 26 AZO open_long D rejected 0 / 1 $0 / $61 57.78% not submitted shares_below_minimum
Risk %0%
Intended Risk %0.13%
Intended Shares1
Intended Risk $$61
Raw P81.14%
Cal P57.78%
Policydistributional_kelly
Allocatordistributional_kelly_v4_minimum_risk_floor
Similarityweighted
Signal Exp R0.1557
Legacy Kelly Risk0.25%
Fixed TF Risk0.5%
Max Notional12%
Notional$0
Notional Capfalse
Drawdown Mult0.5
Dist Kelly Risk0%
Confidence99.65%
Quarter Kelly0%
Kelly After Cap0%
Transition Baseline0%
Transition Max1%
Transition Appliedfalse
Dist Samples30
Eligible Samples35,578
Final Scenarios30
Invalid Samples0
Baseline Samples30
Baseline Confidence100%
Dist Fallbackunweighted_nearest_neighbors
Dist Exp R-0.0575
Dist Stopout43.52%
Order IDNone
Raw Executionnot_submitted
FilledNone
Avg FillNone
SlippageNone
Reducedrawdown_reduced_size
LedgerNone
Ledger ClosedNone
{
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"symbol": "AZO",
"timeframe": "D",
"action": "open_long",
"modelVersion": "trade_quality_ablation_child3_live_v2_live_v2_no_prior3_train_through_2022_test_2023_2026",
"rawProbability": 0.81138399,
"calibratedProbability": 0.577846,
"decision": "rejected",
"approved": false,
"finalShares": 0,
"finalRiskPct": 0,
"allowedRiskDollars": 0,
"intendedShares": 1,
"intendedRiskPct": 0.00125,
"intendedRiskDollars": 60.83492800625,
"allocationPolicy": "distributional_kelly",
"allocatorVersion": "distributional_kelly_v4_minimum_risk_floor",
"distributionSimilarityMode": "weighted",
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"timeframeFixedRiskPct": 0.005,
"maxNotionalPct": 0.12,
"notionalBeforeCaps": 0,
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"drawdownMultiplier": 0.5,
"portfolioCapMode": "hard",
"rawDistributionalKellyPct": 0,
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"confidenceMultiplier": 0.9964624676606811,
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"cappedKellyRiskPct": 0,
"transitionBaselineRiskPct": 0,
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"transitionCapApplied": false,
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"distributionSampleSize": 30,
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"distributionFinalScenarioCount": 30,
"distributionInvalidSampleCount": 0,
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"DDV1_BATS_EPAM_D_L_1791466200000",
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"DDV1_BATS_CVS_D_L_1786714200000",
"DDV1_BATS_UNH_D_L_1787578200000",
"DDV1_BATS_PTC_D_L_1793802600000",
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],
"distributionFallbackLevel": "unweighted_nearest_neighbors",
"distributionExpectedR": -0.057468750519997655,
"distributionStopoutRate": 0.43518048909285156,
"rejectionReasons": [
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],
"reductionReasons": [
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],
"executionStatus": "not_submitted",
"submittedAt": null,
"brokerOrderId": null,
"submittedQuantity": null,
"filledQuantity": null,
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"slippagePct": null,
"exitPrice": null,
"realizedPnl": null,
"allocationStatus": null,
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"decidedAt": "2026-11-10T15:05:15.554Z"
}
Nov 10, 26 AMG open_long D rejected 0 / 1 $0 / $61 59.83% TradingView exit received shares_below_minimum
Risk %0%
Intended Risk %0.13%
Intended Shares1
Intended Risk $$61
Raw P89.32%
Cal P59.83%
Policydistributional_kelly
Allocatordistributional_kelly_v4_minimum_risk_floor
Similarityweighted
Signal Exp R0.0769
Legacy Kelly Risk0.25%
Fixed TF Risk0.5%
Max Notional12%
Notional$0
Notional Capfalse
Drawdown Mult0.5
Dist Kelly Risk0%
Confidence99.25%
Quarter Kelly0%
Kelly After Cap0%
Transition Baseline0%
Transition Max1%
Transition Appliedfalse
Dist Samples30
Eligible Samples35,576
Final Scenarios30
Invalid Samples2
Baseline Samples30
Baseline Confidence100%
Dist Fallbackunweighted_nearest_neighbors
Dist Exp R-0.0337
Dist Stopout31.92%
Order IDNone
Raw Executiontv_exit_signal_received
FilledNone
Avg FillNone
SlippageNone
Reducedrawdown_reduced_size
LedgerNone
Ledger ClosedNone
{
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"symbol": "AMG",
"timeframe": "D",
"action": "open_long",
"modelVersion": "trade_quality_ablation_child3_live_v2_live_v2_no_prior3_train_through_2022_test_2023_2026",
"rawProbability": 0.893177,
"calibratedProbability": 0.59829425,
"decision": "rejected",
"approved": false,
"finalShares": 0,
"finalRiskPct": 0,
"allowedRiskDollars": 0,
"intendedShares": 1,
"intendedRiskPct": 0.00125,
"intendedRiskDollars": 60.8379523925,
"allocationPolicy": "distributional_kelly",
"allocatorVersion": "distributional_kelly_v4_minimum_risk_floor",
"distributionSimilarityMode": "weighted",
"signalExpectedR": 0.07687418879420133,
"legacyKellyFraction": 0,
"legacyKellyRiskPct": 0.0025,
"timeframeFixedRiskPct": 0.005,
"maxNotionalPct": 0.12,
"notionalBeforeCaps": 0,
"notionalAfterCaps": 0,
"notionalCapApplied": false,
"drawdownMultiplier": 0.5,
"portfolioCapMode": "hard",
"rawDistributionalKellyPct": 0,
"shrunkDistributionalKellyPct": 0,
"confidenceMultiplier": 0.9924912388524673,
"quarterKellyRiskPct": 0,
"cappedKellyRiskPct": 0,
"transitionBaselineRiskPct": 0,
"transitionMaxRiskPct": 0.01,
"transitionCapApplied": false,
"finalKellyRiskPctBeforeSafetyCaps": 0,
"distributionSampleSize": 30,
"distributionEligibleSampleSize": 35576,
"distributionFinalScenarioCount": 30,
"distributionInvalidSampleCount": 2,
"distributionSelectedSampleIds": [
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"DDV1_BATS_FFIV_D_L_1785159000000",
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"DDV1_BATS_HUM_D_L_1783949400000",
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"DDV1_BATS_MTG_D_L_1788442200000",
"DDV1_BATS_PII_D_L_1785850200000",
"DDV1_BATS_TWLO_D_L_1789479000000",
"DDV1_BATS_CNC_D_L_1790602200000",
"DDV1_BATS_CNO_D_L_1791207000000",
"DDV1_BATS_HSIC_D_L_1788442200000",
"DDV1_BATS_AMD_D_L_1784727000000",
"DDV1_BATS_HALO_D_L_1791293400000",
"DDV1_BATS_JAZZ_D_L_1789133400000",
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"distributionBaselineConfidence": 1,
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"DDV1_BATS_CRWD_D_L_1792589400000",
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"DDV1_BATS_ALL_D_L_1788355800000",
"DDV1_BATS_IWM_D_L_1788528600000",
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],
"distributionFallbackLevel": "unweighted_nearest_neighbors",
"distributionExpectedR": -0.03367703388676407,
"distributionStopoutRate": 0.3192356461365911,
"rejectionReasons": [
"shares_below_minimum"
],
"reductionReasons": [
"drawdown_reduced_size"
],
"executionStatus": "tv_exit_signal_received",
"submittedAt": "2026-11-11T14:30:20.205Z",
"brokerOrderId": null,
"submittedQuantity": 1,
"filledQuantity": null,
"avgFillPrice": null,
"expectedEntryPrice": 386.8,
"slippagePct": null,
"exitPrice": 402.15,
"realizedPnl": 15.349999999999966,
"allocationStatus": null,
"allocationClosedAt": null,
"decidedAt": "2026-11-10T15:05:03.006Z"
}
Nov 10, 26 AVY open_long D reduced 4 / 4 $61 / $61 57.87% entry submitted + protective stop active open
Risk %0.13%
Intended Risk %0.13%
Intended Shares4
Intended Risk $$61
Raw P81.49%
Cal P57.87%
Policydistributional_kelly
Allocatordistributional_kelly_v4_minimum_risk_floor
Similarityweighted
Signal Exp R0.1655
Legacy Kelly Risk0.25%
Fixed TF Risk0.5%
Max Notional12%
Notional$750
Notional Capfalse
Drawdown Mult0.5
Dist Kelly Risk0%
Confidence99.23%
Quarter Kelly0%
Kelly After Cap0%
Transition Baseline0%
Transition Max1%
Transition Appliedfalse
Dist Samples30
Eligible Samples35,576
Final Scenarios30
Invalid Samples2
Baseline Samples30
Baseline Confidence100%
Dist Fallbackunweighted_nearest_neighbors
Dist Exp R-0.0505
Dist Stopout39.74%
Order ID978723978
Raw Executionentry_submitted_stop_submitted
FilledNone
Avg FillNone
SlippageNone
Reducedrawdown_reduced_size
Ledgeropen
Ledger ClosedNone
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"symbol": "AVY",
"timeframe": "D",
"action": "open_long",
"modelVersion": "trade_quality_ablation_child3_live_v2_live_v2_no_prior3_train_through_2022_test_2023_2026",
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"approved": true,
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"finalRiskPct": 0.00125,
"allowedRiskDollars": 60.83467025625,
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"notionalBeforeCaps": 749.96,
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"rawDistributionalKellyPct": 0,
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"distributionSampleSize": 30,
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"DDV1_BATS_MEDP_D_L_1791811800000",
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"DDV1_BATS_HPQ_D_L_1790861400000",
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"distributionExpectedR": -0.05048651584622264,
"distributionStopoutRate": 0.3973625037429117,
"rejectionReasons": [],
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"submittedAt": "2026-11-10T15:05:03.007Z",
"brokerOrderId": "978723978",
"submittedQuantity": 4,
"filledQuantity": null,
"avgFillPrice": null,
"expectedEntryPrice": 187.49,
"slippagePct": null,
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"decidedAt": "2026-11-10T15:04:55.211Z"
}
Nov 10, 26 LAMR open_long D reduced 8 / 8 $61 / $61 59.12% close submitted open
Risk %0.13%
Intended Risk %0.13%
Intended Shares8
Intended Risk $$61
Raw P86.47%
Cal P59.12%
Policydistributional_kelly
Allocatordistributional_kelly_v4_minimum_risk_floor
Similarityweighted
Signal Exp R0.1945
Legacy Kelly Risk0.25%
Fixed TF Risk0.5%
Max Notional12%
Notional$1,263
Notional Capfalse
Drawdown Mult0.5
Dist Kelly Risk0%
Confidence98.69%
Quarter Kelly0%
Kelly After Cap0%
Transition Baseline0%
Transition Max1%
Transition Appliedfalse
Dist Samples30
Eligible Samples35,576
Final Scenarios30
Invalid Samples1
Baseline Samples30
Baseline Confidence100%
Dist Fallbackunweighted_nearest_neighbors
Dist Exp R-0.0496
Dist Stopout36.44%
Order ID979102883
Raw Executionclose_submitted
FilledNone
Avg FillNone
SlippageNone
Reducedrawdown_reduced_size
Ledgeropen
Ledger ClosedNone
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"symbol": "LAMR",
"timeframe": "D",
"action": "open_long",
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"rawDistributionalKellyPct": 0,
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"distributionSampleSize": 30,
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"DDV1_BATS_MSFT_D_L_1788442200000",
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"distributionExpectedR": -0.04956255490487666,
"distributionStopoutRate": 0.3643942172310741,
"rejectionReasons": [],
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"executionStatus": "close_submitted",
"submittedAt": "2026-11-12T14:30:28.459Z",
"brokerOrderId": "979102883",
"submittedQuantity": 8,
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"expectedEntryPrice": 162.62,
"slippagePct": null,
"exitPrice": 162.62,
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"allocationClosedAt": null,
"decidedAt": "2026-11-10T14:30:43.234Z"
}
Nov 10, 26 MEDP open_long D rejected 0 / 1 $0 / $61 60.13% not submitted shares_below_minimum
Risk %0%
Intended Risk %0.13%
Intended Shares1
Intended Risk $$61
Raw P90.54%
Cal P60.13%
Policydistributional_kelly
Allocatordistributional_kelly_v4_minimum_risk_floor
Similarityweighted
Signal Exp R0.1204
Legacy Kelly Risk0.25%
Fixed TF Risk0.5%
Max Notional12%
Notional$0
Notional Capfalse
Drawdown Mult0.5
Dist Kelly Risk0%
Confidence99.62%
Quarter Kelly0%
Kelly After Cap0%
Transition Baseline0.25%
Transition Max1%
Transition Appliedfalse
Dist Samples30
Eligible Samples35,576
Final Scenarios30
Invalid Samples0
Baseline Samples30
Baseline Confidence100%
Dist Fallbackunweighted_nearest_neighbors
Dist Exp R-0.1825
Dist Stopout43.52%
Order IDNone
Raw Executionnot_submitted
FilledNone
Avg FillNone
SlippageNone
Reducedrawdown_reduced_size
LedgerNone
Ledger ClosedNone
{
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"symbol": "MEDP",
"timeframe": "D",
"action": "open_long",
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"rawDistributionalKellyPct": 0,
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"confidenceMultiplier": 0.9961568715724956,
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"historical:daily_weekly_frozen_live_v2:12814",
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}
Nov 10, 26 CRWD open_long D rejected 0 / 1 $0 / $61 60.16% TradingView exit received shares_below_minimum
Risk %0%
Intended Risk %0.13%
Intended Shares1
Intended Risk $$61
Raw P90.63%
Cal P60.16%
Policydistributional_kelly
Allocatordistributional_kelly_v4_minimum_risk_floor
Similarityweighted
Signal Exp R0.0711
Legacy Kelly Risk0.25%
Fixed TF Risk0.5%
Max Notional12%
Notional$0
Notional Capfalse
Drawdown Mult0.5
Dist Kelly Risk0%
Confidence99.04%
Quarter Kelly0%
Kelly After Cap0%
Transition Baseline0.25%
Transition Max1%
Transition Appliedfalse
Dist Samples30
Eligible Samples35,576
Final Scenarios30
Invalid Samples0
Baseline Samples30
Baseline Confidence100%
Dist Fallbackunweighted_nearest_neighbors
Dist Exp R-0.1217
Dist Stopout32.48%
Order IDNone
Raw Executiontv_exit_signal_received
FilledNone
Avg FillNone
SlippageNone
Reducedrawdown_reduced_size
LedgerNone
Ledger ClosedNone
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"symbol": "CRWD",
"timeframe": "D",
"action": "open_long",
"modelVersion": "trade_quality_ablation_child3_live_v2_live_v2_no_prior3_train_through_2022_test_2023_2026",
"rawProbability": 0.90631287,
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"decision": "rejected",
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"intendedRiskPct": 0.00125,
"intendedRiskDollars": 60.85156,
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"brokerOrderId": null,
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"exitPrice": 235.36,
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}
Nov 9, 26 USB open_long 60 reduced 22 / 22 $61 / $61 56.87% entry submitted + protective stop active open
Risk %0.13%
Intended Risk %0.13%
Intended Shares22
Intended Risk $$61
Raw P77.46%
Cal P56.87%
Policydistributional_kelly
Allocatordistributional_kelly_v4_minimum_risk_floor
Similarityweighted
Signal Exp R0.0064
Legacy Kelly Risk0.25%
Fixed TF Risk0.4%
Max Notional8%
Notional$1,345
Notional Capfalse
Drawdown Mult0.5
Dist Kelly Risk0%
Confidence99.48%
Quarter Kelly0%
Kelly After Cap0%
Transition Baseline0.1%
Transition Max0.4%
Transition Appliedfalse
Dist Samples30
Eligible Samples53,907
Final Scenarios30
Invalid Samples1
Baseline Samples30
Baseline Confidence100%
Dist Fallbackunweighted_nearest_neighbors
Dist Exp R-0.1826
Dist Stopout32.16%
Order ID978586936
Raw Executionentry_submitted_stop_submitted
FilledNone
Avg FillNone
SlippageNone
Reducedrawdown_reduced_size
Ledgeropen
Ledger ClosedNone
{
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"symbol": "USB",
"timeframe": "60",
"action": "open_long",
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"finalRiskPct": 0.00125,
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"rawDistributionalKellyPct": 0,
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"confidenceMultiplier": 0.9948397643601331,
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"transitionCapApplied": false,
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"distributionSampleSize": 30,
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}
Nov 9, 26 TFC open_long 60 reduced 13 / 13 $61 / $61 59.44% close submitted closed
Risk %0.13%
Intended Risk %0.13%
Intended Shares13
Intended Risk $$61
Raw P87.75%
Cal P59.44%
Policydistributional_kelly
Allocatordistributional_kelly_v4_minimum_risk_floor
Similarityweighted
Signal Exp R0.0146
Legacy Kelly Risk0.25%
Fixed TF Risk0.4%
Max Notional8%
Notional$655
Notional Capfalse
Drawdown Mult0.5
Dist Kelly Risk0%
Confidence98.84%
Quarter Kelly0%
Kelly After Cap0%
Transition Baseline0%
Transition Max0.4%
Transition Appliedfalse
Dist Samples30
Eligible Samples53,908
Final Scenarios30
Invalid Samples0
Baseline Samples30
Baseline Confidence100%
Dist Fallbackunweighted_nearest_neighbors
Dist Exp R-0.0179
Dist Stopout19.61%
Order ID978571683
Raw Executionclose_submitted
FilledNone
Avg FillNone
SlippageNone
Reducedrawdown_reduced_size
Ledgerclosed
Ledger ClosedNov 9, 26
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0.5587567076066201,
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],
"distributionBaselineSampleSize": 30,
"distributionBaselineConfidence": 1,
"distributionBaselineSampleIds": [
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"DDV1_BATS_V_60_L_1792679400000",
"DDV1_BATS_HD_60_L_1793280600000",
"DDV1_BATS_XLV_60_L_1793802600000",
"DDV1_BATS_COP_60_L_1793295000000",
"DDV1_BATS_JNJ_60_L_1793806200000",
"DDV1_BATS_COP_60_L_1793025000000",
"DDV1_BATS_SPGI_60_L_1793802600000",
"DDV1_BATS_HON_60_L_1793629800000",
"DDV1_BATS_TFC_60_L_1793802600000",
"DDV1_BATS_TEAM_60_L_1788442200000",
"DDV1_BATS_UPS_60_L_1793727000000",
"DDV1_BATS_DDOG_60_L_1791905400000",
"DDV1_BATS_VZ_60_L_1788359400000",
"DDV1_BATS_WM_60_L_1793021400000",
"DDV1_BATS_FDX_60_L_1793287800000",
"DDV1_BATS_ELV_60_L_1792773000000",
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"DDV1_BATS_MRNA_60_L_1791383400000",
"DDV1_BATS_NET_60_L_1790605800000",
"DDV1_BATS_PSX_60_L_1789133400000",
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"DDV1_BATS_USO_60_L_1793194200000",
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"DDV1_BATS_CRWD_60_L_1790703000000",
"DDV1_BATS_XLU_60_L_1792503000000",
"DDV1_BATS_ABBV_60_L_1790087400000",
"DDV1_BATS_MRNA_60_L_1788463800000",
"DDV1_BATS_ELV_60_L_1792675800000",
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],
"distributionFallbackLevel": "unweighted_nearest_neighbors",
"distributionExpectedR": -0.01787556536239761,
"distributionStopoutRate": 0.19614048254625524,
"rejectionReasons": [],
"reductionReasons": [
"drawdown_reduced_size"
],
"executionStatus": "close_submitted",
"submittedAt": "2026-11-09T16:30:38.603Z",
"brokerOrderId": "978571683",
"submittedQuantity": 13,
"filledQuantity": null,
"avgFillPrice": null,
"expectedEntryPrice": 50.65,
"slippagePct": null,
"exitPrice": 50.65,
"realizedPnl": null,
"allocationStatus": "closed",
"allocationClosedAt": "2026-11-09T16:30:00.000Z",
"decidedAt": "2026-11-09T15:30:43.928Z"
}
Nov 9, 26 LOW open_long 60 reduced 5 / 5 $97 / $97 56.25% close submitted closed
Risk %0.2%
Intended Risk %0.2%
Intended Shares5
Intended Risk $$97
Raw P74.98%
Cal P56.25%
Policydistributional_kelly
Allocatordistributional_kelly_v4_minimum_risk_floor
Similarityweighted
Signal Exp R-0.0633
Legacy Kelly Risk1.25%
Fixed TF Risk0.4%
Max Notional8%
Notional$1,140
Notional Capfalse
Drawdown Mult0.5
Dist Kelly Risk0.4%
Confidence98.16%
Quarter Kelly0.66%
Kelly After Cap0.4%
Transition Baseline0%
Transition Max0.4%
Transition Appliedfalse
Dist Samples30
Eligible Samples53,907
Final Scenarios30
Invalid Samples0
Baseline Samples30
Baseline Confidence100%
Dist Fallbackunweighted_nearest_neighbors
Dist Exp R0.0074
Dist Stopout17.06%
Order ID978586870
Raw Executionclose_submitted
FilledNone
Avg FillNone
SlippageNone
Reducedrawdown_reduced_size
Ledgerclosed
Ledger ClosedNov 9, 26
{
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"symbol": "LOW",
"timeframe": "60",
"action": "open_long",
"modelVersion": "trade_quality_ablation_intraday_60m_child3_plus_prior_path_train_first_80pct_test_holdout_last_20pct",
"rawProbability": 0.74981996,
"calibratedProbability": 0.56245499,
"decision": "reduced",
"approved": true,
"finalShares": 5,
"finalRiskPct": 0.002,
"allowedRiskDollars": 97.268295,
"intendedShares": 5,
"intendedRiskPct": 0.002,
"intendedRiskDollars": 97.268295,
"allocationPolicy": "distributional_kelly",
"allocatorVersion": "distributional_kelly_v4_minimum_risk_floor",
"distributionSimilarityMode": "weighted",
"signalExpectedR": -0.06333997606623606,
"legacyKellyFraction": 0.12490998,
"legacyKellyRiskPct": 0.0125,
"timeframeFixedRiskPct": 0.004,
"maxNotionalPct": 0.08,
"notionalBeforeCaps": 1139.95,
"notionalAfterCaps": 1139.95,
"notionalCapApplied": false,
"drawdownMultiplier": 0.5,
"portfolioCapMode": "hard",
"rawDistributionalKellyPct": 0.0265,
"shrunkDistributionalKellyPct": 0.026013494723940597,
"confidenceMultiplier": 0.981641310337381,
"quarterKellyRiskPct": 0.006625,
"cappedKellyRiskPct": 0.004,
"transitionBaselineRiskPct": 0,
"transitionMaxRiskPct": 0.004,
"transitionCapApplied": false,
"finalKellyRiskPctBeforeSafetyCaps": 0.004,
"distributionSampleSize": 30,
"distributionEligibleSampleSize": 53907,
"distributionFinalScenarioCount": 30,
"distributionInvalidSampleCount": 0,
"distributionSelectedSampleIds": [
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"DDV1_BATS_EL_60_L_1787941800000",
"DDV1_BATS_UNP_60_L_1793806200000",
"DDV1_BATS_AON_60_L_1793802600000",
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"DDV1_BATS_HON_60_L_1793629800000",
"DDV1_BATS_MAR_60_L_1793899800000",
"DDV1_BATS_XLV_60_L_1793802600000",
"DDV1_BATS_DHR_60_L_1793388600000",
"DDV1_BATS_NSC_60_L_1793809800000",
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"DDV1_BATS_TFC_60_L_1793802600000",
"DDV1_BATS_CRWD_60_L_1789569000000",
"DDV1_BATS_XLE_60_L_1792513800000",
"DDV1_BATS_USO_60_L_1793644200000",
"DDV1_BATS_TMO_60_L_1790613000000",
"DDV1_BATS_QCOM_60_L_1789399800000",
"DDV1_BATS_PSX_60_L_1792157400000",
"DDV1_BATS_GE_60_L_1793907000000",
"DDV1_BATS_ABBV_60_L_1789500600000",
"DDV1_BATS_AMD_60_L_1790184600000",
"DDV1_BATS_PFE_60_L_1790699400000",
"DDV1_BATS_ICE_60_L_1792517400000",
"DDV1_BATS_CRWD_60_L_1789997400000",
"DDV1_BATS_NET_60_L_1790353800000",
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"distributionSelectedSampleWeights": [
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"distributionBaselineSampleSize": 30,
"distributionBaselineConfidence": 1,
"distributionBaselineSampleIds": [
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"DDV1_BATS_EL_60_L_1787941800000",
"DDV1_BATS_UNP_60_L_1793806200000",
"DDV1_BATS_AON_60_L_1793802600000",
"DDV1_BATS_CI_60_L_1793021400000",
"DDV1_BATS_MAR_60_L_1793899800000",
"DDV1_BATS_DHR_60_L_1793388600000",
"DDV1_BATS_NSC_60_L_1793809800000",
"DDV1_BATS_ISRG_60_L_1793629800000",
"DDV1_BATS_SMH_60_L_1790609400000",
"DDV1_BATS_JNJ_60_L_1793644200000",
"DDV1_BATS_ICE_60_L_1792517400000",
"DDV1_BATS_CRWD_60_L_1789997400000",
"DDV1_BATS_DDOG_60_L_1789651800000",
"DDV1_BATS_PSX_60_L_1790091000000",
"DDV1_BATS_MCK_60_L_1793806200000",
"DDV1_BATS_KMB_60_L_1793129400000",
"DDV1_BATS_HD_60_L_1793122200000",
"DDV1_BATS_ZS_60_L_1789651800000",
"DDV1_BATS_MAR_60_L_1793802600000",
"DDV1_BATS_HCA_60_L_1789741800000",
"DDV1_BATS_KMB_60_L_1792675800000",
"DDV1_BATS_COP_60_L_1793125800000",
"DDV1_BATS_CDNS_60_L_1791390600000",
"DDV1_BATS_CME_60_L_1792524600000",
"DDV1_BATS_CVX_60_L_1792690200000",
"DDV1_BATS_PANW_60_L_1789651800000",
"DDV1_BATS_CME_60_L_1793021400000",
"DDV1_BATS_DIS_60_L_1792503000000",
"DDV1_BATS_MO_60_L_1792506600000"
],
"distributionFallbackLevel": "unweighted_nearest_neighbors",
"distributionExpectedR": 0.007432183734684031,
"distributionStopoutRate": 0.17058600972084045,
"rejectionReasons": [],
"reductionReasons": [
"drawdown_reduced_size"
],
"executionStatus": "close_submitted",
"submittedAt": "2026-11-09T17:30:16.838Z",
"brokerOrderId": "978586870",
"submittedQuantity": 5,
"filledQuantity": null,
"avgFillPrice": null,
"expectedEntryPrice": 231.73,
"slippagePct": null,
"exitPrice": 231.73,
"realizedPnl": null,
"allocationStatus": "closed",
"allocationClosedAt": "2026-11-09T17:30:00.000Z",
"decidedAt": "2026-11-09T15:30:32.043Z"
}
Nov 9, 26 AXP open_long 60 reduced 5 / 5 $61 / $61 55.63% entry submitted + protective stop active open
Risk %0.13%
Intended Risk %0.13%
Intended Shares5
Intended Risk $$61
Raw P72.52%
Cal P55.63%
Policydistributional_kelly
Allocatordistributional_kelly_v4_minimum_risk_floor
Similarityweighted
Signal Exp R-0.0242
Legacy Kelly Risk1.25%
Fixed TF Risk0.4%
Max Notional8%
Notional$1,622
Notional Capfalse
Drawdown Mult0.5
Dist Kelly Risk0%
Confidence99.38%
Quarter Kelly0%
Kelly After Cap0%
Transition Baseline0%
Transition Max0.4%
Transition Appliedfalse
Dist Samples30
Eligible Samples53,907
Final Scenarios30
Invalid Samples0
Baseline Samples30
Baseline Confidence100%
Dist Fallbackunweighted_nearest_neighbors
Dist Exp R-0.1061
Dist Stopout24.02%
Order ID978551549
Raw Executionentry_submitted_stop_submitted
FilledNone
Avg FillNone
SlippageNone
Reducedrawdown_reduced_size
Ledgeropen
Ledger ClosedNone
{
"signalId": "DDV1_BATS_AXP_60_L_1794234600000",
"symbol": "AXP",
"timeframe": "60",
"action": "open_long",
"modelVersion": "trade_quality_ablation_intraday_60m_child3_plus_prior_path_train_first_80pct_test_holdout_last_20pct",
"rawProbability": 0.72521462,
"calibratedProbability": 0.55630366,
"decision": "reduced",
"approved": true,
"finalShares": 5,
"finalRiskPct": 0.00125,
"allowedRiskDollars": 60.79571,
"intendedShares": 5,
"intendedRiskPct": 0.00125,
"intendedRiskDollars": 60.79571,
"allocationPolicy": "distributional_kelly",
"allocatorVersion": "distributional_kelly_v4_minimum_risk_floor",
"distributionSimilarityMode": "weighted",
"signalExpectedR": -0.024202750780171714,
"legacyKellyFraction": 0.11260731,
"legacyKellyRiskPct": 0.0125,
"timeframeFixedRiskPct": 0.004,
"maxNotionalPct": 0.08,
"notionalBeforeCaps": 1622.3,
"notionalAfterCaps": 1622.3,
"notionalCapApplied": false,
"drawdownMultiplier": 0.5,
"portfolioCapMode": "hard",
"rawDistributionalKellyPct": 0,
"shrunkDistributionalKellyPct": 0,
"confidenceMultiplier": 0.9937680893004713,
"quarterKellyRiskPct": 0,
"cappedKellyRiskPct": 0,
"transitionBaselineRiskPct": 0,
"transitionMaxRiskPct": 0.004,
"transitionCapApplied": false,
"finalKellyRiskPctBeforeSafetyCaps": 0,
"distributionSampleSize": 30,
"distributionEligibleSampleSize": 53907,
"distributionFinalScenarioCount": 30,
"distributionInvalidSampleCount": 0,
"distributionSelectedSampleIds": [
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"DDV1_BATS_PSX_60_L_1789482600000",
"DDV1_BATS_AAPL_60_L_1788543000000",
"DDV1_BATS_CVX_60_L_1789482600000",
"DDV1_BATS_USB_60_L_1793802600000",
"DDV1_BATS_USO_60_L_1793644200000",
"DDV1_BATS_PSX_60_L_1790091000000",
"DDV1_BATS_ICE_60_L_1792517400000",
"DDV1_BATS_MCK_60_L_1793806200000",
"DDV1_BATS_DDOG_60_L_1791469800000",
"DDV1_BATS_MAR_60_L_1793802600000",
"DDV1_BATS_USO_60_L_1789414200000",
"DDV1_BATS_DHR_60_L_1793388600000",
"DDV1_BATS_CSX_60_L_1793295000000",
"DDV1_BATS_SNPS_60_L_1791912600000",
"DDV1_BATS_MRSH_60_L_1793043000000",
"DDV1_BATS_VLO_60_L_1788550200000",
"DDV1_BATS_FTNT_60_L_1790605800000",
"DDV1_BATS_UNH_60_L_1793111400000",
"DDV1_BATS_ITW_60_L_1793205000000",
"DDV1_BATS_OXY_60_L_1792092600000",
"DDV1_BATS_USB_60_L_1793629800000",
"DDV1_BATS_FDX_60_L_1793125800000",
"DDV1_BATS_TEAM_60_L_1793194200000",
"DDV1_BATS_TRV_60_L_1792503000000",
"DDV1_BATS_HD_60_L_1793122200000",
"DDV1_BATS_V_60_L_1793043000000",
"DDV1_BATS_CB_60_L_1791988200000",
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"distributionSelectedSampleWeights": [
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"distributionBaselineSampleSize": 30,
"distributionBaselineConfidence": 1,
"distributionBaselineSampleIds": [
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"DDV1_BATS_AAPL_60_L_1788543000000",
"DDV1_BATS_CVX_60_L_1789482600000",
"DDV1_BATS_PSX_60_L_1790091000000",
"DDV1_BATS_ICE_60_L_1792517400000",
"DDV1_BATS_MCK_60_L_1793806200000",
"DDV1_BATS_DDOG_60_L_1791469800000",
"DDV1_BATS_MAR_60_L_1793802600000",
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"DDV1_BATS_DHR_60_L_1793388600000",
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"DDV1_BATS_FDX_60_L_1793125800000",
"DDV1_BATS_TEAM_60_L_1793194200000",
"DDV1_BATS_TRV_60_L_1792503000000",
"DDV1_BATS_HD_60_L_1793122200000",
"DDV1_BATS_V_60_L_1793043000000",
"DDV1_BATS_CB_60_L_1791988200000",
"DDV1_BATS_EOG_60_L_1792686600000",
"DDV1_BATS_SYK_60_L_1793280600000",
"DDV1_BATS_XLP_60_L_1791466200000",
"DDV1_BATS_NSC_60_L_1793809800000",
"DDV1_BATS_ISRG_60_L_1791833400000",
"DDV1_BATS_FDX_60_L_1793802600000",
"DDV1_BATS_FTNT_60_L_1789651800000",
"DDV1_BATS_SNPS_60_L_1790256600000",
"DDV1_BATS_DIS_60_L_1792503000000",
"DDV1_BATS_UNP_60_L_1793806200000"
],
"distributionFallbackLevel": "unweighted_nearest_neighbors",
"distributionExpectedR": -0.10609544580669324,
"distributionStopoutRate": 0.240247589395478,
"rejectionReasons": [],
"reductionReasons": [
"drawdown_reduced_size"
],
"executionStatus": "entry_submitted_stop_submitted",
"submittedAt": "2026-11-09T15:30:23.728Z",
"brokerOrderId": "978551549",
"submittedQuantity": 5,
"filledQuantity": null,
"avgFillPrice": null,
"expectedEntryPrice": 324.46,
"slippagePct": null,
"exitPrice": null,
"realizedPnl": null,
"allocationStatus": "open",
"allocationClosedAt": null,
"decidedAt": "2026-11-09T15:30:23.347Z"
}
Nov 9, 26 TECH open_long D reduced 65 / 65 $61 / $61 59.46% close_order_failed open
Risk %0.13%
Intended Risk %0.13%
Intended Shares65
Intended Risk $$61
Raw P87.85%
Cal P59.46%
Policydistributional_kelly
Allocatordistributional_kelly_v4_minimum_risk_floor
Similarityweighted
Signal Exp R0.0699
Legacy Kelly Risk0.25%
Fixed TF Risk0.5%
Max Notional12%
Notional$4,734
Notional Capfalse
Drawdown Mult0.5
Dist Kelly Risk0%
Confidence98.61%
Quarter Kelly0%
Kelly After Cap0%
Transition Baseline0%
Transition Max1%
Transition Appliedfalse
Dist Samples30
Eligible Samples35,580
Final Scenarios30
Invalid Samples0
Baseline Samples30
Baseline Confidence100%
Dist Fallbackunweighted_nearest_neighbors
Dist Exp R-0.2025
Dist Stopout37.78%
Order ID979281858
Raw Executionclose_order_failed
FilledNone
Avg FillNone
SlippageNone
Reducedrawdown_reduced_size
Ledgeropen
Ledger ClosedNone
{
"signalId": "DDV1_BATS_TECH_D_L_1793975400000",
"symbol": "TECH",
"timeframe": "D",
"action": "open_long",
"modelVersion": "trade_quality_ablation_child3_live_v2_live_v2_no_prior3_train_through_2022_test_2023_2026",
"rawProbability": 0.87852227,
"calibratedProbability": 0.59463057,
"decision": "reduced",
"approved": true,
"finalShares": 65,
"finalRiskPct": 0.00125,
"allowedRiskDollars": 60.6707475,
"intendedShares": 65,
"intendedRiskPct": 0.00125,
"intendedRiskDollars": 60.6707475,
"allocationPolicy": "distributional_kelly",
"allocatorVersion": "distributional_kelly_v4_minimum_risk_floor",
"distributionSimilarityMode": "weighted",
"signalExpectedR": 0.06989221855684905,
"legacyKellyFraction": 0,
"legacyKellyRiskPct": 0.0025,
"timeframeFixedRiskPct": 0.005,
"maxNotionalPct": 0.12,
"notionalBeforeCaps": 4733.95,
"notionalAfterCaps": 4733.95,
"notionalCapApplied": false,
"drawdownMultiplier": 0.5,
"portfolioCapMode": "hard",
"rawDistributionalKellyPct": 0,
"shrunkDistributionalKellyPct": 0,
"confidenceMultiplier": 0.9860631302875331,
"quarterKellyRiskPct": 0,
"cappedKellyRiskPct": 0,
"transitionBaselineRiskPct": 0,
"transitionMaxRiskPct": 0.01,
"transitionCapApplied": false,
"finalKellyRiskPctBeforeSafetyCaps": 0,
"distributionSampleSize": 30,
"distributionEligibleSampleSize": 35580,
"distributionFinalScenarioCount": 30,
"distributionInvalidSampleCount": 0,
"distributionSelectedSampleIds": [
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"DDV1_BATS_ACA_D_L_1789392600000",
"DDV1_BATS_HALO_D_L_1789133400000",
"DDV1_BATS_AMN_D_L_1788960600000",
"DDV1_BATS_VZ_D_L_1789133400000",
"DDV1_BATS_HPQ_D_L_1792589400000",
"DDV1_BATS_ESNT_D_L_1788442200000",
"DDV1_BATS_ADP_D_L_1789392600000",
"DDV1_BATS_ASB_D_L_1787319000000",
"DDV1_BATS_XOM_D_L_1788183000000",
"DDV1_BATS_EQH_D_L_1790256600000",
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"DDV1_BATS_AMCR_D_L_1788355800000",
"DDV1_BATS_EMR_D_L_1792589400000",
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"DDV1_BATS_EXPD_D_L_1790602200000",
"DDV1_BATS_AMRX_D_L_1791552600000",
"DDV1_BATS_ELF_D_L_1790083800000",
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"distributionExpectedR": -0.20245064308683902,
"distributionStopoutRate": 0.3778024885626092,
"rejectionReasons": [],
"reductionReasons": [
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"executionStatus": "close_order_failed",
"submittedAt": "2026-11-13T09:02:30.689Z",
"brokerOrderId": "979281858",
"submittedQuantity": null,
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"expectedEntryPrice": 72.76,
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"decidedAt": "2026-11-09T14:30:48.788Z"
}
Nov 9, 26 IQV open_long D reduced 2 / 2 $61 / $61 59.51% entry submitted + protective stop active open
Risk %0.13%
Intended Risk %0.13%
Intended Shares2
Intended Risk $$61
Raw P88.03%
Cal P59.51%
Policydistributional_kelly
Allocatordistributional_kelly_v4_minimum_risk_floor
Similarityweighted
Signal Exp R0.0482
Legacy Kelly Risk0.25%
Fixed TF Risk0.5%
Max Notional12%
Notional$548
Notional Capfalse
Drawdown Mult0.5
Dist Kelly Risk0%
Confidence99.39%
Quarter Kelly0%
Kelly After Cap0%
Transition Baseline0%
Transition Max1%
Transition Appliedfalse
Dist Samples30
Eligible Samples35,580
Final Scenarios30
Invalid Samples0
Baseline Samples30
Baseline Confidence100%
Dist Fallbackunweighted_nearest_neighbors
Dist Exp R-0.4047
Dist Stopout52.85%
Order ID978517005
Raw Executionentry_submitted_stop_submitted
FilledNone
Avg FillNone
SlippageNone
Reducedrawdown_reduced_size
Ledgeropen
Ledger ClosedNone
{
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"symbol": "IQV",
"timeframe": "D",
"action": "open_long",
"modelVersion": "trade_quality_ablation_child3_live_v2_live_v2_no_prior3_train_through_2022_test_2023_2026",
"rawProbability": 0.88032315,
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"decision": "reduced",
"approved": true,
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"finalRiskPct": 0.00125,
"allowedRiskDollars": 60.68260175,
"intendedShares": 2,
"intendedRiskPct": 0.00125,
"intendedRiskDollars": 60.68260175,
"allocationPolicy": "distributional_kelly",
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"notionalBeforeCaps": 548,
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"notionalCapApplied": false,
"drawdownMultiplier": 0.5,
"portfolioCapMode": "hard",
"rawDistributionalKellyPct": 0,
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"confidenceMultiplier": 0.9938583426952114,
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"transitionCapApplied": false,
"finalKellyRiskPctBeforeSafetyCaps": 0,
"distributionSampleSize": 30,
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"distributionFinalScenarioCount": 30,
"distributionInvalidSampleCount": 0,
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"DDV1_BATS_HUM_D_L_1783949400000",
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"distributionExpectedR": -0.40469650525741707,
"distributionStopoutRate": 0.5284560242995894,
"rejectionReasons": [],
"reductionReasons": [
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],
"executionStatus": "entry_submitted_stop_submitted",
"submittedAt": "2026-11-09T14:30:43.154Z",
"brokerOrderId": "978517005",
"submittedQuantity": 2,
"filledQuantity": null,
"avgFillPrice": null,
"expectedEntryPrice": 274,
"slippagePct": null,
"exitPrice": null,
"realizedPnl": null,
"allocationStatus": "open",
"allocationClosedAt": null,
"decidedAt": "2026-11-09T14:30:37.060Z"
}
Nov 9, 26 AMRX open_long D reduced 23 / 23 $61 / $61 59.97% close submitted closed
Risk %0.13%
Intended Risk %0.13%
Intended Shares23
Intended Risk $$61
Raw P89.88%
Cal P59.97%
Policydistributional_kelly
Allocatordistributional_kelly_v4_minimum_risk_floor
Similarityweighted
Signal Exp R0.2702
Legacy Kelly Risk0.25%
Fixed TF Risk0.5%
Max Notional12%
Notional$470
Notional Capfalse
Drawdown Mult0.5
Dist Kelly Risk0%
Confidence99.37%
Quarter Kelly0%
Kelly After Cap0%
Transition Baseline0%
Transition Max1%
Transition Appliedfalse
Dist Samples30
Eligible Samples35,580
Final Scenarios30
Invalid Samples0
Baseline Samples30
Baseline Confidence100%
Dist Fallbackunweighted_nearest_neighbors
Dist Exp R-0.1335
Dist Stopout34.57%
Order ID979102847
Raw Executionclose_submitted
FilledNone
Avg FillNone
SlippageNone
Reducedrawdown_reduced_size
Ledgerclosed
Ledger ClosedNov 12, 26
{
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"symbol": "AMRX",
"timeframe": "D",
"action": "open_long",
"modelVersion": "trade_quality_ablation_child3_live_v2_live_v2_no_prior3_train_through_2022_test_2023_2026",
"rawProbability": 0.89881574,
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"decision": "reduced",
"approved": true,
"finalShares": 23,
"finalRiskPct": 0.00125,
"allowedRiskDollars": 60.68975375,
"intendedShares": 23,
"intendedRiskPct": 0.00125,
"intendedRiskDollars": 60.68975375,
"allocationPolicy": "distributional_kelly",
"allocatorVersion": "distributional_kelly_v4_minimum_risk_floor",
"distributionSimilarityMode": "weighted",
"signalExpectedR": 0.27019532683088543,
"legacyKellyFraction": 0,
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"timeframeFixedRiskPct": 0.005,
"maxNotionalPct": 0.12,
"notionalBeforeCaps": 470.35,
"notionalAfterCaps": 470.35,
"notionalCapApplied": false,
"drawdownMultiplier": 0.5,
"portfolioCapMode": "hard",
"rawDistributionalKellyPct": 0,
"shrunkDistributionalKellyPct": 0,
"confidenceMultiplier": 0.9937359933558086,
"quarterKellyRiskPct": 0,
"cappedKellyRiskPct": 0,
"transitionBaselineRiskPct": 0,
"transitionMaxRiskPct": 0.01,
"transitionCapApplied": false,
"finalKellyRiskPctBeforeSafetyCaps": 0,
"distributionSampleSize": 30,
"distributionEligibleSampleSize": 35580,
"distributionFinalScenarioCount": 30,
"distributionInvalidSampleCount": 0,
"distributionSelectedSampleIds": [
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"DDV1_BATS_ALL_D_L_1788355800000",
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"DDV1_BATS_COLM_D_L_1783344600000",
"DDV1_BATS_VRTX_D_L_1790083800000",
"DDV1_BATS_APA_D_L_1790861400000",
"DDV1_BATS_CCK_D_L_1787319000000",
"DDV1_BATS_AMRX_D_L_1788355800000",
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"DDV1_BATS_MSM_D_L_1785763800000",
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"DDV1_BATS_AMRX_D_L_1788355800000",
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"DDV1_BATS_QLYS_D_L_1789479000000",
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"distributionFallbackLevel": "unweighted_nearest_neighbors",
"distributionExpectedR": -0.1335182217344184,
"distributionStopoutRate": 0.3457142446139682,
"rejectionReasons": [],
"reductionReasons": [
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],
"executionStatus": "close_submitted",
"submittedAt": "2026-11-12T14:30:27.905Z",
"brokerOrderId": "979102847",
"submittedQuantity": 23,
"filledQuantity": null,
"avgFillPrice": null,
"expectedEntryPrice": 21.71,
"slippagePct": null,
"exitPrice": 21.71,
"realizedPnl": null,
"allocationStatus": "closed",
"allocationClosedAt": "2026-11-12T14:30:00.000Z",
"decidedAt": "2026-11-09T14:30:36.175Z"
}
Nov 5, 26 ABBV open_long D reduced 1 / 1 $61 / $61 60.99% entry submitted + protective stop active open
Risk %0.13%
Intended Risk %0.13%
Intended Shares1
Intended Risk $$61
Raw P93.97%
Cal P60.99%
Policydistributional_kelly
Allocatordistributional_kelly_v4_minimum_risk_floor
Similarityweighted
Signal Exp R0.1085
Legacy Kelly Risk0.25%
Fixed TF Risk0.5%
Max Notional12%
Notional$299
Notional Capfalse
Drawdown Mult0.5
Dist Kelly Risk0%
Confidence99.48%
Quarter Kelly0%
Kelly After Cap0%
Transition Baseline0.25%
Transition Max1%
Transition Appliedfalse
Dist Samples30
Eligible Samples35,584
Final Scenarios30
Invalid Samples0
Baseline Samples30
Baseline Confidence100%
Dist Fallbackunweighted_nearest_neighbors
Dist Exp R-0.389
Dist Stopout46.54%
Order ID978014715
Raw Executionentry_submitted_stop_submitted
FilledNone
Avg FillNone
SlippageNone
Reducedrawdown_reduced_size
Ledgeropen
Ledger ClosedNone
{
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"symbol": "ABBV",
"timeframe": "D",
"action": "open_long",
"modelVersion": "trade_quality_ablation_child3_live_v2_live_v2_no_prior3_train_through_2022_test_2023_2026",
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"approved": true,
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"intendedRiskDollars": 60.90859125,
"allocationPolicy": "distributional_kelly",
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"distributionSampleSize": 30,
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"distributionExpectedR": -0.3889880517209695,
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"submittedAt": "2026-11-05T14:31:32.342Z",
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}
Nov 5, 26 AAPL open_long D reduced 1 / 1 $61 / $61 59.67% close_order_failed open
Risk %0.13%
Intended Risk %0.13%
Intended Shares1
Intended Risk $$61
Raw P88.66%
Cal P59.67%
Policydistributional_kelly
Allocatordistributional_kelly_v4_minimum_risk_floor
Similarityweighted
Signal Exp R0.0412
Legacy Kelly Risk0.25%
Fixed TF Risk0.5%
Max Notional12%
Notional$354
Notional Capfalse
Drawdown Mult0.5
Dist Kelly Risk0%
Confidence99.4%
Quarter Kelly0%
Kelly After Cap0%
Transition Baseline0%
Transition Max1%
Transition Appliedfalse
Dist Samples30
Eligible Samples35,584
Final Scenarios30
Invalid Samples0
Baseline Samples30
Baseline Confidence100%
Dist Fallbackunweighted_nearest_neighbors
Dist Exp R-0.4684
Dist Stopout59.78%
Order ID979076055
Raw Executionclose_order_failed
FilledNone
Avg FillNone
SlippageNone
Reducedrawdown_reduced_size
Ledgeropen
Ledger ClosedNone
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"symbol": "AAPL",
"timeframe": "D",
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"DDV1_BATS_LH_D_L_1788355800000",
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"distributionExpectedR": -0.4684244371250599,
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],
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"submittedAt": "2026-11-12T09:00:09.797Z",
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"submittedQuantity": null,
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"decidedAt": "2026-11-05T14:31:31.216Z"
}
Nov 5, 26 PTC open_long D reduced 13 / 13 $61 / $61 58.08% close submitted closed
Risk %0.13%
Intended Risk %0.13%
Intended Shares13
Intended Risk $$61
Raw P82.32%
Cal P58.08%
Policydistributional_kelly
Allocatordistributional_kelly_v4_minimum_risk_floor
Similarityweighted
Signal Exp R0.1419
Legacy Kelly Risk0.25%
Fixed TF Risk0.5%
Max Notional12%
Notional$2,537
Notional Capfalse
Drawdown Mult0.5
Dist Kelly Risk0%
Confidence99.48%
Quarter Kelly0%
Kelly After Cap0%
Transition Baseline0%
Transition Max1%
Transition Appliedfalse
Dist Samples30
Eligible Samples35,584
Final Scenarios30
Invalid Samples0
Baseline Samples30
Baseline Confidence100%
Dist Fallbackunweighted_nearest_neighbors
Dist Exp R-0.0253
Dist Stopout41.31%
Order ID978694489
Raw Executionclose_submitted
FilledNone
Avg FillNone
SlippageNone
Reducedrawdown_reduced_size
Ledgerclosed
Ledger ClosedNov 10, 26
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"symbol": "PTC",
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"rawDistributionalKellyPct": 0,
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"distributionSampleSize": 30,
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"allocationClosedAt": "2026-11-10T14:30:00.000Z",
"decidedAt": "2026-11-05T14:31:30.203Z"
}
Nov 5, 26 VEEV open_long D rejected 0 / 1 $0 / $61 58.56% not submitted shares_below_minimum
Risk %0%
Intended Risk %0.13%
Intended Shares1
Intended Risk $$61
Raw P84.25%
Cal P58.56%
Policydistributional_kelly
Allocatordistributional_kelly_v4_minimum_risk_floor
Similarityweighted
Signal Exp R-0.1677
Legacy Kelly Risk1.25%
Fixed TF Risk0.5%
Max Notional12%
Notional$0
Notional Capfalse
Drawdown Mult0.5
Dist Kelly Risk0%
Confidence99.49%
Quarter Kelly0%
Kelly After Cap0%
Transition Baseline0%
Transition Max1%
Transition Appliedfalse
Dist Samples30
Eligible Samples35,584
Final Scenarios30
Invalid Samples0
Baseline Samples30
Baseline Confidence100%
Dist Fallbackunweighted_nearest_neighbors
Dist Exp R-0.2778
Dist Stopout39.7%
Order IDNone
Raw Executionnot_submitted
FilledNone
Avg FillNone
SlippageNone
Reducedrawdown_reduced_size
LedgerNone
Ledger ClosedNone
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"symbol": "VEEV",
"timeframe": "D",
"action": "open_long",
"modelVersion": "trade_quality_ablation_child3_live_v2_live_v2_no_prior3_train_through_2022_test_2023_2026",
"rawProbability": 0.84251574,
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"decision": "rejected",
"approved": false,
"finalShares": 0,
"finalRiskPct": 0,
"allowedRiskDollars": 0,
"intendedShares": 1,
"intendedRiskPct": 0.00125,
"intendedRiskDollars": 60.9141975,
"allocationPolicy": "distributional_kelly",
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"notionalCapApplied": false,
"drawdownMultiplier": 0.5,
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"rawDistributionalKellyPct": 0,
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"confidenceMultiplier": 0.9948624971694552,
"quarterKellyRiskPct": 0,
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"transitionBaselineRiskPct": 0,
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"distributionSampleSize": 30,
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"distributionFinalScenarioCount": 30,
"distributionInvalidSampleCount": 0,
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"distributionFallbackLevel": "unweighted_nearest_neighbors",
"distributionExpectedR": -0.2778406355760613,
"distributionStopoutRate": 0.3969708994382071,
"rejectionReasons": [
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],
"reductionReasons": [
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],
"executionStatus": "not_submitted",
"submittedAt": null,
"brokerOrderId": null,
"submittedQuantity": null,
"filledQuantity": null,
"avgFillPrice": null,
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"slippagePct": null,
"exitPrice": null,
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"allocationStatus": null,
"allocationClosedAt": null,
"decidedAt": "2026-11-05T14:31:17.247Z"
}
Nov 5, 26 ANF open_long D reduced 2 / 2 $61 / $61 61.07% close_order_failed closed
Risk %0.13%
Intended Risk %0.13%
Intended Shares2
Intended Risk $$61
Raw P94.29%
Cal P61.07%
Policydistributional_kelly
Allocatordistributional_kelly_v4_minimum_risk_floor
Similarityweighted
Signal Exp R0.1305
Legacy Kelly Risk0.25%
Fixed TF Risk0.5%
Max Notional12%
Notional$340
Notional Capfalse
Drawdown Mult0.5
Dist Kelly Risk0%
Confidence99.58%
Quarter Kelly0%
Kelly After Cap0%
Transition Baseline0.25%
Transition Max1%
Transition Appliedfalse
Dist Samples30
Eligible Samples35,584
Final Scenarios30
Invalid Samples0
Baseline Samples30
Baseline Confidence100%
Dist Fallbackunweighted_nearest_neighbors
Dist Exp R-0.1909
Dist Stopout36.57%
Order ID979325031
Raw Executionclose_order_failed
FilledNone
Avg FillNone
SlippageNone
Reducedrawdown_reduced_size
Ledgerclosed
Ledger ClosedNov 13, 26
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"symbol": "ANF",
"timeframe": "D",
"action": "open_long",
"modelVersion": "trade_quality_ablation_child3_live_v2_live_v2_no_prior3_train_through_2022_test_2023_2026",
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"approved": true,
"finalShares": 2,
"finalRiskPct": 0.00125,
"allowedRiskDollars": 60.92784875,
"intendedShares": 2,
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"allocationPolicy": "distributional_kelly",
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"notionalBeforeCaps": 340.08,
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"drawdownMultiplier": 0.5,
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"rawDistributionalKellyPct": 0,
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"confidenceMultiplier": 0.9957712559973956,
"quarterKellyRiskPct": 0,
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"transitionCapApplied": false,
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"DDV1_BATS_DBX_D_L_1788355800000",
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"DDV1_BATS_LLY_D_L_1788355800000",
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"distributionExpectedR": -0.1909496835642394,
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"rejectionReasons": [],
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],
"executionStatus": "close_order_failed",
"submittedAt": "2026-11-13T14:53:16.498Z",
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"allocationClosedAt": "2026-11-13T14:30:00.000Z",
"decidedAt": "2026-11-05T14:30:47.187Z"
}
Nov 5, 26 HPQ open_long D reduced 11 / 11 $61 / $61 59.42% entry submitted + protective stop active open
Risk %0.13%
Intended Risk %0.13%
Intended Shares11
Intended Risk $$61
Raw P87.68%
Cal P59.42%
Policydistributional_kelly
Allocatordistributional_kelly_v4_minimum_risk_floor
Similarityweighted
Signal Exp R0.0541
Legacy Kelly Risk0.25%
Fixed TF Risk0.5%
Max Notional12%
Notional$330
Notional Capfalse
Drawdown Mult0.5
Dist Kelly Risk0%
Confidence99.14%
Quarter Kelly0%
Kelly After Cap0%
Transition Baseline0%
Transition Max1%
Transition Appliedfalse
Dist Samples30
Eligible Samples35,582
Final Scenarios30
Invalid Samples1
Baseline Samples30
Baseline Confidence100%
Dist Fallbackunweighted_nearest_neighbors
Dist Exp R-0.0074
Dist Stopout26.1%
Order ID978013407
Raw Executionentry_submitted_stop_submitted
FilledNone
Avg FillNone
SlippageNone
Reducedrawdown_reduced_size
Ledgeropen
Ledger ClosedNone
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"rawDistributionalKellyPct": 0,
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Nov 5, 26 EQH open_long D reduced 5 / 5 $61 / $61 60.67% entry submitted + protective stop active open
Risk %0.13%
Intended Risk %0.13%
Intended Shares5
Intended Risk $$61
Raw P92.69%
Cal P60.67%
Policydistributional_kelly
Allocatordistributional_kelly_v4_minimum_risk_floor
Similarityweighted
Signal Exp R0.1022
Legacy Kelly Risk0.25%
Fixed TF Risk0.5%
Max Notional12%
Notional$283
Notional Capfalse
Drawdown Mult0.5
Dist Kelly Risk0%
Confidence99.65%
Quarter Kelly0%
Kelly After Cap0%
Transition Baseline0%
Transition Max1%
Transition Appliedfalse
Dist Samples30
Eligible Samples35,582
Final Scenarios30
Invalid Samples1
Baseline Samples30
Baseline Confidence100%
Dist Fallbackunweighted_nearest_neighbors
Dist Exp R-0.1973
Dist Stopout39.62%
Order ID978013225
Raw Executionentry_submitted_stop_submitted
FilledNone
Avg FillNone
SlippageNone
Reducedrawdown_reduced_size
Ledgeropen
Ledger ClosedNone
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"symbol": "EQH",
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"submittedAt": "2026-11-05T14:30:32.796Z",
"brokerOrderId": "978013225",
"submittedQuantity": 5,
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"decidedAt": "2026-11-05T14:30:26.413Z"
}
Nov 5, 26 MRNA open_long D rejected 0 / 1 $0 / $61 61.43% TradingView exit received shares_below_minimum
Risk %0%
Intended Risk %0.13%
Intended Shares1
Intended Risk $$61
Raw P95.72%
Cal P61.43%
Policydistributional_kelly
Allocatordistributional_kelly_v4_minimum_risk_floor
Similarityweighted
Signal Exp R0.1216
Legacy Kelly Risk0.25%
Fixed TF Risk0.5%
Max Notional12%
Notional$0
Notional Capfalse
Drawdown Mult0.5
Dist Kelly Risk0%
Confidence99.58%
Quarter Kelly0%
Kelly After Cap0%
Transition Baseline0.25%
Transition Max1%
Transition Appliedfalse
Dist Samples30
Eligible Samples35,582
Final Scenarios30
Invalid Samples0
Baseline Samples30
Baseline Confidence100%
Dist Fallbackunweighted_nearest_neighbors
Dist Exp R-0.0346
Dist Stopout30.32%
Order IDNone
Raw Executiontv_exit_signal_received
FilledNone
Avg FillNone
SlippageNone
Reducedrawdown_reduced_size
LedgerNone
Ledger ClosedNone
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"symbol": "MRNA",
"timeframe": "D",
"action": "open_long",
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"allocationPolicy": "distributional_kelly",
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"rawDistributionalKellyPct": 0,
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}
Nov 4, 26 MCK open_long 60 reduced 1 / 1 $61 / $61 55.19% close submitted closed
Risk %0.13%
Intended Risk %0.13%
Intended Shares1
Intended Risk $$61
Raw P70.75%
Cal P55.19%
Policydistributional_kelly
Allocatordistributional_kelly_v4_minimum_risk_floor
Similarityweighted
Signal Exp R-0.1567
Legacy Kelly Risk1.25%
Fixed TF Risk0.4%
Max Notional8%
Notional$1,026
Notional Capfalse
Drawdown Mult0.5
Dist Kelly Risk0%
Confidence99.36%
Quarter Kelly0%
Kelly After Cap0%
Transition Baseline0.1%
Transition Max0.4%
Transition Appliedfalse
Dist Samples30
Eligible Samples53,897
Final Scenarios30
Invalid Samples0
Baseline Samples30
Baseline Confidence100%
Dist Fallbackunweighted_nearest_neighbors
Dist Exp R-0.0928
Dist Stopout25.16%
Order ID977922987
Raw Executionclose_submitted
FilledNone
Avg FillNone
SlippageNone
Reducedrawdown_reduced_size
Ledgerclosed
Ledger ClosedNov 4, 26
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"distributionBaselineSampleSize": 30,
"distributionBaselineConfidence": 1,
"distributionBaselineSampleIds": [
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"distributionExpectedR": -0.09276581603467937,
"distributionStopoutRate": 0.25163502466419757,
"rejectionReasons": [],
"reductionReasons": [
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],
"executionStatus": "close_submitted",
"submittedAt": "2026-11-04T18:30:34.821Z",
"brokerOrderId": "977922987",
"submittedQuantity": 1,
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"allocationClosedAt": "2026-11-04T18:30:00.000Z",
"decidedAt": "2026-11-04T16:30:34.885Z"
}
Nov 4, 26 JNJ open_long 60 reduced 3 / 3 $49 / $49 57.17% close submitted closed
Risk %0.1%
Intended Risk %0.1%
Intended Shares3
Intended Risk $$49
Raw P78.67%
Cal P57.17%
Policydistributional_kelly
Allocatordistributional_kelly_v4_minimum_risk_floor
Similarityweighted
Signal Exp R-0.0149
Legacy Kelly Risk1.25%
Fixed TF Risk0.4%
Max Notional8%
Notional$818
Notional Capfalse
Drawdown Mult0.5
Dist Kelly Risk0.4%
Confidence99.01%
Quarter Kelly2.5%
Kelly After Cap0.4%
Transition Baseline0%
Transition Max0.4%
Transition Appliedfalse
Dist Samples30
Eligible Samples53,893
Final Scenarios30
Invalid Samples2
Baseline Samples30
Baseline Confidence100%
Dist Fallbackunweighted_nearest_neighbors
Dist Exp R0.147
Dist Stopout16.27%
Order ID977910649
Raw Executionclose_submitted
FilledNone
Avg FillNone
SlippageNone
Reducedrawdown_reduced_size
Ledgerclosed
Ledger ClosedNov 4, 26
{
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"symbol": "JNJ",
"timeframe": "60",
"action": "open_long",
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"approved": true,
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"allocationPolicy": "distributional_kelly",
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"notionalBeforeCaps": 817.56,
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"rawDistributionalKellyPct": 0.1,
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"distributionSampleSize": 30,
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"distributionInvalidSampleCount": 2,
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"distributionStopoutRate": 0.16274260347129482,
"rejectionReasons": [],
"reductionReasons": [
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"loss_streak_reduced_size"
],
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"submittedAt": "2026-11-04T17:30:14.695Z",
"brokerOrderId": "977910649",
"submittedQuantity": 3,
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"exitPrice": 273.9,
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"allocationStatus": "closed",
"allocationClosedAt": "2026-11-04T17:30:00.000Z",
"decidedAt": "2026-11-04T16:30:16.941Z"
}
Nov 4, 26 SPGI open_long 60 reduced 1 / 1 $73 / $73 56.85% close submitted closed
Risk %0.15%
Intended Risk %0.15%
Intended Shares1
Intended Risk $$73
Raw P77.38%
Cal P56.85%
Policydistributional_kelly
Allocatordistributional_kelly_v4_minimum_risk_floor
Similarityweighted
Signal Exp R-0.073
Legacy Kelly Risk1.25%
Fixed TF Risk0.4%
Max Notional8%
Notional$480
Notional Capfalse
Drawdown Mult0.5
Dist Kelly Risk0.4%
Confidence99.3%
Quarter Kelly2.5%
Kelly After Cap0.4%
Transition Baseline0%
Transition Max0.4%
Transition Appliedfalse
Dist Samples30
Eligible Samples53,893
Final Scenarios30
Invalid Samples0
Baseline Samples30
Baseline Confidence100%
Dist Fallbackunweighted_nearest_neighbors
Dist Exp R0.1065
Dist Stopout22.75%
Order ID977889997
Raw Executionclose_submitted
FilledNone
Avg FillNone
SlippageNone
Reducedrawdown_reduced_size
Ledgerclosed
Ledger ClosedNov 4, 26
{
"signalId": "DDV1_BATS_SPGI_60_L_1793802600000",
"symbol": "SPGI",
"timeframe": "60",
"action": "open_long",
"modelVersion": "trade_quality_ablation_intraday_60m_child3_plus_prior_path_train_first_80pct_test_holdout_last_20pct",
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"approved": true,
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"intendedRiskDollars": 73.03013130000001,
"allocationPolicy": "distributional_kelly",
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"legacyKellyFraction": 0.13690047,
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"timeframeFixedRiskPct": 0.004,
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"notionalBeforeCaps": 479.64,
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"notionalCapApplied": false,
"drawdownMultiplier": 0.5,
"portfolioCapMode": "hard",
"rawDistributionalKellyPct": 0.1,
"shrunkDistributionalKellyPct": 0.09929919756863376,
"confidenceMultiplier": 0.9929919756863375,
"quarterKellyRiskPct": 0.025,
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"transitionBaselineRiskPct": 0,
"transitionMaxRiskPct": 0.004,
"transitionCapApplied": false,
"finalKellyRiskPctBeforeSafetyCaps": 0.004,
"distributionSampleSize": 30,
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"distributionFinalScenarioCount": 30,
"distributionInvalidSampleCount": 0,
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"distributionStopoutRate": 0.22749923412188072,
"rejectionReasons": [],
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"submittedAt": "2026-11-04T16:30:20.127Z",
"brokerOrderId": "977889997",
"submittedQuantity": 1,
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"allocationStatus": "closed",
"allocationClosedAt": "2026-11-04T16:30:00.000Z",
"decidedAt": "2026-11-04T15:31:01.687Z"
}
Nov 4, 26 USB open_long 60 reduced 28 / 28 $49 / $49 58.54% close submitted closed
Risk %0.1%
Intended Risk %0.1%
Intended Shares28
Intended Risk $$49
Raw P84.17%
Cal P58.54%
Policydistributional_kelly
Allocatordistributional_kelly_v4_minimum_risk_floor
Similarityweighted
Signal Exp R0.0359
Legacy Kelly Risk0.25%
Fixed TF Risk0.4%
Max Notional8%
Notional$1,686
Notional Capfalse
Drawdown Mult0.5
Dist Kelly Risk0.4%
Confidence99.02%
Quarter Kelly2.5%
Kelly After Cap0.4%
Transition Baseline0%
Transition Max0.4%
Transition Appliedfalse
Dist Samples30
Eligible Samples53,893
Final Scenarios30
Invalid Samples0
Baseline Samples30
Baseline Confidence100%
Dist Fallbackunweighted_nearest_neighbors
Dist Exp R0.1654
Dist Stopout17.02%
Order ID977889979
Raw Executionclose_submitted
FilledNone
Avg FillNone
SlippageNone
Reducedrawdown_reduced_size
Ledgerclosed
Ledger ClosedNov 4, 26
{
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"symbol": "USB",
"timeframe": "60",
"action": "open_long",
"modelVersion": "trade_quality_ablation_intraday_60m_child3_plus_prior_path_train_first_80pct_test_holdout_last_20pct",
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"notionalCapApplied": false,
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"rawDistributionalKellyPct": 0.1,
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"DDV1_BATS_NKE_60_L_1793021400000",
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"DDV1_BATS_AMAT_60_L_1791466200000",
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"DDV1_BATS_MAR_60_L_1793021400000",
"DDV1_BATS_TMO_60_L_1790955000000",
"DDV1_BATS_CL_60_L_1793727000000",
"DDV1_BATS_V_60_L_1792679400000",
"DDV1_BATS_VZ_60_L_1788359400000",
"DDV1_BATS_CRWD_60_L_1790605800000",
"DDV1_BATS_CME_60_L_1792603800000",
"DDV1_BATS_UPS_60_L_1793287800000",
"DDV1_BATS_PSX_60_L_1789482600000",
"DDV1_BATS_KMB_60_L_1793129400000",
"DDV1_BATS_ZS_60_L_1789651800000",
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"DDV1_BATS_USO_60_L_1789414200000",
"DDV1_BATS_RSG_60_L_1793295000000",
"DDV1_BATS_ABNB_60_L_1792603800000",
"DDV1_BATS_COP_60_L_1793125800000"
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"distributionSelectedSampleWeights": [
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"distributionBaselineSampleSize": 30,
"distributionBaselineConfidence": 1,
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"DDV1_BATS_PSX_60_L_1789133400000",
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"DDV1_BATS_HD_60_L_1793280600000",
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"distributionFallbackLevel": "unweighted_nearest_neighbors",
"distributionExpectedR": 0.16540732832863655,
"distributionStopoutRate": 0.1702221747088253,
"rejectionReasons": [],
"reductionReasons": [
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"loss_streak_reduced_size"
],
"executionStatus": "close_submitted",
"submittedAt": "2026-11-04T16:30:17.205Z",
"brokerOrderId": "977889979",
"submittedQuantity": 28,
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"allocationStatus": "closed",
"allocationClosedAt": "2026-11-04T16:30:00.000Z",
"decidedAt": "2026-11-04T15:30:55.581Z"
}
Nov 4, 26 XLV open_long 60 reduced 4 / 4 $49 / $49 57.9% close submitted closed
Risk %0.1%
Intended Risk %0.1%
Intended Shares4
Intended Risk $$49
Raw P81.58%
Cal P57.9%
Policydistributional_kelly
Allocatordistributional_kelly_v4_minimum_risk_floor
Similarityweighted
Signal Exp R-0.0384
Legacy Kelly Risk1.25%
Fixed TF Risk0.4%
Max Notional8%
Notional$742
Notional Capfalse
Drawdown Mult0.5
Dist Kelly Risk0.4%
Confidence99.17%
Quarter Kelly2.5%
Kelly After Cap0.4%
Transition Baseline0%
Transition Max0.4%
Transition Appliedfalse
Dist Samples30
Eligible Samples53,893
Final Scenarios30
Invalid Samples0
Baseline Samples30
Baseline Confidence100%
Dist Fallbackunweighted_nearest_neighbors
Dist Exp R0.0447
Dist Stopout6.26%
Order ID977889980
Raw Executionclose_submitted
FilledNone
Avg FillNone
SlippageNone
Reducedrawdown_reduced_size
Ledgerclosed
Ledger ClosedNov 4, 26
{
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"symbol": "XLV",
"timeframe": "60",
"action": "open_long",
"modelVersion": "trade_quality_ablation_intraday_60m_child3_plus_prior_path_train_first_80pct_test_holdout_last_20pct",
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"decision": "reduced",
"approved": true,
"finalShares": 4,
"finalRiskPct": 0.001,
"allowedRiskDollars": 48.6916682,
"intendedShares": 4,
"intendedRiskPct": 0.001,
"intendedRiskDollars": 48.6916682,
"allocationPolicy": "distributional_kelly",
"allocatorVersion": "distributional_kelly_v4_minimum_risk_floor",
"distributionSimilarityMode": "weighted",
"signalExpectedR": -0.03840343021988,
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"timeframeFixedRiskPct": 0.004,
"maxNotionalPct": 0.08,
"notionalBeforeCaps": 741.76,
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"notionalCapApplied": false,
"drawdownMultiplier": 0.5,
"portfolioCapMode": "hard",
"rawDistributionalKellyPct": 0.1,
"shrunkDistributionalKellyPct": 0.09916974874216744,
"confidenceMultiplier": 0.9916974874216744,
"quarterKellyRiskPct": 0.025,
"cappedKellyRiskPct": 0.004,
"transitionBaselineRiskPct": 0,
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"transitionCapApplied": false,
"finalKellyRiskPctBeforeSafetyCaps": 0.004,
"distributionSampleSize": 30,
"distributionEligibleSampleSize": 53893,
"distributionFinalScenarioCount": 30,
"distributionInvalidSampleCount": 0,
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"DDV1_BATS_GILD_60_L_1790256600000",
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"DDV1_BATS_TRV_60_L_1792503000000",
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"DDV1_BATS_TEAM_60_L_1788442200000",
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"DDV1_BATS_SNPS_60_L_1791912600000",
"DDV1_BATS_INTU_60_L_1791898200000",
"DDV1_BATS_TFC_60_L_1793280600000",
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],
"distributionFallbackLevel": "unweighted_nearest_neighbors",
"distributionExpectedR": 0.044669239421082405,
"distributionStopoutRate": 0.06261086033969744,
"rejectionReasons": [],
"reductionReasons": [
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"loss_streak_reduced_size"
],
"executionStatus": "close_submitted",
"submittedAt": "2026-11-04T16:30:17.232Z",
"brokerOrderId": "977889980",
"submittedQuantity": 4,
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"avgFillPrice": null,
"expectedEntryPrice": 188.15,
"slippagePct": null,
"exitPrice": 188.15,
"realizedPnl": null,
"allocationStatus": "closed",
"allocationClosedAt": "2026-11-04T16:30:00.000Z",
"decidedAt": "2026-11-04T15:30:54.952Z"
}
Nov 4, 26 TFC open_long 60 reduced 19 / 19 $49 / $49 59.62% close submitted closed
Risk %0.1%
Intended Risk %0.1%
Intended Shares19
Intended Risk $$49
Raw P88.49%
Cal P59.62%
Policydistributional_kelly
Allocatordistributional_kelly_v4_minimum_risk_floor
Similarityweighted
Signal Exp R0.3592
Legacy Kelly Risk0.25%
Fixed TF Risk0.4%
Max Notional8%
Notional$949
Notional Capfalse
Drawdown Mult0.5
Dist Kelly Risk0.4%
Confidence99.48%
Quarter Kelly2.07%
Kelly After Cap0.4%
Transition Baseline0%
Transition Max0.4%
Transition Appliedfalse
Dist Samples30
Eligible Samples53,893
Final Scenarios30
Invalid Samples0
Baseline Samples30
Baseline Confidence100%
Dist Fallbackunweighted_nearest_neighbors
Dist Exp R0.137
Dist Stopout27.73%
Order ID977889988
Raw Executionclose_submitted
FilledNone
Avg FillNone
SlippageNone
Reducedrawdown_reduced_size
Ledgerclosed
Ledger ClosedNov 4, 26
{
"signalId": "DDV1_BATS_TFC_60_L_1793802600000",
"symbol": "TFC",
"timeframe": "60",
"action": "open_long",
"modelVersion": "trade_quality_ablation_intraday_60m_child3_plus_prior_path_train_first_80pct_test_holdout_last_20pct",
"rawProbability": 0.88491865,
"calibratedProbability": 0.59622966,
"decision": "reduced",
"approved": true,
"finalShares": 19,
"finalRiskPct": 0.001,
"allowedRiskDollars": 48.693083,
"intendedShares": 19,
"intendedRiskPct": 0.001,
"intendedRiskDollars": 48.693083,
"allocationPolicy": "distributional_kelly",
"allocatorVersion": "distributional_kelly_v4_minimum_risk_floor",
"distributionSimilarityMode": "weighted",
"signalExpectedR": 0.35921590473253634,
"legacyKellyFraction": 0,
"legacyKellyRiskPct": 0.0025,
"timeframeFixedRiskPct": 0.004,
"maxNotionalPct": 0.08,
"notionalBeforeCaps": 948.86,
"notionalAfterCaps": 948.86,
"notionalCapApplied": false,
"drawdownMultiplier": 0.5,
"portfolioCapMode": "hard",
"rawDistributionalKellyPct": 0.08280000000000001,
"shrunkDistributionalKellyPct": 0.08236556041099043,
"confidenceMultiplier": 0.9947531450602707,
"quarterKellyRiskPct": 0.020700000000000003,
"cappedKellyRiskPct": 0.004,
"transitionBaselineRiskPct": 0,
"transitionMaxRiskPct": 0.004,
"transitionCapApplied": false,
"finalKellyRiskPctBeforeSafetyCaps": 0.004,
"distributionSampleSize": 30,
"distributionEligibleSampleSize": 53893,
"distributionFinalScenarioCount": 30,
"distributionInvalidSampleCount": 0,
"distributionSelectedSampleIds": [
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"DDV1_BATS_CI_60_L_1793021400000",
"DDV1_BATS_FTNT_60_L_1789651800000",
"DDV1_BATS_MPC_60_L_1792092600000",
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"DDV1_BATS_INTC_60_L_1790350200000",
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"DDV1_BATS_UPS_60_L_1793727000000",
"DDV1_BATS_PSX_60_L_1789133400000",
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"DDV1_BATS_V_60_L_1792431000000",
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"DDV1_BATS_CB_60_L_1791988200000",
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"DDV1_BATS_SYK_60_L_1793280600000",
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"DDV1_BATS_FDX_60_L_1793287800000",
"DDV1_BATS_USO_60_L_1793194200000",
"DDV1_BATS_NFLX_60_L_1791898200000",
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"DDV1_BATS_HD_60_L_1793280600000",
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"DDV1_BATS_TFC_60_L_1793280600000",
"DDV1_BATS_VZ_60_L_1788359400000",
"DDV1_BATS_SNPS_60_L_1791912600000",
"DDV1_BATS_INTU_60_L_1791898200000",
"DDV1_BATS_NET_60_L_1790605800000",
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],
"distributionFallbackLevel": "unweighted_nearest_neighbors",
"distributionExpectedR": 0.13696970292383243,
"distributionStopoutRate": 0.2772699079596005,
"rejectionReasons": [],
"reductionReasons": [
"drawdown_reduced_size",
"loss_streak_reduced_size"
],
"executionStatus": "close_submitted",
"submittedAt": "2026-11-04T16:30:19.034Z",
"brokerOrderId": "977889988",
"submittedQuantity": 19,
"filledQuantity": null,
"avgFillPrice": null,
"expectedEntryPrice": 50.53,
"slippagePct": null,
"exitPrice": 50.53,
"realizedPnl": null,
"allocationStatus": "closed",
"allocationClosedAt": "2026-11-04T16:30:00.000Z",
"decidedAt": "2026-11-04T15:30:26.802Z"
}
Nov 4, 26 RVTY open_long D reduced 2 / 2 $61 / $61 59.92% entry submitted + protective stop active open
Risk %0.13%
Intended Risk %0.13%
Intended Shares2
Intended Risk $$61
Raw P89.69%
Cal P59.92%
Policydistributional_kelly
Allocatordistributional_kelly_v4_minimum_risk_floor
Similarityweighted
Signal Exp R0.1764
Legacy Kelly Risk0.25%
Fixed TF Risk0.5%
Max Notional12%
Notional$335
Notional Capfalse
Drawdown Mult0.5
Dist Kelly Risk0%
Confidence99.47%
Quarter Kelly0%
Kelly After Cap0%
Transition Baseline0%
Transition Max1%
Transition Appliedfalse
Dist Samples30
Eligible Samples35,594
Final Scenarios30
Invalid Samples0
Baseline Samples30
Baseline Confidence100%
Dist Fallbackunweighted_nearest_neighbors
Dist Exp R-0.0239
Dist Stopout29.96%
Order ID977812384
Raw Executionentry_submitted_stop_submitted
FilledNone
Avg FillNone
SlippageNone
Reducedrawdown_reduced_size
Ledgeropen
Ledger ClosedNone
{
"signalId": "DDV1_BATS_RVTY_D_L_1793716200000",
"symbol": "RVTY",
"timeframe": "D",
"action": "open_long",
"modelVersion": "trade_quality_ablation_child3_live_v2_live_v2_no_prior3_train_through_2022_test_2023_2026",
"rawProbability": 0.8968863,
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"decision": "reduced",
"approved": true,
"finalShares": 2,
"finalRiskPct": 0.00125,
"allowedRiskDollars": 60.97474375,
"intendedShares": 2,
"intendedRiskPct": 0.00125,
"intendedRiskDollars": 60.97474375,
"allocationPolicy": "distributional_kelly",
"allocatorVersion": "distributional_kelly_v4_minimum_risk_floor",
"distributionSimilarityMode": "weighted",
"signalExpectedR": 0.17638263509058663,
"legacyKellyFraction": 0,
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"timeframeFixedRiskPct": 0.005,
"maxNotionalPct": 0.12,
"notionalBeforeCaps": 335.38,
"notionalAfterCaps": 335.38,
"notionalCapApplied": false,
"drawdownMultiplier": 0.5,
"portfolioCapMode": "hard",
"rawDistributionalKellyPct": 0,
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"confidenceMultiplier": 0.9946587312340759,
"quarterKellyRiskPct": 0,
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"finalKellyRiskPctBeforeSafetyCaps": 0,
"distributionSampleSize": 30,
"distributionEligibleSampleSize": 35594,
"distributionFinalScenarioCount": 30,
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"distributionExpectedR": -0.023912308357939022,
"distributionStopoutRate": 0.2996155844128849,
"rejectionReasons": [],
"reductionReasons": [
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"executionStatus": "entry_submitted_stop_submitted",
"submittedAt": "2026-11-04T14:31:11.886Z",
"brokerOrderId": "977812384",
"submittedQuantity": 2,
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"expectedEntryPrice": 167.69,
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"decidedAt": "2026-11-04T14:31:11.422Z"
}
Nov 4, 26 PBF open_long D reduced 4 / 4 $85 / $85 59.2% entry submitted + protective stop active open
Risk %0.18%
Intended Risk %0.18%
Intended Shares4
Intended Risk $$85
Raw P86.81%
Cal P59.2%
Policydistributional_kelly
Allocatordistributional_kelly_v4_minimum_risk_floor
Similarityweighted
Signal Exp R0.1165
Legacy Kelly Risk0.25%
Fixed TF Risk0.5%
Max Notional12%
Notional$305
Notional Capfalse
Drawdown Mult0.5
Dist Kelly Risk0.47%
Confidence99.36%
Quarter Kelly0.47%
Kelly After Cap0.47%
Transition Baseline0%
Transition Max1%
Transition Appliedfalse
Dist Samples30
Eligible Samples35,594
Final Scenarios30
Invalid Samples0
Baseline Samples30
Baseline Confidence100%
Dist Fallbackunweighted_nearest_neighbors
Dist Exp R0.0096
Dist Stopout26.21%
Order ID977812268
Raw Executionentry_submitted_stop_submitted
FilledNone
Avg FillNone
SlippageNone
Reducedrawdown_reduced_size
Ledgeropen
Ledger ClosedNone
{
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"symbol": "PBF",
"timeframe": "D",
"action": "open_long",
"modelVersion": "trade_quality_ablation_child3_live_v2_live_v2_no_prior3_train_through_2022_test_2023_2026",
"rawProbability": 0.868132,
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"approved": true,
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"finalRiskPct": 0.0017511576369708163,
"allowedRiskDollars": 85.43754515854381,
"intendedShares": 4,
"intendedRiskPct": 0.0017511576369708163,
"intendedRiskDollars": 85.43754515854381,
"allocationPolicy": "distributional_kelly",
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"notionalBeforeCaps": 305.16,
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"drawdownMultiplier": 0.5,
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"rawDistributionalKellyPct": 0.0188,
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"confidenceMultiplier": 0.9935646167210305,
"quarterKellyRiskPct": 0.0047,
"cappedKellyRiskPct": 0.0046697536985888435,
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"distributionSampleSize": 30,
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"distributionFinalScenarioCount": 30,
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"DDV1_BATS_HPQ_D_L_1790861400000",
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"rejectionReasons": [],
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"executionStatus": "entry_submitted_stop_submitted",
"submittedAt": "2026-11-04T14:31:10.804Z",
"brokerOrderId": "977812268",
"submittedQuantity": 4,
"filledQuantity": null,
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"expectedEntryPrice": 76.29,
"slippagePct": null,
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"allocationStatus": "open",
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"decidedAt": "2026-11-04T14:31:04.504Z"
}
Nov 4, 26 TMO open_long D rejected 0 / 1 $0 / $46 60.4% TradingView exit received shares_below_minimum
Risk %0%
Intended Risk %0.09%
Intended Shares1
Intended Risk $$46
Raw P91.59%
Cal P60.4%
Policydistributional_kelly
Allocatordistributional_kelly_v4_minimum_risk_floor
Similarityweighted
Signal Exp R0.0962
Legacy Kelly Risk0.25%
Fixed TF Risk0.5%
Max Notional12%
Notional$0
Notional Capfalse
Drawdown Mult0.5
Dist Kelly Risk0%
Confidence99.51%
Quarter Kelly0%
Kelly After Cap0%
Transition Baseline0.25%
Transition Max1%
Transition Appliedfalse
Dist Samples30
Eligible Samples35,594
Final Scenarios30
Invalid Samples0
Baseline Samples30
Baseline Confidence100%
Dist Fallbackunweighted_nearest_neighbors
Dist Exp R-0.32
Dist Stopout40.54%
Order IDNone
Raw Executiontv_exit_signal_received
FilledNone
Avg FillNone
SlippageNone
Reducedrawdown_reduced_size
LedgerNone
Ledger ClosedNone
{
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"symbol": "TMO",
"timeframe": "D",
"action": "open_long",
"modelVersion": "trade_quality_ablation_child3_live_v2_live_v2_no_prior3_train_through_2022_test_2023_2026",
"rawProbability": 0.91588018,
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"decision": "rejected",
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"intendedRiskDollars": 45.74144999999999,
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"notionalBeforeCaps": 0,
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"notionalCapApplied": false,
"drawdownMultiplier": 0.5,
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"rawDistributionalKellyPct": 0,
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"confidenceMultiplier": 0.9950823294688365,
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"transitionBaselineRiskPct": 0.0025,
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"distributionSampleSize": 30,
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"distributionFinalScenarioCount": 30,
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"historical:daily_weekly_frozen_live_v2:3662",
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"historical:daily_weekly_frozen_live_v2:38695",
"historical:daily_weekly_frozen_live_v2:42302",
"historical:daily_weekly_frozen_live_v2:43394",
"historical:daily_weekly_frozen_live_v2:36372",
"historical:daily_weekly_frozen_live_v2:45848"
],
"distributionFallbackLevel": "unweighted_nearest_neighbors",
"distributionExpectedR": -0.32003543829933473,
"distributionStopoutRate": 0.4053920310334199,
"rejectionReasons": [
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],
"reductionReasons": [
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"loss_streak_reduced_size"
],
"executionStatus": "tv_exit_signal_received",
"submittedAt": "2026-11-10T15:04:42.029Z",
"brokerOrderId": null,
"submittedQuantity": 1,
"filledQuantity": null,
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"expectedEntryPrice": 708,
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"exitPrice": 721.47,
"realizedPnl": 13.470000000000027,
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"allocationClosedAt": null,
"decidedAt": "2026-11-04T14:31:04.113Z"
}
Nov 4, 26 DHR open_long D reduced 2 / 2 $46 / $46 57.71% entry submitted + protective stop active open
Risk %0.09%
Intended Risk %0.09%
Intended Shares2
Intended Risk $$46
Raw P80.85%
Cal P57.71%
Policydistributional_kelly
Allocatordistributional_kelly_v4_minimum_risk_floor
Similarityweighted
Signal Exp R-0.0238
Legacy Kelly Risk1.25%
Fixed TF Risk0.5%
Max Notional12%
Notional$471
Notional Capfalse
Drawdown Mult0.5
Dist Kelly Risk0%
Confidence99.36%
Quarter Kelly0%
Kelly After Cap0%
Transition Baseline0%
Transition Max1%
Transition Appliedfalse
Dist Samples30
Eligible Samples35,594
Final Scenarios30
Invalid Samples0
Baseline Samples30
Baseline Confidence100%
Dist Fallbackunweighted_nearest_neighbors
Dist Exp R-0.0597
Dist Stopout46.09%
Order ID977812265
Raw Executionentry_submitted_stop_submitted
FilledNone
Avg FillNone
SlippageNone
Reducedrawdown_reduced_size
Ledgeropen
Ledger ClosedNone
{
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"symbol": "DHR",
"timeframe": "D",
"action": "open_long",
"modelVersion": "trade_quality_ablation_child3_live_v2_live_v2_no_prior3_train_through_2022_test_2023_2026",
"rawProbability": 0.80851315,
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"decision": "reduced",
"approved": true,
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"finalRiskPct": 0.0009375,
"allowedRiskDollars": 45.739856249999995,
"intendedShares": 2,
"intendedRiskPct": 0.0009375,
"intendedRiskDollars": 45.739856249999995,
"allocationPolicy": "distributional_kelly",
"allocatorVersion": "distributional_kelly_v4_minimum_risk_floor",
"distributionSimilarityMode": "weighted",
"signalExpectedR": -0.023846805288547282,
"legacyKellyFraction": 0.15425658,
"legacyKellyRiskPct": 0.0125,
"timeframeFixedRiskPct": 0.005,
"maxNotionalPct": 0.12,
"notionalBeforeCaps": 470.66,
"notionalAfterCaps": 470.66,
"notionalCapApplied": false,
"drawdownMultiplier": 0.5,
"portfolioCapMode": "hard",
"rawDistributionalKellyPct": 0,
"shrunkDistributionalKellyPct": 0,
"confidenceMultiplier": 0.9935910515350869,
"quarterKellyRiskPct": 0,
"cappedKellyRiskPct": 0,
"transitionBaselineRiskPct": 0,
"transitionMaxRiskPct": 0.01,
"transitionCapApplied": false,
"finalKellyRiskPctBeforeSafetyCaps": 0,
"distributionSampleSize": 30,
"distributionEligibleSampleSize": 35594,
"distributionFinalScenarioCount": 30,
"distributionInvalidSampleCount": 0,
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"distributionBaselineConfidence": 1,
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"DDV1_BATS_RYAN_D_L_1787232600000",
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"DDV1_BATS_USB_D_L_1788355800000",
"DDV1_BATS_OSK_D_L_1788442200000",
"DDV1_BATS_WAT_D_L_1788355800000",
"DDV1_BATS_EMR_D_L_1792589400000",
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"distributionFallbackLevel": "unweighted_nearest_neighbors",
"distributionExpectedR": -0.05968835594501756,
"distributionStopoutRate": 0.46087177674511487,
"rejectionReasons": [],
"reductionReasons": [
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"loss_streak_reduced_size"
],
"executionStatus": "entry_submitted_stop_submitted",
"submittedAt": "2026-11-04T14:31:10.612Z",
"brokerOrderId": "977812265",
"submittedQuantity": 2,
"filledQuantity": null,
"avgFillPrice": null,
"expectedEntryPrice": 235.33,
"slippagePct": null,
"exitPrice": null,
"realizedPnl": null,
"allocationStatus": "open",
"allocationClosedAt": null,
"decidedAt": "2026-11-04T14:31:03.274Z"
}
Nov 4, 26 A open_long D reduced 2 / 2 $46 / $46 60.62% entry submitted + protective stop active open
Risk %0.09%
Intended Risk %0.09%
Intended Shares2
Intended Risk $$46
Raw P92.49%
Cal P60.62%
Policydistributional_kelly
Allocatordistributional_kelly_v4_minimum_risk_floor
Similarityweighted
Signal Exp R0.297
Legacy Kelly Risk0.25%
Fixed TF Risk0.5%
Max Notional12%
Notional$358
Notional Capfalse
Drawdown Mult0.5
Dist Kelly Risk0%
Confidence99.49%
Quarter Kelly0%
Kelly After Cap0%
Transition Baseline0.25%
Transition Max1%
Transition Appliedfalse
Dist Samples30
Eligible Samples35,594
Final Scenarios30
Invalid Samples0
Baseline Samples30
Baseline Confidence100%
Dist Fallbackunweighted_nearest_neighbors
Dist Exp R-0.3195
Dist Stopout40.47%
Order ID977812190
Raw Executionentry_submitted_stop_submitted
FilledNone
Avg FillNone
SlippageNone
Reducedrawdown_reduced_size
Ledgeropen
Ledger ClosedNone
{
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"symbol": "A",
"timeframe": "D",
"action": "open_long",
"modelVersion": "trade_quality_ablation_child3_live_v2_live_v2_no_prior3_train_through_2022_test_2023_2026",
"rawProbability": 0.9249299,
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"decision": "reduced",
"approved": true,
"finalShares": 2,
"finalRiskPct": 0.0009375,
"allowedRiskDollars": 45.739856249999995,
"intendedShares": 2,
"intendedRiskPct": 0.0009375,
"intendedRiskDollars": 45.739856249999995,
"allocationPolicy": "distributional_kelly",
"allocatorVersion": "distributional_kelly_v4_minimum_risk_floor",
"distributionSimilarityMode": "weighted",
"signalExpectedR": 0.29703270461308867,
"legacyKellyFraction": 0,
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"timeframeFixedRiskPct": 0.005,
"maxNotionalPct": 0.12,
"notionalBeforeCaps": 357.88,
"notionalAfterCaps": 357.88,
"notionalCapApplied": false,
"drawdownMultiplier": 0.5,
"portfolioCapMode": "hard",
"rawDistributionalKellyPct": 0,
"shrunkDistributionalKellyPct": 0,
"confidenceMultiplier": 0.9948925985027773,
"quarterKellyRiskPct": 0,
"cappedKellyRiskPct": 0,
"transitionBaselineRiskPct": 0.0025,
"transitionMaxRiskPct": 0.01,
"transitionCapApplied": false,
"finalKellyRiskPctBeforeSafetyCaps": 0,
"distributionSampleSize": 30,
"distributionEligibleSampleSize": 35594,
"distributionFinalScenarioCount": 30,
"distributionInvalidSampleCount": 0,
"distributionSelectedSampleIds": [
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"DDV1_BATS_ARMK_D_L_1787751000000",
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"DDV1_BATS_AVT_D_L_1789738200000",
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"historical:daily_weekly_frozen_live_v2:2373",
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"historical:daily_weekly_frozen_live_v2:43935",
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"distributionFallbackLevel": "unweighted_nearest_neighbors",
"distributionExpectedR": -0.31952040548154204,
"distributionStopoutRate": 0.4046837677820412,
"rejectionReasons": [],
"reductionReasons": [
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"executionStatus": "entry_submitted_stop_submitted",
"submittedAt": "2026-11-04T14:31:04.711Z",
"brokerOrderId": "977812190",
"submittedQuantity": 2,
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"allocationStatus": "open",
"allocationClosedAt": null,
"decidedAt": "2026-11-04T14:31:02.267Z"
}
Nov 4, 26 AVT open_long D reduced 4 / 4 $61 / $61 59.83% entry submitted + protective stop active open
Risk %0.13%
Intended Risk %0.13%
Intended Shares4
Intended Risk $$61
Raw P89.32%
Cal P59.83%
Policydistributional_kelly
Allocatordistributional_kelly_v4_minimum_risk_floor
Similarityweighted
Signal Exp R0.0965
Legacy Kelly Risk0.25%
Fixed TF Risk0.5%
Max Notional12%
Notional$355
Notional Capfalse
Drawdown Mult0.5
Dist Kelly Risk0%
Confidence98.76%
Quarter Kelly0%
Kelly After Cap0%
Transition Baseline0%
Transition Max1%
Transition Appliedfalse
Dist Samples30
Eligible Samples35,594
Final Scenarios30
Invalid Samples0
Baseline Samples30
Baseline Confidence100%
Dist Fallbackunweighted_nearest_neighbors
Dist Exp R-0.1225
Dist Stopout29.31%
Order ID977811762
Raw Executionentry_submitted_stop_submitted
FilledNone
Avg FillNone
SlippageNone
Reducedrawdown_reduced_size
Ledgeropen
Ledger ClosedNone
{
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"symbol": "AVT",
"timeframe": "D",
"action": "open_long",
"modelVersion": "trade_quality_ablation_child3_live_v2_live_v2_no_prior3_train_through_2022_test_2023_2026",
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"rawDistributionalKellyPct": 0,
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0.6050456185831286,
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0.5970256941924962,
0.5963808818276537
],
"distributionBaselineSampleSize": 30,
"distributionBaselineConfidence": 1,
"distributionBaselineSampleIds": [
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"DDV1_BATS_AMRX_D_L_1788355800000",
"DDV1_BATS_AVT_D_L_1793021400000",
"DDV1_BATS_CVS_D_L_1786714200000",
"DDV1_BATS_IRT_D_L_1787578200000",
"DDV1_BATS_URI_D_L_1788960600000",
"DDV1_BATS_CNO_D_L_1791207000000",
"DDV1_BATS_JNJ_D_L_1792675800000",
"DDV1_BATS_BLKB_D_L_1791207000000",
"DDV1_BATS_BBY_D_L_1788355800000",
"DDV1_BATS_LLY_D_L_1788355800000",
"DDV1_BATS_ADP_D_L_1789392600000",
"DDV1_BATS_CCK_D_L_1787319000000",
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"DDV1_BATS_TTWO_D_L_1789392600000",
"DDV1_BATS_DUOL_D_L_1791293400000",
"DDV1_BATS_TRU_D_L_1789392600000",
"DDV1_BATS_VEEV_D_L_1790170200000",
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"DDV1_BATS_SHC_D_L_1791207000000",
"DDV1_BATS_CBT_D_L_1784122200000",
"DDV1_BATS_EWBC_D_L_1788355800000",
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"DDV1_BATS_ALL_D_L_1788355800000",
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"DDV1_BATS_DXCM_D_L_1789738200000",
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],
"distributionFallbackLevel": "unweighted_nearest_neighbors",
"distributionExpectedR": -0.12246886337913243,
"distributionStopoutRate": 0.29307002299984203,
"rejectionReasons": [],
"reductionReasons": [
"drawdown_reduced_size"
],
"executionStatus": "entry_submitted_stop_submitted",
"submittedAt": "2026-11-04T14:30:39.621Z",
"brokerOrderId": "977811762",
"submittedQuantity": 4,
"filledQuantity": null,
"avgFillPrice": null,
"expectedEntryPrice": 88.73,
"slippagePct": null,
"exitPrice": null,
"realizedPnl": null,
"allocationStatus": "open",
"allocationClosedAt": null,
"decidedAt": "2026-11-04T14:30:39.222Z"
}
Nov 3, 26 UPS open_long 60 reduced 4 / 4 $61 / $61 58.84% close submitted closed
Risk %0.13%
Intended Risk %0.13%
Intended Shares4
Intended Risk $$61
Raw P85.34%
Cal P58.84%
Policydistributional_kelly
Allocatordistributional_kelly_v4_minimum_risk_floor
Similarityweighted
Signal Exp R-0.144
Legacy Kelly Risk1.25%
Fixed TF Risk0.4%
Max Notional8%
Notional$436
Notional Capfalse
Drawdown Mult0.5
Dist Kelly Risk0%
Confidence98.91%
Quarter Kelly0%
Kelly After Cap0%
Transition Baseline0%
Transition Max0.4%
Transition Appliedfalse
Dist Samples30
Eligible Samples53,892
Final Scenarios30
Invalid Samples0
Baseline Samples30
Baseline Confidence100%
Dist Fallbackunweighted_nearest_neighbors
Dist Exp R-0.0828
Dist Stopout30.37%
Order ID977811508
Raw Executionclose_submitted
FilledNone
Avg FillNone
SlippageNone
Reducedrawdown_reduced_size
Ledgerclosed
Ledger ClosedNov 4, 26
{
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"symbol": "UPS",
"timeframe": "60",
"action": "open_long",
"modelVersion": "trade_quality_ablation_intraday_60m_child3_plus_prior_path_train_first_80pct_test_holdout_last_20pct",
"rawProbability": 0.85341095,
"calibratedProbability": 0.58835274,
"decision": "reduced",
"approved": true,
"finalShares": 4,
"finalRiskPct": 0.00125,
"allowedRiskDollars": 60.92001625,
"intendedShares": 4,
"intendedRiskPct": 0.00125,
"intendedRiskDollars": 60.92001625,
"allocationPolicy": "distributional_kelly",
"allocatorVersion": "distributional_kelly_v4_minimum_risk_floor",
"distributionSimilarityMode": "weighted",
"signalExpectedR": -0.1439936538511537,
"legacyKellyFraction": 0.17670548,
"legacyKellyRiskPct": 0.0125,
"timeframeFixedRiskPct": 0.004,
"maxNotionalPct": 0.08,
"notionalBeforeCaps": 436.44,
"notionalAfterCaps": 436.44,
"notionalCapApplied": false,
"drawdownMultiplier": 0.5,
"portfolioCapMode": "hard",
"rawDistributionalKellyPct": 0,
"shrunkDistributionalKellyPct": 0,
"confidenceMultiplier": 0.989099747439108,
"quarterKellyRiskPct": 0,
"cappedKellyRiskPct": 0,
"transitionBaselineRiskPct": 0,
"transitionMaxRiskPct": 0.004,
"transitionCapApplied": false,
"finalKellyRiskPctBeforeSafetyCaps": 0,
"distributionSampleSize": 30,
"distributionEligibleSampleSize": 53892,
"distributionFinalScenarioCount": 30,
"distributionInvalidSampleCount": 0,
"distributionSelectedSampleIds": [
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"DDV1_BATS_OKTA_60_L_1791466200000",
"DDV1_BATS_ABBV_60_L_1789659000000",
"DDV1_BATS_FTNT_60_L_1789651800000",
"DDV1_BATS_DDOG_60_L_1791207000000",
"DDV1_BATS_V_60_L_1792679400000",
"DDV1_BATS_PSX_60_L_1789133400000",
"DDV1_BATS_COP_60_L_1793295000000",
"DDV1_BATS_ABBV_60_L_1790087400000",
"DDV1_BATS_V_60_L_1792431000000",
"DDV1_BATS_CRWD_60_L_1790605800000",
"DDV1_BATS_UPS_60_L_1793287800000",
"DDV1_BATS_ABNB_60_L_1792603800000",
"DDV1_BATS_SYK_60_L_1793280600000",
"DDV1_BATS_ISRG_60_L_1791833400000",
"DDV1_BATS_ICE_60_L_1791991800000",
"DDV1_BATS_LRCX_60_L_1791401400000",
"DDV1_BATS_VLO_60_L_1788550200000",
"DDV1_BATS_MPC_60_L_1792092600000",
"DDV1_BATS_PSX_60_L_1789392600000",
"DDV1_BATS_AMAT_60_L_1791466200000",
"DDV1_BATS_CRWD_60_L_1789569000000",
"DDV1_BATS_META_60_L_1789752600000",
"DDV1_BATS_TEAM_60_L_1791984600000",
"DDV1_BATS_CI_60_L_1792171800000",
"DDV1_BATS_MRSH_60_L_1792607400000",
"DDV1_BATS_AMAT_60_L_1791826200000",
"DDV1_BATS_NFLX_60_L_1788453000000",
"DDV1_BATS_ZS_60_L_1789569000000",
"DDV1_BATS_TFC_60_L_1793388600000"
],
"distributionSelectedSampleWeights": [
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0.6757238419374035,
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"distributionBaselineSampleSize": 30,
"distributionBaselineConfidence": 1,
"distributionBaselineSampleIds": [
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"DDV1_BATS_V_60_L_1792679400000",
"DDV1_BATS_PSX_60_L_1789133400000",
"DDV1_BATS_COP_60_L_1793295000000",
"DDV1_BATS_ABBV_60_L_1790087400000",
"DDV1_BATS_V_60_L_1792431000000",
"DDV1_BATS_WM_60_L_1792600200000",
"DDV1_BATS_COP_60_L_1793025000000",
"DDV1_BATS_CRWD_60_L_1790703000000",
"DDV1_BATS_HON_60_L_1793629800000",
"DDV1_BATS_ELV_60_L_1792773000000",
"DDV1_BATS_NFLX_60_L_1791898200000",
"DDV1_BATS_NET_60_L_1790605800000",
"DDV1_BATS_MRNA_60_L_1788463800000",
"DDV1_BATS_TEAM_60_L_1788442200000",
"DDV1_BATS_TMO_60_L_1791383400000",
"DDV1_BATS_VZ_60_L_1788359400000",
"DDV1_BATS_HD_60_L_1793280600000",
"DDV1_BATS_FDX_60_L_1793287800000",
"DDV1_BATS_USO_60_L_1793194200000",
"DDV1_BATS_XLU_60_L_1792503000000",
"DDV1_BATS_ELV_60_L_1792675800000",
"DDV1_BATS_NET_60_L_1790353800000",
"DDV1_BATS_ICE_60_L_1788442200000",
"DDV1_BATS_WM_60_L_1793021400000",
"DDV1_BATS_SNPS_60_L_1791912600000",
"DDV1_BATS_MRNA_60_L_1791383400000",
"DDV1_BATS_TFC_60_L_1793280600000",
"DDV1_BATS_INTU_60_L_1791898200000",
"historical:intraday_60m_frozen_child3:29634"
],
"distributionFallbackLevel": "unweighted_nearest_neighbors",
"distributionExpectedR": -0.0828431667585208,
"distributionStopoutRate": 0.3037077202345672,
"rejectionReasons": [],
"reductionReasons": [
"drawdown_reduced_size"
],
"executionStatus": "close_submitted",
"submittedAt": "2026-11-04T14:30:22.820Z",
"brokerOrderId": "977811508",
"submittedQuantity": 4,
"filledQuantity": null,
"avgFillPrice": null,
"expectedEntryPrice": 110.68,
"slippagePct": null,
"exitPrice": 110.68,
"realizedPnl": null,
"allocationStatus": "closed",
"allocationClosedAt": "2026-11-04T14:30:00.000Z",
"decidedAt": "2026-11-03T18:30:37.838Z"
}
Nov 3, 26 TECH open_long D reduced 75 / 75 $61 / $61 59.58% close submitted closed
Risk %0.13%
Intended Risk %0.13%
Intended Shares75
Intended Risk $$61
Raw P88.33%
Cal P59.58%
Policydistributional_kelly
Allocatordistributional_kelly_v4_minimum_risk_floor
Similarityweighted
Signal Exp R0.0702
Legacy Kelly Risk0.25%
Fixed TF Risk0.5%
Max Notional12%
Notional$5,454
Notional Capfalse
Drawdown Mult0.5
Dist Kelly Risk0%
Confidence98.94%
Quarter Kelly0%
Kelly After Cap0%
Transition Baseline0%
Transition Max1%
Transition Appliedfalse
Dist Samples30
Eligible Samples35,593
Final Scenarios30
Invalid Samples0
Baseline Samples30
Baseline Confidence100%
Dist Fallbackunweighted_nearest_neighbors
Dist Exp R-0.1608
Dist Stopout31.32%
Order ID978013211
Raw Executionclose_submitted
FilledNone
Avg FillNone
SlippageNone
Reducedrawdown_reduced_size
Ledgerclosed
Ledger ClosedNov 5, 26
{
"signalId": "DDV1_BATS_TECH_D_L_1793629800000",
"symbol": "TECH",
"timeframe": "D",
"action": "open_long",
"modelVersion": "trade_quality_ablation_child3_live_v2_live_v2_no_prior3_train_through_2022_test_2023_2026",
"rawProbability": 0.88326932,
"calibratedProbability": 0.59581733,
"decision": "reduced",
"approved": true,
"finalShares": 75,
"finalRiskPct": 0.00125,
"allowedRiskDollars": 60.908835,
"intendedShares": 75,
"intendedRiskPct": 0.00125,
"intendedRiskDollars": 60.908835,
"allocationPolicy": "distributional_kelly",
"allocatorVersion": "distributional_kelly_v4_minimum_risk_floor",
"distributionSimilarityMode": "weighted",
"signalExpectedR": 0.07017317932648341,
"legacyKellyFraction": 0,
"legacyKellyRiskPct": 0.0025,
"timeframeFixedRiskPct": 0.005,
"maxNotionalPct": 0.12,
"notionalBeforeCaps": 5454,
"notionalAfterCaps": 5454,
"notionalCapApplied": false,
"drawdownMultiplier": 0.5,
"portfolioCapMode": "hard",
"rawDistributionalKellyPct": 0,
"shrunkDistributionalKellyPct": 0,
"confidenceMultiplier": 0.9893878814706631,
"quarterKellyRiskPct": 0,
"cappedKellyRiskPct": 0,
"transitionBaselineRiskPct": 0,
"transitionMaxRiskPct": 0.01,
"transitionCapApplied": false,
"finalKellyRiskPctBeforeSafetyCaps": 0,
"distributionSampleSize": 30,
"distributionEligibleSampleSize": 35593,
"distributionFinalScenarioCount": 30,
"distributionInvalidSampleCount": 0,
"distributionSelectedSampleIds": [
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"DDV1_BATS_TECH_D_L_1793021400000",
"DDV1_BATS_XLF_D_L_1787923800000",
"DDV1_BATS_ACA_D_L_1789392600000",
"DDV1_BATS_HALO_D_L_1789133400000",
"DDV1_BATS_TECH_D_L_1788355800000",
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"DDV1_BATS_VZ_D_L_1789133400000",
"DDV1_BATS_AMN_D_L_1788960600000",
"DDV1_BATS_HPQ_D_L_1792589400000",
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"DDV1_BATS_HALO_D_L_1788355800000",
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"DDV1_BATS_COR_D_L_1789133400000",
"DDV1_BATS_ESS_D_L_1788528600000",
"DDV1_BATS_CART_D_L_1788355800000",
"DDV1_BATS_CCK_D_L_1787319000000",
"DDV1_BATS_IBKR_D_L_1788528600000",
"DDV1_BATS_RGA_D_L_1787232600000",
"DDV1_BATS_ATR_D_L_1787319000000",
"DDV1_BATS_BLKB_D_L_1791207000000",
"DDV1_BATS_DIA_D_L_1788442200000",
"DDV1_BATS_AMCR_D_L_1788355800000",
"DDV1_BATS_BAC_D_L_1787664600000",
"DDV1_BATS_EMR_D_L_1792589400000",
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"distributionBaselineSampleSize": 30,
"distributionBaselineConfidence": 1,
"distributionBaselineSampleIds": [
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"DDV1_BATS_ACA_D_L_1789392600000",
"DDV1_BATS_HALO_D_L_1789133400000",
"DDV1_BATS_TECH_D_L_1788355800000",
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"DDV1_BATS_VZ_D_L_1789133400000",
"DDV1_BATS_AMN_D_L_1788960600000",
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"DDV1_BATS_ATR_D_L_1787319000000",
"DDV1_BATS_BLKB_D_L_1791207000000",
"DDV1_BATS_DIA_D_L_1788442200000",
"DDV1_BATS_AMCR_D_L_1788355800000",
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"DDV1_BATS_TEAM_D_L_1789392600000",
"DDV1_BATS_EXPD_D_L_1790602200000",
"DDV1_BATS_BNY_D_L_1787319000000",
"DDV1_BATS_AMRX_D_L_1791552600000",
"DDV1_BATS_ELF_D_L_1790083800000",
"DDV1_BATS_WAL_D_L_1788442200000"
],
"distributionFallbackLevel": "unweighted_nearest_neighbors",
"distributionExpectedR": -0.1608316598994234,
"distributionStopoutRate": 0.3132198249281676,
"rejectionReasons": [],
"reductionReasons": [
"drawdown_reduced_size"
],
"executionStatus": "close_submitted",
"submittedAt": "2026-11-05T14:30:26.461Z",
"brokerOrderId": "978013211",
"submittedQuantity": 75,
"filledQuantity": null,
"avgFillPrice": null,
"expectedEntryPrice": 72.8,
"slippagePct": null,
"exitPrice": 72.8,
"realizedPnl": null,
"allocationStatus": "closed",
"allocationClosedAt": "2026-11-05T14:30:00.000Z",
"decidedAt": "2026-11-03T14:30:41.261Z"
}
Nov 2, 26 USB open_long 60 reduced 55 / 55 $98 / $98 55.71% close submitted closed
Risk %0.2%
Intended Risk %0.2%
Intended Shares55
Intended Risk $$98
Raw P72.85%
Cal P55.71%
Policydistributional_kelly
Allocatordistributional_kelly_v4_minimum_risk_floor
Similarityweighted
Signal Exp R-0.0886
Legacy Kelly Risk1.25%
Fixed TF Risk0.4%
Max Notional8%
Notional$3,319
Notional Capfalse
Drawdown Mult0.5
Dist Kelly Risk0.4%
Confidence98.77%
Quarter Kelly2.5%
Kelly After Cap0.4%
Transition Baseline0%
Transition Max0.4%
Transition Appliedfalse
Dist Samples30
Eligible Samples53,891
Final Scenarios30
Invalid Samples0
Baseline Samples30
Baseline Confidence100%
Dist Fallbackunweighted_nearest_neighbors
Dist Exp R0.174
Dist Stopout26.72%
Order ID977458976
Raw Executionclose_submitted
FilledNone
Avg FillNone
SlippageNone
Reducedrawdown_reduced_size
Ledgerclosed
Ledger ClosedNov 2, 26
{
"signalId": "DDV1_BATS_USB_60_L_1793629800000",
"symbol": "USB",
"timeframe": "60",
"action": "open_long",
"modelVersion": "trade_quality_ablation_intraday_60m_child3_plus_prior_path_train_first_80pct_test_holdout_last_20pct",
"rawProbability": 0.72845998,
"calibratedProbability": 0.55711499,
"decision": "reduced",
"approved": true,
"finalShares": 55,
"finalRiskPct": 0.002,
"allowedRiskDollars": 97.56295600000001,
"intendedShares": 55,
"intendedRiskPct": 0.002,
"intendedRiskDollars": 97.56295600000001,
"allocationPolicy": "distributional_kelly",
"allocatorVersion": "distributional_kelly_v4_minimum_risk_floor",
"distributionSimilarityMode": "weighted",
"signalExpectedR": -0.08856065665448837,
"legacyKellyFraction": 0.11422999,
"legacyKellyRiskPct": 0.0125,
"timeframeFixedRiskPct": 0.004,
"maxNotionalPct": 0.08,
"notionalBeforeCaps": 3318.7,
"notionalAfterCaps": 3318.7,
"notionalCapApplied": false,
"drawdownMultiplier": 0.5,
"portfolioCapMode": "hard",
"rawDistributionalKellyPct": 0.1,
"shrunkDistributionalKellyPct": 0.09877359155599627,
"confidenceMultiplier": 0.9877359155599627,
"quarterKellyRiskPct": 0.025,
"cappedKellyRiskPct": 0.004,
"transitionBaselineRiskPct": 0,
"transitionMaxRiskPct": 0.004,
"transitionCapApplied": false,
"finalKellyRiskPctBeforeSafetyCaps": 0.004,
"distributionSampleSize": 30,
"distributionEligibleSampleSize": 53891,
"distributionFinalScenarioCount": 30,
"distributionInvalidSampleCount": 0,
"distributionSelectedSampleIds": [
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"DDV1_BATS_SPGI_60_L_1791912600000",
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"DDV1_BATS_SNPS_60_L_1790256600000",
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"DDV1_BATS_XLE_60_L_1792513800000",
"DDV1_BATS_SBUX_60_L_1792607400000",
"DDV1_BATS_ZS_60_L_1789569000000",
"DDV1_BATS_AAPL_60_L_1788460200000",
"DDV1_BATS_TFC_60_L_1793388600000",
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"DDV1_BATS_OXY_60_L_1792092600000",
"DDV1_BATS_MAR_60_L_1790872200000",
"DDV1_BATS_MAR_60_L_1793021400000",
"DDV1_BATS_EMR_60_L_1791484200000",
"DDV1_BATS_ARKK_60_L_1788190200000",
"DDV1_BATS_MDB_60_L_1789500600000"
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"distributionBaselineSampleIds": [
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"distributionExpectedR": 0.17401201447629824,
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"rejectionReasons": [],
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],
"executionStatus": "close_submitted",
"submittedAt": "2026-11-02T16:30:25.212Z",
"brokerOrderId": "977458976",
"submittedQuantity": 55,
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"allocationClosedAt": "2026-11-02T16:30:00.000Z",
"decidedAt": "2026-11-02T15:30:43.634Z"
}
Nov 2, 26 HON open_long 60 reduced 3 / 3 $61 / $61 56.8% close submitted closed
Risk %0.13%
Intended Risk %0.13%
Intended Shares3
Intended Risk $$61
Raw P77.22%
Cal P56.8%
Policydistributional_kelly
Allocatordistributional_kelly_v4_minimum_risk_floor
Similarityweighted
Signal Exp R-0.1131
Legacy Kelly Risk1.25%
Fixed TF Risk0.4%
Max Notional8%
Notional$673
Notional Capfalse
Drawdown Mult0.5
Dist Kelly Risk0%
Confidence98.48%
Quarter Kelly0%
Kelly After Cap0%
Transition Baseline0%
Transition Max0.4%
Transition Appliedfalse
Dist Samples30
Eligible Samples53,891
Final Scenarios30
Invalid Samples0
Baseline Samples30
Baseline Confidence100%
Dist Fallbackunweighted_nearest_neighbors
Dist Exp R-0.0703
Dist Stopout25.69%
Order ID977641933
Raw Executionclose_submitted
FilledNone
Avg FillNone
SlippageNone
Reducedrawdown_reduced_size
Ledgerclosed
Ledger ClosedNov 3, 26
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"symbol": "HON",
"timeframe": "60",
"action": "open_long",
"modelVersion": "trade_quality_ablation_intraday_60m_child3_plus_prior_path_train_first_80pct_test_holdout_last_20pct",
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"decision": "reduced",
"approved": true,
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"finalRiskPct": 0.00125,
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"intendedShares": 3,
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"intendedRiskDollars": 60.97658025,
"allocationPolicy": "distributional_kelly",
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"notionalCapApplied": false,
"drawdownMultiplier": 0.5,
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"rawDistributionalKellyPct": 0,
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"transitionCapApplied": false,
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"distributionInvalidSampleCount": 0,
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"DDV1_BATS_EL_60_L_1787941800000",
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"DDV1_BATS_PLTR_60_L_1790263800000",
"DDV1_BATS_AMD_60_L_1791394200000",
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"DDV1_BATS_XLU_60_L_1792503000000",
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"distributionExpectedR": -0.07030665027824026,
"distributionStopoutRate": 0.2568509664623182,
"rejectionReasons": [],
"reductionReasons": [
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],
"executionStatus": "close_submitted",
"submittedAt": "2026-11-03T15:31:04.883Z",
"brokerOrderId": "977641933",
"submittedQuantity": 3,
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"avgFillPrice": null,
"expectedEntryPrice": 224.41,
"slippagePct": null,
"exitPrice": 224.41,
"realizedPnl": null,
"allocationStatus": "closed",
"allocationClosedAt": "2026-11-03T15:30:00.000Z",
"decidedAt": "2026-11-02T15:30:42.948Z"
}
Oct 29, 26 COP open_long 60 reduced 6 / 6 $61 / $61 57.39% close submitted closed
Risk %0.13%
Intended Risk %0.13%
Intended Shares6
Intended Risk $$61
Raw P79.57%
Cal P57.39%
Policydistributional_kelly
Allocatordistributional_kelly_v4_minimum_risk_floor
Similarityweighted
Signal Exp R-0.0043
Legacy Kelly Risk1.25%
Fixed TF Risk0.4%
Max Notional8%
Notional$898
Notional Capfalse
Drawdown Mult0.5
Dist Kelly Risk0%
Confidence99.02%
Quarter Kelly0%
Kelly After Cap0%
Transition Baseline0%
Transition Max0.4%
Transition Appliedfalse
Dist Samples30
Eligible Samples53,886
Final Scenarios30
Invalid Samples0
Baseline Samples30
Baseline Confidence100%
Dist Fallbackunweighted_nearest_neighbors
Dist Exp R-0.1205
Dist Stopout31.8%
Order ID977061999
Raw Executionclose_submitted
FilledNone
Avg FillNone
SlippageNone
Reducedrawdown_reduced_size
Ledgerclosed
Ledger ClosedOct 29, 26
{
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"symbol": "COP",
"timeframe": "60",
"action": "open_long",
"modelVersion": "trade_quality_ablation_intraday_60m_child3_plus_prior_path_train_first_80pct_test_holdout_last_20pct",
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"decision": "reduced",
"approved": true,
"finalShares": 6,
"finalRiskPct": 0.00125,
"allowedRiskDollars": 60.78946425,
"intendedShares": 6,
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"allocationPolicy": "distributional_kelly",
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"legacyKellyFraction": 0.14784208,
"legacyKellyRiskPct": 0.0125,
"timeframeFixedRiskPct": 0.004,
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"notionalBeforeCaps": 897.66,
"notionalAfterCaps": 897.66,
"notionalCapApplied": false,
"drawdownMultiplier": 0.5,
"portfolioCapMode": "hard",
"rawDistributionalKellyPct": 0,
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"confidenceMultiplier": 0.9902477777615232,
"quarterKellyRiskPct": 0,
"cappedKellyRiskPct": 0,
"transitionBaselineRiskPct": 0,
"transitionMaxRiskPct": 0.004,
"transitionCapApplied": false,
"finalKellyRiskPctBeforeSafetyCaps": 0,
"distributionSampleSize": 30,
"distributionEligibleSampleSize": 53886,
"distributionFinalScenarioCount": 30,
"distributionInvalidSampleCount": 0,
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"DDV1_BATS_MPC_60_L_1792092600000",
"DDV1_BATS_INTC_60_L_1790350200000",
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"DDV1_BATS_ZS_60_L_1790602200000",
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"DDV1_BATS_MRNA_60_L_1791383400000",
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"DDV1_BATS_DDOG_60_L_1791905400000",
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"DDV1_BATS_OKTA_60_L_1791466200000",
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"DDV1_BATS_EL_60_L_1787941800000",
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"DDV1_BATS_SNPS_60_L_1791912600000",
"DDV1_BATS_USO_60_L_1793194200000",
"DDV1_BATS_WM_60_L_1793021400000",
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"DDV1_BATS_MRNA_60_L_1788463800000",
"DDV1_BATS_INTU_60_L_1791898200000",
"historical:intraday_60m_frozen_child3:35626",
"historical:intraday_60m_frozen_child3:19605"
],
"distributionFallbackLevel": "unweighted_nearest_neighbors",
"distributionExpectedR": -0.12046703639585488,
"distributionStopoutRate": 0.3180380995264082,
"rejectionReasons": [],
"reductionReasons": [
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],
"executionStatus": "close_submitted",
"submittedAt": "2026-10-29T19:30:25.122Z",
"brokerOrderId": "977061999",
"submittedQuantity": 6,
"filledQuantity": null,
"avgFillPrice": null,
"expectedEntryPrice": 149.66,
"slippagePct": null,
"exitPrice": 149.66,
"realizedPnl": null,
"allocationStatus": "closed",
"allocationClosedAt": "2026-10-29T19:30:00.000Z",
"decidedAt": "2026-10-29T18:30:14.077Z"
}
Oct 29, 26 UPS open_long 60 reduced 9 / 9 $97 / $97 55.62% close submitted closed
Risk %0.2%
Intended Risk %0.2%
Intended Shares9
Intended Risk $$97
Raw P72.48%
Cal P55.62%
Policydistributional_kelly
Allocatordistributional_kelly_v4_minimum_risk_floor
Similarityweighted
Signal Exp R-0.0435
Legacy Kelly Risk1.25%
Fixed TF Risk0.4%
Max Notional8%
Notional$960
Notional Capfalse
Drawdown Mult0.5
Dist Kelly Risk0.4%
Confidence99.46%
Quarter Kelly2.5%
Kelly After Cap0.4%
Transition Baseline0.1%
Transition Max0.4%
Transition Appliedfalse
Dist Samples30
Eligible Samples53,885
Final Scenarios30
Invalid Samples0
Baseline Samples30
Baseline Confidence100%
Dist Fallbackunweighted_nearest_neighbors
Dist Exp R0.0563
Dist Stopout16.94%
Order ID977642275
Raw Executionclose_submitted
FilledNone
Avg FillNone
SlippageNone
Reducedrawdown_reduced_size
Ledgerclosed
Ledger ClosedNov 3, 26
{
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"symbol": "UPS",
"timeframe": "60",
"action": "open_long",
"modelVersion": "trade_quality_ablation_intraday_60m_child3_plus_prior_path_train_first_80pct_test_holdout_last_20pct",
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"decision": "reduced",
"approved": true,
"finalShares": 9,
"finalRiskPct": 0.002,
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"allocationPolicy": "distributional_kelly",
"allocatorVersion": "distributional_kelly_v4_minimum_risk_floor",
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"rawDistributionalKellyPct": 0.1,
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"distributionSampleSize": 30,
"distributionEligibleSampleSize": 53885,
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"distributionInvalidSampleCount": 0,
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"decidedAt": "2026-10-29T16:30:50.160Z"
}
Oct 29, 26 USO open_long 60 reduced 5 / 5 $61 / $61 56.22% close submitted closed
Risk %0.13%
Intended Risk %0.13%
Intended Shares5
Intended Risk $$61
Raw P74.87%
Cal P56.22%
Policydistributional_kelly
Allocatordistributional_kelly_v4_minimum_risk_floor
Similarityweighted
Signal Exp R-0.0948
Legacy Kelly Risk1.25%
Fixed TF Risk0.4%
Max Notional8%
Notional$828
Notional Capfalse
Drawdown Mult0.5
Dist Kelly Risk0%
Confidence99.34%
Quarter Kelly0%
Kelly After Cap0%
Transition Baseline0.1%
Transition Max0.4%
Transition Appliedfalse
Dist Samples30
Eligible Samples53,885
Final Scenarios30
Invalid Samples0
Baseline Samples30
Baseline Confidence100%
Dist Fallbackunweighted_nearest_neighbors
Dist Exp R-0.0731
Dist Stopout16.12%
Order ID977033136
Raw Executionclose_submitted
FilledNone
Avg FillNone
SlippageNone
Reducedrawdown_reduced_size
Ledgerclosed
Ledger ClosedOct 29, 26
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"symbol": "USO",
"timeframe": "60",
"action": "open_long",
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"executionStatus": "close_submitted",
"submittedAt": "2026-10-29T17:30:28.006Z",
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"submittedQuantity": 5,
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"allocationStatus": "closed",
"allocationClosedAt": "2026-10-29T17:30:00.000Z",
"decidedAt": "2026-10-29T16:30:43.285Z"
}
Oct 29, 26 FDX open_long 60 reduced 2 / 2 $61 / $61 57.83% close submitted closed
Risk %0.13%
Intended Risk %0.13%
Intended Shares2
Intended Risk $$61
Raw P81.32%
Cal P57.83%
Policydistributional_kelly
Allocatordistributional_kelly_v4_minimum_risk_floor
Similarityweighted
Signal Exp R-0.0099
Legacy Kelly Risk1.25%
Fixed TF Risk0.4%
Max Notional8%
Notional$620
Notional Capfalse
Drawdown Mult0.5
Dist Kelly Risk0%
Confidence98.38%
Quarter Kelly0%
Kelly After Cap0%
Transition Baseline0%
Transition Max0.4%
Transition Appliedfalse
Dist Samples30
Eligible Samples53,885
Final Scenarios30
Invalid Samples0
Baseline Samples30
Baseline Confidence100%
Dist Fallbackunweighted_nearest_neighbors
Dist Exp R-0.1909
Dist Stopout23.51%
Order ID977202686
Raw Executionclose_submitted
FilledNone
Avg FillNone
SlippageNone
Reducedrawdown_reduced_size
Ledgerclosed
Ledger ClosedOct 30, 26
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"symbol": "FDX",
"timeframe": "60",
"action": "open_long",
"modelVersion": "trade_quality_ablation_intraday_60m_child3_plus_prior_path_train_first_80pct_test_holdout_last_20pct",
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"approved": true,
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"notionalBeforeCaps": 620.28,
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"notionalCapApplied": false,
"drawdownMultiplier": 0.5,
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"rawDistributionalKellyPct": 0,
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"confidenceMultiplier": 0.983837565870791,
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"transitionCapApplied": false,
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"distributionSampleSize": 30,
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"executionStatus": "close_submitted",
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"allocationStatus": "closed",
"allocationClosedAt": "2026-10-30T14:30:00.000Z",
"decidedAt": "2026-10-29T16:30:42.633Z"
}
Oct 29, 26 TFC open_long 60 reduced 17 / 17 $30 / $30 56.42% close submitted closed
Risk %0.06%
Intended Risk %0.06%
Intended Shares17
Intended Risk $$30
Raw P75.69%
Cal P56.42%
Policydistributional_kelly
Allocatordistributional_kelly_v4_minimum_risk_floor
Similarityweighted
Signal Exp R0.0275
Legacy Kelly Risk0.25%
Fixed TF Risk0.4%
Max Notional8%
Notional$837
Notional Capfalse
Drawdown Mult0.5
Dist Kelly Risk0%
Confidence99.37%
Quarter Kelly0%
Kelly After Cap0%
Transition Baseline0%
Transition Max0.4%
Transition Appliedfalse
Dist Samples30
Eligible Samples53,883
Final Scenarios30
Invalid Samples0
Baseline Samples30
Baseline Confidence100%
Dist Fallbackunweighted_nearest_neighbors
Dist Exp R-0.1088
Dist Stopout35.84%
Order ID976995973
Raw Executionclose_submitted
FilledNone
Avg FillNone
SlippageNone
Reducedrawdown_reduced_size
Ledgerclosed
Ledger ClosedOct 29, 26
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"symbol": "TFC",
"timeframe": "60",
"action": "open_long",
"modelVersion": "trade_quality_ablation_intraday_60m_child3_plus_prior_path_train_first_80pct_test_holdout_last_20pct",
"rawProbability": 0.75694399,
"calibratedProbability": 0.564236,
"decision": "reduced",
"approved": true,
"finalShares": 17,
"finalRiskPct": 0.000625,
"allowedRiskDollars": 30.4080925,
"intendedShares": 17,
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"allocationPolicy": "distributional_kelly",
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"notionalBeforeCaps": 837.25,
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"drawdownMultiplier": 0.5,
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"rawDistributionalKellyPct": 0,
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"confidenceMultiplier": 0.9936912810548173,
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"transitionBaselineRiskPct": 0,
"transitionMaxRiskPct": 0.004,
"transitionCapApplied": false,
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"distributionSampleSize": 30,
"distributionEligibleSampleSize": 53883,
"distributionFinalScenarioCount": 30,
"distributionInvalidSampleCount": 0,
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"distributionBaselineSampleSize": 30,
"distributionBaselineConfidence": 1,
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"DDV1_BATS_TEAM_60_L_1788442200000",
"DDV1_BATS_NET_60_L_1790605800000",
"DDV1_BATS_CRWD_60_L_1790703000000",
"historical:intraday_60m_frozen_child3:18898",
"historical:intraday_60m_frozen_child3:23175",
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],
"distributionFallbackLevel": "unweighted_nearest_neighbors",
"distributionExpectedR": -0.10878802347069517,
"distributionStopoutRate": 0.35835098706537427,
"rejectionReasons": [],
"reductionReasons": [
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"loss_streak_reduced_size"
],
"executionStatus": "close_submitted",
"submittedAt": "2026-10-29T15:30:28.785Z",
"brokerOrderId": "976995973",
"submittedQuantity": 17,
"filledQuantity": null,
"avgFillPrice": null,
"expectedEntryPrice": 49.38,
"slippagePct": null,
"exitPrice": 49.38,
"realizedPnl": null,
"allocationStatus": "closed",
"allocationClosedAt": "2026-10-29T15:30:00.000Z",
"decidedAt": "2026-10-29T14:30:38.352Z"
}
Oct 29, 26 HD open_long 60 reduced 1 / 1 $30 / $30 59.7% close submitted closed
Risk %0.06%
Intended Risk %0.06%
Intended Shares1
Intended Risk $$30
Raw P88.81%
Cal P59.7%
Policydistributional_kelly
Allocatordistributional_kelly_v4_minimum_risk_floor
Similarityweighted
Signal Exp R0.0467
Legacy Kelly Risk0.25%
Fixed TF Risk0.4%
Max Notional8%
Notional$324
Notional Capfalse
Drawdown Mult0.5
Dist Kelly Risk0%
Confidence98.51%
Quarter Kelly0%
Kelly After Cap0%
Transition Baseline0%
Transition Max0.4%
Transition Appliedfalse
Dist Samples30
Eligible Samples53,883
Final Scenarios30
Invalid Samples0
Baseline Samples30
Baseline Confidence100%
Dist Fallbackunweighted_nearest_neighbors
Dist Exp R-0.0393
Dist Stopout25.17%
Order ID976995950
Raw Executionclose_submitted
FilledNone
Avg FillNone
SlippageNone
Reducedrawdown_reduced_size
Ledgerclosed
Ledger ClosedOct 29, 26
{
"signalId": "DDV1_BATS_HD_60_L_1793280600000",
"symbol": "HD",
"timeframe": "60",
"action": "open_long",
"modelVersion": "trade_quality_ablation_intraday_60m_child3_plus_prior_path_train_first_80pct_test_holdout_last_20pct",
"rawProbability": 0.88814493,
"calibratedProbability": 0.59703623,
"decision": "reduced",
"approved": true,
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"finalRiskPct": 0.000625,
"allowedRiskDollars": 30.408330000000003,
"intendedShares": 1,
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"intendedRiskDollars": 30.408330000000003,
"allocationPolicy": "distributional_kelly",
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"distributionSimilarityMode": "weighted",
"signalExpectedR": 0.04674353380797761,
"legacyKellyFraction": 0,
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"timeframeFixedRiskPct": 0.004,
"maxNotionalPct": 0.08,
"notionalBeforeCaps": 323.61,
"notionalAfterCaps": 323.61,
"notionalCapApplied": false,
"drawdownMultiplier": 0.5,
"portfolioCapMode": "hard",
"rawDistributionalKellyPct": 0,
"shrunkDistributionalKellyPct": 0,
"confidenceMultiplier": 0.985141488313541,
"quarterKellyRiskPct": 0,
"cappedKellyRiskPct": 0,
"transitionBaselineRiskPct": 0,
"transitionMaxRiskPct": 0.004,
"transitionCapApplied": false,
"finalKellyRiskPctBeforeSafetyCaps": 0,
"distributionSampleSize": 30,
"distributionEligibleSampleSize": 53883,
"distributionFinalScenarioCount": 30,
"distributionInvalidSampleCount": 0,
"distributionSelectedSampleIds": [
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"DDV1_BATS_QCOM_60_L_1789399800000",
"DDV1_BATS_AMD_60_L_1790263800000",
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"historical:intraday_60m_frozen_child3:38422",
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"distributionStopoutRate": 0.25171232735532656,
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"submittedAt": "2026-10-29T15:30:26.624Z",
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"submittedQuantity": 1,
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"allocationStatus": "closed",
"allocationClosedAt": "2026-10-29T15:30:00.000Z",
"decidedAt": "2026-10-29T14:30:29.369Z"
}
Oct 29, 26 ELF open_long D reduced 1 / 1 $46 / $46 59.06% close submitted closed
Risk %0.09%
Intended Risk %0.09%
Intended Shares1
Intended Risk $$46
Raw P86.26%
Cal P59.06%
Policydistributional_kelly
Allocatordistributional_kelly_v4_minimum_risk_floor
Similarityweighted
Signal Exp R0.1361
Legacy Kelly Risk0.25%
Fixed TF Risk0.5%
Max Notional12%
Notional$116
Notional Capfalse
Drawdown Mult0.5
Dist Kelly Risk0%
Confidence99.54%
Quarter Kelly0%
Kelly After Cap0%
Transition Baseline0%
Transition Max1%
Transition Appliedfalse
Dist Samples30
Eligible Samples35,603
Final Scenarios30
Invalid Samples0
Baseline Samples30
Baseline Confidence100%
Dist Fallbackunweighted_nearest_neighbors
Dist Exp R-0.2658
Dist Stopout37.64%
Order ID978723804
Raw Executionclose_submitted
FilledNone
Avg FillNone
SlippageNone
Reducedrawdown_reduced_size
Ledgerclosed
Ledger ClosedNov 10, 26
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"symbol": "ELF",
"timeframe": "D",
"action": "open_long",
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"rawDistributionalKellyPct": 0,
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"DDV1_BATS_HPQ_D_L_1792589400000",
"DDV1_BATS_WFC_D_L_1788269400000",
"DDV1_BATS_LH_D_L_1788355800000",
"DDV1_BATS_BILL_D_L_1788442200000",
"DDV1_BATS_ARWR_D_L_1786109400000",
"DDV1_BATS_PFG_D_L_1787837400000",
"DDV1_BATS_RGA_D_L_1790343000000",
"DDV1_BATS_ATR_D_L_1787319000000",
"DDV1_BATS_BEN_D_L_1788442200000",
"DDV1_BATS_ACA_D_L_1787837400000",
"DDV1_BATS_CCK_D_L_1787319000000",
"DDV1_BATS_DBX_D_L_1788355800000",
"DDV1_BATS_HUM_D_L_1783949400000",
"DDV1_BATS_VZ_D_L_1789133400000",
"DDV1_BATS_DOCU_D_L_1790861400000",
"DDV1_BATS_EMR_D_L_1792589400000",
"DDV1_BATS_MANH_D_L_1789392600000",
"DDV1_BATS_ALL_D_L_1788355800000",
"DDV1_BATS_ALRM_D_L_1790775000000"
],
"distributionFallbackLevel": "unweighted_nearest_neighbors",
"distributionExpectedR": -0.2657819175268835,
"distributionStopoutRate": 0.37637093475154737,
"rejectionReasons": [],
"reductionReasons": [
"drawdown_reduced_size",
"loss_streak_reduced_size"
],
"executionStatus": "close_submitted",
"submittedAt": "2026-11-10T15:04:43.001Z",
"brokerOrderId": "978723804",
"submittedQuantity": 1,
"filledQuantity": null,
"avgFillPrice": null,
"expectedEntryPrice": 118.8,
"slippagePct": null,
"exitPrice": 118.8,
"realizedPnl": null,
"allocationStatus": "closed",
"allocationClosedAt": "2026-11-10T14:30:00.000Z",
"decidedAt": "2026-10-29T13:30:39.623Z"
}
Needs Action
Failures and data quality issues that can distort strategy evaluation or live operations.