Equity
$48,972
Buying Power
$158,870
Open Risk
8.59%
Available Risk $
$691
Allocated Risk $
$3,518
Daily P&L
-0.66%
-$323
Drawdown
13.11%
Trade Lifecycle
TradingView alert to ML, allocation, execution, and outcome
50
Candidates
17
ML Approved
33
ML Rejected
25
Allocation Approved
25
Allocation Rejected
33
Orders Submitted
0
Orders Filled
50
Closed Outcomes
Allocations
Policy-sized decisions and TradeStation execution state. Expand a row for full allocation details.
Date
Allocation
Timeframe
Decision
Actual / Intended Shares
Actual / Intended Risk
Cal P
Execution
Ledger
Sep 15, 26 PSX open_long 60 reduced 5 / 5 $61 / $61 55.19% close submitted closed
Risk %0.13%
Intended Risk %0.13%
Intended Shares5
Intended Risk $$61
Raw P70.77%
Cal P55.19%
Policydistributional_kelly
Allocatordistributional_kelly_v4_minimum_risk_floor
Similarityweighted
Signal Exp R-0.0299
Legacy Kelly Risk1.25%
Fixed TF Risk0.4%
Max Notional8%
Notional$1,315
Notional Capfalse
Drawdown Mult0.5
Dist Kelly Risk0%
Confidence99.19%
Quarter Kelly0%
Kelly After Cap0%
Transition Baseline0%
Transition Max0.4%
Transition Appliedfalse
Dist Samples30
Eligible Samples53,862
Final Scenarios30
Invalid Samples1
Baseline Samples30
Baseline Confidence100%
Dist Fallbackunweighted_nearest_neighbors
Dist Exp R-0.4141
Dist Stopout49.61%
Order ID971320128
Raw Executionclose_submitted
FilledNone
Avg FillNone
SlippageNone
Reducedrawdown_reduced_size
Ledgerclosed
Ledger ClosedSep 15, 26
{
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"symbol": "PSX",
"timeframe": "60",
"action": "open_long",
"modelVersion": "trade_quality_ablation_intraday_60m_child3_plus_prior_path_train_first_80pct_test_holdout_last_20pct",
"rawProbability": 0.70767777,
"calibratedProbability": 0.55191944,
"decision": "reduced",
"approved": true,
"finalShares": 5,
"finalRiskPct": 0.00125,
"allowedRiskDollars": 61.128539499999995,
"intendedShares": 5,
"intendedRiskPct": 0.00125,
"intendedRiskDollars": 61.128539499999995,
"allocationPolicy": "distributional_kelly",
"allocatorVersion": "distributional_kelly_v4_minimum_risk_floor",
"distributionSimilarityMode": "weighted",
"signalExpectedR": -0.0298543607244949,
"legacyKellyFraction": 0.10383889,
"legacyKellyRiskPct": 0.0125,
"timeframeFixedRiskPct": 0.004,
"maxNotionalPct": 0.08,
"notionalBeforeCaps": 1314.85,
"notionalAfterCaps": 1314.85,
"notionalCapApplied": false,
"drawdownMultiplier": 0.5,
"portfolioCapMode": "hard",
"rawDistributionalKellyPct": 0,
"shrunkDistributionalKellyPct": 0,
"confidenceMultiplier": 0.9919103909109104,
"quarterKellyRiskPct": 0,
"cappedKellyRiskPct": 0,
"transitionBaselineRiskPct": 0,
"transitionMaxRiskPct": 0.004,
"transitionCapApplied": false,
"finalKellyRiskPctBeforeSafetyCaps": 0,
"distributionSampleSize": 30,
"distributionEligibleSampleSize": 53862,
"distributionFinalScenarioCount": 30,
"distributionInvalidSampleCount": 1,
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"DDV1_BATS_MPC_60_L_1789054200000",
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"DDV1_BATS_BLK_60_L_1785763800000",
"DDV1_BATS_PSX_60_L_1789133400000",
"DDV1_BATS_SCHW_60_L_1787319000000",
"DDV1_BATS_AVGO_60_L_1786383000000",
"DDV1_BATS_AVGO_60_L_1786109400000",
"DDV1_BATS_MS_60_L_1788877800000",
"DDV1_BATS_USO_60_L_1788442200000",
"DDV1_BATS_MA_60_L_1785515400000",
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"distributionBaselineSampleSize": 30,
"distributionBaselineConfidence": 1,
"distributionBaselineSampleIds": [
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"DDV1_BATS_VLO_60_L_1788550200000",
"DDV1_BATS_PSX_60_L_1789392600000",
"DDV1_BATS_DDOG_60_L_1785763800000",
"DDV1_BATS_MCO_60_L_1787927400000",
"DDV1_BATS_KO_60_L_1787679000000",
"DDV1_BATS_AAPL_60_L_1788543000000",
"DDV1_BATS_MPC_60_L_1789054200000",
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"DDV1_BATS_TEAM_60_L_1786627800000",
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"DDV1_BATS_ACN_60_L_1788280200000",
"DDV1_BATS_AON_60_L_1784572200000",
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"DDV1_BATS_MSFT_60_L_1786465800000",
"DDV1_BATS_UNP_60_L_1787848200000",
"DDV1_BATS_AMGN_60_L_1786545000000",
"DDV1_BATS_GOOGL_60_L_1785936600000",
"DDV1_BATS_GLD_60_L_1786541400000",
"DDV1_BATS_CME_60_L_1784917800000",
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"distributionFallbackLevel": "unweighted_nearest_neighbors",
"distributionExpectedR": -0.4140926275169094,
"distributionStopoutRate": 0.49607525860875407,
"rejectionReasons": [],
"reductionReasons": [
"drawdown_reduced_size"
],
"executionStatus": "close_submitted",
"submittedAt": "2026-09-15T16:30:15.600Z",
"brokerOrderId": "971320128",
"submittedQuantity": 5,
"filledQuantity": null,
"avgFillPrice": null,
"expectedEntryPrice": 264.2,
"slippagePct": null,
"exitPrice": 264.2,
"realizedPnl": null,
"allocationStatus": "closed",
"allocationClosedAt": "2026-09-15T16:30:00.000Z",
"decidedAt": "2026-09-15T15:30:23.528Z"
}
Sep 15, 26 MPC open_long 60 reduced 2 / 2 $61 / $61 55.28% close submitted closed
Risk %0.13%
Intended Risk %0.13%
Intended Shares2
Intended Risk $$61
Raw P71.11%
Cal P55.28%
Policydistributional_kelly
Allocatordistributional_kelly_v4_minimum_risk_floor
Similarityweighted
Signal Exp R-0.0928
Legacy Kelly Risk1.25%
Fixed TF Risk0.4%
Max Notional8%
Notional$802
Notional Capfalse
Drawdown Mult0.5
Dist Kelly Risk0%
Confidence99.3%
Quarter Kelly0%
Kelly After Cap0%
Transition Baseline0.1%
Transition Max0.4%
Transition Appliedfalse
Dist Samples30
Eligible Samples53,865
Final Scenarios30
Invalid Samples0
Baseline Samples30
Baseline Confidence100%
Dist Fallbackunweighted_nearest_neighbors
Dist Exp R-0.0375
Dist Stopout26.34%
Order ID971306705
Raw Executionclose_submitted
FilledNone
Avg FillNone
SlippageNone
Reducedrawdown_reduced_size
Ledgerclosed
Ledger ClosedSep 15, 26
{
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"symbol": "MPC",
"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,
"finalShares": 2,
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"allowedRiskDollars": 61.14446,
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"intendedRiskPct": 0.00125,
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"allocationPolicy": "distributional_kelly",
"allocatorVersion": "distributional_kelly_v4_minimum_risk_floor",
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"legacyKellyRiskPct": 0.0125,
"timeframeFixedRiskPct": 0.004,
"maxNotionalPct": 0.08,
"notionalBeforeCaps": 802.3,
"notionalAfterCaps": 802.3,
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"drawdownMultiplier": 0.5,
"portfolioCapMode": "hard",
"rawDistributionalKellyPct": 0,
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"transitionBaselineRiskPct": 0.001,
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"distributionSampleSize": 30,
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"distributionFinalScenarioCount": 30,
"distributionInvalidSampleCount": 0,
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"distributionExpectedR": -0.037484065594438475,
"distributionStopoutRate": 0.26335086060459817,
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"executionStatus": "close_submitted",
"submittedAt": "2026-09-15T15:30:16.286Z",
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"submittedQuantity": 2,
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"allocationClosedAt": "2026-09-15T15:30:00.000Z",
"decidedAt": "2026-09-15T14:30:27.868Z"
}
Sep 15, 26 MANH open_long D reduced 11 / 11 $246 / $246 57.57% entry submitted + protective stop active open
Risk %0.5%
Intended Risk %0.5%
Intended Shares11
Intended Risk $$246
Raw P80.3%
Cal P57.57%
Policydistributional_kelly
Allocatordistributional_kelly_v4_minimum_risk_floor
Similarityweighted
Signal Exp R-0.0158
Legacy Kelly Risk1.25%
Fixed TF Risk0.5%
Max Notional12%
Notional$2,286
Notional Capfalse
Drawdown Mult0.5
Dist Kelly Risk1%
Confidence99.15%
Quarter Kelly2.5%
Kelly After Cap1%
Transition Baseline0.25%
Transition Max1%
Transition Appliedfalse
Dist Samples30
Eligible Samples35,620
Final Scenarios30
Invalid Samples0
Baseline Samples30
Baseline Confidence100%
Dist Fallbackunweighted_nearest_neighbors
Dist Exp R0.2603
Dist Stopout13.47%
Order ID971257363
Raw Executionentry_submitted_stop_submitted
FilledNone
Avg FillNone
SlippageNone
Reducedrawdown_reduced_size
Ledgeropen
Ledger ClosedNone
{
"signalId": "DDV1_BATS_MANH_D_L_1789392600000",
"symbol": "MANH",
"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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"finalShares": 11,
"finalRiskPct": 0.005,
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"notionalBeforeCaps": 2285.8,
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"notionalCapApplied": false,
"drawdownMultiplier": 0.5,
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"rawDistributionalKellyPct": 0.1,
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"distributionSampleSize": 30,
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"DDV1_BATS_BAC_D_L_1786368600000",
"DDV1_BATS_LLY_D_L_1784813400000",
"DDV1_BATS_WTW_D_L_1788355800000",
"DDV1_BATS_TWLO_D_L_1787319000000",
"DDV1_BATS_HLT_D_L_1782999000000",
"DDV1_BATS_WFC_D_L_1788269400000",
"DDV1_BATS_HSIC_D_L_1784899800000",
"DDV1_BATS_AAMI_D_L_1787319000000",
"DDV1_BATS_CNO_D_L_1787664600000",
"DDV1_BATS_JAZZ_D_L_1787319000000",
"DDV1_BATS_HAS_D_L_1787578200000",
"DDV1_BATS_ARWR_D_L_1784295000000",
"DDV1_BATS_RSG_D_L_1789133400000",
"DDV1_BATS_EWBC_D_L_1787664600000",
"DDV1_BATS_PBF_D_L_1785159000000",
"DDV1_BATS_PANW_D_L_1785245400000",
"DDV1_BATS_V_D_L_1787146200000",
"DDV1_BATS_GPK_D_L_1784122200000",
"DDV1_BATS_PBF_D_L_1786023000000",
"DDV1_BATS_XYZ_D_L_1786627800000",
"DDV1_BATS_SLGN_D_L_1784899800000",
"DDV1_BATS_IWM_D_L_1784640600000",
"DDV1_BATS_BAC_D_L_1787664600000",
"DDV1_BATS_WM_D_L_1784727000000",
"DDV1_BATS_AMCR_D_L_1788355800000",
"DDV1_BATS_EXPE_D_L_1785159000000",
"DDV1_BATS_DBX_D_L_1788355800000",
"DDV1_BATS_BBY_D_L_1788355800000"
],
"distributionFallbackLevel": "unweighted_nearest_neighbors",
"distributionExpectedR": 0.2603110074642085,
"distributionStopoutRate": 0.13470096483108038,
"rejectionReasons": [],
"reductionReasons": [
"drawdown_reduced_size"
],
"executionStatus": "entry_submitted_stop_submitted",
"submittedAt": "2026-09-15T13:31:59.524Z",
"brokerOrderId": "971257363",
"submittedQuantity": 11,
"filledQuantity": null,
"avgFillPrice": null,
"expectedEntryPrice": 207.8,
"slippagePct": null,
"exitPrice": null,
"realizedPnl": null,
"allocationStatus": "open",
"allocationClosedAt": null,
"decidedAt": "2026-09-15T13:31:58.890Z"
}
Sep 15, 26 MDT open_long D reduced 9 / 9 $62 / $62 57.95% entry submitted + protective stop active open
Risk %0.13%
Intended Risk %0.13%
Intended Shares9
Intended Risk $$62
Raw P81.78%
Cal P57.95%
Policydistributional_kelly
Allocatordistributional_kelly_v4_minimum_risk_floor
Similarityweighted
Signal Exp R0.1146
Legacy Kelly Risk0.25%
Fixed TF Risk0.5%
Max Notional12%
Notional$843
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 Samples35,620
Final Scenarios30
Invalid Samples0
Baseline Samples30
Baseline Confidence100%
Dist Fallbackunweighted_nearest_neighbors
Dist Exp R-0.1802
Dist Stopout38.93%
Order ID971257138
Raw Executionentry_submitted_stop_submitted
FilledNone
Avg FillNone
SlippageNone
Reducedrawdown_reduced_size
Ledgeropen
Ledger ClosedNone
{
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"symbol": "MDT",
"timeframe": "D",
"action": "open_long",
"modelVersion": "trade_quality_ablation_child3_live_v2_live_v2_no_prior3_train_through_2022_test_2023_2026",
"rawProbability": 0.81780222,
"calibratedProbability": 0.57945055,
"decision": "reduced",
"approved": true,
"finalShares": 9,
"finalRiskPct": 0.00125,
"allowedRiskDollars": 61.5370475,
"intendedShares": 9,
"intendedRiskPct": 0.00125,
"intendedRiskDollars": 61.5370475,
"allocationPolicy": "distributional_kelly",
"allocatorVersion": "distributional_kelly_v4_minimum_risk_floor",
"distributionSimilarityMode": "weighted",
"signalExpectedR": 0.11460826933720472,
"legacyKellyFraction": 0,
"legacyKellyRiskPct": 0.0025,
"timeframeFixedRiskPct": 0.005,
"maxNotionalPct": 0.12,
"notionalBeforeCaps": 843.21,
"notionalAfterCaps": 843.21,
"notionalCapApplied": false,
"drawdownMultiplier": 0.5,
"portfolioCapMode": "hard",
"rawDistributionalKellyPct": 0,
"shrunkDistributionalKellyPct": 0,
"confidenceMultiplier": 0.9948414323187044,
"quarterKellyRiskPct": 0,
"cappedKellyRiskPct": 0,
"transitionBaselineRiskPct": 0.0025,
"transitionMaxRiskPct": 0.01,
"transitionCapApplied": false,
"finalKellyRiskPctBeforeSafetyCaps": 0,
"distributionSampleSize": 30,
"distributionEligibleSampleSize": 35620,
"distributionFinalScenarioCount": 30,
"distributionInvalidSampleCount": 0,
"distributionSelectedSampleIds": [
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"DDV1_BATS_PYPL_D_L_1786541400000",
"DDV1_BATS_MA_D_L_1784899800000",
"DDV1_BATS_ASB_D_L_1784899800000",
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"DDV1_BATS_DLR_D_L_1787232600000",
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"DDV1_BATS_DOC_D_L_1785159000000",
"DDV1_BATS_PYPL_D_L_1785763800000",
"DDV1_BATS_ADAM_D_L_1783603800000",
"DDV1_BATS_OKTA_D_L_1784899800000",
"DDV1_BATS_FOX_D_L_1787923800000",
"DDV1_BATS_ADUS_D_L_1787059800000",
"DDV1_BATS_CRBG_D_L_1785850200000",
"DDV1_BATS_MIDD_D_L_1783603800000",
"DDV1_BATS_EXPE_D_L_1787578200000",
"DDV1_BATS_CXT_D_L_1785504600000",
"DDV1_BATS_PTC_D_L_1788442200000",
"DDV1_BATS_ARES_D_L_1787146200000"
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"distributionSelectedSampleWeights": [
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0.7982705376471205,
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"distributionBaselineSampleSize": 30,
"distributionBaselineConfidence": 1,
"distributionBaselineSampleIds": [
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"DDV1_BATS_ADP_D_L_1786627800000",
"DDV1_BATS_PYPL_D_L_1786541400000",
"DDV1_BATS_MA_D_L_1784899800000",
"DDV1_BATS_HOG_D_L_1785763800000",
"DDV1_BATS_UNH_D_L_1784295000000",
"DDV1_BATS_ATR_D_L_1787319000000",
"DDV1_BATS_PCTY_D_L_1787059800000",
"DDV1_BATS_YETI_D_L_1783603800000",
"DDV1_BATS_DIA_D_L_1785245400000",
"DDV1_BATS_CFR_D_L_1787232600000",
"DDV1_BATS_BXP_D_L_1784640600000",
"DDV1_BATS_PFGC_D_L_1786023000000",
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"DDV1_BATS_ADAM_D_L_1783603800000",
"DDV1_BATS_OKTA_D_L_1784899800000",
"DDV1_BATS_VLY_D_L_1785159000000",
"DDV1_BATS_PBF_D_L_1785159000000",
"DDV1_BATS_PLTR_D_L_1787751000000",
"DDV1_BATS_BAX_D_L_1784640600000",
"DDV1_BATS_XYZ_D_L_1786627800000",
"DDV1_BATS_SLGN_D_L_1784899800000",
"DDV1_BATS_IWM_D_L_1784640600000",
"DDV1_BATS_LLY_D_L_1784813400000",
"DDV1_BATS_AMCR_D_L_1788355800000",
"DDV1_BATS_WTW_D_L_1788355800000",
"DDV1_BATS_DBX_D_L_1788355800000",
"DDV1_BATS_JAZZ_D_L_1787319000000",
"DDV1_BATS_BEN_D_L_1788442200000",
"DDV1_BATS_SLB_D_L_1783431000000"
],
"distributionFallbackLevel": "unweighted_nearest_neighbors",
"distributionExpectedR": -0.18018331859095288,
"distributionStopoutRate": 0.389282222541298,
"rejectionReasons": [],
"reductionReasons": [
"drawdown_reduced_size"
],
"executionStatus": "entry_submitted_stop_submitted",
"submittedAt": "2026-09-15T13:31:54.050Z",
"brokerOrderId": "971257138",
"submittedQuantity": 9,
"filledQuantity": null,
"avgFillPrice": null,
"expectedEntryPrice": 93.69,
"slippagePct": null,
"exitPrice": null,
"realizedPnl": null,
"allocationStatus": "open",
"allocationClosedAt": null,
"decidedAt": "2026-09-15T13:31:38.240Z"
}
Sep 15, 26 TEAM open_long D reduced 1 / 1 $62 / $62 57.72% entry submitted + protective stop active open
Risk %0.13%
Intended Risk %0.13%
Intended Shares1
Intended Risk $$62
Raw P80.87%
Cal P57.72%
Policydistributional_kelly
Allocatordistributional_kelly_v4_minimum_risk_floor
Similarityweighted
Signal Exp R-0.1569
Legacy Kelly Risk1.25%
Fixed TF Risk0.5%
Max Notional12%
Notional$187
Notional Capfalse
Drawdown Mult0.5
Dist Kelly Risk0%
Confidence99.47%
Quarter Kelly0%
Kelly After Cap0%
Transition Baseline0%
Transition Max1%
Transition Appliedfalse
Dist Samples30
Eligible Samples35,620
Final Scenarios30
Invalid Samples0
Baseline Samples30
Baseline Confidence100%
Dist Fallbackunweighted_nearest_neighbors
Dist Exp R-0.3467
Dist Stopout40.14%
Order ID971257137
Raw Executionentry_submitted_stop_submitted
FilledNone
Avg FillNone
SlippageNone
Reducedrawdown_reduced_size
Ledgeropen
Ledger ClosedNone
{
"signalId": "DDV1_BATS_TEAM_D_L_1789392600000",
"symbol": "TEAM",
"timeframe": "D",
"action": "open_long",
"modelVersion": "trade_quality_ablation_child3_live_v2_live_v2_no_prior3_train_through_2022_test_2023_2026",
"rawProbability": 0.80867033,
"calibratedProbability": 0.57716758,
"decision": "reduced",
"approved": true,
"finalShares": 1,
"finalRiskPct": 0.00125,
"allowedRiskDollars": 61.5370475,
"intendedShares": 1,
"intendedRiskPct": 0.00125,
"intendedRiskDollars": 61.5370475,
"allocationPolicy": "distributional_kelly",
"allocatorVersion": "distributional_kelly_v4_minimum_risk_floor",
"distributionSimilarityMode": "weighted",
"signalExpectedR": -0.15692722519985594,
"legacyKellyFraction": 0.15433517,
"legacyKellyRiskPct": 0.0125,
"timeframeFixedRiskPct": 0.005,
"maxNotionalPct": 0.12,
"notionalBeforeCaps": 187.15,
"notionalAfterCaps": 187.15,
"notionalCapApplied": false,
"drawdownMultiplier": 0.5,
"portfolioCapMode": "hard",
"rawDistributionalKellyPct": 0,
"shrunkDistributionalKellyPct": 0,
"confidenceMultiplier": 0.9947164013172342,
"quarterKellyRiskPct": 0,
"cappedKellyRiskPct": 0,
"transitionBaselineRiskPct": 0,
"transitionMaxRiskPct": 0.01,
"transitionCapApplied": false,
"finalKellyRiskPctBeforeSafetyCaps": 0,
"distributionSampleSize": 30,
"distributionEligibleSampleSize": 35620,
"distributionFinalScenarioCount": 30,
"distributionInvalidSampleCount": 0,
"distributionSelectedSampleIds": [
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"DDV1_BATS_CART_D_L_1788355800000",
"DDV1_BATS_XLF_D_L_1784899800000",
"DDV1_BATS_RGA_D_L_1786023000000",
"DDV1_BATS_LRCX_D_L_1783517400000",
"DDV1_XETR_DLY_ALV_D_L_1787295600000",
"DDV1_BATS_ATR_D_L_1787319000000",
"DDV1_BATS_AMCR_D_L_1787146200000",
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"DDV1_BATS_BLKB_D_L_1786627800000",
"DDV1_BATS_THC_D_L_1787751000000",
"DDV1_BATS_MIDD_D_L_1783603800000",
"DDV1_BATS_USB_D_L_1786541400000",
"DDV1_BATS_PSA_D_L_1783949400000",
"DDV1_BATS_KEY_D_L_1784727000000",
"DDV1_BATS_VLY_D_L_1784640600000",
"DDV1_BATS_AMH_D_L_1784899800000",
"DDV1_BATS_HLNE_D_L_1787146200000",
"DDV1_BATS_BRKR_D_L_1784640600000",
"DDV1_BATS_WTW_D_L_1788355800000",
"DDV1_BATS_AAT_D_L_1784640600000",
"DDV1_BATS_V_D_L_1787146200000",
"DDV1_BATS_TXRH_D_L_1787319000000",
"DDV1_BATS_CROX_D_L_1785763800000",
"DDV1_BATS_HIMS_D_L_1784035800000",
"DDV1_BATS_COTY_D_L_1788355800000",
"DDV1_BATS_ABNB_D_L_1787923800000",
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"distributionSelectedSampleWeights": [
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"distributionBaselineSampleSize": 30,
"distributionBaselineConfidence": 1,
"distributionBaselineSampleIds": [
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"DDV1_BATS_CART_D_L_1788355800000",
"DDV1_BATS_XLF_D_L_1784899800000",
"DDV1_BATS_LRCX_D_L_1783517400000",
"DDV1_XETR_DLY_ALV_D_L_1787295600000",
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"DDV1_BATS_HIMS_D_L_1784035800000",
"DDV1_BATS_COTY_D_L_1788355800000",
"DDV1_BATS_ABNB_D_L_1787923800000",
"DDV1_BATS_XLF_D_L_1787923800000",
"DDV1_BATS_CSX_D_L_1787146200000",
"DDV1_BATS_HSIC_D_L_1784899800000",
"DDV1_BATS_TECH_D_L_1789133400000",
"DDV1_BATS_CHE_D_L_1786541400000",
"DDV1_BATS_CRWD_D_L_1785245400000",
"DDV1_BATS_CNO_D_L_1787664600000",
"DDV1_BATS_ACA_D_L_1785418200000",
"DDV1_BATS_ACA_D_L_1787837400000"
],
"distributionFallbackLevel": "unweighted_nearest_neighbors",
"distributionExpectedR": -0.346688168144418,
"distributionStopoutRate": 0.40135433201145787,
"rejectionReasons": [],
"reductionReasons": [
"drawdown_reduced_size"
],
"executionStatus": "entry_submitted_stop_submitted",
"submittedAt": "2026-09-15T13:31:54.049Z",
"brokerOrderId": "971257137",
"submittedQuantity": 1,
"filledQuantity": null,
"avgFillPrice": null,
"expectedEntryPrice": 187.15,
"slippagePct": null,
"exitPrice": null,
"realizedPnl": null,
"allocationStatus": "open",
"allocationClosedAt": null,
"decidedAt": "2026-09-15T13:31:37.551Z"
}
Sep 15, 26 TTWO open_long D reduced 3 / 3 $62 / $62 58.67% entry submitted + protective stop active open
Risk %0.13%
Intended Risk %0.13%
Intended Shares3
Intended Risk $$62
Raw P84.66%
Cal P58.67%
Policydistributional_kelly
Allocatordistributional_kelly_v4_minimum_risk_floor
Similarityweighted
Signal Exp R0.1647
Legacy Kelly Risk0.25%
Fixed TF Risk0.5%
Max Notional12%
Notional$661
Notional Capfalse
Drawdown Mult0.5
Dist Kelly Risk0%
Confidence98.92%
Quarter Kelly0%
Kelly After Cap0%
Transition Baseline0.25%
Transition Max1%
Transition Appliedfalse
Dist Samples30
Eligible Samples35,620
Final Scenarios30
Invalid Samples0
Baseline Samples30
Baseline Confidence100%
Dist Fallbackunweighted_nearest_neighbors
Dist Exp R-0.0607
Dist Stopout21.9%
Order ID971257033
Raw Executionentry_submitted_stop_submitted
FilledNone
Avg FillNone
SlippageNone
Reducedrawdown_reduced_size
Ledgeropen
Ledger ClosedNone
{
"signalId": "DDV1_BATS_TTWO_D_L_1789392600000",
"symbol": "TTWO",
"timeframe": "D",
"action": "open_long",
"modelVersion": "trade_quality_ablation_child3_live_v2_live_v2_no_prior3_train_through_2022_test_2023_2026",
"rawProbability": 0.84663263,
"calibratedProbability": 0.58665816,
"decision": "reduced",
"approved": true,
"finalShares": 3,
"finalRiskPct": 0.00125,
"allowedRiskDollars": 61.51697875,
"intendedShares": 3,
"intendedRiskPct": 0.00125,
"intendedRiskDollars": 61.51697875,
"allocationPolicy": "distributional_kelly",
"allocatorVersion": "distributional_kelly_v4_minimum_risk_floor",
"distributionSimilarityMode": "weighted",
"signalExpectedR": 0.16473800936768393,
"legacyKellyFraction": 0,
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"timeframeFixedRiskPct": 0.005,
"maxNotionalPct": 0.12,
"notionalBeforeCaps": 660.72,
"notionalAfterCaps": 660.72,
"notionalCapApplied": false,
"drawdownMultiplier": 0.5,
"portfolioCapMode": "hard",
"rawDistributionalKellyPct": 0,
"shrunkDistributionalKellyPct": 0,
"confidenceMultiplier": 0.989170641416171,
"quarterKellyRiskPct": 0,
"cappedKellyRiskPct": 0,
"transitionBaselineRiskPct": 0.0025,
"transitionMaxRiskPct": 0.01,
"transitionCapApplied": false,
"finalKellyRiskPctBeforeSafetyCaps": 0,
"distributionSampleSize": 30,
"distributionEligibleSampleSize": 35620,
"distributionFinalScenarioCount": 30,
"distributionInvalidSampleCount": 0,
"distributionSelectedSampleIds": [
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"DDV1_BATS_LLY_D_L_1784813400000",
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"DDV1_BATS_HAS_D_L_1787578200000",
"DDV1_BATS_EXPE_D_L_1785159000000",
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"DDV1_BATS_CART_D_L_1784554200000",
"DDV1_BATS_GPK_D_L_1787146200000",
"DDV1_BATS_SPG_D_L_1786109400000",
"DDV1_BATS_RS_D_L_1783949400000",
"DDV1_BATS_ACMR_D_L_1784640600000",
"DDV1_BATS_CSX_D_L_1787146200000",
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"distributionBaselineSampleSize": 30,
"distributionBaselineConfidence": 1,
"distributionBaselineSampleIds": [
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"DDV1_BATS_IRT_D_L_1787578200000",
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"distributionFallbackLevel": "unweighted_nearest_neighbors",
"distributionExpectedR": -0.060688045992684375,
"distributionStopoutRate": 0.21897074412098777,
"rejectionReasons": [],
"reductionReasons": [
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"executionStatus": "entry_submitted_stop_submitted",
"submittedAt": "2026-09-15T13:31:45.025Z",
"brokerOrderId": "971257033",
"submittedQuantity": 3,
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"realizedPnl": null,
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"decidedAt": "2026-09-15T13:31:36.861Z"
}
Sep 15, 26 ABBV open_long D reduced 2 / 2 $61 / $61 60.04% entry submitted + protective stop active open
Risk %0.13%
Intended Risk %0.13%
Intended Shares2
Intended Risk $$61
Raw P90.18%
Cal P60.04%
Policydistributional_kelly
Allocatordistributional_kelly_v4_minimum_risk_floor
Similarityweighted
Signal Exp R0.0038
Legacy Kelly Risk0.25%
Fixed TF Risk0.5%
Max Notional12%
Notional$520
Notional Capfalse
Drawdown Mult0.5
Dist Kelly Risk0%
Confidence99.71%
Quarter Kelly0%
Kelly After Cap0%
Transition Baseline0%
Transition Max1%
Transition Appliedfalse
Dist Samples30
Eligible Samples35,619
Final Scenarios30
Invalid Samples1
Baseline Samples30
Baseline Confidence100%
Dist Fallbackunweighted_nearest_neighbors
Dist Exp R-0.2911
Dist Stopout29.8%
Order ID971256692
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",
"rawProbability": 0.90178021,
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"decision": "reduced",
"approved": true,
"finalShares": 2,
"finalRiskPct": 0.00125,
"allowedRiskDollars": 61.48730375,
"intendedShares": 2,
"intendedRiskPct": 0.00125,
"intendedRiskDollars": 61.48730375,
"allocationPolicy": "distributional_kelly",
"allocatorVersion": "distributional_kelly_v4_minimum_risk_floor",
"distributionSimilarityMode": "weighted",
"signalExpectedR": 0.0037785716850284403,
"legacyKellyFraction": 0,
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"timeframeFixedRiskPct": 0.005,
"maxNotionalPct": 0.12,
"notionalBeforeCaps": 520,
"notionalAfterCaps": 520,
"notionalCapApplied": false,
"drawdownMultiplier": 0.5,
"portfolioCapMode": "hard",
"rawDistributionalKellyPct": 0,
"shrunkDistributionalKellyPct": 0,
"confidenceMultiplier": 0.9970615978894676,
"quarterKellyRiskPct": 0,
"cappedKellyRiskPct": 0,
"transitionBaselineRiskPct": 0,
"transitionMaxRiskPct": 0.01,
"transitionCapApplied": false,
"finalKellyRiskPctBeforeSafetyCaps": 0,
"distributionSampleSize": 30,
"distributionEligibleSampleSize": 35619,
"distributionFinalScenarioCount": 30,
"distributionInvalidSampleCount": 1,
"distributionSelectedSampleIds": [
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"DDV1_BATS_USB_D_L_1786541400000",
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"distributionBaselineSampleSize": 30,
"distributionBaselineConfidence": 1,
"distributionBaselineSampleIds": [
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"DDV1_BATS_AVT_D_L_1786973400000",
"DDV1_BATS_FTNT_D_L_1784035800000",
"DDV1_BATS_LLY_D_L_1786368600000",
"DDV1_BATS_CRWD_D_L_1787837400000",
"DDV1_BATS_UNH_D_L_1785245400000",
"historical:daily_weekly_frozen_live_v2:13902",
"historical:daily_weekly_frozen_live_v2:27413",
"historical:daily_weekly_frozen_live_v2:8044",
"historical:daily_weekly_frozen_live_v2:22086",
"historical:daily_weekly_frozen_live_v2:32053"
],
"distributionFallbackLevel": "unweighted_nearest_neighbors",
"distributionExpectedR": -0.2911011842321894,
"distributionStopoutRate": 0.2979957003116195,
"rejectionReasons": [],
"reductionReasons": [
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],
"executionStatus": "entry_submitted_stop_submitted",
"submittedAt": "2026-09-15T13:31:36.899Z",
"brokerOrderId": "971256692",
"submittedQuantity": 2,
"filledQuantity": null,
"avgFillPrice": null,
"expectedEntryPrice": 260,
"slippagePct": null,
"exitPrice": null,
"realizedPnl": null,
"allocationStatus": "open",
"allocationClosedAt": null,
"decidedAt": "2026-09-15T13:31:15.743Z"
}
Sep 15, 26 ADP open_long D reduced 3 / 3 $62 / $62 57.62% entry submitted + protective stop active open
Risk %0.13%
Intended Risk %0.13%
Intended Shares3
Intended Risk $$62
Raw P80.48%
Cal P57.62%
Policydistributional_kelly
Allocatordistributional_kelly_v4_minimum_risk_floor
Similarityweighted
Signal Exp R0.0333
Legacy Kelly Risk0.25%
Fixed TF Risk0.5%
Max Notional12%
Notional$822
Notional Capfalse
Drawdown Mult0.5
Dist Kelly Risk0%
Confidence99.75%
Quarter Kelly0%
Kelly After Cap0%
Transition Baseline0.25%
Transition Max1%
Transition Appliedfalse
Dist Samples30
Eligible Samples35,618
Final Scenarios30
Invalid Samples0
Baseline Samples30
Baseline Confidence100%
Dist Fallbackunweighted_nearest_neighbors
Dist Exp R-0.0015
Dist Stopout23.55%
Order ID971255839
Raw Executionentry_submitted_stop_submitted
FilledNone
Avg FillNone
SlippageNone
Reducedrawdown_reduced_size
Ledgeropen
Ledger ClosedNone
{
"signalId": "DDV1_BATS_ADP_D_L_1789392600000",
"symbol": "ADP",
"timeframe": "D",
"action": "open_long",
"modelVersion": "trade_quality_ablation_child3_live_v2_live_v2_no_prior3_train_through_2022_test_2023_2026",
"rawProbability": 0.80476481,
"calibratedProbability": 0.5761912,
"decision": "reduced",
"approved": true,
"finalShares": 3,
"finalRiskPct": 0.00125,
"allowedRiskDollars": 61.522985,
"intendedShares": 3,
"intendedRiskPct": 0.00125,
"intendedRiskDollars": 61.522985,
"allocationPolicy": "distributional_kelly",
"allocatorVersion": "distributional_kelly_v4_minimum_risk_floor",
"distributionSimilarityMode": "weighted",
"signalExpectedR": 0.03329552867767072,
"legacyKellyFraction": 0,
"legacyKellyRiskPct": 0.0025,
"timeframeFixedRiskPct": 0.005,
"maxNotionalPct": 0.12,
"notionalBeforeCaps": 821.88,
"notionalAfterCaps": 821.88,
"notionalCapApplied": false,
"drawdownMultiplier": 0.5,
"portfolioCapMode": "hard",
"rawDistributionalKellyPct": 0,
"shrunkDistributionalKellyPct": 0,
"confidenceMultiplier": 0.9975123641580874,
"quarterKellyRiskPct": 0,
"cappedKellyRiskPct": 0,
"transitionBaselineRiskPct": 0.0025,
"transitionMaxRiskPct": 0.01,
"transitionCapApplied": false,
"finalKellyRiskPctBeforeSafetyCaps": 0,
"distributionSampleSize": 30,
"distributionEligibleSampleSize": 35618,
"distributionFinalScenarioCount": 30,
"distributionInvalidSampleCount": 0,
"distributionSelectedSampleIds": [
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"DDV1_BATS_AMCR_D_L_1788355800000",
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"DDV1_BATS_AMG_D_L_1784813400000",
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"DDV1_BATS_PYPL_D_L_1787146200000",
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"DDV1_BATS_CART_D_L_1788355800000",
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"DDV1_BATS_AMG_D_L_1784813400000",
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"DDV1_BATS_EBAY_D_L_1785850200000",
"DDV1_BATS_IRT_D_L_1787578200000",
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"DDV1_BATS_SPY_D_L_1785418200000"
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"distributionFallbackLevel": "unweighted_nearest_neighbors",
"distributionExpectedR": -0.001490566160901029,
"distributionStopoutRate": 0.23550850862423903,
"rejectionReasons": [],
"reductionReasons": [
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],
"executionStatus": "entry_submitted_stop_submitted",
"submittedAt": "2026-09-15T13:30:38.268Z",
"brokerOrderId": "971255839",
"submittedQuantity": 3,
"filledQuantity": null,
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"expectedEntryPrice": 273.96,
"slippagePct": null,
"exitPrice": null,
"realizedPnl": null,
"allocationStatus": "open",
"allocationClosedAt": null,
"decidedAt": "2026-09-15T13:30:37.807Z"
}
Sep 15, 26 TRU open_long D reduced 32 / 32 $246 / $246 58.28% entry submitted + protective stop active open
Risk %0.5%
Intended Risk %0.5%
Intended Shares32
Intended Risk $$246
Raw P83.1%
Cal P58.28%
Policydistributional_kelly
Allocatordistributional_kelly_v4_minimum_risk_floor
Similarityweighted
Signal Exp R-0.1122
Legacy Kelly Risk1.25%
Fixed TF Risk0.5%
Max Notional12%
Notional$2,486
Notional Capfalse
Drawdown Mult0.5
Dist Kelly Risk1%
Confidence99.7%
Quarter Kelly2.5%
Kelly After Cap1%
Transition Baseline0.25%
Transition Max1%
Transition Appliedfalse
Dist Samples30
Eligible Samples35,615
Final Scenarios30
Invalid Samples0
Baseline Samples30
Baseline Confidence100%
Dist Fallbackunweighted_nearest_neighbors
Dist Exp R0.2054
Dist Stopout13.06%
Order ID971255807
Raw Executionentry_submitted_stop_submitted
FilledNone
Avg FillNone
SlippageNone
Reducedrawdown_reduced_size
Ledgeropen
Ledger ClosedNone
{
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"symbol": "TRU",
"timeframe": "D",
"action": "open_long",
"modelVersion": "trade_quality_ablation_child3_live_v2_live_v2_no_prior3_train_through_2022_test_2023_2026",
"rawProbability": 0.8310264,
"calibratedProbability": 0.5827566,
"decision": "reduced",
"approved": true,
"finalShares": 32,
"finalRiskPct": 0.005,
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"intendedShares": 32,
"intendedRiskPct": 0.005,
"intendedRiskDollars": 246.14094000000003,
"allocationPolicy": "distributional_kelly",
"allocatorVersion": "distributional_kelly_v4_minimum_risk_floor",
"distributionSimilarityMode": "weighted",
"signalExpectedR": -0.11215857548220204,
"legacyKellyFraction": 0.1655132,
"legacyKellyRiskPct": 0.0125,
"timeframeFixedRiskPct": 0.005,
"maxNotionalPct": 0.12,
"notionalBeforeCaps": 2486.4,
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"notionalCapApplied": false,
"drawdownMultiplier": 0.5,
"portfolioCapMode": "hard",
"rawDistributionalKellyPct": 0.1,
"shrunkDistributionalKellyPct": 0.09970246684605463,
"confidenceMultiplier": 0.9970246684605463,
"quarterKellyRiskPct": 0.025,
"cappedKellyRiskPct": 0.01,
"transitionBaselineRiskPct": 0.0025,
"transitionMaxRiskPct": 0.01,
"transitionCapApplied": false,
"finalKellyRiskPctBeforeSafetyCaps": 0.01,
"distributionSampleSize": 30,
"distributionEligibleSampleSize": 35615,
"distributionFinalScenarioCount": 30,
"distributionInvalidSampleCount": 0,
"distributionSelectedSampleIds": [
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"DDV1_BATS_RS_D_L_1783949400000",
"DDV1_BATS_EWBC_D_L_1788355800000",
"DDV1_BATS_V_D_L_1784899800000",
"DDV1_BATS_INCY_D_L_1784899800000",
"DDV1_BATS_CNO_D_L_1784899800000",
"DDV1_BATS_MAR_D_L_1782999000000",
"DDV1_BATS_CNC_D_L_1785763800000",
"DDV1_BATS_BEN_D_L_1788442200000",
"DDV1_BATS_AMRX_D_L_1786714200000",
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"DDV1_BATS_XYZ_D_L_1786627800000",
"DDV1_BATS_BAX_D_L_1784640600000",
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"DDV1_BATS_PFGC_D_L_1786023000000",
"DDV1_BATS_CSX_D_L_1785850200000",
"DDV1_BATS_EBAY_D_L_1785850200000",
"DDV1_BATS_ACA_D_L_1785418200000",
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"distributionSelectedSampleWeights": [
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0.7186707109479024,
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"distributionBaselineSampleSize": 30,
"distributionBaselineConfidence": 1,
"distributionBaselineSampleIds": [
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"DDV1_BATS_RS_D_L_1783949400000",
"DDV1_BATS_EWBC_D_L_1788355800000",
"DDV1_BATS_V_D_L_1784899800000",
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"DDV1_BATS_AMRX_D_L_1786714200000",
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"DDV1_BATS_BAC_D_L_1786368600000",
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"DDV1_BATS_MTG_D_L_1787319000000",
"DDV1_BATS_IRT_D_L_1787578200000",
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],
"distributionFallbackLevel": "unweighted_nearest_neighbors",
"distributionExpectedR": 0.20538934440959974,
"distributionStopoutRate": 0.13058552315476202,
"rejectionReasons": [],
"reductionReasons": [
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],
"executionStatus": "entry_submitted_stop_submitted",
"submittedAt": "2026-09-15T13:30:37.817Z",
"brokerOrderId": "971255807",
"submittedQuantity": 32,
"filledQuantity": null,
"avgFillPrice": null,
"expectedEntryPrice": 77.7,
"slippagePct": null,
"exitPrice": null,
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"allocationStatus": "open",
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"decidedAt": "2026-09-15T13:30:25.745Z"
}
Sep 14, 26 BK open_long D rejected 0 / 0 $0 / $0 60.51% not submitted consecutive_loss_stop_hit
Risk %0%
Intended Risk %0%
Intended Shares0
Intended Risk $$0
Raw P92.05%
Cal P60.51%
Policydistributional_kelly
Allocatordistributional_kelly_v4_minimum_risk_floor
Similarityweighted
Signal Exp R0.3208
Legacy Kelly Risk0.25%
Fixed TF Risk0.5%
Max Notional12%
Notional$0
Notional Capfalse
Drawdown Mult0.5
Dist Kelly Risk0%
Confidence99.45%
Quarter Kelly0%
Kelly After Cap0%
Transition Baseline0%
Transition Max1%
Transition Appliedfalse
Dist Samples30
Eligible Samples35,613
Final Scenarios30
Invalid Samples0
Baseline Samples30
Baseline Confidence100%
Dist Fallbackunweighted_nearest_neighbors
Dist Exp R-0.2141
Dist Stopout30.77%
Order IDNone
Raw Executionnot_submitted
FilledNone
Avg FillNone
SlippageNone
Reducedrawdown_reduced_size
LedgerNone
Ledger ClosedNone
{
"signalId": "DDV1_TSX_DLY_BK_D_L_1789133400000",
"symbol": "BK",
"timeframe": "D",
"action": "open_long",
"modelVersion": "trade_quality_ablation_child3_live_v2_live_v2_no_prior3_train_through_2022_test_2023_2026",
"rawProbability": 0.92045724,
"calibratedProbability": 0.60511431,
"decision": "rejected",
"approved": false,
"finalShares": 0,
"finalRiskPct": 0,
"allowedRiskDollars": 0,
"intendedShares": 0,
"intendedRiskPct": 0,
"intendedRiskDollars": 0,
"allocationPolicy": "distributional_kelly",
"allocatorVersion": "distributional_kelly_v4_minimum_risk_floor",
"distributionSimilarityMode": "weighted",
"signalExpectedR": 0.3207645659776278,
"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": 0.9944779184548819,
"quarterKellyRiskPct": 0,
"cappedKellyRiskPct": 0,
"transitionBaselineRiskPct": 0,
"transitionMaxRiskPct": 0.01,
"transitionCapApplied": false,
"finalKellyRiskPctBeforeSafetyCaps": 0,
"distributionSampleSize": 30,
"distributionEligibleSampleSize": 35613,
"distributionFinalScenarioCount": 30,
"distributionInvalidSampleCount": 0,
"distributionSelectedSampleIds": [
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"DDV1_BATS_ACMR_D_L_1784640600000",
"DDV1_BATS_SNDK_D_L_1783603800000",
"DDV1_BATS_EBAY_D_L_1785850200000",
"DDV1_BATS_CSX_D_L_1785850200000",
"DDV1_BATS_CROX_D_L_1785763800000",
"DDV1_BATS_ESNT_D_L_1786109400000",
"DDV1_BATS_AMRX_D_L_1786714200000",
"DDV1_BATS_OKTA_D_L_1787059800000",
"DDV1_BATS_XLF_D_L_1787578200000",
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"DDV1_BATS_POR_D_L_1784727000000",
"DDV1_BATS_STT_D_L_1785850200000",
"DDV1_BATS_RGA_D_L_1787232600000",
"DDV1_BATS_ACA_D_L_1787837400000",
"DDV1_BATS_HALO_D_L_1788355800000",
"DDV1_TSX_DLY_BK_D_L_1787664600000",
"DDV1_BATS_LLY_D_L_1786368600000",
"DDV1_BATS_URI_D_L_1784813400000",
"DDV1_BATS_PK_D_L_1787059800000",
"DDV1_BATS_GWW_D_L_1785159000000",
"DDV1_BATS_CNC_D_L_1784295000000",
"DDV1_BATS_PFG_D_L_1787837400000",
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"distributionBaselineSampleSize": 30,
"distributionBaselineConfidence": 1,
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"DDV1_TSX_DLY_BK_D_L_1787664600000",
"DDV1_BATS_LLY_D_L_1786368600000",
"DDV1_BATS_URI_D_L_1784813400000",
"DDV1_BATS_PK_D_L_1787059800000",
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"DDV1_BATS_AMN_D_L_1786109400000",
"DDV1_BATS_UNH_D_L_1785245400000",
"DDV1_BATS_AVT_D_L_1786973400000",
"DDV1_BATS_KO_D_L_1785159000000",
"DDV1_BATS_FTNT_D_L_1784035800000",
"DDV1_BATS_USB_D_L_1786541400000",
"DDV1_BATS_EXPE_D_L_1787578200000",
"DDV1_BATS_YETI_D_L_1785850200000",
"DDV1_BATS_AFG_D_L_1785936600000",
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"DDV1_BATS_SAIC_D_L_1787837400000",
"DDV1_BATS_CRWD_D_L_1787837400000",
"DDV1_BATS_PBF_D_L_1787923800000",
"DDV1_BATS_INCY_D_L_1784899800000",
"DDV1_BATS_ADUS_D_L_1787059800000",
"historical:daily_weekly_frozen_live_v2:24530",
"historical:daily_weekly_frozen_live_v2:4033",
"historical:daily_weekly_frozen_live_v2:34470",
"historical:daily_weekly_frozen_live_v2:39206",
"historical:daily_weekly_frozen_live_v2:6053"
],
"distributionFallbackLevel": "unweighted_nearest_neighbors",
"distributionExpectedR": -0.21409629420856974,
"distributionStopoutRate": 0.3077036778818462,
"rejectionReasons": [
"consecutive_loss_stop_hit",
"no_remaining_risk_budget",
"shares_below_minimum"
],
"reductionReasons": [
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],
"executionStatus": "not_submitted",
"submittedAt": null,
"brokerOrderId": null,
"submittedQuantity": null,
"filledQuantity": null,
"avgFillPrice": null,
"expectedEntryPrice": null,
"slippagePct": null,
"exitPrice": null,
"realizedPnl": null,
"allocationStatus": null,
"allocationClosedAt": null,
"decidedAt": "2026-09-14T13:45:20.952Z"
}
Sep 14, 26 JAZZ open_long D rejected 0 / 0 $0 / $0 58.84% not submitted consecutive_loss_stop_hit
Risk %0%
Intended Risk %0%
Intended Shares0
Intended Risk $$0
Raw P85.38%
Cal P58.84%
Policydistributional_kelly
Allocatordistributional_kelly_v4_minimum_risk_floor
Similarityweighted
Signal Exp R0.145
Legacy Kelly Risk0.25%
Fixed TF Risk0.5%
Max Notional12%
Notional$0
Notional Capfalse
Drawdown Mult0.5
Dist Kelly Risk0%
Confidence99.54%
Quarter Kelly0%
Kelly After Cap0%
Transition Baseline0.25%
Transition Max1%
Transition Appliedfalse
Dist Samples30
Eligible Samples35,613
Final Scenarios30
Invalid Samples0
Baseline Samples30
Baseline Confidence100%
Dist Fallbackunweighted_nearest_neighbors
Dist Exp R-0.0907
Dist Stopout22.95%
Order IDNone
Raw Executionnot_submitted
FilledNone
Avg FillNone
SlippageNone
Reducedrawdown_reduced_size
LedgerNone
Ledger ClosedNone
{
"signalId": "DDV1_BATS_JAZZ_D_L_1789133400000",
"symbol": "JAZZ",
"timeframe": "D",
"action": "open_long",
"modelVersion": "trade_quality_ablation_child3_live_v2_live_v2_no_prior3_train_through_2022_test_2023_2026",
"rawProbability": 0.85375759,
"calibratedProbability": 0.5884394,
"decision": "rejected",
"approved": false,
"finalShares": 0,
"finalRiskPct": 0,
"allowedRiskDollars": 0,
"intendedShares": 0,
"intendedRiskPct": 0,
"intendedRiskDollars": 0,
"allocationPolicy": "distributional_kelly",
"allocatorVersion": "distributional_kelly_v4_minimum_risk_floor",
"distributionSimilarityMode": "weighted",
"signalExpectedR": 0.14497404236424574,
"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": 0.995444579164539,
"quarterKellyRiskPct": 0,
"cappedKellyRiskPct": 0,
"transitionBaselineRiskPct": 0.0025,
"transitionMaxRiskPct": 0.01,
"transitionCapApplied": false,
"finalKellyRiskPctBeforeSafetyCaps": 0,
"distributionSampleSize": 30,
"distributionEligibleSampleSize": 35613,
"distributionFinalScenarioCount": 30,
"distributionInvalidSampleCount": 0,
"distributionSelectedSampleIds": [
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"DDV1_BATS_CART_D_L_1784554200000",
"DDV1_BATS_DUOL_D_L_1786368600000",
"DDV1_BATS_AAMI_D_L_1787319000000",
"DDV1_BATS_BAC_D_L_1787664600000",
"DDV1_BATS_PBF_D_L_1786023000000",
"DDV1_BATS_BNY_D_L_1787319000000",
"DDV1_BATS_STT_D_L_1785850200000",
"DDV1_BATS_ILMN_D_L_1786455000000",
"DDV1_TSX_DLY_BK_D_L_1784899800000",
"DDV1_BATS_LAMR_D_L_1785850200000",
"DDV1_BATS_HSIC_D_L_1784899800000",
"DDV1_BATS_MUSA_D_L_1785331800000",
"DDV1_BATS_RTX_D_L_1786714200000",
"DDV1_BATS_AAMI_D_L_1785159000000",
"DDV1_BATS_BAC_D_L_1786368600000",
"DDV1_BATS_V_D_L_1784899800000",
"DDV1_BATS_UNH_D_L_1784295000000",
"DDV1_BATS_TWLO_D_L_1787319000000",
"DDV1_BATS_PFG_D_L_1787837400000",
"DDV1_XETR_DLY_ALV_D_L_1787295600000",
"DDV1_BATS_AAT_D_L_1784640600000",
"DDV1_BATS_ESNT_D_L_1786109400000",
"DDV1_BATS_CNO_D_L_1787664600000",
"DDV1_BATS_LLY_D_L_1784813400000",
"DDV1_BATS_THC_D_L_1787751000000",
"DDV1_BATS_HPQ_D_L_1787059800000",
"DDV1_BATS_ACA_D_L_1785418200000",
"DDV1_BATS_JAZZ_D_L_1787319000000",
"DDV1_BATS_HAS_D_L_1787578200000"
],
"distributionSelectedSampleWeights": [
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"distributionBaselineSampleSize": 30,
"distributionBaselineConfidence": 1,
"distributionBaselineSampleIds": [
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"DDV1_BATS_DUOL_D_L_1786368600000",
"DDV1_BATS_AAMI_D_L_1787319000000",
"DDV1_BATS_BAC_D_L_1787664600000",
"DDV1_BATS_PBF_D_L_1786023000000",
"DDV1_BATS_BNY_D_L_1787319000000",
"DDV1_BATS_HSIC_D_L_1784899800000",
"DDV1_BATS_MUSA_D_L_1785331800000",
"DDV1_BATS_RTX_D_L_1786714200000",
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"DDV1_XETR_DLY_ALV_D_L_1787295600000",
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"DDV1_BATS_ESNT_D_L_1786109400000",
"DDV1_BATS_CNO_D_L_1787664600000",
"DDV1_BATS_LLY_D_L_1784813400000",
"DDV1_BATS_THC_D_L_1787751000000",
"DDV1_BATS_HPQ_D_L_1787059800000",
"DDV1_BATS_ACA_D_L_1785418200000",
"DDV1_BATS_JAZZ_D_L_1787319000000",
"DDV1_BATS_HAS_D_L_1787578200000",
"DDV1_BATS_V_D_L_1787146200000",
"DDV1_BATS_PAYX_D_L_1787059800000",
"DDV1_BATS_CSX_D_L_1787146200000",
"DDV1_BATS_WFC_D_L_1788269400000",
"DDV1_BATS_YETI_D_L_1783603800000"
],
"distributionFallbackLevel": "unweighted_nearest_neighbors",
"distributionExpectedR": -0.090744201492752,
"distributionStopoutRate": 0.22953737619008754,
"rejectionReasons": [
"consecutive_loss_stop_hit",
"no_remaining_risk_budget",
"shares_below_minimum"
],
"reductionReasons": [
"drawdown_reduced_size"
],
"executionStatus": "not_submitted",
"submittedAt": null,
"brokerOrderId": null,
"submittedQuantity": null,
"filledQuantity": null,
"avgFillPrice": null,
"expectedEntryPrice": null,
"slippagePct": null,
"exitPrice": null,
"realizedPnl": null,
"allocationStatus": null,
"allocationClosedAt": null,
"decidedAt": "2026-09-14T13:31:03.389Z"
}
Sep 14, 26 TECH open_long D rejected 0 / 0 $0 / $0 58.91% TradingView exit received consecutive_loss_stop_hit
Risk %0%
Intended Risk %0%
Intended Shares0
Intended Risk $$0
Raw P85.66%
Cal P58.91%
Policydistributional_kelly
Allocatordistributional_kelly_v4_minimum_risk_floor
Similarityweighted
Signal Exp R0.0565
Legacy Kelly Risk0.25%
Fixed TF Risk0.5%
Max Notional12%
Notional$0
Notional Capfalse
Drawdown Mult0.5
Dist Kelly Risk0%
Confidence99.5%
Quarter Kelly0%
Kelly After Cap0%
Transition Baseline0%
Transition Max1%
Transition Appliedfalse
Dist Samples30
Eligible Samples35,613
Final Scenarios30
Invalid Samples0
Baseline Samples30
Baseline Confidence100%
Dist Fallbackunweighted_nearest_neighbors
Dist Exp R-0.2654
Dist Stopout32.85%
Order IDNone
Raw Executiontv_exit_signal_received
FilledNone
Avg FillNone
SlippageNone
Reducedrawdown_reduced_size
LedgerNone
Ledger ClosedNone
{
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"symbol": "TECH",
"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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"distributionSampleSize": 30,
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"DDV1_BATS_PYPL_D_L_1787146200000",
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"distributionBaselineConfidence": 1,
"distributionBaselineSampleIds": [
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"distributionExpectedR": -0.2653554736274015,
"distributionStopoutRate": 0.32848268595760743,
"rejectionReasons": [
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"no_remaining_risk_budget",
"shares_below_minimum"
],
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],
"executionStatus": "tv_exit_signal_received",
"submittedAt": "2026-09-15T13:30:36.596Z",
"brokerOrderId": null,
"submittedQuantity": null,
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"decidedAt": "2026-09-14T13:30:52.598Z"
}
Sep 14, 26 VZ open_long D rejected 0 / 0 $0 / $0 59.95% TradingView exit received consecutive_loss_stop_hit
Risk %0%
Intended Risk %0%
Intended Shares0
Intended Risk $$0
Raw P89.8%
Cal P59.95%
Policydistributional_kelly
Allocatordistributional_kelly_v4_minimum_risk_floor
Similarityweighted
Signal Exp R0.1296
Legacy Kelly Risk0.25%
Fixed TF Risk0.5%
Max Notional12%
Notional$0
Notional Capfalse
Drawdown Mult0.5
Dist Kelly Risk0%
Confidence99.46%
Quarter Kelly0%
Kelly After Cap0%
Transition Baseline0%
Transition Max1%
Transition Appliedfalse
Dist Samples30
Eligible Samples35,613
Final Scenarios30
Invalid Samples0
Baseline Samples30
Baseline Confidence100%
Dist Fallbackunweighted_nearest_neighbors
Dist Exp R-0.143
Dist Stopout29.45%
Order IDNone
Raw Executiontv_exit_signal_received
FilledNone
Avg FillNone
SlippageNone
Reducedrawdown_reduced_size
LedgerNone
Ledger ClosedNone
{
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"symbol": "VZ",
"timeframe": "D",
"action": "open_long",
"modelVersion": "trade_quality_ablation_child3_live_v2_live_v2_no_prior3_train_through_2022_test_2023_2026",
"rawProbability": 0.8979736,
"calibratedProbability": 0.5994934,
"decision": "rejected",
"approved": false,
"finalShares": 0,
"finalRiskPct": 0,
"allowedRiskDollars": 0,
"intendedShares": 0,
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"allocationPolicy": "distributional_kelly",
"allocatorVersion": "distributional_kelly_v4_minimum_risk_floor",
"distributionSimilarityMode": "weighted",
"signalExpectedR": 0.12964627079790186,
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"timeframeFixedRiskPct": 0.005,
"maxNotionalPct": 0.12,
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"notionalCapApplied": false,
"drawdownMultiplier": 0.5,
"portfolioCapMode": "hard",
"rawDistributionalKellyPct": 0,
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"confidenceMultiplier": 0.9946121147068704,
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"transitionBaselineRiskPct": 0,
"transitionMaxRiskPct": 0.01,
"transitionCapApplied": false,
"finalKellyRiskPctBeforeSafetyCaps": 0,
"distributionSampleSize": 30,
"distributionEligibleSampleSize": 35613,
"distributionFinalScenarioCount": 30,
"distributionInvalidSampleCount": 0,
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"DDV1_BATS_XLF_D_L_1784899800000",
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"distributionExpectedR": -0.14296134528097992,
"distributionStopoutRate": 0.2945081423523694,
"rejectionReasons": [
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"no_remaining_risk_budget",
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],
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"executionStatus": "tv_exit_signal_received",
"submittedAt": "2026-09-15T13:30:36.268Z",
"brokerOrderId": null,
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"exitPrice": 51.11,
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"decidedAt": "2026-09-14T13:30:52.071Z"
}
Sep 14, 26 RSG open_long D rejected 0 / 0 $0 / $0 57.81% TradingView exit received consecutive_loss_stop_hit
Risk %0%
Intended Risk %0%
Intended Shares0
Intended Risk $$0
Raw P81.22%
Cal P57.81%
Policydistributional_kelly
Allocatordistributional_kelly_v4_minimum_risk_floor
Similarityweighted
Signal Exp R0.0484
Legacy Kelly Risk0.25%
Fixed TF Risk0.5%
Max Notional12%
Notional$0
Notional Capfalse
Drawdown Mult0.5
Dist Kelly Risk1%
Confidence99.2%
Quarter Kelly2.5%
Kelly After Cap1%
Transition Baseline0.25%
Transition Max1%
Transition Appliedfalse
Dist Samples30
Eligible Samples35,613
Final Scenarios30
Invalid Samples0
Baseline Samples30
Baseline Confidence100%
Dist Fallbackunweighted_nearest_neighbors
Dist Exp R0.0977
Dist Stopout20.62%
Order IDNone
Raw Executiontv_exit_signal_received
FilledNone
Avg FillNone
SlippageNone
Reducedrawdown_reduced_size
LedgerNone
Ledger ClosedNone
{
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"symbol": "RSG",
"timeframe": "D",
"action": "open_long",
"modelVersion": "trade_quality_ablation_child3_live_v2_live_v2_no_prior3_train_through_2022_test_2023_2026",
"rawProbability": 0.81223082,
"calibratedProbability": 0.5780577,
"decision": "rejected",
"approved": false,
"finalShares": 0,
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"allocationPolicy": "distributional_kelly",
"allocatorVersion": "distributional_kelly_v4_minimum_risk_floor",
"distributionSimilarityMode": "weighted",
"signalExpectedR": 0.04839946525063734,
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"timeframeFixedRiskPct": 0.005,
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"notionalBeforeCaps": 0,
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"notionalCapApplied": false,
"drawdownMultiplier": 0.5,
"portfolioCapMode": "hard",
"rawDistributionalKellyPct": 0.1,
"shrunkDistributionalKellyPct": 0.09919698671730415,
"confidenceMultiplier": 0.9919698671730414,
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"cappedKellyRiskPct": 0.01,
"transitionBaselineRiskPct": 0.0025,
"transitionMaxRiskPct": 0.01,
"transitionCapApplied": false,
"finalKellyRiskPctBeforeSafetyCaps": 0.01,
"distributionSampleSize": 30,
"distributionEligibleSampleSize": 35613,
"distributionFinalScenarioCount": 30,
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"DDV1_BATS_DUOL_D_L_1786368600000",
"DDV1_BATS_XLF_D_L_1787923800000",
"DDV1_BATS_RTX_D_L_1786714200000",
"DDV1_BATS_HSIC_D_L_1784899800000",
"DDV1_BATS_TECH_D_L_1788355800000",
"DDV1_BATS_EQH_D_L_1788355800000",
"DDV1_BATS_PFG_D_L_1787837400000",
"DDV1_BATS_CNO_D_L_1787664600000",
"DDV1_BATS_THC_D_L_1787751000000",
"DDV1_BATS_XLF_D_L_1784899800000",
"DDV1_BATS_HLNE_D_L_1787146200000"
],
"distributionFallbackLevel": "unweighted_nearest_neighbors",
"distributionExpectedR": 0.09765527770548947,
"distributionStopoutRate": 0.20615198051347597,
"rejectionReasons": [
"consecutive_loss_stop_hit",
"no_remaining_risk_budget",
"shares_below_minimum"
],
"reductionReasons": [
"drawdown_reduced_size"
],
"executionStatus": "tv_exit_signal_received",
"submittedAt": "2026-09-15T13:30:19.235Z",
"brokerOrderId": null,
"submittedQuantity": null,
"filledQuantity": null,
"avgFillPrice": null,
"expectedEntryPrice": 225.48,
"slippagePct": null,
"exitPrice": 225.24,
"realizedPnl": null,
"allocationStatus": null,
"allocationClosedAt": null,
"decidedAt": "2026-09-14T13:30:22.156Z"
}
Sep 11, 26 PSX open_long 60 rejected 0 / 0 $0 / $0 58.36% TradingView exit received consecutive_loss_stop_hit
Risk %0%
Intended Risk %0%
Intended Shares0
Intended Risk $$0
Raw P83.43%
Cal P58.36%
Policydistributional_kelly
Allocatordistributional_kelly_v4_minimum_risk_floor
Similarityweighted
Signal Exp R-0.0051
Legacy Kelly Risk1.25%
Fixed TF Risk0.4%
Max Notional8%
Notional$0
Notional Capfalse
Drawdown Mult0.5
Dist Kelly Risk0%
Confidence98.75%
Quarter Kelly0%
Kelly After Cap0%
Transition Baseline0%
Transition Max0.4%
Transition Appliedfalse
Dist Samples30
Eligible Samples53,872
Final Scenarios30
Invalid Samples0
Baseline Samples30
Baseline Confidence100%
Dist Fallbackunweighted_nearest_neighbors
Dist Exp R-0.4084
Dist Stopout44.14%
Order IDNone
Raw Executiontv_exit_signal_received
FilledNone
Avg FillNone
SlippageNone
Reducedrawdown_reduced_size
LedgerNone
Ledger ClosedNone
{
"signalId": "DDV1_BATS_PSX_60_L_1789133400000",
"symbol": "PSX",
"timeframe": "60",
"action": "open_long",
"modelVersion": "trade_quality_ablation_intraday_60m_child3_plus_prior_path_train_first_80pct_test_holdout_last_20pct",
"rawProbability": 0.83426656,
"calibratedProbability": 0.58356664,
"decision": "rejected",
"approved": false,
"finalShares": 0,
"finalRiskPct": 0,
"allowedRiskDollars": 0,
"intendedShares": 0,
"intendedRiskPct": 0,
"intendedRiskDollars": 0,
"allocationPolicy": "distributional_kelly",
"allocatorVersion": "distributional_kelly_v4_minimum_risk_floor",
"distributionSimilarityMode": "weighted",
"signalExpectedR": -0.005120298808042729,
"legacyKellyFraction": 0.16713328,
"legacyKellyRiskPct": 0.0125,
"timeframeFixedRiskPct": 0.004,
"maxNotionalPct": 0.08,
"notionalBeforeCaps": 0,
"notionalAfterCaps": 0,
"notionalCapApplied": false,
"drawdownMultiplier": 0.5,
"portfolioCapMode": "hard",
"rawDistributionalKellyPct": 0,
"shrunkDistributionalKellyPct": 0,
"confidenceMultiplier": 0.9875182269340349,
"quarterKellyRiskPct": 0,
"cappedKellyRiskPct": 0,
"transitionBaselineRiskPct": 0,
"transitionMaxRiskPct": 0.004,
"transitionCapApplied": false,
"finalKellyRiskPctBeforeSafetyCaps": 0,
"distributionSampleSize": 30,
"distributionEligibleSampleSize": 53872,
"distributionFinalScenarioCount": 30,
"distributionInvalidSampleCount": 0,
"distributionSelectedSampleIds": [
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"DDV1_BATS_CSX_60_L_1787751000000",
"DDV1_BATS_RTX_60_L_1785267000000",
"DDV1_BATS_JD_60_L_1784554200000",
"DDV1_BATS_DDOG_60_L_1785763800000",
"DDV1_BATS_CVX_60_L_1787319000000",
"DDV1_BATS_AAPL_60_L_1788460200000",
"DDV1_BATS_ETN_60_L_1786037400000",
"DDV1_BATS_TGT_60_L_1784313000000",
"DDV1_BATS_SYK_60_L_1785429000000",
"DDV1_BATS_BAC_60_L_1784568600000",
"DDV1_BATS_XLF_60_L_1784230200000",
"DDV1_BATS_WDAY_60_L_1786476600000",
"DDV1_BATS_PSX_60_L_1787848200000",
"DDV1_BATS_BMY_60_L_1785861000000",
"DDV1_BATS_AAPL_60_L_1784647800000",
"DDV1_BATS_VLO_60_L_1787319000000",
"DDV1_BATS_SHOP_60_L_1786120200000",
"DDV1_BATS_ZS_60_L_1787067000000",
"DDV1_BATS_BMY_60_L_1785767400000",
"DDV1_BATS_BLK_60_L_1786044600000",
"DDV1_BATS_EOG_60_L_1784899800000",
"DDV1_BATS_UBER_60_L_1787340600000",
"DDV1_BATS_PSX_60_L_1789050600000",
"DDV1_BATS_AVGO_60_L_1786383000000",
"DDV1_BATS_AVGO_60_L_1786109400000",
"DDV1_BATS_EL_60_L_1785778200000",
"DDV1_BATS_PSX_60_L_1787160600000",
"DDV1_BATS_USO_60_L_1788442200000",
"DDV1_BATS_NSC_60_L_1784313000000"
],
"distributionSelectedSampleWeights": [
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0.7975940302793233,
0.7875544242805289,
0.7751236384022171,
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0.6829877891775529,
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0.6363636363636364,
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0.7051718331885888,
0.7004608775083223,
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0.6687191157353318,
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0.6628300529091411,
0.647165192025013,
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],
"distributionBaselineSampleSize": 30,
"distributionBaselineConfidence": 1,
"distributionBaselineSampleIds": [
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"DDV1_BATS_RTX_60_L_1785267000000",
"DDV1_BATS_PSX_60_L_1787848200000",
"DDV1_BATS_BMY_60_L_1785861000000",
"DDV1_BATS_AAPL_60_L_1784647800000",
"DDV1_BATS_VLO_60_L_1787319000000",
"DDV1_BATS_SCHW_60_L_1787319000000",
"DDV1_BATS_MRSH_60_L_1784568600000",
"DDV1_BATS_CME_60_L_1788276600000",
"DDV1_BATS_WDAY_60_L_1784557800000",
"DDV1_BATS_ICE_60_L_1788442200000",
"DDV1_BATS_MRNA_60_L_1783445400000",
"DDV1_BATS_CSX_60_L_1784727000000",
"DDV1_BATS_DDOG_60_L_1784554200000",
"DDV1_BATS_T_60_L_1787923800000",
"DDV1_BATS_NEM_60_L_1787599800000",
"DDV1_BATS_WDAY_60_L_1786627800000",
"DDV1_BATS_EL_60_L_1786109400000",
"DDV1_BATS_PSX_60_L_1787319000000",
"DDV1_BATS_BABA_60_L_1784658600000",
"DDV1_BATS_TEAM_60_L_1787322600000",
"DDV1_BATS_MDT_60_L_1787326200000",
"DDV1_BATS_TSLA_60_L_1787837400000",
"DDV1_BATS_MRNA_60_L_1788463800000",
"DDV1_BATS_MDB_60_L_1786735800000",
"DDV1_BATS_LOW_60_L_1786455000000",
"DDV1_BATS_CME_60_L_1784727000000",
"DDV1_BATS_TGT_60_L_1787059800000",
"historical:intraday_60m_frozen_child3:33910",
"historical:intraday_60m_frozen_child3:20747"
],
"distributionFallbackLevel": "unweighted_nearest_neighbors",
"distributionExpectedR": -0.4083955504050521,
"distributionStopoutRate": 0.4413560810709934,
"rejectionReasons": [
"consecutive_loss_stop_hit",
"no_remaining_risk_budget",
"shares_below_minimum"
],
"reductionReasons": [
"drawdown_reduced_size"
],
"executionStatus": "tv_exit_signal_received",
"submittedAt": "2026-09-11T15:30:20.098Z",
"brokerOrderId": null,
"submittedQuantity": null,
"filledQuantity": null,
"avgFillPrice": null,
"expectedEntryPrice": 262.86,
"slippagePct": null,
"exitPrice": 262.7,
"realizedPnl": null,
"allocationStatus": null,
"allocationClosedAt": null,
"decidedAt": "2026-09-11T14:30:24.573Z"
}
Sep 10, 26 AMN open_long D rejected 0 / 0 $0 / $0 59.02% not submitted consecutive_loss_stop_hit
Risk %0%
Intended Risk %0%
Intended Shares0
Intended Risk $$0
Raw P86.1%
Cal P59.02%
Policydistributional_kelly
Allocatordistributional_kelly_v4_minimum_risk_floor
Similarityweighted
Signal Exp R0.0183
Legacy Kelly Risk0.25%
Fixed TF Risk0.5%
Max Notional12%
Notional$0
Notional Capfalse
Drawdown Mult0.5
Dist Kelly Risk0%
Confidence99.69%
Quarter Kelly0%
Kelly After Cap0%
Transition Baseline0%
Transition Max1%
Transition Appliedfalse
Dist Samples30
Eligible Samples35,611
Final Scenarios30
Invalid Samples0
Baseline Samples30
Baseline Confidence100%
Dist Fallbackunweighted_nearest_neighbors
Dist Exp R-0.211
Dist Stopout26.78%
Order IDNone
Raw Executionnot_submitted
FilledNone
Avg FillNone
SlippageNone
Reducedrawdown_reduced_size
LedgerNone
Ledger ClosedNone
{
"signalId": "DDV1_BATS_AMN_D_L_1788960600000",
"symbol": "AMN",
"timeframe": "D",
"action": "open_long",
"modelVersion": "trade_quality_ablation_child3_live_v2_live_v2_no_prior3_train_through_2022_test_2023_2026",
"rawProbability": 0.86095695,
"calibratedProbability": 0.59023924,
"decision": "rejected",
"approved": false,
"finalShares": 0,
"finalRiskPct": 0,
"allowedRiskDollars": 0,
"intendedShares": 0,
"intendedRiskPct": 0,
"intendedRiskDollars": 0,
"allocationPolicy": "distributional_kelly",
"allocatorVersion": "distributional_kelly_v4_minimum_risk_floor",
"distributionSimilarityMode": "weighted",
"signalExpectedR": 0.018289750313980394,
"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": 0.9968898256749328,
"quarterKellyRiskPct": 0,
"cappedKellyRiskPct": 0,
"transitionBaselineRiskPct": 0,
"transitionMaxRiskPct": 0.01,
"transitionCapApplied": false,
"finalKellyRiskPctBeforeSafetyCaps": 0,
"distributionSampleSize": 30,
"distributionEligibleSampleSize": 35611,
"distributionFinalScenarioCount": 30,
"distributionInvalidSampleCount": 0,
"distributionSelectedSampleIds": [
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"DDV1_BATS_CSX_D_L_1787146200000",
"DDV1_BATS_XLF_D_L_1787923800000",
"DDV1_BATS_ATR_D_L_1787319000000",
"DDV1_BATS_DOC_D_L_1785159000000",
"DDV1_BATS_BLKB_D_L_1786627800000",
"DDV1_BATS_CART_D_L_1788355800000",
"DDV1_BATS_AAT_D_L_1784640600000",
"DDV1_BATS_XLF_D_L_1784899800000",
"DDV1_BATS_ACA_D_L_1787837400000",
"DDV1_BATS_HLNE_D_L_1787146200000",
"DDV1_BATS_RGA_D_L_1786023000000",
"DDV1_BATS_V_D_L_1787146200000",
"DDV1_BATS_CVS_D_L_1783949400000",
"DDV1_BATS_CHE_D_L_1786541400000",
"DDV1_TSX_DLY_BK_D_L_1784899800000",
"DDV1_BATS_FHN_D_L_1786455000000",
"DDV1_BATS_ADUS_D_L_1788355800000",
"DDV1_BATS_HQY_D_L_1787146200000",
"DDV1_BATS_DLTR_D_L_1785159000000",
"DDV1_BATS_HSIC_D_L_1784899800000",
"DDV1_BATS_AMCR_D_L_1787146200000",
"DDV1_BATS_ACMR_D_L_1784640600000",
"DDV1_BATS_PFG_D_L_1787837400000",
"DDV1_BATS_CNO_D_L_1787664600000",
"DDV1_BATS_UNH_D_L_1784295000000",
"DDV1_BATS_CROX_D_L_1785763800000",
"DDV1_BATS_THC_D_L_1787751000000",
"DDV1_XETR_DLY_ALV_D_L_1787295600000",
"DDV1_BATS_TECH_D_L_1787146200000"
],
"distributionSelectedSampleWeights": [
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"distributionBaselineSampleSize": 30,
"distributionBaselineConfidence": 1,
"distributionBaselineSampleIds": [
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"DDV1_BATS_XLF_D_L_1787923800000",
"DDV1_BATS_ATR_D_L_1787319000000",
"DDV1_BATS_DOC_D_L_1785159000000",
"DDV1_BATS_BLKB_D_L_1786627800000",
"DDV1_BATS_CART_D_L_1788355800000",
"DDV1_BATS_AAT_D_L_1784640600000",
"DDV1_BATS_XLF_D_L_1784899800000",
"DDV1_BATS_ACA_D_L_1787837400000",
"DDV1_BATS_HLNE_D_L_1787146200000",
"DDV1_BATS_V_D_L_1787146200000",
"DDV1_BATS_CHE_D_L_1786541400000",
"DDV1_BATS_ADUS_D_L_1788355800000",
"DDV1_BATS_HQY_D_L_1787146200000",
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"DDV1_BATS_AMCR_D_L_1787146200000",
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"DDV1_BATS_PFG_D_L_1787837400000",
"DDV1_BATS_CNO_D_L_1787664600000",
"DDV1_BATS_UNH_D_L_1784295000000",
"DDV1_BATS_CROX_D_L_1785763800000",
"DDV1_BATS_THC_D_L_1787751000000",
"DDV1_XETR_DLY_ALV_D_L_1787295600000",
"DDV1_BATS_TECH_D_L_1787146200000",
"DDV1_BATS_WTW_D_L_1788355800000",
"DDV1_BATS_BAC_D_L_1787664600000",
"DDV1_BATS_OKTA_D_L_1784899800000",
"DDV1_BATS_OKTA_D_L_1787059800000",
"DDV1_BATS_XLF_D_L_1787578200000"
],
"distributionFallbackLevel": "unweighted_nearest_neighbors",
"distributionExpectedR": -0.21095939415377746,
"distributionStopoutRate": 0.2678098437581933,
"rejectionReasons": [
"consecutive_loss_stop_hit",
"no_remaining_risk_budget",
"shares_below_minimum"
],
"reductionReasons": [
"drawdown_reduced_size"
],
"executionStatus": "not_submitted",
"submittedAt": null,
"brokerOrderId": null,
"submittedQuantity": null,
"filledQuantity": null,
"avgFillPrice": null,
"expectedEntryPrice": null,
"slippagePct": null,
"exitPrice": null,
"realizedPnl": null,
"allocationStatus": null,
"allocationClosedAt": null,
"decidedAt": "2026-09-10T13:30:41.737Z"
}
Sep 10, 26 URI open_long D rejected 0 / 0 $0 / $0 59.54% not submitted consecutive_loss_stop_hit
Risk %0%
Intended Risk %0%
Intended Shares0
Intended Risk $$0
Raw P88.17%
Cal P59.54%
Policydistributional_kelly
Allocatordistributional_kelly_v4_minimum_risk_floor
Similarityweighted
Signal Exp R0.1144
Legacy Kelly Risk0.25%
Fixed TF Risk0.5%
Max Notional12%
Notional$0
Notional Capfalse
Drawdown Mult0.5
Dist Kelly Risk1%
Confidence99.02%
Quarter Kelly1.49%
Kelly After Cap1%
Transition Baseline0%
Transition Max1%
Transition Appliedfalse
Dist Samples30
Eligible Samples35,612
Final Scenarios30
Invalid Samples0
Baseline Samples30
Baseline Confidence100%
Dist Fallbackunweighted_nearest_neighbors
Dist Exp R0.028
Dist Stopout19.65%
Order IDNone
Raw Executionnot_submitted
FilledNone
Avg FillNone
SlippageNone
Reducedrawdown_reduced_size
LedgerNone
Ledger ClosedNone
{
"signalId": "DDV1_BATS_URI_D_L_1788960600000",
"symbol": "URI",
"timeframe": "D",
"action": "open_long",
"modelVersion": "trade_quality_ablation_child3_live_v2_live_v2_no_prior3_train_through_2022_test_2023_2026",
"rawProbability": 0.88169184,
"calibratedProbability": 0.59542296,
"decision": "rejected",
"approved": false,
"finalShares": 0,
"finalRiskPct": 0,
"allowedRiskDollars": 0,
"intendedShares": 0,
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"intendedRiskDollars": 0,
"allocationPolicy": "distributional_kelly",
"allocatorVersion": "distributional_kelly_v4_minimum_risk_floor",
"distributionSimilarityMode": "weighted",
"signalExpectedR": 0.11443924814601965,
"legacyKellyFraction": 0,
"legacyKellyRiskPct": 0.0025,
"timeframeFixedRiskPct": 0.005,
"maxNotionalPct": 0.12,
"notionalBeforeCaps": 0,
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"notionalCapApplied": false,
"drawdownMultiplier": 0.5,
"portfolioCapMode": "hard",
"rawDistributionalKellyPct": 0.0597,
"shrunkDistributionalKellyPct": 0.059113178527037895,
"confidenceMultiplier": 0.9901704945902494,
"quarterKellyRiskPct": 0.014925,
"cappedKellyRiskPct": 0.01,
"transitionBaselineRiskPct": 0,
"transitionMaxRiskPct": 0.01,
"transitionCapApplied": false,
"finalKellyRiskPctBeforeSafetyCaps": 0.01,
"distributionSampleSize": 30,
"distributionEligibleSampleSize": 35612,
"distributionFinalScenarioCount": 30,
"distributionInvalidSampleCount": 0,
"distributionSelectedSampleIds": [
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"DDV1_BATS_CSX_D_L_1787146200000",
"DDV1_BATS_IBKR_D_L_1786368600000",
"DDV1_BATS_SLB_D_L_1783431000000",
"DDV1_TSX_DLY_BK_D_L_1787664600000",
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"DDV1_BATS_EWBC_D_L_1788355800000",
"DDV1_BATS_TKR_D_L_1784035800000",
"DDV1_BATS_EL_D_L_1782912600000",
"DDV1_BATS_PSA_D_L_1783949400000",
"DDV1_BATS_DOC_D_L_1785159000000",
"DDV1_BATS_BLKB_D_L_1786627800000",
"DDV1_BATS_CART_D_L_1788355800000",
"DDV1_BATS_CSX_D_L_1785850200000",
"DDV1_BATS_XLF_D_L_1784899800000",
"DDV1_BATS_ACA_D_L_1787837400000",
"DDV1_BATS_OKTA_D_L_1784899800000",
"DDV1_BATS_RS_D_L_1783949400000",
"DDV1_BATS_XLF_D_L_1787923800000",
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],
"distributionSelectedSampleWeights": [
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0.6952373859187092,
0.6925050829775651,
0.6879861405171188,
0.6866912236972023,
0.6250114314119192,
0.6357011665511656,
0.6356639943432462,
0.6354864780938907,
0.6354435207758116,
0.6316000712910496,
0.6309250035293004,
0.6297245913522037,
0.6219359064560817,
0.6202397830356529,
0.6192129557704054,
0.6178192561080631
],
"distributionBaselineSampleSize": 30,
"distributionBaselineConfidence": 1,
"distributionBaselineSampleIds": [
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"DDV1_BATS_CSX_D_L_1787146200000",
"DDV1_BATS_IBKR_D_L_1786368600000",
"DDV1_BATS_SLB_D_L_1783431000000",
"DDV1_BATS_IRT_D_L_1787578200000",
"DDV1_BATS_ACMR_D_L_1784640600000",
"DDV1_BATS_HOG_D_L_1785763800000",
"DDV1_BATS_PFG_D_L_1785245400000",
"DDV1_BATS_BRKR_D_L_1784640600000",
"DDV1_BATS_OKTA_D_L_1787059800000",
"DDV1_BATS_LRCX_D_L_1783517400000",
"DDV1_BATS_HLNE_D_L_1787146200000",
"DDV1_BATS_ARWR_D_L_1784295000000",
"DDV1_BATS_EWBC_D_L_1788355800000",
"DDV1_BATS_TKR_D_L_1784035800000",
"DDV1_BATS_EL_D_L_1782912600000",
"DDV1_BATS_DOC_D_L_1785159000000",
"DDV1_BATS_BLKB_D_L_1786627800000",
"DDV1_BATS_CART_D_L_1788355800000",
"DDV1_BATS_CSX_D_L_1785850200000",
"DDV1_BATS_XLF_D_L_1784899800000",
"DDV1_BATS_ACA_D_L_1787837400000",
"DDV1_BATS_OKTA_D_L_1784899800000",
"DDV1_BATS_RS_D_L_1783949400000",
"DDV1_BATS_XLF_D_L_1787923800000",
"DDV1_BATS_ATR_D_L_1787319000000",
"DDV1_BATS_UNH_D_L_1784295000000",
"DDV1_BATS_COR_D_L_1785936600000",
"DDV1_BATS_CROX_D_L_1785763800000",
"DDV1_BATS_AAT_D_L_1784640600000"
],
"distributionFallbackLevel": "unweighted_nearest_neighbors",
"distributionExpectedR": 0.027984702459410763,
"distributionStopoutRate": 0.19651271117672076,
"rejectionReasons": [
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"no_remaining_risk_budget",
"shares_below_minimum"
],
"reductionReasons": [
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],
"executionStatus": "not_submitted",
"submittedAt": null,
"brokerOrderId": null,
"submittedQuantity": null,
"filledQuantity": null,
"avgFillPrice": null,
"expectedEntryPrice": null,
"slippagePct": null,
"exitPrice": null,
"realizedPnl": null,
"allocationStatus": null,
"allocationClosedAt": null,
"decidedAt": "2026-09-10T13:30:29.895Z"
}
Sep 9, 26 VNOM open_long D reduced 71 / 109 $162 / $248 57.68% entry submitted + protective stop active open
Risk %0.33%
Intended Risk %0.5%
Intended Shares109
Intended Risk $$248
Raw P80.72%
Cal P57.68%
Policydistributional_kelly
Allocatordistributional_kelly_v4_minimum_risk_floor
Similarityweighted
Signal Exp R0.0675
Legacy Kelly Risk0.25%
Fixed TF Risk0.5%
Max Notional12%
Notional$3,213
Notional Capfalse
Drawdown Mult0.5
Dist Kelly Risk1%
Confidence99.57%
Quarter Kelly2.5%
Kelly After Cap1%
Transition Baseline0.25%
Transition Max1%
Transition Appliedfalse
Dist Samples30
Eligible Samples35,611
Final Scenarios30
Invalid Samples1
Baseline Samples30
Baseline Confidence100%
Dist Fallbackunweighted_nearest_neighbors
Dist Exp R0.1924
Dist Stopout16.55%
Order ID970578983
Raw Executionentry_submitted_stop_submitted
FilledNone
Avg FillNone
SlippageNone
Reducedrawdown_reduced_size
Ledgeropen
Ledger ClosedNone
{
"signalId": "DDV1_BATS_VNOM_D_L_1788874200000",
"symbol": "VNOM",
"timeframe": "D",
"action": "open_long",
"modelVersion": "trade_quality_ablation_child3_live_v2_live_v2_no_prior3_train_through_2022_test_2023_2026",
"rawProbability": 0.80720385,
"calibratedProbability": 0.57680096,
"decision": "reduced",
"approved": true,
"finalShares": 71,
"finalRiskPct": 0.003266651483987512,
"allowedRiskDollars": 161.82634733332085,
"intendedShares": 109,
"intendedRiskPct": 0.005,
"intendedRiskDollars": 247.69454000000002,
"allocationPolicy": "distributional_kelly",
"allocatorVersion": "distributional_kelly_v4_minimum_risk_floor",
"distributionSimilarityMode": "weighted",
"signalExpectedR": 0.06745322895284273,
"legacyKellyFraction": 0,
"legacyKellyRiskPct": 0.0025,
"timeframeFixedRiskPct": 0.005,
"maxNotionalPct": 0.12,
"notionalBeforeCaps": 3212.75,
"notionalAfterCaps": 3212.75,
"notionalCapApplied": false,
"drawdownMultiplier": 0.5,
"portfolioCapMode": "hard",
"rawDistributionalKellyPct": 0.1,
"shrunkDistributionalKellyPct": 0.09956737166024907,
"confidenceMultiplier": 0.9956737166024906,
"quarterKellyRiskPct": 0.025,
"cappedKellyRiskPct": 0.01,
"transitionBaselineRiskPct": 0.0025,
"transitionMaxRiskPct": 0.01,
"transitionCapApplied": false,
"finalKellyRiskPctBeforeSafetyCaps": 0.01,
"distributionSampleSize": 30,
"distributionEligibleSampleSize": 35611,
"distributionFinalScenarioCount": 30,
"distributionInvalidSampleCount": 1,
"distributionSelectedSampleIds": [
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"DDV1_BATS_PLTR_D_L_1787751000000",
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"DDV1_BATS_WTFC_D_L_1783603800000",
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"DDV1_BATS_BYD_D_L_1784122200000",
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"DDV1_BATS_BAC_D_L_1786368600000",
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"DDV1_BATS_GPK_D_L_1787146200000",
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"DDV1_BATS_ADUS_D_L_1785763800000",
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"DDV1_BATS_NBIX_D_L_1784554200000",
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"DDV1_BATS_RTX_D_L_1786714200000",
"DDV1_BATS_HSIC_D_L_1784899800000",
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"DDV1_BATS_V_D_L_1784899800000",
"DDV1_BATS_EQH_D_L_1788355800000",
"DDV1_BATS_CNO_D_L_1787664600000",
"DDV1_BATS_FDS_D_L_1784899800000",
"DDV1_BATS_CART_D_L_1784554200000",
"DDV1_BATS_CRBG_D_L_1785850200000",
"DDV1_BATS_ADUS_D_L_1787059800000",
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],
"distributionSelectedSampleWeights": [
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0.8112381679516892,
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"distributionBaselineSampleSize": 30,
"distributionBaselineConfidence": 1,
"distributionBaselineSampleIds": [
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"DDV1_BATS_BAC_D_L_1787664600000",
"DDV1_BATS_WTFC_D_L_1783603800000",
"DDV1_BATS_HIMS_D_L_1784035800000",
"DDV1_BATS_BYD_D_L_1784122200000",
"DDV1_BATS_MTG_D_L_1787319000000",
"DDV1_BATS_BAC_D_L_1786368600000",
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"DDV1_BATS_BNY_D_L_1787319000000",
"DDV1_BATS_AVY_D_L_1787751000000",
"DDV1_BATS_NSC_D_L_1785504600000",
"DDV1_BATS_XYZ_D_L_1786627800000",
"DDV1_BATS_LLY_D_L_1784813400000",
"DDV1_BATS_CNO_D_L_1784122200000",
"DDV1_BATS_PYPL_D_L_1786541400000",
"DDV1_BATS_BBY_D_L_1788355800000"
],
"distributionFallbackLevel": "unweighted_nearest_neighbors",
"distributionExpectedR": 0.19240138668083037,
"distributionStopoutRate": 0.16545265832659095,
"rejectionReasons": [],
"reductionReasons": [
"drawdown_reduced_size",
"portfolio_risk_cap_reduced_size"
],
"executionStatus": "entry_submitted_stop_submitted",
"submittedAt": "2026-09-09T13:30:41.218Z",
"brokerOrderId": "970578983",
"submittedQuantity": 71,
"filledQuantity": null,
"avgFillPrice": null,
"expectedEntryPrice": 45.25,
"slippagePct": null,
"exitPrice": null,
"realizedPnl": null,
"allocationStatus": "open",
"allocationClosedAt": null,
"decidedAt": "2026-09-09T13:30:40.587Z"
}
Sep 8, 26 IWM open_long D rejected 0 / 0 $0 / $0 57.5% not submitted total_open_risk_cap_hit
Risk %0%
Intended Risk %0%
Intended Shares0
Intended Risk $$0
Raw P80%
Cal P57.5%
Policydistributional_kelly
Allocatordistributional_kelly_v4_minimum_risk_floor
Similarityweighted
Signal Exp R-0.0347
Legacy Kelly Risk1.25%
Fixed TF Risk0.5%
Max Notional12%
Notional$0
Notional Capfalse
Drawdown Mult0.75
Dist Kelly Risk1%
Confidence99.32%
Quarter Kelly2.5%
Kelly After Cap1%
Transition Baseline0.25%
Transition Max1%
Transition Appliedfalse
Dist Samples30
Eligible Samples35,604
Final Scenarios30
Invalid Samples0
Baseline Samples30
Baseline Confidence100%
Dist Fallbackunweighted_nearest_neighbors
Dist Exp R0.091
Dist Stopout15.93%
Order IDNone
Raw Executionnot_submitted
FilledNone
Avg FillNone
SlippageNone
Reducedrawdown_reduced_size
LedgerNone
Ledger ClosedNone
{
"signalId": "DDV1_BATS_IWM_D_L_1788528600000",
"symbol": "IWM",
"timeframe": "D",
"action": "open_long",
"modelVersion": "trade_quality_ablation_child3_live_v2_live_v2_no_prior3_train_through_2022_test_2023_2026",
"rawProbability": 0.80001686,
"calibratedProbability": 0.57500422,
"decision": "rejected",
"approved": false,
"finalShares": 0,
"finalRiskPct": 0,
"allowedRiskDollars": 0,
"intendedShares": 0,
"intendedRiskPct": 0,
"intendedRiskDollars": 0,
"allocationPolicy": "distributional_kelly",
"allocatorVersion": "distributional_kelly_v4_minimum_risk_floor",
"distributionSimilarityMode": "weighted",
"signalExpectedR": -0.03467048559154385,
"legacyKellyFraction": 0.15000843,
"legacyKellyRiskPct": 0.0125,
"timeframeFixedRiskPct": 0.005,
"maxNotionalPct": 0.12,
"notionalBeforeCaps": 0,
"notionalAfterCaps": 0,
"notionalCapApplied": false,
"drawdownMultiplier": 0.75,
"portfolioCapMode": "hard",
"rawDistributionalKellyPct": 0.1,
"shrunkDistributionalKellyPct": 0.09932331965606239,
"confidenceMultiplier": 0.9932331965606238,
"quarterKellyRiskPct": 0.025,
"cappedKellyRiskPct": 0.01,
"transitionBaselineRiskPct": 0.0025,
"transitionMaxRiskPct": 0.01,
"transitionCapApplied": false,
"finalKellyRiskPctBeforeSafetyCaps": 0.01,
"distributionSampleSize": 30,
"distributionEligibleSampleSize": 35604,
"distributionFinalScenarioCount": 30,
"distributionInvalidSampleCount": 0,
"distributionSelectedSampleIds": [
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"DDV1_BATS_DIA_D_L_1785245400000",
"DDV1_BATS_EWBC_D_L_1788355800000",
"DDV1_BATS_EWBC_D_L_1787664600000",
"DDV1_BATS_PBF_D_L_1785159000000",
"DDV1_BATS_AMG_D_L_1784813400000",
"DDV1_BATS_XYZ_D_L_1786627800000",
"DDV1_BATS_BEN_D_L_1788442200000",
"DDV1_BATS_VLY_D_L_1788355800000",
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"DDV1_BATS_NSC_D_L_1785504600000",
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"DDV1_BATS_WTFC_D_L_1783603800000",
"DDV1_XETR_DLY_ALV_D_L_1787295600000",
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"DDV1_BATS_SLB_D_L_1783431000000",
"DDV1_BATS_RTX_D_L_1786714200000",
"DDV1_BATS_ASB_D_L_1784899800000",
"DDV1_BATS_CRS_D_L_1783344600000",
"DDV1_BATS_AAMI_D_L_1787319000000",
"DDV1_BATS_PFG_D_L_1787837400000",
"DDV1_BATS_DOC_D_L_1785159000000",
"DDV1_BATS_CFR_D_L_1785504600000",
"DDV1_BATS_MOG.A_D_L_1783344600000",
"DDV1_TSX_DLY_BK_D_L_1784899800000",
"DDV1_BATS_ADAM_D_L_1783603800000",
"DDV1_BATS_PII_D_L_1784122200000",
"DDV1_BATS_RGA_D_L_1787232600000",
"DDV1_BATS_KO_D_L_1785159000000"
],
"distributionSelectedSampleWeights": [
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"distributionBaselineSampleSize": 30,
"distributionBaselineConfidence": 1,
"distributionBaselineSampleIds": [
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"DDV1_BATS_EWBC_D_L_1787664600000",
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"DDV1_BATS_XYZ_D_L_1786627800000",
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"DDV1_BATS_VLY_D_L_1788355800000",
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"DDV1_BATS_IWM_D_L_1784640600000",
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"DDV1_BATS_PFG_D_L_1787837400000",
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"DDV1_BATS_CFR_D_L_1785504600000",
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"DDV1_BATS_ADAM_D_L_1783603800000",
"DDV1_BATS_PII_D_L_1784122200000",
"DDV1_BATS_SPY_D_L_1785418200000",
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"DDV1_BATS_JAZZ_D_L_1787319000000",
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"DDV1_BATS_V_D_L_1787146200000"
],
"distributionFallbackLevel": "unweighted_nearest_neighbors",
"distributionExpectedR": 0.09104969754168603,
"distributionStopoutRate": 0.15934910248924777,
"rejectionReasons": [
"total_open_risk_cap_hit",
"no_remaining_risk_budget",
"shares_below_minimum"
],
"reductionReasons": [
"drawdown_reduced_size"
],
"executionStatus": "not_submitted",
"submittedAt": null,
"brokerOrderId": null,
"submittedQuantity": null,
"filledQuantity": null,
"avgFillPrice": null,
"expectedEntryPrice": null,
"slippagePct": null,
"exitPrice": null,
"realizedPnl": null,
"allocationStatus": null,
"allocationClosedAt": null,
"decidedAt": "2026-09-08T13:30:48.498Z"
}
Sep 8, 26 IBKR open_long D rejected 0 / 0 $0 / $0 60.12% not submitted total_open_risk_cap_hit
Risk %0%
Intended Risk %0%
Intended Shares0
Intended Risk $$0
Raw P90.5%
Cal P60.12%
Policydistributional_kelly
Allocatordistributional_kelly_v4_minimum_risk_floor
Similarityweighted
Signal Exp R0.0185
Legacy Kelly Risk0.25%
Fixed TF Risk0.5%
Max Notional12%
Notional$0
Notional Capfalse
Drawdown Mult0.75
Dist Kelly Risk0%
Confidence99.38%
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-0.0369
Dist Stopout20.29%
Order IDNone
Raw Executionnot_submitted
FilledNone
Avg FillNone
SlippageNone
Reducedrawdown_reduced_size
LedgerNone
Ledger ClosedNone
{
"signalId": "DDV1_BATS_IBKR_D_L_1788528600000",
"symbol": "IBKR",
"timeframe": "D",
"action": "open_long",
"modelVersion": "trade_quality_ablation_child3_live_v2_live_v2_no_prior3_train_through_2022_test_2023_2026",
"rawProbability": 0.90498046,
"calibratedProbability": 0.60124512,
"decision": "rejected",
"approved": false,
"finalShares": 0,
"finalRiskPct": 0,
"allowedRiskDollars": 0,
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"intendedRiskPct": 0,
"intendedRiskDollars": 0,
"allocationPolicy": "distributional_kelly",
"allocatorVersion": "distributional_kelly_v4_minimum_risk_floor",
"distributionSimilarityMode": "weighted",
"signalExpectedR": 0.018531887033000034,
"legacyKellyFraction": 0,
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"timeframeFixedRiskPct": 0.005,
"maxNotionalPct": 0.12,
"notionalBeforeCaps": 0,
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"notionalCapApplied": false,
"drawdownMultiplier": 0.75,
"portfolioCapMode": "hard",
"rawDistributionalKellyPct": 0,
"shrunkDistributionalKellyPct": 0,
"confidenceMultiplier": 0.9937822017402944,
"quarterKellyRiskPct": 0,
"cappedKellyRiskPct": 0,
"transitionBaselineRiskPct": 0,
"transitionMaxRiskPct": 0.01,
"transitionCapApplied": false,
"finalKellyRiskPctBeforeSafetyCaps": 0,
"distributionSampleSize": 30,
"distributionEligibleSampleSize": 35603,
"distributionFinalScenarioCount": 30,
"distributionInvalidSampleCount": 0,
"distributionSelectedSampleIds": [
"DDV1_BATS_LLY_D_L_1786368600000",
"DDV1_BATS_IBKR_D_L_1786368600000",
"DDV1_BATS_TKR_D_L_1784035800000",
"DDV1_BATS_UNH_D_L_1785245400000",
"DDV1_BATS_STT_D_L_1785850200000",
"DDV1_BATS_UNH_D_L_1784295000000",
"DDV1_BATS_COR_D_L_1785936600000",
"DDV1_BATS_AAT_D_L_1784640600000",
"DDV1_BATS_BRKR_D_L_1784640600000",
"DDV1_BATS_OKTA_D_L_1787059800000",
"DDV1_BATS_BNY_D_L_1787319000000",
"DDV1_BATS_PAYX_D_L_1787059800000",
"DDV1_BATS_TECH_D_L_1788355800000",
"DDV1_BATS_CRWD_D_L_1785245400000",
"DDV1_BATS_GEV_D_L_1783690200000",
"DDV1_BATS_AVTR_D_L_1783603800000",
"DDV1_BATS_OKTA_D_L_1784899800000",
"DDV1_BATS_HPQ_D_L_1787059800000",
"DDV1_BATS_EBAY_D_L_1785850200000",
"DDV1_BATS_BNY_D_L_1785936600000",
"DDV1_BATS_THC_D_L_1787751000000",
"DDV1_BATS_PBF_D_L_1787923800000",
"DDV1_BATS_BLKB_D_L_1786627800000",
"DDV1_BATS_CNO_D_L_1784899800000",
"DDV1_BATS_CNO_D_L_1787664600000",
"DDV1_BATS_PFGC_D_L_1786023000000",
"DDV1_BATS_FTNT_D_L_1784035800000",
"DDV1_BATS_HALO_D_L_1788355800000",
"DDV1_BATS_AAMI_D_L_1785159000000",
"DDV1_BATS_EBAY_D_L_1785159000000"
],
"distributionSelectedSampleWeights": [
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0.7896965413655679,
0.7683094936253215,
0.723313896171863,
0.7151905508602813,
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0.6967901692851032,
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"distributionBaselineSampleSize": 30,
"distributionBaselineConfidence": 1,
"distributionBaselineSampleIds": [
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"DDV1_BATS_UNH_D_L_1785245400000",
"DDV1_BATS_STT_D_L_1785850200000",
"DDV1_BATS_AVTR_D_L_1783603800000",
"DDV1_BATS_PBF_D_L_1787923800000",
"DDV1_BATS_CNO_D_L_1784899800000",
"DDV1_BATS_FTNT_D_L_1784035800000",
"DDV1_BATS_HALO_D_L_1788355800000",
"DDV1_BATS_URI_D_L_1784813400000",
"DDV1_BATS_GWW_D_L_1785159000000",
"DDV1_BATS_CRWD_D_L_1787837400000",
"DDV1_BATS_RGA_D_L_1787232600000",
"DDV1_BATS_INCY_D_L_1784899800000",
"DDV1_BATS_MEDP_D_L_1787232600000",
"DDV1_BATS_RGA_D_L_1786023000000",
"DDV1_BATS_CVS_D_L_1783949400000",
"DDV1_BATS_EXPE_D_L_1787578200000",
"DDV1_BATS_KO_D_L_1785159000000",
"DDV1_BATS_ADUS_D_L_1787059800000",
"DDV1_BATS_AFG_D_L_1785936600000",
"DDV1_BATS_AMN_D_L_1786109400000",
"DDV1_BATS_USB_D_L_1786541400000",
"DDV1_TSX_DLY_BK_D_L_1787664600000",
"DDV1_BATS_YETI_D_L_1785850200000",
"DDV1_BATS_PK_D_L_1787059800000",
"historical:daily_weekly_frozen_live_v2:24368",
"historical:daily_weekly_frozen_live_v2:38011",
"historical:daily_weekly_frozen_live_v2:9816",
"historical:daily_weekly_frozen_live_v2:29845",
"historical:daily_weekly_frozen_live_v2:25790"
],
"distributionFallbackLevel": "unweighted_nearest_neighbors",
"distributionExpectedR": -0.036866360160029796,
"distributionStopoutRate": 0.20291274458312786,
"rejectionReasons": [
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"no_remaining_risk_budget",
"shares_below_minimum"
],
"reductionReasons": [
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"loss_streak_reduced_size"
],
"executionStatus": "not_submitted",
"submittedAt": null,
"brokerOrderId": null,
"submittedQuantity": null,
"filledQuantity": null,
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"slippagePct": null,
"exitPrice": null,
"realizedPnl": null,
"allocationStatus": null,
"allocationClosedAt": null,
"decidedAt": "2026-09-08T13:30:19.384Z"
}
Sep 4, 26 ESNT open_long D rejected 0 / 0 $0 / $0 58.26% not submitted total_open_risk_cap_hit
Risk %0%
Intended Risk %0%
Intended Shares0
Intended Risk $$0
Raw P83.03%
Cal P58.26%
Policydistributional_kelly
Allocatordistributional_kelly_v4_minimum_risk_floor
Similarityweighted
Signal Exp R0.0095
Legacy Kelly Risk0.25%
Fixed TF Risk0.5%
Max Notional12%
Notional$0
Notional Capfalse
Drawdown Mult0.75
Dist Kelly Risk0%
Confidence99.62%
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-0.3049
Dist Stopout36.47%
Order IDNone
Raw Executionnot_submitted
FilledNone
Avg FillNone
SlippageNone
Reducedrawdown_reduced_size
LedgerNone
Ledger ClosedNone
{
"signalId": "DDV1_BATS_ESNT_D_L_1788442200000",
"symbol": "ESNT",
"timeframe": "D",
"action": "open_long",
"modelVersion": "trade_quality_ablation_child3_live_v2_live_v2_no_prior3_train_through_2022_test_2023_2026",
"rawProbability": 0.83029438,
"calibratedProbability": 0.5825736,
"decision": "rejected",
"approved": false,
"finalShares": 0,
"finalRiskPct": 0,
"allowedRiskDollars": 0,
"intendedShares": 0,
"intendedRiskPct": 0,
"intendedRiskDollars": 0,
"allocationPolicy": "distributional_kelly",
"allocatorVersion": "distributional_kelly_v4_minimum_risk_floor",
"distributionSimilarityMode": "weighted",
"signalExpectedR": 0.00948936406262465,
"legacyKellyFraction": 0,
"legacyKellyRiskPct": 0.0025,
"timeframeFixedRiskPct": 0.005,
"maxNotionalPct": 0.12,
"notionalBeforeCaps": 0,
"notionalAfterCaps": 0,
"notionalCapApplied": false,
"drawdownMultiplier": 0.75,
"portfolioCapMode": "hard",
"rawDistributionalKellyPct": 0,
"shrunkDistributionalKellyPct": 0,
"confidenceMultiplier": 0.9961924774346803,
"quarterKellyRiskPct": 0,
"cappedKellyRiskPct": 0,
"transitionBaselineRiskPct": 0,
"transitionMaxRiskPct": 0.01,
"transitionCapApplied": false,
"finalKellyRiskPctBeforeSafetyCaps": 0,
"distributionSampleSize": 30,
"distributionEligibleSampleSize": 35603,
"distributionFinalScenarioCount": 30,
"distributionInvalidSampleCount": 0,
"distributionSelectedSampleIds": [
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"DDV1_BATS_CRS_D_L_1783344600000",
"DDV1_BATS_V_D_L_1787146200000",
"DDV1_BATS_DOC_D_L_1785159000000",
"DDV1_TSX_DLY_BK_D_L_1784899800000",
"DDV1_BATS_AAT_D_L_1784640600000",
"DDV1_XETR_DLY_ALV_D_L_1787295600000",
"DDV1_BATS_UNH_D_L_1784295000000",
"DDV1_BATS_XLF_D_L_1787923800000",
"DDV1_BATS_HLNE_D_L_1787146200000",
"DDV1_BATS_CSX_D_L_1787146200000",
"DDV1_BATS_AMCR_D_L_1787146200000",
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"DDV1_BATS_HQY_D_L_1787146200000",
"DDV1_BATS_TKR_D_L_1784035800000",
"DDV1_BATS_CNO_D_L_1787664600000",
"DDV1_BATS_BLKB_D_L_1786627800000",
"DDV1_BATS_THC_D_L_1787751000000",
"DDV1_BATS_XLF_D_L_1784899800000",
"DDV1_BATS_ACA_D_L_1787837400000",
"DDV1_BATS_CHE_D_L_1786541400000",
"DDV1_BATS_RGA_D_L_1786023000000",
"DDV1_BATS_CART_D_L_1784554200000",
"DDV1_BATS_USB_D_L_1786541400000",
"DDV1_BATS_CVS_D_L_1783949400000",
"DDV1_BATS_GWW_D_L_1785159000000",
"DDV1_BATS_MIDD_D_L_1783603800000",
"DDV1_BATS_CW_D_L_1784035800000",
"DDV1_BATS_FHN_D_L_1786455000000",
"DDV1_BATS_ESNT_D_L_1786109400000"
],
"distributionSelectedSampleWeights": [
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"distributionBaselineSampleSize": 30,
"distributionBaselineConfidence": 1,
"distributionBaselineSampleIds": [
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"DDV1_BATS_V_D_L_1787146200000",
"DDV1_BATS_DOC_D_L_1785159000000",
"DDV1_BATS_AAT_D_L_1784640600000",
"DDV1_XETR_DLY_ALV_D_L_1787295600000",
"DDV1_BATS_UNH_D_L_1784295000000",
"DDV1_BATS_XLF_D_L_1787923800000",
"DDV1_BATS_HLNE_D_L_1787146200000",
"DDV1_BATS_CSX_D_L_1787146200000",
"DDV1_BATS_AMCR_D_L_1787146200000",
"DDV1_BATS_HSIC_D_L_1784899800000",
"DDV1_BATS_HQY_D_L_1787146200000",
"DDV1_BATS_TKR_D_L_1784035800000",
"DDV1_BATS_CNO_D_L_1787664600000",
"DDV1_BATS_BLKB_D_L_1786627800000",
"DDV1_BATS_THC_D_L_1787751000000",
"DDV1_BATS_XLF_D_L_1784899800000",
"DDV1_BATS_ACA_D_L_1787837400000",
"DDV1_BATS_CHE_D_L_1786541400000",
"DDV1_BATS_ESNT_D_L_1786109400000",
"DDV1_BATS_TECH_D_L_1787146200000",
"DDV1_BATS_WTFC_D_L_1783603800000",
"DDV1_BATS_BAC_D_L_1787664600000",
"DDV1_BATS_IWM_D_L_1784640600000",
"DDV1_BATS_OKTA_D_L_1787059800000",
"DDV1_BATS_SLB_D_L_1783431000000",
"DDV1_BATS_XLF_D_L_1787578200000",
"DDV1_BATS_CROX_D_L_1785763800000",
"DDV1_BATS_COR_D_L_1785936600000",
"DDV1_BATS_WFC_D_L_1788269400000"
],
"distributionFallbackLevel": "unweighted_nearest_neighbors",
"distributionExpectedR": -0.3048917838431706,
"distributionStopoutRate": 0.36473091181721795,
"rejectionReasons": [
"total_open_risk_cap_hit",
"no_remaining_risk_budget",
"shares_below_minimum"
],
"reductionReasons": [
"drawdown_reduced_size"
],
"executionStatus": "not_submitted",
"submittedAt": null,
"brokerOrderId": null,
"submittedQuantity": null,
"filledQuantity": null,
"avgFillPrice": null,
"expectedEntryPrice": null,
"slippagePct": null,
"exitPrice": null,
"realizedPnl": null,
"allocationStatus": null,
"allocationClosedAt": null,
"decidedAt": "2026-09-04T13:31:39.135Z"
}
Sep 4, 26 MTG open_long D rejected 0 / 0 $0 / $0 59.5% TradingView exit received total_open_risk_cap_hit
Risk %0%
Intended Risk %0%
Intended Shares0
Intended Risk $$0
Raw P87.98%
Cal P59.5%
Policydistributional_kelly
Allocatordistributional_kelly_v4_minimum_risk_floor
Similarityweighted
Signal Exp R0.0496
Legacy Kelly Risk0.25%
Fixed TF Risk0.5%
Max Notional12%
Notional$0
Notional Capfalse
Drawdown Mult0.75
Dist Kelly Risk1%
Confidence99.26%
Quarter Kelly1.37%
Kelly After Cap1%
Transition Baseline0.25%
Transition Max1%
Transition Appliedfalse
Dist Samples30
Eligible Samples35,603
Final Scenarios30
Invalid Samples0
Baseline Samples30
Baseline Confidence100%
Dist Fallbackunweighted_nearest_neighbors
Dist Exp R0.04
Dist Stopout20.68%
Order IDNone
Raw Executiontv_exit_signal_received
FilledNone
Avg FillNone
SlippageNone
Reducedrawdown_reduced_size
LedgerNone
Ledger ClosedNone
{
"signalId": "DDV1_BATS_MTG_D_L_1788442200000",
"symbol": "MTG",
"timeframe": "D",
"action": "open_long",
"modelVersion": "trade_quality_ablation_child3_live_v2_live_v2_no_prior3_train_through_2022_test_2023_2026",
"rawProbability": 0.87982218,
"calibratedProbability": 0.59495554,
"decision": "rejected",
"approved": false,
"finalShares": 0,
"finalRiskPct": 0,
"allowedRiskDollars": 0,
"intendedShares": 0,
"intendedRiskPct": 0,
"intendedRiskDollars": 0,
"allocationPolicy": "distributional_kelly",
"allocatorVersion": "distributional_kelly_v4_minimum_risk_floor",
"distributionSimilarityMode": "weighted",
"signalExpectedR": 0.0495887761215182,
"legacyKellyFraction": 0,
"legacyKellyRiskPct": 0.0025,
"timeframeFixedRiskPct": 0.005,
"maxNotionalPct": 0.12,
"notionalBeforeCaps": 0,
"notionalAfterCaps": 0,
"notionalCapApplied": false,
"drawdownMultiplier": 0.75,
"portfolioCapMode": "hard",
"rawDistributionalKellyPct": 0.0548,
"shrunkDistributionalKellyPct": 0.05439233595909615,
"confidenceMultiplier": 0.9925608751659881,
"quarterKellyRiskPct": 0.0137,
"cappedKellyRiskPct": 0.01,
"transitionBaselineRiskPct": 0.0025,
"transitionMaxRiskPct": 0.01,
"transitionCapApplied": false,
"finalKellyRiskPctBeforeSafetyCaps": 0.01,
"distributionSampleSize": 30,
"distributionEligibleSampleSize": 35603,
"distributionFinalScenarioCount": 30,
"distributionInvalidSampleCount": 0,
"distributionSelectedSampleIds": [
"DDV1_BATS_CART_D_L_1784554200000",
"DDV1_BATS_AAMI_D_L_1787319000000",
"DDV1_BATS_WTFC_D_L_1783603800000",
"DDV1_BATS_BAC_D_L_1787664600000",
"DDV1_BATS_BNY_D_L_1787319000000",
"DDV1_BATS_BYD_D_L_1784122200000",
"DDV1_TSX_DLY_BK_D_L_1784899800000",
"DDV1_BATS_CNO_D_L_1787664600000",
"DDV1_BATS_THC_D_L_1787751000000",
"DDV1_BATS_ACA_D_L_1785418200000",
"DDV1_BATS_BAC_D_L_1786368600000",
"DDV1_BATS_HSIC_D_L_1784899800000",
"DDV1_BATS_RTX_D_L_1786714200000",
"DDV1_XETR_DLY_ALV_D_L_1787295600000",
"DDV1_BATS_AAT_D_L_1784640600000",
"DDV1_BATS_PBF_D_L_1786023000000",
"DDV1_BATS_GWW_D_L_1785159000000",
"DDV1_BATS_V_D_L_1787146200000",
"DDV1_BATS_ALRM_D_L_1786627800000",
"DDV1_BATS_PSA_D_L_1783949400000",
"DDV1_BATS_FHN_D_L_1786455000000",
"DDV1_BATS_ARMK_D_L_1784727000000",
"DDV1_BATS_DOC_D_L_1785159000000",
"DDV1_BATS_PYPL_D_L_1787146200000",
"DDV1_BATS_ACA_D_L_1787837400000",
"DDV1_BATS_EQH_D_L_1788355800000",
"DDV1_BATS_V_D_L_1784899800000",
"DDV1_BATS_DIA_D_L_1785245400000",
"DDV1_BATS_AAMI_D_L_1785159000000",
"DDV1_BATS_MUSA_D_L_1785331800000"
],
"distributionSelectedSampleWeights": [
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0.903782211611922,
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"distributionBaselineSampleSize": 30,
"distributionBaselineConfidence": 1,
"distributionBaselineSampleIds": [
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"DDV1_BATS_WTFC_D_L_1783603800000",
"DDV1_BATS_BAC_D_L_1787664600000",
"DDV1_BATS_BNY_D_L_1787319000000",
"DDV1_BATS_BYD_D_L_1784122200000",
"DDV1_BATS_CNO_D_L_1787664600000",
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"DDV1_BATS_ACA_D_L_1785418200000",
"DDV1_BATS_BAC_D_L_1786368600000",
"DDV1_BATS_HSIC_D_L_1784899800000",
"DDV1_BATS_RTX_D_L_1786714200000",
"DDV1_XETR_DLY_ALV_D_L_1787295600000",
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"DDV1_BATS_V_D_L_1787146200000",
"DDV1_BATS_DOC_D_L_1785159000000",
"DDV1_BATS_PYPL_D_L_1787146200000",
"DDV1_BATS_ACA_D_L_1787837400000",
"DDV1_BATS_EQH_D_L_1788355800000",
"DDV1_BATS_V_D_L_1784899800000",
"DDV1_BATS_DIA_D_L_1785245400000",
"DDV1_BATS_AAMI_D_L_1785159000000",
"DDV1_BATS_MUSA_D_L_1785331800000",
"DDV1_BATS_CRS_D_L_1783344600000",
"DDV1_BATS_YETI_D_L_1783603800000",
"DDV1_BATS_WFC_D_L_1788269400000",
"DDV1_BATS_DUOL_D_L_1786368600000",
"DDV1_BATS_NBIX_D_L_1784554200000",
"DDV1_BATS_ESNT_D_L_1786109400000",
"DDV1_BATS_PLTR_D_L_1787751000000"
],
"distributionFallbackLevel": "unweighted_nearest_neighbors",
"distributionExpectedR": 0.04000395417391361,
"distributionStopoutRate": 0.2067865201966147,
"rejectionReasons": [
"total_open_risk_cap_hit",
"no_remaining_risk_budget",
"shares_below_minimum"
],
"reductionReasons": [
"drawdown_reduced_size"
],
"executionStatus": "tv_exit_signal_received",
"submittedAt": "2026-09-15T15:09:24.746Z",
"brokerOrderId": null,
"submittedQuantity": null,
"filledQuantity": null,
"avgFillPrice": null,
"expectedEntryPrice": 31.27,
"slippagePct": null,
"exitPrice": 29.64,
"realizedPnl": null,
"allocationStatus": null,
"allocationClosedAt": null,
"decidedAt": "2026-09-04T13:31:38.291Z"
}
Sep 4, 26 BEN open_long D rejected 0 / 0 $0 / $0 58.31% TradingView exit received total_open_risk_cap_hit
Risk %0%
Intended Risk %0%
Intended Shares0
Intended Risk $$0
Raw P83.22%
Cal P58.31%
Policydistributional_kelly
Allocatordistributional_kelly_v4_minimum_risk_floor
Similarityweighted
Signal Exp R-0.0838
Legacy Kelly Risk1.25%
Fixed TF Risk0.5%
Max Notional12%
Notional$0
Notional Capfalse
Drawdown Mult0.75
Dist Kelly Risk0%
Confidence99.03%
Quarter Kelly0%
Kelly After Cap0%
Transition Baseline0.25%
Transition Max1%
Transition Appliedfalse
Dist Samples30
Eligible Samples35,602
Final Scenarios30
Invalid Samples1
Baseline Samples30
Baseline Confidence100%
Dist Fallbackunweighted_nearest_neighbors
Dist Exp R-0.0021
Dist Stopout16.1%
Order IDNone
Raw Executiontv_exit_signal_received
FilledNone
Avg FillNone
SlippageNone
Reducedrawdown_reduced_size
LedgerNone
Ledger ClosedNone
{
"signalId": "DDV1_BATS_BEN_D_L_1788442200000",
"symbol": "BEN",
"timeframe": "D",
"action": "open_long",
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"distributionSampleSize": 30,
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}
Sep 4, 26 OSK open_long D rejected 0 / 0 $0 / $0 57.66% not submitted total_open_risk_cap_hit
Risk %0%
Intended Risk %0%
Intended Shares0
Intended Risk $$0
Raw P80.66%
Cal P57.66%
Policydistributional_kelly
Allocatordistributional_kelly_v4_minimum_risk_floor
Similarityweighted
Signal Exp R0.0104
Legacy Kelly Risk0.25%
Fixed TF Risk0.5%
Max Notional12%
Notional$0
Notional Capfalse
Drawdown Mult0.75
Dist Kelly Risk1%
Confidence99.27%
Quarter Kelly2.5%
Kelly After Cap1%
Transition Baseline0.25%
Transition Max1%
Transition Appliedfalse
Dist Samples30
Eligible Samples35,602
Final Scenarios30
Invalid Samples1
Baseline Samples30
Baseline Confidence100%
Dist Fallbackunweighted_nearest_neighbors
Dist Exp R0.0456
Dist Stopout16.48%
Order IDNone
Raw Executionnot_submitted
FilledNone
Avg FillNone
SlippageNone
Reducedrawdown_reduced_size
LedgerNone
Ledger ClosedNone
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"symbol": "OSK",
"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": 0.1,
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"decidedAt": "2026-09-04T13:31:11.986Z"
}
Sep 4, 26 MRNA open_long 60 rejected 0 / 0 $0 / $0 56.28% TradingView exit received total_open_risk_cap_hit
Risk %0%
Intended Risk %0%
Intended Shares0
Intended Risk $$0
Raw P75.14%
Cal P56.28%
Policydistributional_kelly
Allocatordistributional_kelly_v4_minimum_risk_floor
Similarityweighted
Signal Exp R-0.086
Legacy Kelly Risk1.25%
Fixed TF Risk0.4%
Max Notional8%
Notional$0
Notional Capfalse
Drawdown Mult0.75
Dist Kelly Risk0%
Confidence99.13%
Quarter Kelly0%
Kelly After Cap0%
Transition Baseline0%
Transition Max0.4%
Transition Appliedfalse
Dist Samples30
Eligible Samples53,883
Final Scenarios30
Invalid Samples2
Baseline Samples30
Baseline Confidence100%
Dist Fallbackunweighted_nearest_neighbors
Dist Exp R-0.1933
Dist Stopout37.01%
Order IDNone
Raw Executiontv_exit_signal_received
FilledNone
Avg FillNone
SlippageNone
Reducedrawdown_reduced_size
LedgerNone
Ledger ClosedNone
{
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"symbol": "MRNA",
"timeframe": "60",
"action": "open_long",
"modelVersion": "trade_quality_ablation_intraday_60m_child3_plus_prior_path_train_first_80pct_test_holdout_last_20pct",
"rawProbability": 0.75139813,
"calibratedProbability": 0.56284953,
"decision": "rejected",
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"notionalCapApplied": false,
"drawdownMultiplier": 0.75,
"portfolioCapMode": "hard",
"rawDistributionalKellyPct": 0,
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"confidenceMultiplier": 0.9912679741173848,
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"cappedKellyRiskPct": 0,
"transitionBaselineRiskPct": 0,
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"transitionCapApplied": false,
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"distributionSampleSize": 30,
"distributionEligibleSampleSize": 53883,
"distributionFinalScenarioCount": 30,
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],
"distributionFallbackLevel": "unweighted_nearest_neighbors",
"distributionExpectedR": -0.1933382760553162,
"distributionStopoutRate": 0.37007495362373904,
"rejectionReasons": [
"total_open_risk_cap_hit",
"no_remaining_risk_budget",
"shares_below_minimum"
],
"reductionReasons": [
"drawdown_reduced_size"
],
"executionStatus": "tv_exit_signal_received",
"submittedAt": "2026-09-11T14:30:23.368Z",
"brokerOrderId": null,
"submittedQuantity": null,
"filledQuantity": null,
"avgFillPrice": null,
"expectedEntryPrice": 153.62,
"slippagePct": null,
"exitPrice": 147.3,
"realizedPnl": null,
"allocationStatus": null,
"allocationClosedAt": null,
"decidedAt": "2026-09-04T13:30:49.641Z"
}
Sep 4, 26 BILL open_long D rejected 0 / 0 $0 / $0 59.33% not submitted total_open_risk_cap_hit
Risk %0%
Intended Risk %0%
Intended Shares0
Intended Risk $$0
Raw P87.33%
Cal P59.33%
Policydistributional_kelly
Allocatordistributional_kelly_v4_minimum_risk_floor
Similarityweighted
Signal Exp R0.078
Legacy Kelly Risk0.25%
Fixed TF Risk0.5%
Max Notional12%
Notional$0
Notional Capfalse
Drawdown Mult0.75
Dist Kelly Risk1%
Confidence99.69%
Quarter Kelly2.5%
Kelly After Cap1%
Transition Baseline0.25%
Transition Max1%
Transition Appliedfalse
Dist Samples30
Eligible Samples35,600
Final Scenarios30
Invalid Samples3
Baseline Samples30
Baseline Confidence100%
Dist Fallbackunweighted_nearest_neighbors
Dist Exp R0.167
Dist Stopout13.15%
Order IDNone
Raw Executionnot_submitted
FilledNone
Avg FillNone
SlippageNone
Reducedrawdown_reduced_size
LedgerNone
Ledger ClosedNone
{
"signalId": "DDV1_BATS_BILL_D_L_1788442200000",
"symbol": "BILL",
"timeframe": "D",
"action": "open_long",
"modelVersion": "trade_quality_ablation_child3_live_v2_live_v2_no_prior3_train_through_2022_test_2023_2026",
"rawProbability": 0.87332906,
"calibratedProbability": 0.59333227,
"decision": "rejected",
"approved": false,
"finalShares": 0,
"finalRiskPct": 0,
"allowedRiskDollars": 0,
"intendedShares": 0,
"intendedRiskPct": 0,
"intendedRiskDollars": 0,
"allocationPolicy": "distributional_kelly",
"allocatorVersion": "distributional_kelly_v4_minimum_risk_floor",
"distributionSimilarityMode": "weighted",
"signalExpectedR": 0.07797479920755651,
"legacyKellyFraction": 0,
"legacyKellyRiskPct": 0.0025,
"timeframeFixedRiskPct": 0.005,
"maxNotionalPct": 0.12,
"notionalBeforeCaps": 0,
"notionalAfterCaps": 0,
"notionalCapApplied": false,
"drawdownMultiplier": 0.75,
"portfolioCapMode": "hard",
"rawDistributionalKellyPct": 0.1,
"shrunkDistributionalKellyPct": 0.09968709054648983,
"confidenceMultiplier": 0.9968709054648983,
"quarterKellyRiskPct": 0.025,
"cappedKellyRiskPct": 0.01,
"transitionBaselineRiskPct": 0.0025,
"transitionMaxRiskPct": 0.01,
"transitionCapApplied": false,
"finalKellyRiskPctBeforeSafetyCaps": 0.01,
"distributionSampleSize": 30,
"distributionEligibleSampleSize": 35600,
"distributionFinalScenarioCount": 30,
"distributionInvalidSampleCount": 3,
"distributionSelectedSampleIds": [
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"DDV1_BATS_PANW_D_L_1785245400000",
"DDV1_BATS_EXPE_D_L_1785159000000",
"DDV1_BATS_HIMS_D_L_1784035800000",
"DDV1_BATS_MTD_D_L_1784640600000",
"DDV1_BATS_RJF_D_L_1784727000000",
"DDV1_BATS_ADUS_D_L_1785763800000",
"DDV1_BATS_DOC_D_L_1785159000000",
"DDV1_BATS_DLTR_D_L_1785159000000",
"DDV1_BATS_BLKB_D_L_1786627800000",
"DDV1_BATS_WFC_D_L_1788269400000",
"DDV1_BATS_ACA_D_L_1787837400000",
"DDV1_BATS_COTY_D_L_1788355800000",
"DDV1_BATS_RGA_D_L_1787232600000",
"DDV1_BATS_NBIX_D_L_1784554200000",
"DDV1_BATS_IWM_D_L_1784640600000",
"DDV1_BATS_SLGN_D_L_1784899800000",
"DDV1_BATS_USB_D_L_1786541400000",
"DDV1_BATS_YETI_D_L_1785850200000",
"DDV1_BATS_HBAN_D_L_1783690200000",
"DDV1_BATS_PK_D_L_1787059800000",
"DDV1_BATS_DT_D_L_1785331800000",
"DDV1_BATS_V_D_L_1787146200000",
"DDV1_BATS_PYPL_D_L_1786541400000",
"DDV1_BATS_WM_D_L_1784727000000",
"DDV1_BATS_MA_D_L_1784899800000",
"DDV1_BATS_VNO_D_L_1783603800000",
"DDV1_BATS_CHE_D_L_1786541400000",
"DDV1_BATS_MMM_D_L_1787578200000",
"DDV1_BATS_FDS_D_L_1784899800000"
],
"distributionSelectedSampleWeights": [
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0.7920018039886995,
0.7750875887480763,
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0.6468191276134904,
0.7241339349582148,
0.7240686564988097,
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0.718032832311408,
0.7134502131761278,
0.7128578497067557,
0.7090616525963098,
0.7056829788802098,
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0.6943398359364751,
0.6919446136850813,
0.6909548599270472,
0.6897546269767448,
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0.6877046122986843,
0.6866740033743809,
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"distributionBaselineSampleSize": 30,
"distributionBaselineConfidence": 1,
"distributionBaselineSampleIds": [
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"DDV1_BATS_EXPE_D_L_1785159000000",
"DDV1_BATS_HIMS_D_L_1784035800000",
"DDV1_BATS_DOC_D_L_1785159000000",
"DDV1_BATS_DLTR_D_L_1785159000000",
"DDV1_BATS_BLKB_D_L_1786627800000",
"DDV1_BATS_WFC_D_L_1788269400000",
"DDV1_BATS_ACA_D_L_1787837400000",
"DDV1_BATS_COTY_D_L_1788355800000",
"DDV1_BATS_NBIX_D_L_1784554200000",
"DDV1_BATS_IWM_D_L_1784640600000",
"DDV1_BATS_SLGN_D_L_1784899800000",
"DDV1_BATS_HBAN_D_L_1783690200000",
"DDV1_BATS_DT_D_L_1785331800000",
"DDV1_BATS_V_D_L_1787146200000",
"DDV1_BATS_PYPL_D_L_1786541400000",
"DDV1_BATS_WM_D_L_1784727000000",
"DDV1_BATS_MA_D_L_1784899800000",
"DDV1_BATS_VNO_D_L_1783603800000",
"DDV1_BATS_CHE_D_L_1786541400000",
"DDV1_BATS_ESNT_D_L_1784899800000",
"DDV1_BATS_CNO_D_L_1787664600000",
"DDV1_BATS_PYPL_D_L_1787146200000",
"DDV1_BATS_AAMI_D_L_1787319000000",
"DDV1_BATS_DIA_D_L_1785245400000",
"DDV1_BATS_BAC_D_L_1786368600000",
"DDV1_BATS_BNY_D_L_1785936600000",
"DDV1_BATS_YETI_D_L_1783603800000",
"DDV1_BATS_HSIC_D_L_1784899800000",
"DDV1_BATS_XLF_D_L_1784899800000"
],
"distributionFallbackLevel": "unweighted_nearest_neighbors",
"distributionExpectedR": 0.1670220484897757,
"distributionStopoutRate": 0.13149122113790482,
"rejectionReasons": [
"total_open_risk_cap_hit",
"no_remaining_risk_budget",
"shares_below_minimum"
],
"reductionReasons": [
"drawdown_reduced_size"
],
"executionStatus": "not_submitted",
"submittedAt": null,
"brokerOrderId": null,
"submittedQuantity": null,
"filledQuantity": null,
"avgFillPrice": null,
"expectedEntryPrice": null,
"slippagePct": null,
"exitPrice": null,
"realizedPnl": null,
"allocationStatus": null,
"allocationClosedAt": null,
"decidedAt": "2026-09-04T13:30:35.668Z"
}
Sep 4, 26 DIA open_long D rejected 0 / 0 $0 / $0 58.41% not submitted total_open_risk_cap_hit
Risk %0%
Intended Risk %0%
Intended Shares0
Intended Risk $$0
Raw P83.63%
Cal P58.41%
Policydistributional_kelly
Allocatordistributional_kelly_v4_minimum_risk_floor
Similarityweighted
Signal Exp R0.0151
Legacy Kelly Risk0.25%
Fixed TF Risk0.5%
Max Notional12%
Notional$0
Notional Capfalse
Drawdown Mult0.75
Dist Kelly Risk0%
Confidence99.47%
Quarter Kelly0%
Kelly After Cap0%
Transition Baseline0.25%
Transition Max1%
Transition Appliedfalse
Dist Samples30
Eligible Samples35,601
Final Scenarios30
Invalid Samples1
Baseline Samples30
Baseline Confidence100%
Dist Fallbackunweighted_nearest_neighbors
Dist Exp R-0.1759
Dist Stopout26.91%
Order IDNone
Raw Executionnot_submitted
FilledNone
Avg FillNone
SlippageNone
Reducedrawdown_reduced_size
LedgerNone
Ledger ClosedNone
{
"signalId": "DDV1_BATS_DIA_D_L_1788442200000",
"symbol": "DIA",
"timeframe": "D",
"action": "open_long",
"modelVersion": "trade_quality_ablation_child3_live_v2_live_v2_no_prior3_train_through_2022_test_2023_2026",
"rawProbability": 0.83633689,
"calibratedProbability": 0.58408422,
"decision": "rejected",
"approved": false,
"finalShares": 0,
"finalRiskPct": 0,
"allowedRiskDollars": 0,
"intendedShares": 0,
"intendedRiskPct": 0,
"intendedRiskDollars": 0,
"allocationPolicy": "distributional_kelly",
"allocatorVersion": "distributional_kelly_v4_minimum_risk_floor",
"distributionSimilarityMode": "weighted",
"signalExpectedR": 0.015055665094281042,
"legacyKellyFraction": 0,
"legacyKellyRiskPct": 0.0025,
"timeframeFixedRiskPct": 0.005,
"maxNotionalPct": 0.12,
"notionalBeforeCaps": 0,
"notionalAfterCaps": 0,
"notionalCapApplied": false,
"drawdownMultiplier": 0.75,
"portfolioCapMode": "hard",
"rawDistributionalKellyPct": 0,
"shrunkDistributionalKellyPct": 0,
"confidenceMultiplier": 0.9947366107108012,
"quarterKellyRiskPct": 0,
"cappedKellyRiskPct": 0,
"transitionBaselineRiskPct": 0.0025,
"transitionMaxRiskPct": 0.01,
"transitionCapApplied": false,
"finalKellyRiskPctBeforeSafetyCaps": 0,
"distributionSampleSize": 30,
"distributionEligibleSampleSize": 35601,
"distributionFinalScenarioCount": 30,
"distributionInvalidSampleCount": 1,
"distributionSelectedSampleIds": [
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"DDV1_XETR_DLY_ALV_D_L_1787295600000",
"DDV1_BATS_V_D_L_1787146200000",
"DDV1_BATS_CART_D_L_1784554200000",
"DDV1_BATS_GWW_D_L_1785159000000",
"DDV1_BATS_PSA_D_L_1783949400000",
"DDV1_BATS_FHN_D_L_1786455000000",
"DDV1_BATS_WTFC_D_L_1783603800000",
"DDV1_BATS_ESNT_D_L_1786109400000",
"DDV1_BATS_YETI_D_L_1783603800000",
"DDV1_BATS_CRS_D_L_1783344600000",
"DDV1_BATS_DIA_D_L_1785245400000",
"DDV1_BATS_AAMI_D_L_1787319000000",
"DDV1_BATS_BNY_D_L_1787319000000",
"DDV1_BATS_PYPL_D_L_1787146200000",
"DDV1_BATS_DOC_D_L_1785159000000",
"DDV1_BATS_ACA_D_L_1787837400000",
"DDV1_BATS_BYD_D_L_1784122200000",
"DDV1_BATS_CHE_D_L_1786541400000",
"DDV1_BATS_ALRM_D_L_1786627800000",
"DDV1_BATS_USB_D_L_1786541400000",
"DDV1_BATS_YETI_D_L_1785850200000",
"DDV1_BATS_PRU_D_L_1787578200000",
"DDV1_BATS_LAMR_D_L_1785850200000",
"DDV1_BATS_CROX_D_L_1785763800000",
"DDV1_BATS_TXRH_D_L_1787319000000",
"DDV1_BATS_UNH_D_L_1784295000000",
"DDV1_BATS_AAT_D_L_1784640600000",
"DDV1_BATS_XLF_D_L_1787923800000",
"DDV1_BATS_IWM_D_L_1784640600000"
],
"distributionSelectedSampleWeights": [
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0.9074911575580763,
0.886337419579077,
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"distributionBaselineSampleSize": 30,
"distributionBaselineConfidence": 1,
"distributionBaselineSampleIds": [
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"DDV1_BATS_V_D_L_1787146200000",
"DDV1_BATS_WTFC_D_L_1783603800000",
"DDV1_BATS_ESNT_D_L_1786109400000",
"DDV1_BATS_YETI_D_L_1783603800000",
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"DDV1_BATS_DIA_D_L_1785245400000",
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"DDV1_BATS_IWM_D_L_1784640600000",
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"DDV1_BATS_RTX_D_L_1786714200000",
"DDV1_BATS_XLF_D_L_1787578200000",
"DDV1_BATS_UHS_D_L_1786541400000",
"DDV1_BATS_WFC_D_L_1788269400000",
"DDV1_BATS_CSX_D_L_1787146200000",
"DDV1_BATS_AMCR_D_L_1787146200000",
"DDV1_BATS_HSIC_D_L_1784899800000",
"DDV1_BATS_HQY_D_L_1787146200000"
],
"distributionFallbackLevel": "unweighted_nearest_neighbors",
"distributionExpectedR": -0.1758651308896271,
"distributionStopoutRate": 0.26905301069181964,
"rejectionReasons": [
"total_open_risk_cap_hit",
"no_remaining_risk_budget",
"shares_below_minimum"
],
"reductionReasons": [
"drawdown_reduced_size"
],
"executionStatus": "not_submitted",
"submittedAt": null,
"brokerOrderId": null,
"submittedQuantity": null,
"filledQuantity": null,
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"expectedEntryPrice": null,
"slippagePct": null,
"exitPrice": null,
"realizedPnl": null,
"allocationStatus": null,
"allocationClosedAt": null,
"decidedAt": "2026-09-04T13:30:34.838Z"
}
Sep 4, 26 HSIC open_long D rejected 0 / 0 $0 / $0 59.14% not submitted total_open_risk_cap_hit
Risk %0%
Intended Risk %0%
Intended Shares0
Intended Risk $$0
Raw P86.57%
Cal P59.14%
Policydistributional_kelly
Allocatordistributional_kelly_v4_minimum_risk_floor
Similarityweighted
Signal Exp R-0.0047
Legacy Kelly Risk1.25%
Fixed TF Risk0.5%
Max Notional12%
Notional$0
Notional Capfalse
Drawdown Mult0.75
Dist Kelly Risk1%
Confidence99.28%
Quarter Kelly2.5%
Kelly After Cap1%
Transition Baseline0.25%
Transition Max1%
Transition Appliedfalse
Dist Samples30
Eligible Samples35,598
Final Scenarios30
Invalid Samples3
Baseline Samples30
Baseline Confidence100%
Dist Fallbackunweighted_nearest_neighbors
Dist Exp R0.2026
Dist Stopout15.26%
Order IDNone
Raw Executionnot_submitted
FilledNone
Avg FillNone
SlippageNone
Reducedrawdown_reduced_size
LedgerNone
Ledger ClosedNone
{
"signalId": "DDV1_BATS_HSIC_D_L_1788442200000",
"symbol": "HSIC",
"timeframe": "D",
"action": "open_long",
"modelVersion": "trade_quality_ablation_child3_live_v2_live_v2_no_prior3_train_through_2022_test_2023_2026",
"rawProbability": 0.86573642,
"calibratedProbability": 0.59143411,
"decision": "rejected",
"approved": false,
"finalShares": 0,
"finalRiskPct": 0,
"allowedRiskDollars": 0,
"intendedShares": 0,
"intendedRiskPct": 0,
"intendedRiskDollars": 0,
"allocationPolicy": "distributional_kelly",
"allocatorVersion": "distributional_kelly_v4_minimum_risk_floor",
"distributionSimilarityMode": "weighted",
"signalExpectedR": -0.0046676532879116155,
"legacyKellyFraction": 0.18286821,
"legacyKellyRiskPct": 0.0125,
"timeframeFixedRiskPct": 0.005,
"maxNotionalPct": 0.12,
"notionalBeforeCaps": 0,
"notionalAfterCaps": 0,
"notionalCapApplied": false,
"drawdownMultiplier": 0.75,
"portfolioCapMode": "hard",
"rawDistributionalKellyPct": 0.1,
"shrunkDistributionalKellyPct": 0.09927993062468321,
"confidenceMultiplier": 0.9927993062468321,
"quarterKellyRiskPct": 0.025,
"cappedKellyRiskPct": 0.01,
"transitionBaselineRiskPct": 0.0025,
"transitionMaxRiskPct": 0.01,
"transitionCapApplied": false,
"finalKellyRiskPctBeforeSafetyCaps": 0.01,
"distributionSampleSize": 30,
"distributionEligibleSampleSize": 35598,
"distributionFinalScenarioCount": 30,
"distributionInvalidSampleCount": 3,
"distributionSelectedSampleIds": [
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"DDV1_BATS_INCY_D_L_1784899800000",
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"DDV1_BATS_MTG_D_L_1787319000000",
"DDV1_BATS_CART_D_L_1784554200000",
"DDV1_BATS_ARMK_D_L_1784727000000",
"DDV1_BATS_DUOL_D_L_1785159000000",
"DDV1_BATS_MUSA_D_L_1785331800000",
"DDV1_BATS_PFGC_D_L_1786023000000",
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"DDV1_BATS_AMCR_D_L_1787146200000"
],
"distributionSelectedSampleWeights": [
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"distributionBaselineSampleSize": 30,
"distributionBaselineConfidence": 1,
"distributionBaselineSampleIds": [
"DDV1_BATS_RTX_D_L_1786714200000",
"DDV1_BATS_BAC_D_L_1783603800000",
"DDV1_BATS_AAMI_D_L_1787319000000",
"DDV1_BATS_AAMI_D_L_1785159000000",
"DDV1_BATS_WTFC_D_L_1783603800000",
"DDV1_BATS_PLTR_D_L_1787751000000",
"DDV1_BATS_BYD_D_L_1784122200000",
"DDV1_BATS_DIA_D_L_1785245400000",
"DDV1_BATS_BAC_D_L_1786368600000",
"DDV1_BATS_YETI_D_L_1783603800000",
"DDV1_BATS_HSIC_D_L_1784899800000",
"DDV1_BATS_CNO_D_L_1787664600000",
"DDV1_BATS_PII_D_L_1784122200000",
"DDV1_BATS_IWM_D_L_1784640600000",
"DDV1_BATS_PBF_D_L_1786023000000",
"DDV1_BATS_GPK_D_L_1784122200000",
"DDV1_BATS_MTG_D_L_1787319000000",
"DDV1_BATS_DUOL_D_L_1785159000000",
"DDV1_BATS_MUSA_D_L_1785331800000",
"DDV1_BATS_PFGC_D_L_1786023000000",
"DDV1_BATS_HQY_D_L_1787146200000",
"DDV1_BATS_AMCR_D_L_1787146200000",
"DDV1_BATS_PYPL_D_L_1787146200000",
"DDV1_BATS_WFC_D_L_1788269400000",
"DDV1_BATS_CNC_D_L_1784295000000",
"DDV1_BATS_DOC_D_L_1785159000000",
"DDV1_BATS_THC_D_L_1787751000000",
"DDV1_BATS_ACA_D_L_1785418200000",
"DDV1_BATS_TXRH_D_L_1787319000000",
"DDV1_BATS_NBIX_D_L_1784554200000"
],
"distributionFallbackLevel": "unweighted_nearest_neighbors",
"distributionExpectedR": 0.2025777712915102,
"distributionStopoutRate": 0.15261353757818646,
"rejectionReasons": [
"total_open_risk_cap_hit",
"no_remaining_risk_budget",
"shares_below_minimum"
],
"reductionReasons": [
"drawdown_reduced_size"
],
"executionStatus": "not_submitted",
"submittedAt": null,
"brokerOrderId": null,
"submittedQuantity": null,
"filledQuantity": null,
"avgFillPrice": null,
"expectedEntryPrice": null,
"slippagePct": null,
"exitPrice": null,
"realizedPnl": null,
"allocationStatus": null,
"allocationClosedAt": null,
"decidedAt": "2026-09-04T13:30:22.384Z"
}
Sep 4, 26 MSFT open_long D rejected 0 / 0 $0 / $0 57.65% not submitted total_open_risk_cap_hit
Risk %0%
Intended Risk %0%
Intended Shares0
Intended Risk $$0
Raw P80.62%
Cal P57.65%
Policydistributional_kelly
Allocatordistributional_kelly_v4_minimum_risk_floor
Similarityweighted
Signal Exp R0.0341
Legacy Kelly Risk0.25%
Fixed TF Risk0.5%
Max Notional12%
Notional$0
Notional Capfalse
Drawdown Mult0.75
Dist Kelly Risk1%
Confidence99.66%
Quarter Kelly2.5%
Kelly After Cap1%
Transition Baseline0.25%
Transition Max1%
Transition Appliedfalse
Dist Samples30
Eligible Samples35,597
Final Scenarios30
Invalid Samples1
Baseline Samples30
Baseline Confidence100%
Dist Fallbackunweighted_nearest_neighbors
Dist Exp R0.1618
Dist Stopout16.55%
Order IDNone
Raw Executionnot_submitted
FilledNone
Avg FillNone
SlippageNone
Reducedrawdown_reduced_size
LedgerNone
Ledger ClosedNone
{
"signalId": "DDV1_BATS_MSFT_D_L_1788442200000",
"symbol": "MSFT",
"timeframe": "D",
"action": "open_long",
"modelVersion": "trade_quality_ablation_child3_live_v2_live_v2_no_prior3_train_through_2022_test_2023_2026",
"rawProbability": 0.80617559,
"calibratedProbability": 0.5765439,
"decision": "rejected",
"approved": false,
"finalShares": 0,
"finalRiskPct": 0,
"allowedRiskDollars": 0,
"intendedShares": 0,
"intendedRiskPct": 0,
"intendedRiskDollars": 0,
"allocationPolicy": "distributional_kelly",
"allocatorVersion": "distributional_kelly_v4_minimum_risk_floor",
"distributionSimilarityMode": "weighted",
"signalExpectedR": 0.03413915390949468,
"legacyKellyFraction": 0,
"legacyKellyRiskPct": 0.0025,
"timeframeFixedRiskPct": 0.005,
"maxNotionalPct": 0.12,
"notionalBeforeCaps": 0,
"notionalAfterCaps": 0,
"notionalCapApplied": false,
"drawdownMultiplier": 0.75,
"portfolioCapMode": "hard",
"rawDistributionalKellyPct": 0.1,
"shrunkDistributionalKellyPct": 0.09965912428148058,
"confidenceMultiplier": 0.9965912428148057,
"quarterKellyRiskPct": 0.025,
"cappedKellyRiskPct": 0.01,
"transitionBaselineRiskPct": 0.0025,
"transitionMaxRiskPct": 0.01,
"transitionCapApplied": false,
"finalKellyRiskPctBeforeSafetyCaps": 0.01,
"distributionSampleSize": 30,
"distributionEligibleSampleSize": 35597,
"distributionFinalScenarioCount": 30,
"distributionInvalidSampleCount": 1,
"distributionSelectedSampleIds": [
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"DDV1_BATS_HBAN_D_L_1783690200000",
"DDV1_BATS_JLL_D_L_1784899800000",
"DDV1_BATS_V_D_L_1787146200000",
"DDV1_BATS_EXPE_D_L_1785159000000",
"DDV1_BATS_BXP_D_L_1784640600000",
"DDV1_BATS_CRS_D_L_1783344600000",
"DDV1_BATS_PYPL_D_L_1785763800000",
"DDV1_BATS_PYPL_D_L_1787146200000",
"DDV1_BATS_GGG_D_L_1787146200000",
"DDV1_BATS_CRBG_D_L_1785850200000",
"DDV1_BATS_CXT_D_L_1785504600000",
"DDV1_BATS_RJF_D_L_1784727000000",
"DDV1_BATS_MS_D_L_1782999000000",
"DDV1_BATS_VLY_D_L_1785159000000",
"DDV1_BATS_XLF_D_L_1787578200000",
"DDV1_BATS_IWM_D_L_1784640600000",
"DDV1_BATS_PYPL_D_L_1786541400000",
"DDV1_BATS_EQH_D_L_1785159000000",
"DDV1_BATS_MA_D_L_1784899800000",
"DDV1_BATS_QLYS_D_L_1784295000000",
"DDV1_BATS_VNO_D_L_1783603800000",
"DDV1_BATS_CHE_D_L_1786541400000",
"DDV1_BATS_VVV_D_L_1784899800000",
"DDV1_BATS_YETI_D_L_1783603800000",
"DDV1_BATS_HOG_D_L_1783344600000",
"DDV1_BATS_EBAY_D_L_1785159000000",
"DDV1_BATS_DIA_D_L_1785245400000",
"DDV1_BATS_ESNT_D_L_1784899800000",
"DDV1_BATS_BLKB_D_L_1786627800000"
],
"distributionSelectedSampleWeights": [
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0.8123882571483674,
0.8097921713806542,
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],
"distributionBaselineSampleSize": 30,
"distributionBaselineConfidence": 1,
"distributionBaselineSampleIds": [
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"DDV1_BATS_HBAN_D_L_1783690200000",
"DDV1_BATS_JLL_D_L_1784899800000",
"DDV1_BATS_V_D_L_1787146200000",
"DDV1_BATS_EXPE_D_L_1785159000000",
"DDV1_BATS_BXP_D_L_1784640600000",
"DDV1_BATS_CRS_D_L_1783344600000",
"DDV1_BATS_PYPL_D_L_1787146200000",
"DDV1_BATS_MS_D_L_1782999000000",
"DDV1_BATS_VLY_D_L_1785159000000",
"DDV1_BATS_XLF_D_L_1787578200000",
"DDV1_BATS_IWM_D_L_1784640600000",
"DDV1_BATS_PYPL_D_L_1786541400000",
"DDV1_BATS_EQH_D_L_1785159000000",
"DDV1_BATS_MA_D_L_1784899800000",
"DDV1_BATS_QLYS_D_L_1784295000000",
"DDV1_BATS_VNO_D_L_1783603800000",
"DDV1_BATS_CHE_D_L_1786541400000",
"DDV1_BATS_VVV_D_L_1784899800000",
"DDV1_BATS_YETI_D_L_1783603800000",
"DDV1_BATS_HOG_D_L_1783344600000",
"DDV1_BATS_EBAY_D_L_1785159000000",
"DDV1_BATS_DIA_D_L_1785245400000",
"DDV1_BATS_ESNT_D_L_1784899800000",
"DDV1_BATS_BLKB_D_L_1786627800000",
"DDV1_BATS_ACA_D_L_1787837400000",
"DDV1_BATS_HLNE_D_L_1787146200000",
"DDV1_BATS_PBF_D_L_1785159000000",
"DDV1_BATS_KNSL_D_L_1787319000000",
"DDV1_BATS_WFC_D_L_1785159000000"
],
"distributionFallbackLevel": "unweighted_nearest_neighbors",
"distributionExpectedR": 0.16178840623672106,
"distributionStopoutRate": 0.16552929678603537,
"rejectionReasons": [
"total_open_risk_cap_hit",
"no_remaining_risk_budget",
"shares_below_minimum"
],
"reductionReasons": [
"drawdown_reduced_size"
],
"executionStatus": "not_submitted",
"submittedAt": null,
"brokerOrderId": null,
"submittedQuantity": null,
"filledQuantity": null,
"avgFillPrice": null,
"expectedEntryPrice": null,
"slippagePct": null,
"exitPrice": null,
"realizedPnl": null,
"allocationStatus": null,
"allocationClosedAt": null,
"decidedAt": "2026-09-04T13:30:11.798Z"
}
Sep 3, 26 ICE open_long 60 rejected 0 / 0 $0 / $0 56.52% TradingView exit received total_open_risk_cap_hit
Risk %0%
Intended Risk %0%
Intended Shares0
Intended Risk $$0
Raw P76.07%
Cal P56.52%
Policydistributional_kelly
Allocatordistributional_kelly_v4_minimum_risk_floor
Similarityweighted
Signal Exp R0.0076
Legacy Kelly Risk0.25%
Fixed TF Risk0.4%
Max Notional8%
Notional$0
Notional Capfalse
Drawdown Mult0.75
Dist Kelly Risk0%
Confidence99.5%
Quarter Kelly0%
Kelly After Cap0%
Transition Baseline0%
Transition Max0.4%
Transition Appliedfalse
Dist Samples30
Eligible Samples53,889
Final Scenarios30
Invalid Samples0
Baseline Samples30
Baseline Confidence100%
Dist Fallbackunweighted_nearest_neighbors
Dist Exp R-0.1263
Dist Stopout30.37%
Order IDNone
Raw Executiontv_exit_signal_received
FilledNone
Avg FillNone
SlippageNone
Reducedrawdown_reduced_size
LedgerNone
Ledger ClosedNone
{
"signalId": "DDV1_BATS_ICE_60_L_1788442200000",
"symbol": "ICE",
"timeframe": "60",
"action": "open_long",
"modelVersion": "trade_quality_ablation_intraday_60m_child3_plus_prior_path_train_first_80pct_test_holdout_last_20pct",
"rawProbability": 0.76072195,
"calibratedProbability": 0.56518049,
"decision": "rejected",
"approved": false,
"finalShares": 0,
"finalRiskPct": 0,
"allowedRiskDollars": 0,
"intendedShares": 0,
"intendedRiskPct": 0,
"intendedRiskDollars": 0,
"allocationPolicy": "distributional_kelly",
"allocatorVersion": "distributional_kelly_v4_minimum_risk_floor",
"distributionSimilarityMode": "weighted",
"signalExpectedR": 0.007579095916286357,
"legacyKellyFraction": 0,
"legacyKellyRiskPct": 0.0025,
"timeframeFixedRiskPct": 0.004,
"maxNotionalPct": 0.08,
"notionalBeforeCaps": 0,
"notionalAfterCaps": 0,
"notionalCapApplied": false,
"drawdownMultiplier": 0.75,
"portfolioCapMode": "hard",
"rawDistributionalKellyPct": 0,
"shrunkDistributionalKellyPct": 0,
"confidenceMultiplier": 0.995027836406788,
"quarterKellyRiskPct": 0,
"cappedKellyRiskPct": 0,
"transitionBaselineRiskPct": 0,
"transitionMaxRiskPct": 0.004,
"transitionCapApplied": false,
"finalKellyRiskPctBeforeSafetyCaps": 0,
"distributionSampleSize": 30,
"distributionEligibleSampleSize": 53889,
"distributionFinalScenarioCount": 30,
"distributionInvalidSampleCount": 0,
"distributionSelectedSampleIds": [
"DDV1_BATS_CSX_60_L_1787751000000",
"DDV1_BATS_MSFT_60_L_1786465800000",
"DDV1_BATS_SCHW_60_L_1787319000000",
"DDV1_BATS_NOW_60_L_1787322600000",
"DDV1_BATS_MRK_60_L_1787333400000",
"DDV1_BATS_ABT_60_L_1784313000000",
"DDV1_BATS_BSX_60_L_1786642200000",
"DDV1_BATS_XOM_60_L_1787319000000",
"DDV1_BATS_TGT_60_L_1785871800000",
"DDV1_BATS_SLB_60_L_1787074200000",
"DDV1_BATS_V_60_L_1785353400000",
"DDV1_BATS_T_60_L_1787923800000",
"DDV1_BATS_MPC_60_L_1787059800000",
"DDV1_BATS_PSX_60_L_1787848200000",
"DDV1_BATS_SHOP_60_L_1786120200000",
"DDV1_BATS_CME_60_L_1787927400000",
"DDV1_BATS_ELV_60_L_1783949400000",
"DDV1_BATS_SNPS_60_L_1786109400000",
"DDV1_BATS_QCOM_60_L_1786476600000",
"DDV1_BATS_META_60_L_1788273000000",
"DDV1_BATS_TEAM_60_L_1786627800000",
"DDV1_BATS_VZ_60_L_1787319000000",
"DDV1_BATS_NEM_60_L_1786473000000",
"DDV1_BATS_JNJ_60_L_1783953000000",
"DDV1_BATS_MDT_60_L_1787059800000",
"DDV1_BATS_MRK_60_L_1786725000000",
"DDV1_BATS_BKNG_60_L_1786109400000",
"DDV1_BATS_MSFT_60_L_1788190200000",
"DDV1_BATS_UNP_60_L_1786113000000",
"DDV1_BATS_SBUX_60_L_1786455000000"
],
"distributionSelectedSampleWeights": [
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],
"distributionBaselineSampleSize": 30,
"distributionBaselineConfidence": 1,
"distributionBaselineSampleIds": [
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"DDV1_BATS_SCHW_60_L_1787319000000",
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"DDV1_BATS_PSX_60_L_1787848200000",
"DDV1_BATS_RTX_60_L_1785267000000",
"DDV1_BATS_VLO_60_L_1787319000000",
"DDV1_BATS_BMY_60_L_1785861000000",
"DDV1_BATS_MDT_60_L_1787326200000",
"DDV1_BATS_MDB_60_L_1786735800000",
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"DDV1_BATS_NET_60_L_1784208600000",
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"DDV1_BATS_EL_60_L_1786109400000",
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"DDV1_BATS_JD_60_L_1784122200000",
"DDV1_BATS_ABNB_60_L_1783690200000",
"DDV1_BATS_TEAM_60_L_1787322600000",
"DDV1_BATS_AAPL_60_L_1784647800000",
"DDV1_BATS_PAYX_60_L_1784122200000",
"DDV1_BATS_LOW_60_L_1786455000000",
"DDV1_BATS_NEM_60_L_1787599800000",
"DDV1_BATS_CME_60_L_1784727000000",
"DDV1_BATS_UNP_60_L_1784208600000",
"DDV1_BATS_TSLA_60_L_1787837400000",
"DDV1_BATS_FTNT_60_L_1784295000000",
"DDV1_BATS_MRNA_60_L_1783445400000",
"DDV1_BATS_BABA_60_L_1784658600000"
],
"distributionFallbackLevel": "unweighted_nearest_neighbors",
"distributionExpectedR": -0.1262769255972011,
"distributionStopoutRate": 0.3036704777182115,
"rejectionReasons": [
"total_open_risk_cap_hit",
"no_remaining_risk_budget",
"shares_below_minimum"
],
"reductionReasons": [
"drawdown_reduced_size"
],
"executionStatus": "tv_exit_signal_received",
"submittedAt": "2026-09-03T17:31:09.893Z",
"brokerOrderId": null,
"submittedQuantity": null,
"filledQuantity": null,
"avgFillPrice": null,
"expectedEntryPrice": 161.59,
"slippagePct": null,
"exitPrice": 163.09,
"realizedPnl": null,
"allocationStatus": null,
"allocationClosedAt": null,
"decidedAt": "2026-09-03T14:30:36.566Z"
}
Sep 3, 26 TEAM open_long 60 rejected 0 / 0 $0 / $0 58.86% not submitted total_open_risk_cap_hit
Risk %0%
Intended Risk %0%
Intended Shares0
Intended Risk $$0
Raw P85.45%
Cal P58.86%
Policydistributional_kelly
Allocatordistributional_kelly_v4_minimum_risk_floor
Similarityweighted
Signal Exp R0.022
Legacy Kelly Risk0.25%
Fixed TF Risk0.4%
Max Notional8%
Notional$0
Notional Capfalse
Drawdown Mult0.75
Dist Kelly Risk0%
Confidence98.5%
Quarter Kelly0%
Kelly After Cap0%
Transition Baseline0%
Transition Max0.4%
Transition Appliedfalse
Dist Samples30
Eligible Samples53,889
Final Scenarios30
Invalid Samples0
Baseline Samples30
Baseline Confidence100%
Dist Fallbackunweighted_nearest_neighbors
Dist Exp R-0.1672
Dist Stopout28.35%
Order IDNone
Raw Executionnot_submitted
FilledNone
Avg FillNone
SlippageNone
Reducedrawdown_reduced_size
LedgerNone
Ledger ClosedNone
{
"signalId": "DDV1_BATS_TEAM_60_L_1788442200000",
"symbol": "TEAM",
"timeframe": "60",
"action": "open_long",
"modelVersion": "trade_quality_ablation_intraday_60m_child3_plus_prior_path_train_first_80pct_test_holdout_last_20pct",
"rawProbability": 0.85451809,
"calibratedProbability": 0.58862952,
"decision": "rejected",
"approved": false,
"finalShares": 0,
"finalRiskPct": 0,
"allowedRiskDollars": 0,
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"allocationPolicy": "distributional_kelly",
"allocatorVersion": "distributional_kelly_v4_minimum_risk_floor",
"distributionSimilarityMode": "weighted",
"signalExpectedR": 0.021974960187758397,
"legacyKellyFraction": 0,
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"timeframeFixedRiskPct": 0.004,
"maxNotionalPct": 0.08,
"notionalBeforeCaps": 0,
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"notionalCapApplied": false,
"drawdownMultiplier": 0.75,
"portfolioCapMode": "hard",
"rawDistributionalKellyPct": 0,
"shrunkDistributionalKellyPct": 0,
"confidenceMultiplier": 0.9849659101136566,
"quarterKellyRiskPct": 0,
"cappedKellyRiskPct": 0,
"transitionBaselineRiskPct": 0,
"transitionMaxRiskPct": 0.004,
"transitionCapApplied": false,
"finalKellyRiskPctBeforeSafetyCaps": 0,
"distributionSampleSize": 30,
"distributionEligibleSampleSize": 53889,
"distributionFinalScenarioCount": 30,
"distributionInvalidSampleCount": 0,
"distributionSelectedSampleIds": [
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"DDV1_BATS_T_60_L_1787923800000",
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"DDV1_BATS_BKNG_60_L_1786109400000",
"DDV1_BATS_SBUX_60_L_1786455000000",
"DDV1_BATS_MRNA_60_L_1787772600000",
"DDV1_BATS_ABBV_60_L_1787585400000",
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"DDV1_BATS_MDB_60_L_1786555800000",
"DDV1_BATS_RTX_60_L_1786465800000",
"DDV1_BATS_TMO_60_L_1785429000000",
"DDV1_BATS_CRWD_60_L_1788276600000",
"DDV1_BATS_TGT_60_L_1785871800000",
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"DDV1_BATS_TSM_60_L_1786120200000",
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"DDV1_BATS_PSX_60_L_1787848200000",
"DDV1_BATS_CME_60_L_1788276600000",
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"distributionBaselineConfidence": 1,
"distributionBaselineSampleIds": [
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"distributionStopoutRate": 0.28348244547878093,
"rejectionReasons": [
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"no_remaining_risk_budget",
"shares_below_minimum"
],
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],
"executionStatus": "not_submitted",
"submittedAt": null,
"brokerOrderId": null,
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"decidedAt": "2026-09-03T14:30:35.826Z"
}
Sep 3, 26 DBX open_long D reduced 31 / 31 $94 / $94 58.24% close submitted closed
Risk %0.19%
Intended Risk %0.19%
Intended Shares31
Intended Risk $$94
Raw P82.95%
Cal P58.24%
Policydistributional_kelly
Allocatordistributional_kelly_v4_minimum_risk_floor
Similarityweighted
Signal Exp R0.139
Legacy Kelly Risk0.25%
Fixed TF Risk0.5%
Max Notional12%
Notional$1,087
Notional Capfalse
Drawdown Mult0.75
Dist Kelly Risk0%
Confidence99.48%
Quarter Kelly0%
Kelly After Cap0%
Transition Baseline0.25%
Transition Max1%
Transition Appliedfalse
Dist Samples30
Eligible Samples35,596
Final Scenarios30
Invalid Samples0
Baseline Samples30
Baseline Confidence100%
Dist Fallbackunweighted_nearest_neighbors
Dist Exp R-0.0665
Dist Stopout24.51%
Order ID971255846
Raw Executionclose_submitted
FilledNone
Avg FillNone
SlippageNone
Reducedrawdown_reduced_size
Ledgerclosed
Ledger ClosedSep 15, 26
{
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"symbol": "DBX",
"timeframe": "D",
"action": "open_long",
"modelVersion": "trade_quality_ablation_child3_live_v2_live_v2_no_prior3_train_through_2022_test_2023_2026",
"rawProbability": 0.82951325,
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"decision": "reduced",
"approved": true,
"finalShares": 31,
"finalRiskPct": 0.001875,
"allowedRiskDollars": 94.46703281250001,
"intendedShares": 31,
"intendedRiskPct": 0.001875,
"intendedRiskDollars": 94.46703281250001,
"allocationPolicy": "distributional_kelly",
"allocatorVersion": "distributional_kelly_v4_minimum_risk_floor",
"distributionSimilarityMode": "weighted",
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"timeframeFixedRiskPct": 0.005,
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"notionalBeforeCaps": 1086.55,
"notionalAfterCaps": 1086.55,
"notionalCapApplied": false,
"drawdownMultiplier": 0.75,
"portfolioCapMode": "hard",
"rawDistributionalKellyPct": 0,
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"confidenceMultiplier": 0.9947699088152946,
"quarterKellyRiskPct": 0,
"cappedKellyRiskPct": 0,
"transitionBaselineRiskPct": 0.0025,
"transitionMaxRiskPct": 0.01,
"transitionCapApplied": false,
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"distributionSampleSize": 30,
"distributionEligibleSampleSize": 35596,
"distributionFinalScenarioCount": 30,
"distributionInvalidSampleCount": 0,
"distributionSelectedSampleIds": [
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"DDV1_BATS_DDOG_D_L_1784554200000",
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"DDV1_BATS_RTX_D_L_1786714200000",
"DDV1_BATS_PCTY_D_L_1787059800000",
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"DDV1_BATS_BAC_D_L_1783603800000",
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"distributionBaselineConfidence": 1,
"distributionBaselineSampleIds": [
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"DDV1_BATS_YETI_D_L_1783603800000",
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],
"distributionFallbackLevel": "unweighted_nearest_neighbors",
"distributionExpectedR": -0.06651081918259241,
"distributionStopoutRate": 0.2450709352665428,
"rejectionReasons": [],
"reductionReasons": [
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],
"executionStatus": "close_submitted",
"submittedAt": "2026-09-15T13:30:49.368Z",
"brokerOrderId": "971255846",
"submittedQuantity": 31,
"filledQuantity": null,
"avgFillPrice": null,
"expectedEntryPrice": 36.7,
"slippagePct": null,
"exitPrice": 36.7,
"realizedPnl": null,
"allocationStatus": "closed",
"allocationClosedAt": "2026-09-15T13:30:00.000Z",
"decidedAt": "2026-09-03T13:32:20.488Z"
}
Sep 3, 26 BBY open_long D reduced 31 / 31 $378 / $378 58.27% close submitted closed
Risk %0.75%
Intended Risk %0.75%
Intended Shares31
Intended Risk $$378
Raw P83.08%
Cal P58.27%
Policydistributional_kelly
Allocatordistributional_kelly_v4_minimum_risk_floor
Similarityweighted
Signal Exp R0.0588
Legacy Kelly Risk0.25%
Fixed TF Risk0.5%
Max Notional12%
Notional$2,714
Notional Capfalse
Drawdown Mult0.75
Dist Kelly Risk1%
Confidence99.13%
Quarter Kelly2.5%
Kelly After Cap1%
Transition Baseline0.25%
Transition Max1%
Transition Appliedfalse
Dist Samples30
Eligible Samples35,596
Final Scenarios30
Invalid Samples0
Baseline Samples30
Baseline Confidence100%
Dist Fallbackunweighted_nearest_neighbors
Dist Exp R0.1623
Dist Stopout19.32%
Order ID970356081
Raw Executionclose_submitted
FilledNone
Avg FillNone
SlippageNone
Reducedrawdown_reduced_size
Ledgerclosed
Ledger ClosedSep 8, 26
{
"signalId": "DDV1_BATS_BBY_D_L_1788355800000",
"symbol": "BBY",
"timeframe": "D",
"action": "open_long",
"modelVersion": "trade_quality_ablation_child3_live_v2_live_v2_no_prior3_train_through_2022_test_2023_2026",
"rawProbability": 0.83084968,
"calibratedProbability": 0.58271242,
"decision": "reduced",
"approved": true,
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"finalRiskPct": 0.0075,
"allowedRiskDollars": 377.86813125000003,
"intendedShares": 31,
"intendedRiskPct": 0.0075,
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"allocationPolicy": "distributional_kelly",
"allocatorVersion": "distributional_kelly_v4_minimum_risk_floor",
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"signalExpectedR": 0.05881847116375859,
"legacyKellyFraction": 0,
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"timeframeFixedRiskPct": 0.005,
"maxNotionalPct": 0.12,
"notionalBeforeCaps": 2714.36,
"notionalAfterCaps": 2714.36,
"notionalCapApplied": false,
"drawdownMultiplier": 0.75,
"portfolioCapMode": "hard",
"rawDistributionalKellyPct": 0.1,
"shrunkDistributionalKellyPct": 0.09912848330538099,
"confidenceMultiplier": 0.9912848330538099,
"quarterKellyRiskPct": 0.025,
"cappedKellyRiskPct": 0.01,
"transitionBaselineRiskPct": 0.0025,
"transitionMaxRiskPct": 0.01,
"transitionCapApplied": false,
"finalKellyRiskPctBeforeSafetyCaps": 0.01,
"distributionSampleSize": 30,
"distributionEligibleSampleSize": 35596,
"distributionFinalScenarioCount": 30,
"distributionInvalidSampleCount": 0,
"distributionSelectedSampleIds": [
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"DDV1_BATS_ARWR_D_L_1784295000000",
"DDV1_BATS_BAC_D_L_1786368600000",
"DDV1_BATS_CAT_D_L_1785850200000",
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"DDV1_BATS_GEV_D_L_1783690200000",
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"DDV1_BATS_SPG_D_L_1786109400000",
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"distributionBaselineConfidence": 1,
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"DDV1_BATS_BAC_D_L_1786368600000",
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"DDV1_BATS_RS_D_L_1783949400000",
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"DDV1_BATS_HSIC_D_L_1784899800000",
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],
"distributionFallbackLevel": "unweighted_nearest_neighbors",
"distributionExpectedR": 0.1622797289560348,
"distributionStopoutRate": 0.19317494783718936,
"rejectionReasons": [],
"reductionReasons": [
"drawdown_reduced_size"
],
"executionStatus": "close_submitted",
"submittedAt": "2026-09-08T13:30:28.657Z",
"brokerOrderId": "970356081",
"submittedQuantity": 31,
"filledQuantity": null,
"avgFillPrice": null,
"expectedEntryPrice": 89.8,
"slippagePct": null,
"exitPrice": 89.8,
"realizedPnl": null,
"allocationStatus": "closed",
"allocationClosedAt": "2026-09-08T13:30:00.000Z",
"decidedAt": "2026-09-03T13:32:19.877Z"
}
Sep 3, 26 AMRX open_long D reduced 165 / 165 $378 / $378 59.76% entry submitted + protective stop active open
Risk %0.75%
Intended Risk %0.75%
Intended Shares165
Intended Risk $$378
Raw P89.04%
Cal P59.76%
Policydistributional_kelly
Allocatordistributional_kelly_v4_minimum_risk_floor
Similarityweighted
Signal Exp R0.128
Legacy Kelly Risk0.25%
Fixed TF Risk0.5%
Max Notional12%
Notional$3,011
Notional Capfalse
Drawdown Mult0.75
Dist Kelly Risk1%
Confidence99.48%
Quarter Kelly2.5%
Kelly After Cap1%
Transition Baseline0.25%
Transition Max1%
Transition Appliedfalse
Dist Samples30
Eligible Samples35,596
Final Scenarios30
Invalid Samples0
Baseline Samples30
Baseline Confidence100%
Dist Fallbackunweighted_nearest_neighbors
Dist Exp R0.0524
Dist Stopout16.1%
Order ID969895950
Raw Executionentry_submitted_stop_submitted
FilledNone
Avg FillNone
SlippageNone
Reducedrawdown_reduced_size
Ledgeropen
Ledger ClosedNone
{
"signalId": "DDV1_BATS_AMRX_D_L_1788355800000",
"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": 0.89043401,
"calibratedProbability": 0.5976085,
"decision": "reduced",
"approved": true,
"finalShares": 165,
"finalRiskPct": 0.0075,
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"intendedShares": 165,
"intendedRiskPct": 0.0075,
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"allocationPolicy": "distributional_kelly",
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"signalExpectedR": 0.12797119484499123,
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"notionalBeforeCaps": 3011.25,
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"rawDistributionalKellyPct": 0.1,
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"distributionSampleSize": 30,
"distributionEligibleSampleSize": 35596,
"distributionFinalScenarioCount": 30,
"distributionInvalidSampleCount": 0,
"distributionSelectedSampleIds": [
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"distributionExpectedR": 0.052443317956391275,
"distributionStopoutRate": 0.16099184024346014,
"rejectionReasons": [],
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"executionStatus": "entry_submitted_stop_submitted",
"submittedAt": "2026-09-03T13:32:21.043Z",
"brokerOrderId": "969895950",
"submittedQuantity": 165,
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"expectedEntryPrice": 18.25,
"slippagePct": null,
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"decidedAt": "2026-09-03T13:32:19.500Z"
}
Sep 3, 26 WAT open_long D reduced 3 / 3 $94 / $94 57.86% entry submitted + protective stop active open
Risk %0.19%
Intended Risk %0.19%
Intended Shares3
Intended Risk $$94
Raw P81.44%
Cal P57.86%
Policydistributional_kelly
Allocatordistributional_kelly_v4_minimum_risk_floor
Similarityweighted
Signal Exp R0.037
Legacy Kelly Risk0.25%
Fixed TF Risk0.5%
Max Notional12%
Notional$1,248
Notional Capfalse
Drawdown Mult0.75
Dist Kelly Risk0%
Confidence99.66%
Quarter Kelly0%
Kelly After Cap0%
Transition Baseline0.25%
Transition Max1%
Transition Appliedfalse
Dist Samples30
Eligible Samples35,596
Final Scenarios30
Invalid Samples0
Baseline Samples30
Baseline Confidence100%
Dist Fallbackunweighted_nearest_neighbors
Dist Exp R-0.0935
Dist Stopout29.8%
Order ID969895910
Raw Executionentry_submitted_stop_submitted
FilledNone
Avg FillNone
SlippageNone
Reducedrawdown_reduced_size
Ledgeropen
Ledger ClosedNone
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"symbol": "WAT",
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"action": "open_long",
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"distributionExpectedR": -0.09349233021807823,
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"submittedAt": "2026-09-03T13:32:20.707Z",
"brokerOrderId": "969895910",
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"allocationStatus": "open",
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"decidedAt": "2026-09-03T13:32:18.518Z"
}
Sep 3, 26 EQH open_long D reduced 62 / 62 $378 / $378 59.12% close submitted closed
Risk %0.75%
Intended Risk %0.75%
Intended Shares62
Intended Risk $$378
Raw P86.48%
Cal P59.12%
Policydistributional_kelly
Allocatordistributional_kelly_v4_minimum_risk_floor
Similarityweighted
Signal Exp R0.0837
Legacy Kelly Risk0.25%
Fixed TF Risk0.5%
Max Notional12%
Notional$3,224
Notional Capfalse
Drawdown Mult0.75
Dist Kelly Risk1%
Confidence99.19%
Quarter Kelly2.5%
Kelly After Cap1%
Transition Baseline0.25%
Transition Max1%
Transition Appliedfalse
Dist Samples30
Eligible Samples35,596
Final Scenarios30
Invalid Samples0
Baseline Samples30
Baseline Confidence100%
Dist Fallbackunweighted_nearest_neighbors
Dist Exp R0.131
Dist Stopout12.47%
Order ID970074165
Raw Executionclose_submitted
FilledNone
Avg FillNone
SlippageNone
Reducedrawdown_reduced_size
Ledgerclosed
Ledger ClosedSep 4, 26
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"symbol": "EQH",
"timeframe": "D",
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"finalRiskPct": 0.0075,
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"notionalBeforeCaps": 3224,
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"notionalCapApplied": false,
"drawdownMultiplier": 0.75,
"portfolioCapMode": "hard",
"rawDistributionalKellyPct": 0.1,
"shrunkDistributionalKellyPct": 0.0991854968305011,
"confidenceMultiplier": 0.9918549683050109,
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"transitionCapApplied": false,
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"distributionSampleSize": 30,
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"rejectionReasons": [],
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"executionStatus": "close_submitted",
"submittedAt": "2026-09-04T13:30:28.153Z",
"brokerOrderId": "970074165",
"submittedQuantity": 62,
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"expectedEntryPrice": 52.75,
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"exitPrice": 52.75,
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"allocationStatus": "closed",
"allocationClosedAt": "2026-09-04T13:30:00.000Z",
"decidedAt": "2026-09-03T13:32:18.186Z"
}
Sep 3, 26 USB open_long D reduced 27 / 27 $94 / $94 59.47% entry submitted + protective stop active open
Risk %0.19%
Intended Risk %0.19%
Intended Shares27
Intended Risk $$94
Raw P87.9%
Cal P59.47%
Policydistributional_kelly
Allocatordistributional_kelly_v4_minimum_risk_floor
Similarityweighted
Signal Exp R0.089
Legacy Kelly Risk0.25%
Fixed TF Risk0.5%
Max Notional12%
Notional$1,701
Notional Capfalse
Drawdown Mult0.75
Dist Kelly Risk0%
Confidence99.13%
Quarter Kelly0%
Kelly After Cap0%
Transition Baseline0%
Transition Max1%
Transition Appliedfalse
Dist Samples30
Eligible Samples35,596
Final Scenarios30
Invalid Samples0
Baseline Samples30
Baseline Confidence100%
Dist Fallbackunweighted_nearest_neighbors
Dist Exp R-0.1571
Dist Stopout27.78%
Order ID969895913
Raw Executionentry_submitted_stop_submitted
FilledNone
Avg FillNone
SlippageNone
Reducedrawdown_reduced_size
Ledgeropen
Ledger ClosedNone
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"symbol": "USB",
"timeframe": "D",
"action": "open_long",
"modelVersion": "trade_quality_ablation_child3_live_v2_live_v2_no_prior3_train_through_2022_test_2023_2026",
"rawProbability": 0.87896489,
"calibratedProbability": 0.59474122,
"decision": "reduced",
"approved": true,
"finalShares": 27,
"finalRiskPct": 0.001875,
"allowedRiskDollars": 94.46703281250001,
"intendedShares": 27,
"intendedRiskPct": 0.001875,
"intendedRiskDollars": 94.46703281250001,
"allocationPolicy": "distributional_kelly",
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"notionalBeforeCaps": 1701,
"notionalAfterCaps": 1701,
"notionalCapApplied": false,
"drawdownMultiplier": 0.75,
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"rawDistributionalKellyPct": 0,
"shrunkDistributionalKellyPct": 0,
"confidenceMultiplier": 0.991345720865561,
"quarterKellyRiskPct": 0,
"cappedKellyRiskPct": 0,
"transitionBaselineRiskPct": 0,
"transitionMaxRiskPct": 0.01,
"transitionCapApplied": false,
"finalKellyRiskPctBeforeSafetyCaps": 0,
"distributionSampleSize": 30,
"distributionEligibleSampleSize": 35596,
"distributionFinalScenarioCount": 30,
"distributionInvalidSampleCount": 0,
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"DDV1_BATS_CSX_D_L_1785850200000",
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"distributionFallbackLevel": "unweighted_nearest_neighbors",
"distributionExpectedR": -0.1571108577059585,
"distributionStopoutRate": 0.277775871166264,
"rejectionReasons": [],
"reductionReasons": [
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],
"executionStatus": "entry_submitted_stop_submitted",
"submittedAt": "2026-09-03T13:32:20.760Z",
"brokerOrderId": "969895913",
"submittedQuantity": 27,
"filledQuantity": null,
"avgFillPrice": null,
"expectedEntryPrice": 63,
"slippagePct": null,
"exitPrice": null,
"realizedPnl": null,
"allocationStatus": "open",
"allocationClosedAt": null,
"decidedAt": "2026-09-03T13:32:17.903Z"
}
Sep 3, 26 LLY open_long D rejected 0 / 1 $0 / $94 58.1% not submitted shares_below_minimum
Risk %0%
Intended Risk %0.19%
Intended Shares1
Intended Risk $$94
Raw P82.4%
Cal P58.1%
Policydistributional_kelly
Allocatordistributional_kelly_v4_minimum_risk_floor
Similarityweighted
Signal Exp R0.0579
Legacy Kelly Risk0.25%
Fixed TF Risk0.5%
Max Notional12%
Notional$0
Notional Capfalse
Drawdown Mult0.75
Dist Kelly Risk0%
Confidence99.49%
Quarter Kelly0%
Kelly After Cap0%
Transition Baseline0.25%
Transition Max1%
Transition Appliedfalse
Dist Samples30
Eligible Samples35,596
Final Scenarios30
Invalid Samples0
Baseline Samples30
Baseline Confidence100%
Dist Fallbackunweighted_nearest_neighbors
Dist Exp R-0.1253
Dist Stopout28.99%
Order IDNone
Raw Executionnot_submitted
FilledNone
Avg FillNone
SlippageNone
Reducedrawdown_reduced_size
LedgerNone
Ledger ClosedNone
{
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"symbol": "LLY",
"timeframe": "D",
"action": "open_long",
"modelVersion": "trade_quality_ablation_child3_live_v2_live_v2_no_prior3_train_through_2022_test_2023_2026",
"rawProbability": 0.82396426,
"calibratedProbability": 0.58099106,
"decision": "rejected",
"approved": false,
"finalShares": 0,
"finalRiskPct": 0,
"allowedRiskDollars": 0,
"intendedShares": 1,
"intendedRiskPct": 0.001875,
"intendedRiskDollars": 94.46703281250001,
"allocationPolicy": "distributional_kelly",
"allocatorVersion": "distributional_kelly_v4_minimum_risk_floor",
"distributionSimilarityMode": "weighted",
"signalExpectedR": 0.057904476522618736,
"legacyKellyFraction": 0,
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"timeframeFixedRiskPct": 0.005,
"maxNotionalPct": 0.12,
"notionalBeforeCaps": 0,
"notionalAfterCaps": 0,
"notionalCapApplied": false,
"drawdownMultiplier": 0.75,
"portfolioCapMode": "hard",
"rawDistributionalKellyPct": 0,
"shrunkDistributionalKellyPct": 0,
"confidenceMultiplier": 0.9948638531720327,
"quarterKellyRiskPct": 0,
"cappedKellyRiskPct": 0,
"transitionBaselineRiskPct": 0.0025,
"transitionMaxRiskPct": 0.01,
"transitionCapApplied": false,
"finalKellyRiskPctBeforeSafetyCaps": 0,
"distributionSampleSize": 30,
"distributionEligibleSampleSize": 35596,
"distributionFinalScenarioCount": 30,
"distributionInvalidSampleCount": 0,
"distributionSelectedSampleIds": [
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"DDV1_BATS_BNY_D_L_1785936600000",
"DDV1_BATS_EBAY_D_L_1785850200000",
"DDV1_BATS_CRWD_D_L_1785245400000",
"DDV1_BATS_UNH_D_L_1785245400000",
"DDV1_BATS_CART_D_L_1784554200000",
"DDV1_BATS_PBF_D_L_1787923800000",
"DDV1_BATS_STT_D_L_1785850200000",
"DDV1_BATS_CVS_D_L_1783949400000",
"DDV1_BATS_PSA_D_L_1783949400000",
"DDV1_BATS_GEV_D_L_1783690200000",
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"distributionFallbackLevel": "unweighted_nearest_neighbors",
"distributionExpectedR": -0.12530776756393255,
"distributionStopoutRate": 0.2898826088218746,
"rejectionReasons": [
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],
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"decidedAt": "2026-09-03T13:32:17.522Z"
}
Sep 3, 26 ADUS open_long D reduced 8 / 8 $94 / $94 59.09% close submitted closed
Risk %0.19%
Intended Risk %0.19%
Intended Shares8
Intended Risk $$94
Raw P86.37%
Cal P59.09%
Policydistributional_kelly
Allocatordistributional_kelly_v4_minimum_risk_floor
Similarityweighted
Signal Exp R-0.0158
Legacy Kelly Risk1.25%
Fixed TF Risk0.5%
Max Notional12%
Notional$953
Notional Capfalse
Drawdown Mult0.75
Dist Kelly Risk0.24%
Confidence99.31%
Quarter Kelly0.24%
Kelly After Cap0.24%
Transition Baseline0.25%
Transition Max1%
Transition Appliedfalse
Dist Samples30
Eligible Samples35,596
Final Scenarios30
Invalid Samples0
Baseline Samples30
Baseline Confidence100%
Dist Fallbackunweighted_nearest_neighbors
Dist Exp R0.0076
Dist Stopout24.02%
Order ID970578478
Raw Executionclose_submitted
FilledNone
Avg FillNone
SlippageNone
Reducedrawdown_reduced_size
Ledgerclosed
Ledger ClosedSep 9, 26
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"symbol": "ADUS",
"timeframe": "D",
"action": "open_long",
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"notionalBeforeCaps": 952.88,
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"drawdownMultiplier": 0.75,
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"rawDistributionalKellyPct": 0.009600000000000001,
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"DDV1_BATS_BAC_D_L_1783603800000",
"DDV1_BATS_V_D_L_1784899800000",
"DDV1_BATS_AAMI_D_L_1785159000000",
"DDV1_BATS_MUSA_D_L_1785331800000",
"DDV1_BATS_CRS_D_L_1783344600000",
"DDV1_BATS_YETI_D_L_1783603800000",
"DDV1_BATS_WFC_D_L_1788269400000",
"DDV1_BATS_PYPL_D_L_1787146200000",
"DDV1_BATS_DOC_D_L_1785159000000",
"DDV1_BATS_DUOL_D_L_1786368600000",
"DDV1_BATS_ACA_D_L_1787837400000",
"DDV1_BATS_NBIX_D_L_1784554200000",
"DDV1_BATS_ESNT_D_L_1786109400000",
"DDV1_BATS_PLTR_D_L_1787751000000",
"DDV1_BATS_CNO_D_L_1784122200000",
"DDV1_BATS_PAYX_D_L_1787059800000"
],
"distributionFallbackLevel": "unweighted_nearest_neighbors",
"distributionExpectedR": 0.007645661835958374,
"distributionStopoutRate": 0.24016031365686089,
"rejectionReasons": [],
"reductionReasons": [
"drawdown_reduced_size"
],
"executionStatus": "close_submitted",
"submittedAt": "2026-09-09T13:30:23.073Z",
"brokerOrderId": "970578478",
"submittedQuantity": 8,
"filledQuantity": null,
"avgFillPrice": null,
"expectedEntryPrice": 119.24,
"slippagePct": null,
"exitPrice": 119.24,
"realizedPnl": null,
"allocationStatus": "closed",
"allocationClosedAt": "2026-09-09T13:30:00.000Z",
"decidedAt": "2026-09-03T13:32:16.942Z"
}
Sep 3, 26 WTW open_long D reduced 16 / 16 $378 / $378 58.19% close submitted closed
Risk %0.75%
Intended Risk %0.75%
Intended Shares16
Intended Risk $$378
Raw P82.76%
Cal P58.19%
Policydistributional_kelly
Allocatordistributional_kelly_v4_minimum_risk_floor
Similarityweighted
Signal Exp R-0.0113
Legacy Kelly Risk1.25%
Fixed TF Risk0.5%
Max Notional12%
Notional$5,442
Notional Capfalse
Drawdown Mult0.75
Dist Kelly Risk1%
Confidence99.67%
Quarter Kelly2.35%
Kelly After Cap1%
Transition Baseline0.25%
Transition Max1%
Transition Appliedfalse
Dist Samples30
Eligible Samples35,596
Final Scenarios30
Invalid Samples0
Baseline Samples30
Baseline Confidence100%
Dist Fallbackunweighted_nearest_neighbors
Dist Exp R0.0265
Dist Stopout15.87%
Order ID970656792
Raw Executionclose_submitted
FilledNone
Avg FillNone
SlippageNone
Reducedrawdown_reduced_size
Ledgerclosed
Ledger ClosedSep 9, 26
{
"signalId": "DDV1_BATS_WTW_D_L_1788355800000",
"symbol": "WTW",
"timeframe": "D",
"action": "open_long",
"modelVersion": "trade_quality_ablation_child3_live_v2_live_v2_no_prior3_train_through_2022_test_2023_2026",
"rawProbability": 0.82762608,
"calibratedProbability": 0.58190652,
"decision": "reduced",
"approved": true,
"finalShares": 16,
"finalRiskPct": 0.0075,
"allowedRiskDollars": 378.48087,
"intendedShares": 16,
"intendedRiskPct": 0.0075,
"intendedRiskDollars": 378.48087,
"allocationPolicy": "distributional_kelly",
"allocatorVersion": "distributional_kelly_v4_minimum_risk_floor",
"distributionSimilarityMode": "weighted",
"signalExpectedR": -0.011260220199840656,
"legacyKellyFraction": 0.16381304,
"legacyKellyRiskPct": 0.0125,
"timeframeFixedRiskPct": 0.005,
"maxNotionalPct": 0.12,
"notionalBeforeCaps": 5442.08,
"notionalAfterCaps": 5442.08,
"notionalCapApplied": false,
"drawdownMultiplier": 0.75,
"portfolioCapMode": "hard",
"rawDistributionalKellyPct": 0.094,
"shrunkDistributionalKellyPct": 0.0936878138698288,
"confidenceMultiplier": 0.9966788709556256,
"quarterKellyRiskPct": 0.0235,
"cappedKellyRiskPct": 0.01,
"transitionBaselineRiskPct": 0.0025,
"transitionMaxRiskPct": 0.01,
"transitionCapApplied": false,
"finalKellyRiskPctBeforeSafetyCaps": 0.01,
"distributionSampleSize": 30,
"distributionEligibleSampleSize": 35596,
"distributionFinalScenarioCount": 30,
"distributionInvalidSampleCount": 0,
"distributionSelectedSampleIds": [
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"DDV1_BATS_DOC_D_L_1785159000000",
"DDV1_BATS_RGA_D_L_1787232600000",
"DDV1_BATS_CRBG_D_L_1785850200000",
"DDV1_BATS_USB_D_L_1786541400000",
"DDV1_BATS_WTFC_D_L_1783603800000",
"DDV1_XETR_DLY_ALV_D_L_1787295600000",
"DDV1_BATS_NBIX_D_L_1784554200000",
"DDV1_BATS_PANW_D_L_1785245400000",
"DDV1_BATS_HSIC_D_L_1784899800000",
"DDV1_BATS_YETI_D_L_1783603800000",
"DDV1_BATS_DIA_D_L_1785245400000",
"DDV1_BATS_BAC_D_L_1783603800000",
"DDV1_BATS_DLTR_D_L_1785159000000",
"DDV1_BATS_AAMI_D_L_1787319000000",
"DDV1_BATS_CNO_D_L_1784122200000",
"DDV1_BATS_WM_D_L_1784727000000",
"DDV1_BATS_CNO_D_L_1787664600000",
"DDV1_BATS_BYD_D_L_1784122200000",
"DDV1_BATS_ACA_D_L_1787837400000",
"DDV1_BATS_CHE_D_L_1786541400000",
"DDV1_BATS_MMM_D_L_1787578200000",
"DDV1_TSX_DLY_BK_D_L_1784899800000",
"DDV1_BATS_YETI_D_L_1785850200000",
"DDV1_BATS_PK_D_L_1787059800000",
"DDV1_BATS_PSA_D_L_1783949400000",
"DDV1_BATS_MTD_D_L_1784640600000",
"DDV1_BATS_VLY_D_L_1784640600000"
],
"distributionSelectedSampleWeights": [
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0.8975236348624365,
0.8902968761777939,
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0.855383935693729,
0.8158622656737542,
0.8158221131159341,
0.8156188107973077,
0.8127758860496272,
0.8059366418367216,
0.8046498735538686,
0.8018699268381898,
0.8016328574394858,
0.8006118068948079,
0.7997650189227158,
0.7984868875110515,
0.7964185881300374,
0.7957368569200134,
0.791262399817862,
0.7881678411595711,
0.7871665119072765,
0.7731655003854225,
0.7641595930770552,
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0.7404958665089212,
0.7339998176524459,
0.7300307208809179
],
"distributionBaselineSampleSize": 30,
"distributionBaselineConfidence": 1,
"distributionBaselineSampleIds": [
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"DDV1_BATS_WFC_D_L_1788269400000",
"DDV1_BATS_V_D_L_1787146200000",
"DDV1_BATS_DOC_D_L_1785159000000",
"DDV1_BATS_WTFC_D_L_1783603800000",
"DDV1_XETR_DLY_ALV_D_L_1787295600000",
"DDV1_BATS_NBIX_D_L_1784554200000",
"DDV1_BATS_PANW_D_L_1785245400000",
"DDV1_BATS_HSIC_D_L_1784899800000",
"DDV1_BATS_YETI_D_L_1783603800000",
"DDV1_BATS_DIA_D_L_1785245400000",
"DDV1_BATS_BAC_D_L_1783603800000",
"DDV1_BATS_DLTR_D_L_1785159000000",
"DDV1_BATS_AAMI_D_L_1787319000000",
"DDV1_BATS_CNO_D_L_1784122200000",
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"DDV1_BATS_CNO_D_L_1787664600000",
"DDV1_BATS_BYD_D_L_1784122200000",
"DDV1_BATS_ACA_D_L_1787837400000",
"DDV1_BATS_CHE_D_L_1786541400000",
"DDV1_BATS_SLGN_D_L_1784899800000",
"DDV1_BATS_XYZ_D_L_1786627800000",
"DDV1_BATS_PBF_D_L_1786023000000",
"DDV1_BATS_XLF_D_L_1787578200000",
"DDV1_BATS_KRG_D_L_1782999000000",
"DDV1_BATS_SLB_D_L_1783431000000",
"DDV1_BATS_VLY_D_L_1785159000000",
"DDV1_BATS_CROX_D_L_1785763800000",
"DDV1_BATS_TWLO_D_L_1787319000000",
"DDV1_BATS_PBF_D_L_1785159000000"
],
"distributionFallbackLevel": "unweighted_nearest_neighbors",
"distributionExpectedR": 0.026498205707157732,
"distributionStopoutRate": 0.15871226995581145,
"rejectionReasons": [],
"reductionReasons": [
"drawdown_reduced_size"
],
"executionStatus": "close_submitted",
"submittedAt": "2026-09-09T16:42:29.299Z",
"brokerOrderId": "970656792",
"submittedQuantity": 16,
"filledQuantity": null,
"avgFillPrice": null,
"expectedEntryPrice": 316.47,
"slippagePct": null,
"exitPrice": 316.47,
"realizedPnl": null,
"allocationStatus": "closed",
"allocationClosedAt": "2026-09-09T13:30:00.000Z",
"decidedAt": "2026-09-03T13:32:15.845Z"
}
Sep 3, 26 HALO open_long D reduced 6 / 6 $95 / $95 61.22% close submitted closed
Risk %0.19%
Intended Risk %0.19%
Intended Shares6
Intended Risk $$95
Raw P94.88%
Cal P61.22%
Policydistributional_kelly
Allocatordistributional_kelly_v4_minimum_risk_floor
Similarityweighted
Signal Exp R0.1468
Legacy Kelly Risk0.25%
Fixed TF Risk0.5%
Max Notional12%
Notional$659
Notional Capfalse
Drawdown Mult0.75
Dist Kelly Risk0%
Confidence99.46%
Quarter Kelly0%
Kelly After Cap0%
Transition Baseline0.25%
Transition Max1%
Transition Appliedfalse
Dist Samples30
Eligible Samples35,596
Final Scenarios30
Invalid Samples0
Baseline Samples30
Baseline Confidence100%
Dist Fallbackunweighted_nearest_neighbors
Dist Exp R-0.1105
Dist Stopout30.09%
Order ID970073889
Raw Executionclose_submitted
FilledNone
Avg FillNone
SlippageNone
Reducedrawdown_reduced_size
Ledgerclosed
Ledger ClosedSep 4, 26
{
"signalId": "DDV1_BATS_HALO_D_L_1788355800000",
"symbol": "HALO",
"timeframe": "D",
"action": "open_long",
"modelVersion": "trade_quality_ablation_child3_live_v2_live_v2_no_prior3_train_through_2022_test_2023_2026",
"rawProbability": 0.94878578,
"calibratedProbability": 0.61219644,
"decision": "reduced",
"approved": true,
"finalShares": 6,
"finalRiskPct": 0.001875,
"allowedRiskDollars": 94.57496456249999,
"intendedShares": 6,
"intendedRiskPct": 0.001875,
"intendedRiskDollars": 94.57496456249999,
"allocationPolicy": "distributional_kelly",
"allocatorVersion": "distributional_kelly_v4_minimum_risk_floor",
"distributionSimilarityMode": "weighted",
"signalExpectedR": 0.14684597589960896,
"legacyKellyFraction": 0,
"legacyKellyRiskPct": 0.0025,
"timeframeFixedRiskPct": 0.005,
"maxNotionalPct": 0.12,
"notionalBeforeCaps": 659.04,
"notionalAfterCaps": 659.04,
"notionalCapApplied": false,
"drawdownMultiplier": 0.75,
"portfolioCapMode": "hard",
"rawDistributionalKellyPct": 0,
"shrunkDistributionalKellyPct": 0,
"confidenceMultiplier": 0.9945995094207699,
"quarterKellyRiskPct": 0,
"cappedKellyRiskPct": 0,
"transitionBaselineRiskPct": 0.0025,
"transitionMaxRiskPct": 0.01,
"transitionCapApplied": false,
"finalKellyRiskPctBeforeSafetyCaps": 0,
"distributionSampleSize": 30,
"distributionEligibleSampleSize": 35596,
"distributionFinalScenarioCount": 30,
"distributionInvalidSampleCount": 0,
"distributionSelectedSampleIds": [
"DDV1_BATS_EXPE_D_L_1787578200000",
"DDV1_BATS_CVS_D_L_1783949400000",
"DDV1_BATS_YETI_D_L_1785850200000",
"DDV1_BATS_PK_D_L_1787059800000",
"DDV1_BATS_UNH_D_L_1785245400000",
"DDV1_BATS_RGA_D_L_1787232600000",
"DDV1_BATS_DOC_D_L_1785159000000",
"DDV1_BATS_CNC_D_L_1784295000000",
"DDV1_BATS_BAC_D_L_1783603800000",
"DDV1_BATS_HQY_D_L_1787146200000",
"DDV1_BATS_AMCR_D_L_1787146200000",
"DDV1_BATS_TXRH_D_L_1787319000000",
"DDV1_BATS_IWM_D_L_1784640600000",
"DDV1_BATS_XYZ_D_L_1786627800000",
"DDV1_BATS_BRKR_D_L_1784640600000",
"DDV1_BATS_OKTA_D_L_1787059800000",
"DDV1_BATS_PBF_D_L_1785159000000",
"DDV1_BATS_PYPL_D_L_1786541400000",
"DDV1_BATS_MA_D_L_1784899800000",
"DDV1_BATS_MMM_D_L_1787578200000",
"DDV1_BATS_GEV_D_L_1783690200000",
"DDV1_BATS_ZS_D_L_1785159000000",
"DDV1_BATS_ARKK_D_L_1784640600000",
"DDV1_BATS_GWW_D_L_1785159000000",
"DDV1_BATS_RGA_D_L_1786023000000",
"DDV1_BATS_XLF_D_L_1784899800000",
"DDV1_BATS_MOG.A_D_L_1783344600000",
"DDV1_BATS_CNO_D_L_1787664600000",
"DDV1_BATS_CFR_D_L_1787232600000",
"DDV1_BATS_DIA_D_L_1785245400000"
],
"distributionSelectedSampleWeights": [
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0.8171679317815084,
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"distributionBaselineSampleSize": 30,
"distributionBaselineConfidence": 1,
"distributionBaselineSampleIds": [
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"DDV1_BATS_CVS_D_L_1783949400000",
"DDV1_BATS_YETI_D_L_1785850200000",
"DDV1_BATS_PK_D_L_1787059800000",
"DDV1_BATS_UNH_D_L_1785245400000",
"DDV1_BATS_RGA_D_L_1787232600000",
"DDV1_BATS_GWW_D_L_1785159000000",
"DDV1_BATS_RGA_D_L_1786023000000",
"DDV1_TSX_DLY_BK_D_L_1787664600000",
"DDV1_BATS_USB_D_L_1786541400000",
"DDV1_BATS_URI_D_L_1784813400000",
"DDV1_BATS_CRWD_D_L_1787837400000",
"DDV1_BATS_STT_D_L_1785850200000",
"DDV1_BATS_LLY_D_L_1786368600000",
"DDV1_BATS_FTNT_D_L_1784035800000",
"DDV1_BATS_PBF_D_L_1787923800000",
"DDV1_BATS_AMN_D_L_1786109400000",
"DDV1_BATS_AFG_D_L_1785936600000",
"DDV1_BATS_MEDP_D_L_1787232600000",
"DDV1_BATS_INCY_D_L_1784899800000",
"DDV1_BATS_AVTR_D_L_1783603800000",
"DDV1_BATS_KO_D_L_1785159000000",
"DDV1_BATS_CNO_D_L_1784899800000",
"DDV1_BATS_ADUS_D_L_1787059800000",
"historical:daily_weekly_frozen_live_v2:25788",
"historical:daily_weekly_frozen_live_v2:28274",
"historical:daily_weekly_frozen_live_v2:29301",
"historical:daily_weekly_frozen_live_v2:16716",
"historical:daily_weekly_frozen_live_v2:44733",
"historical:daily_weekly_frozen_live_v2:25362"
],
"distributionFallbackLevel": "unweighted_nearest_neighbors",
"distributionExpectedR": -0.11052084270451867,
"distributionStopoutRate": 0.3008960038217312,
"rejectionReasons": [],
"reductionReasons": [
"drawdown_reduced_size"
],
"executionStatus": "close_submitted",
"submittedAt": "2026-09-04T13:30:14.783Z",
"brokerOrderId": "970073889",
"submittedQuantity": 6,
"filledQuantity": null,
"avgFillPrice": null,
"expectedEntryPrice": 109.91,
"slippagePct": null,
"exitPrice": 109.91,
"realizedPnl": null,
"allocationStatus": "closed",
"allocationClosedAt": "2026-09-04T13:30:00.000Z",
"decidedAt": "2026-09-03T13:31:49.262Z"
}
Sep 3, 26 COTY open_long D reduced 739 / 739 $378 / $378 58.57% close submitted closed
Risk %0.75%
Intended Risk %0.75%
Intended Shares739
Intended Risk $$378
Raw P84.29%
Cal P58.57%
Policydistributional_kelly
Allocatordistributional_kelly_v4_minimum_risk_floor
Similarityweighted
Signal Exp R0.1377
Legacy Kelly Risk0.25%
Fixed TF Risk0.5%
Max Notional12%
Notional$2,158
Notional Capfalse
Drawdown Mult0.75
Dist Kelly Risk1%
Confidence99.29%
Quarter Kelly2.5%
Kelly After Cap1%
Transition Baseline0.25%
Transition Max1%
Transition Appliedfalse
Dist Samples30
Eligible Samples35,594
Final Scenarios30
Invalid Samples2
Baseline Samples30
Baseline Confidence100%
Dist Fallbackunweighted_nearest_neighbors
Dist Exp R0.1677
Dist Stopout15.86%
Order ID970074152
Raw Executionclose_submitted
FilledNone
Avg FillNone
SlippageNone
Reducedrawdown_reduced_size
Ledgerclosed
Ledger ClosedSep 4, 26
{
"signalId": "DDV1_BATS_COTY_D_L_1788355800000",
"symbol": "COTY",
"timeframe": "D",
"action": "open_long",
"modelVersion": "trade_quality_ablation_child3_live_v2_live_v2_no_prior3_train_through_2022_test_2023_2026",
"rawProbability": 0.84291953,
"calibratedProbability": 0.58572988,
"decision": "reduced",
"approved": true,
"finalShares": 739,
"finalRiskPct": 0.0075,
"allowedRiskDollars": 378.4195215,
"intendedShares": 739,
"intendedRiskPct": 0.0075,
"intendedRiskDollars": 378.4195215,
"allocationPolicy": "distributional_kelly",
"allocatorVersion": "distributional_kelly_v4_minimum_risk_floor",
"distributionSimilarityMode": "weighted",
"signalExpectedR": 0.13771980091643637,
"legacyKellyFraction": 0,
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"timeframeFixedRiskPct": 0.005,
"maxNotionalPct": 0.12,
"notionalBeforeCaps": 2157.88,
"notionalAfterCaps": 2157.88,
"notionalCapApplied": false,
"drawdownMultiplier": 0.75,
"portfolioCapMode": "hard",
"rawDistributionalKellyPct": 0.1,
"shrunkDistributionalKellyPct": 0.0992867453585656,
"confidenceMultiplier": 0.992867453585656,
"quarterKellyRiskPct": 0.025,
"cappedKellyRiskPct": 0.01,
"transitionBaselineRiskPct": 0.0025,
"transitionMaxRiskPct": 0.01,
"transitionCapApplied": false,
"finalKellyRiskPctBeforeSafetyCaps": 0.01,
"distributionSampleSize": 30,
"distributionEligibleSampleSize": 35594,
"distributionFinalScenarioCount": 30,
"distributionInvalidSampleCount": 2,
"distributionSelectedSampleIds": [
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"DDV1_BATS_COTY_D_L_1785850200000",
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"DDV1_BATS_VNO_D_L_1783603800000",
"DDV1_BATS_USB_D_L_1786541400000",
"DDV1_BATS_CRBG_D_L_1785850200000",
"DDV1_BATS_AJG_D_L_1785850200000",
"DDV1_BATS_MTD_D_L_1784640600000",
"DDV1_BATS_VLY_D_L_1784640600000",
"DDV1_BATS_RJF_D_L_1784727000000",
"DDV1_BATS_IQV_D_L_1784208600000",
"DDV1_BATS_SARO_D_L_1786714200000",
"DDV1_BATS_KRG_D_L_1782999000000",
"DDV1_XETR_DLY_ALV_D_L_1787295600000",
"DDV1_BATS_CTSH_D_L_1787059800000",
"DDV1_BATS_BRKR_D_L_1784640600000",
"DDV1_BATS_LRCX_D_L_1783517400000",
"DDV1_BATS_VLY_D_L_1785159000000",
"DDV1_BATS_PANW_D_L_1785245400000",
"DDV1_BATS_KNSL_D_L_1787319000000",
"DDV1_BATS_CFR_D_L_1785504600000"
],
"distributionSelectedSampleWeights": [
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0.7925220415565032,
0.7228176944122673,
0.688437580115682,
0.7258193819035681,
0.7247437051533894,
0.7245967894837778,
0.7240656257644368,
0.7195048968619506,
0.7089493090287543,
0.6980010119355847,
0.6965657864531742,
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0.6805173218398756,
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0.6190787480840414,
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0.6240061362671171,
0.6233368288004568,
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],
"distributionBaselineSampleSize": 30,
"distributionBaselineConfidence": 1,
"distributionBaselineSampleIds": [
"DDV1_BATS_DLTR_D_L_1785159000000",
"DDV1_BATS_OSK_D_L_1785763800000",
"DDV1_BATS_JKHY_D_L_1787146200000",
"DDV1_BATS_CROX_D_L_1785763800000",
"DDV1_BATS_UHS_D_L_1786541400000",
"DDV1_BATS_COTY_D_L_1785850200000",
"DDV1_BATS_SLGN_D_L_1784899800000",
"DDV1_BATS_BLKB_D_L_1786627800000",
"DDV1_BATS_EXPE_D_L_1785159000000",
"DDV1_BATS_HIMS_D_L_1784035800000",
"DDV1_BATS_VNO_D_L_1783603800000",
"DDV1_BATS_KRG_D_L_1782999000000",
"DDV1_XETR_DLY_ALV_D_L_1787295600000",
"DDV1_BATS_CTSH_D_L_1787059800000",
"DDV1_BATS_BRKR_D_L_1784640600000",
"DDV1_BATS_LRCX_D_L_1783517400000",
"DDV1_BATS_VLY_D_L_1785159000000",
"DDV1_BATS_PANW_D_L_1785245400000",
"DDV1_BATS_KNSL_D_L_1787319000000",
"DDV1_BATS_CFR_D_L_1785504600000",
"DDV1_BATS_ADP_D_L_1786627800000",
"DDV1_BATS_CFR_D_L_1786368600000",
"DDV1_BATS_XLF_D_L_1784899800000",
"DDV1_BATS_ACA_D_L_1787837400000",
"DDV1_BATS_DT_D_L_1785331800000",
"DDV1_BATS_V_D_L_1787146200000",
"DDV1_BATS_CNO_D_L_1784122200000",
"DDV1_BATS_WM_D_L_1784727000000",
"DDV1_BATS_EQH_D_L_1785159000000",
"DDV1_BATS_PAYX_D_L_1787059800000"
],
"distributionFallbackLevel": "unweighted_nearest_neighbors",
"distributionExpectedR": 0.16765414451886512,
"distributionStopoutRate": 0.15861626287484537,
"rejectionReasons": [],
"reductionReasons": [
"drawdown_reduced_size"
],
"executionStatus": "close_submitted",
"submittedAt": "2026-09-04T13:30:22.612Z",
"brokerOrderId": "970074152",
"submittedQuantity": 739,
"filledQuantity": null,
"avgFillPrice": null,
"expectedEntryPrice": 2.91,
"slippagePct": null,
"exitPrice": 2.91,
"realizedPnl": null,
"allocationStatus": "closed",
"allocationClosedAt": "2026-09-04T13:30:00.000Z",
"decidedAt": "2026-09-03T13:31:33.264Z"
}
Sep 3, 26 CRL open_long D rejected 0 / 0 $0 / $0 57.74% not submitted total_open_risk_cap_hit
Risk %0%
Intended Risk %0%
Intended Shares0
Intended Risk $$0
Raw P80.96%
Cal P57.74%
Policydistributional_kelly
Allocatordistributional_kelly_v4_minimum_risk_floor
Similarityweighted
Signal Exp R0.1471
Legacy Kelly Risk0.25%
Fixed TF Risk0.5%
Max Notional12%
Notional$0
Notional Capfalse
Drawdown Mult0.75
Dist Kelly Risk1%
Confidence99.31%
Quarter Kelly2.5%
Kelly After Cap1%
Transition Baseline0.25%
Transition Max1%
Transition Appliedfalse
Dist Samples30
Eligible Samples35,594
Final Scenarios30
Invalid Samples2
Baseline Samples30
Baseline Confidence100%
Dist Fallbackunweighted_nearest_neighbors
Dist Exp R0.1167
Dist Stopout25.02%
Order IDNone
Raw Executionnot_submitted
FilledNone
Avg FillNone
SlippageNone
Reducedrawdown_reduced_size
LedgerNone
Ledger ClosedNone
{
"signalId": "DDV1_BATS_CRL_D_L_1788355800000",
"symbol": "CRL",
"timeframe": "D",
"action": "open_long",
"modelVersion": "trade_quality_ablation_child3_live_v2_live_v2_no_prior3_train_through_2022_test_2023_2026",
"rawProbability": 0.80962547,
"calibratedProbability": 0.57740637,
"decision": "rejected",
"approved": false,
"finalShares": 0,
"finalRiskPct": 0,
"allowedRiskDollars": 0,
"intendedShares": 0,
"intendedRiskPct": 0,
"intendedRiskDollars": 0,
"allocationPolicy": "distributional_kelly",
"allocatorVersion": "distributional_kelly_v4_minimum_risk_floor",
"distributionSimilarityMode": "weighted",
"signalExpectedR": 0.14709080252607803,
"legacyKellyFraction": 0,
"legacyKellyRiskPct": 0.0025,
"timeframeFixedRiskPct": 0.005,
"maxNotionalPct": 0.12,
"notionalBeforeCaps": 0,
"notionalAfterCaps": 0,
"notionalCapApplied": false,
"drawdownMultiplier": 0.75,
"portfolioCapMode": "hard",
"rawDistributionalKellyPct": 0.1,
"shrunkDistributionalKellyPct": 0.09930836521199775,
"confidenceMultiplier": 0.9930836521199774,
"quarterKellyRiskPct": 0.025,
"cappedKellyRiskPct": 0.01,
"transitionBaselineRiskPct": 0.0025,
"transitionMaxRiskPct": 0.01,
"transitionCapApplied": false,
"finalKellyRiskPctBeforeSafetyCaps": 0.01,
"distributionSampleSize": 30,
"distributionEligibleSampleSize": 35594,
"distributionFinalScenarioCount": 30,
"distributionInvalidSampleCount": 2,
"distributionSelectedSampleIds": [
"DDV1_BATS_VVV_D_L_1784899800000",
"DDV1_BATS_CPT_D_L_1784899800000",
"DDV1_BATS_GGG_D_L_1787146200000",
"DDV1_BATS_MEDP_D_L_1787232600000",
"DDV1_BATS_VLY_D_L_1785159000000",
"DDV1_BATS_EBAY_D_L_1785159000000",
"DDV1_BATS_VNO_D_L_1783603800000",
"DDV1_BATS_HGV_D_L_1784122200000",
"DDV1_BATS_ALRM_D_L_1786627800000",
"DDV1_BATS_ES_D_L_1784727000000",
"DDV1_BATS_TECH_D_L_1784727000000",
"DDV1_BATS_DDOG_D_L_1784554200000",
"DDV1_BATS_USB_D_L_1786541400000",
"DDV1_BATS_CBSH_D_L_1784727000000",
"DDV1_BATS_TECH_D_L_1786109400000",
"DDV1_BATS_MCK_D_L_1787319000000",
"DDV1_BATS_FFIN_D_L_1784899800000",
"DDV1_BATS_IQV_D_L_1784208600000",
"DDV1_BATS_KNSL_D_L_1787319000000",
"DDV1_BATS_PNC_D_L_1784640600000",
"DDV1_BATS_WFC_D_L_1785159000000",
"DDV1_BATS_BAX_D_L_1784640600000",
"DDV1_BATS_IWM_D_L_1784640600000",
"DDV1_BATS_TECH_D_L_1787146200000",
"DDV1_BATS_JLL_D_L_1784899800000",
"DDV1_XETR_DLY_ALV_D_L_1787295600000",
"DDV1_BATS_V_D_L_1787146200000",
"DDV1_BATS_ANF_D_L_1783690200000",
"DDV1_BATS_AMCR_D_L_1787146200000",
"DDV1_BATS_HQY_D_L_1787146200000"
],
"distributionSelectedSampleWeights": [
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0.8942757423736665,
0.871141501037965,
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0.8139003705843257,
0.7956832770049697,
0.795564620731615,
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0.7891125915034481,
0.7735246839695796,
0.7657753961722289,
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0.7562927462787072,
0.7393588437812472,
0.7361478757216164,
0.7352573658291637,
0.73072592072138,
0.7138069343225032,
0.7251658683656474,
0.7246891643076991,
0.721605049460102,
0.7211023204986584,
0.7199062950983859,
0.7184036578440799,
0.7173149547261927,
0.7167309237009122,
0.7166607928655431,
0.7083270219985995,
0.7070387770943577,
0.7058505959424246
],
"distributionBaselineSampleSize": 30,
"distributionBaselineConfidence": 1,
"distributionBaselineSampleIds": [
"DDV1_BATS_VVV_D_L_1784899800000",
"DDV1_BATS_CPT_D_L_1784899800000",
"DDV1_BATS_VLY_D_L_1785159000000",
"DDV1_BATS_EBAY_D_L_1785159000000",
"DDV1_BATS_VNO_D_L_1783603800000",
"DDV1_BATS_KNSL_D_L_1787319000000",
"DDV1_BATS_PNC_D_L_1784640600000",
"DDV1_BATS_WFC_D_L_1785159000000",
"DDV1_BATS_BAX_D_L_1784640600000",
"DDV1_BATS_IWM_D_L_1784640600000",
"DDV1_BATS_TECH_D_L_1787146200000",
"DDV1_BATS_JLL_D_L_1784899800000",
"DDV1_XETR_DLY_ALV_D_L_1787295600000",
"DDV1_BATS_V_D_L_1787146200000",
"DDV1_BATS_ANF_D_L_1783690200000",
"DDV1_BATS_AMCR_D_L_1787146200000",
"DDV1_BATS_HQY_D_L_1787146200000",
"DDV1_BATS_YETI_D_L_1783603800000",
"DDV1_BATS_CRS_D_L_1783344600000",
"DDV1_BATS_DIA_D_L_1785245400000",
"DDV1_BATS_DLTR_D_L_1785159000000",
"DDV1_BATS_THC_D_L_1787751000000",
"DDV1_BATS_CFR_D_L_1785504600000",
"DDV1_BATS_AMN_D_L_1786627800000",
"DDV1_BATS_PBF_D_L_1785159000000",
"DDV1_BATS_MS_D_L_1782999000000",
"DDV1_BATS_CFR_D_L_1786368600000",
"DDV1_BATS_XLF_D_L_1787578200000",
"DDV1_BATS_XYZ_D_L_1786627800000",
"DDV1_BATS_HBAN_D_L_1783690200000"
],
"distributionFallbackLevel": "unweighted_nearest_neighbors",
"distributionExpectedR": 0.11665748480614027,
"distributionStopoutRate": 0.25015543305009674,
"rejectionReasons": [
"total_open_risk_cap_hit",
"no_remaining_risk_budget",
"shares_below_minimum"
],
"reductionReasons": [
"drawdown_reduced_size",
"loss_streak_reduced_size"
],
"executionStatus": "not_submitted",
"submittedAt": null,
"brokerOrderId": null,
"submittedQuantity": null,
"filledQuantity": null,
"avgFillPrice": null,
"expectedEntryPrice": null,
"slippagePct": null,
"exitPrice": null,
"realizedPnl": null,
"allocationStatus": null,
"allocationClosedAt": null,
"decidedAt": "2026-09-03T13:30:59.547Z"
}
Sep 3, 26 CART open_long D reduced 3 / 10 $14 / $47 59.59% close_order_failed closed
Risk %0.03%
Intended Risk %0.09%
Intended Shares10
Intended Risk $$47
Raw P88.36%
Cal P59.59%
Policydistributional_kelly
Allocatordistributional_kelly_v4_minimum_risk_floor
Similarityweighted
Signal Exp R0.0621
Legacy Kelly Risk0.25%
Fixed TF Risk0.5%
Max Notional12%
Notional$155
Notional Capfalse
Drawdown Mult0.75
Dist Kelly Risk0%
Confidence98.96%
Quarter Kelly0%
Kelly After Cap0%
Transition Baseline0%
Transition Max1%
Transition Appliedfalse
Dist Samples30
Eligible Samples35,594
Final Scenarios30
Invalid Samples2
Baseline Samples30
Baseline Confidence100%
Dist Fallbackunweighted_nearest_neighbors
Dist Exp R-0.1816
Dist Stopout32.44%
Order ID970582948
Raw Executionclose_order_failed
FilledNone
Avg FillNone
SlippageNone
Reducedrawdown_reduced_size
Ledgerclosed
Ledger ClosedSep 9, 26
{
"signalId": "DDV1_BATS_CART_D_L_1788355800000",
"symbol": "CART",
"timeframe": "D",
"action": "open_long",
"modelVersion": "trade_quality_ablation_child3_live_v2_live_v2_no_prior3_train_through_2022_test_2023_2026",
"rawProbability": 0.88362159,
"calibratedProbability": 0.5959054,
"decision": "reduced",
"approved": true,
"finalShares": 3,
"finalRiskPct": 0.0002812499999999968,
"allowedRiskDollars": 14.184288618749838,
"intendedShares": 10,
"intendedRiskPct": 0.0009375,
"intendedRiskDollars": 47.280962062499995,
"allocationPolicy": "distributional_kelly",
"allocatorVersion": "distributional_kelly_v4_minimum_risk_floor",
"distributionSimilarityMode": "weighted",
"signalExpectedR": 0.062057406868757076,
"legacyKellyFraction": 0,
"legacyKellyRiskPct": 0.0025,
"timeframeFixedRiskPct": 0.005,
"maxNotionalPct": 0.12,
"notionalBeforeCaps": 154.5,
"notionalAfterCaps": 154.5,
"notionalCapApplied": false,
"drawdownMultiplier": 0.75,
"portfolioCapMode": "hard",
"rawDistributionalKellyPct": 0,
"shrunkDistributionalKellyPct": 0,
"confidenceMultiplier": 0.9895508418651242,
"quarterKellyRiskPct": 0,
"cappedKellyRiskPct": 0,
"transitionBaselineRiskPct": 0,
"transitionMaxRiskPct": 0.01,
"transitionCapApplied": false,
"finalKellyRiskPctBeforeSafetyCaps": 0,
"distributionSampleSize": 30,
"distributionEligibleSampleSize": 35594,
"distributionFinalScenarioCount": 30,
"distributionInvalidSampleCount": 2,
"distributionSelectedSampleIds": [
"DDV1_BATS_THC_D_L_1787751000000",
"DDV1_BATS_DOC_D_L_1785159000000",
"DDV1_BATS_XLF_D_L_1784899800000",
"DDV1_BATS_HQY_D_L_1787146200000",
"DDV1_BATS_AMCR_D_L_1787146200000",
"DDV1_BATS_RGA_D_L_1786023000000",
"DDV1_XETR_DLY_ALV_D_L_1787295600000",
"DDV1_BATS_USB_D_L_1786541400000",
"DDV1_BATS_CVS_D_L_1783949400000",
"DDV1_BATS_MIDD_D_L_1783603800000",
"DDV1_BATS_PSA_D_L_1783949400000",
"DDV1_BATS_CNO_D_L_1787664600000",
"DDV1_BATS_DLTR_D_L_1785159000000",
"DDV1_BATS_CRS_D_L_1783344600000",
"DDV1_BATS_HSIC_D_L_1784899800000",
"DDV1_BATS_V_D_L_1787146200000",
"DDV1_BATS_ALRM_D_L_1786627800000",
"DDV1_BATS_ES_D_L_1784727000000",
"DDV1_TSX_DLY_BK_D_L_1784899800000",
"DDV1_BATS_KEY_D_L_1784727000000",
"DDV1_BATS_VLY_D_L_1784640600000",
"DDV1_BATS_CW_D_L_1784035800000",
"DDV1_BATS_CHRD_D_L_1786023000000",
"DDV1_BATS_LAMR_D_L_1785850200000",
"DDV1_BATS_AMH_D_L_1784899800000",
"DDV1_BATS_BLKB_D_L_1786627800000",
"DDV1_BATS_ACA_D_L_1785418200000",
"DDV1_BATS_CFR_D_L_1785504600000",
"DDV1_BATS_MOG.A_D_L_1783344600000",
"DDV1_BATS_ACA_D_L_1787837400000"
],
"distributionSelectedSampleWeights": [
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0.9075512810086926,
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0.7398900830059919,
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0.7105869522240262,
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0.7255849279207379,
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],
"distributionBaselineSampleSize": 30,
"distributionBaselineConfidence": 1,
"distributionBaselineSampleIds": [
"DDV1_BATS_THC_D_L_1787751000000",
"DDV1_BATS_DOC_D_L_1785159000000",
"DDV1_BATS_XLF_D_L_1784899800000",
"DDV1_BATS_HQY_D_L_1787146200000",
"DDV1_BATS_AMCR_D_L_1787146200000",
"DDV1_XETR_DLY_ALV_D_L_1787295600000",
"DDV1_BATS_CNO_D_L_1787664600000",
"DDV1_BATS_DLTR_D_L_1785159000000",
"DDV1_BATS_CRS_D_L_1783344600000",
"DDV1_BATS_HSIC_D_L_1784899800000",
"DDV1_BATS_V_D_L_1787146200000",
"DDV1_BATS_BLKB_D_L_1786627800000",
"DDV1_BATS_ACA_D_L_1785418200000",
"DDV1_BATS_CFR_D_L_1785504600000",
"DDV1_BATS_MOG.A_D_L_1783344600000",
"DDV1_BATS_ACA_D_L_1787837400000",
"DDV1_BATS_AAMI_D_L_1787319000000",
"DDV1_BATS_BAC_D_L_1783603800000",
"DDV1_BATS_DIA_D_L_1785245400000",
"DDV1_BATS_MUSA_D_L_1785331800000",
"DDV1_BATS_YETI_D_L_1783603800000",
"DDV1_BATS_CSX_D_L_1787146200000",
"DDV1_BATS_UHS_D_L_1786541400000",
"DDV1_BATS_UNH_D_L_1784295000000",
"DDV1_BATS_SLB_D_L_1783431000000",
"DDV1_BATS_TXRH_D_L_1787319000000",
"DDV1_BATS_WTFC_D_L_1783603800000",
"DDV1_BATS_AAT_D_L_1784640600000",
"DDV1_BATS_IWM_D_L_1784640600000",
"DDV1_BATS_BRKR_D_L_1784640600000"
],
"distributionFallbackLevel": "unweighted_nearest_neighbors",
"distributionExpectedR": -0.1816385695345869,
"distributionStopoutRate": 0.3243913239506245,
"rejectionReasons": [],
"reductionReasons": [
"drawdown_reduced_size",
"loss_streak_reduced_size",
"portfolio_risk_cap_reduced_size"
],
"executionStatus": "close_order_failed",
"submittedAt": "2026-09-09T13:34:37.616Z",
"brokerOrderId": "970582948",
"submittedQuantity": null,
"filledQuantity": null,
"avgFillPrice": null,
"expectedEntryPrice": 46.75,
"slippagePct": null,
"exitPrice": 46.75,
"realizedPnl": null,
"allocationStatus": "closed",
"allocationClosedAt": "2026-09-09T13:30:00.000Z",
"decidedAt": "2026-09-03T13:30:59.002Z"
}
Sep 3, 26 LH open_long D rejected 0 / 5 $0 / $189 58.81% not submitted shares_below_minimum
Risk %0%
Intended Risk %0.38%
Intended Shares5
Intended Risk $$189
Raw P85.22%
Cal P58.81%
Policydistributional_kelly
Allocatordistributional_kelly_v4_minimum_risk_floor
Similarityweighted
Signal Exp R-0.0253
Legacy Kelly Risk1.25%
Fixed TF Risk0.5%
Max Notional12%
Notional$0
Notional Capfalse
Drawdown Mult0.75
Dist Kelly Risk1%
Confidence99.66%
Quarter Kelly2.5%
Kelly After Cap1%
Transition Baseline0.25%
Transition Max1%
Transition Appliedfalse
Dist Samples30
Eligible Samples35,594
Final Scenarios30
Invalid Samples2
Baseline Samples30
Baseline Confidence100%
Dist Fallbackunweighted_nearest_neighbors
Dist Exp R0.14
Dist Stopout3.18%
Order IDNone
Raw Executionnot_submitted
FilledNone
Avg FillNone
SlippageNone
Reducedrawdown_reduced_size
LedgerNone
Ledger ClosedNone
{
"signalId": "DDV1_BATS_LH_D_L_1788355800000",
"symbol": "LH",
"timeframe": "D",
"action": "open_long",
"modelVersion": "trade_quality_ablation_child3_live_v2_live_v2_no_prior3_train_through_2022_test_2023_2026",
"rawProbability": 0.8522074,
"calibratedProbability": 0.58805185,
"decision": "rejected",
"approved": false,
"finalShares": 0,
"finalRiskPct": 0,
"allowedRiskDollars": 0,
"intendedShares": 5,
"intendedRiskPct": 0.00375,
"intendedRiskDollars": 189.185835375,
"allocationPolicy": "distributional_kelly",
"allocatorVersion": "distributional_kelly_v4_minimum_risk_floor",
"distributionSimilarityMode": "weighted",
"signalExpectedR": -0.02533920759427015,
"legacyKellyFraction": 0.1761037,
"legacyKellyRiskPct": 0.0125,
"timeframeFixedRiskPct": 0.005,
"maxNotionalPct": 0.12,
"notionalBeforeCaps": 0,
"notionalAfterCaps": 0,
"notionalCapApplied": false,
"drawdownMultiplier": 0.75,
"portfolioCapMode": "hard",
"rawDistributionalKellyPct": 0.1,
"shrunkDistributionalKellyPct": 0.09966232792110646,
"confidenceMultiplier": 0.9966232792110645,
"quarterKellyRiskPct": 0.025,
"cappedKellyRiskPct": 0.01,
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"transitionCapApplied": false,
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"distributionSampleSize": 30,
"distributionEligibleSampleSize": 35594,
"distributionFinalScenarioCount": 30,
"distributionInvalidSampleCount": 2,
"distributionSelectedSampleIds": [
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"distributionExpectedR": 0.14000036137265148,
"distributionStopoutRate": 0.0318146371610481,
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],
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"portfolio_risk_cap_reduced_size"
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"decidedAt": "2026-09-03T13:30:58.145Z"
}
Sep 3, 26 EWBC open_long D reduced 1 / 3 $14 / $47 57.63% close submitted closed
Risk %0.03%
Intended Risk %0.09%
Intended Shares3
Intended Risk $$47
Raw P80.52%
Cal P57.63%
Policydistributional_kelly
Allocatordistributional_kelly_v4_minimum_risk_floor
Similarityweighted
Signal Exp R0.0864
Legacy Kelly Risk0.25%
Fixed TF Risk0.5%
Max Notional12%
Notional$129
Notional Capfalse
Drawdown Mult0.75
Dist Kelly Risk0%
Confidence99.21%
Quarter Kelly0%
Kelly After Cap0%
Transition Baseline0.25%
Transition Max1%
Transition Appliedfalse
Dist Samples30
Eligible Samples35,594
Final Scenarios30
Invalid Samples2
Baseline Samples30
Baseline Confidence100%
Dist Fallbackunweighted_nearest_neighbors
Dist Exp R-0.1225
Dist Stopout29.83%
Order ID970074760
Raw Executionclose_submitted
FilledNone
Avg FillNone
SlippageNone
Reducedrawdown_reduced_size
Ledgerclosed
Ledger ClosedSep 4, 26
{
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"symbol": "EWBC",
"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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"finalRiskPct": 0.0002812499999999968,
"allowedRiskDollars": 14.194650515624836,
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"notionalBeforeCaps": 128.97,
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"rawDistributionalKellyPct": 0,
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"DDV1_BATS_TECH_D_L_1787146200000",
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"DDV1_BATS_AMG_D_L_1784813400000",
"DDV1_XETR_DLY_ALV_D_L_1787295600000",
"DDV1_BATS_ANF_D_L_1783690200000",
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"distributionExpectedR": -0.12253043316122664,
"distributionStopoutRate": 0.29832538630651,
"rejectionReasons": [],
"reductionReasons": [
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],
"executionStatus": "close_submitted",
"submittedAt": "2026-09-04T13:30:50.026Z",
"brokerOrderId": "970074760",
"submittedQuantity": 1,
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"expectedEntryPrice": 130.02,
"slippagePct": null,
"exitPrice": 130.02,
"realizedPnl": null,
"allocationStatus": "closed",
"allocationClosedAt": "2026-09-04T13:30:00.000Z",
"decidedAt": "2026-09-03T13:30:52.256Z"
}
Sep 3, 26 ALL open_long D rejected 0 / 6 $0 / $189 57.53% not submitted shares_below_minimum
Risk %0%
Intended Risk %0.38%
Intended Shares6
Intended Risk $$189
Raw P80.13%
Cal P57.53%
Policydistributional_kelly
Allocatordistributional_kelly_v4_minimum_risk_floor
Similarityweighted
Signal Exp R0.0672
Legacy Kelly Risk0.25%
Fixed TF Risk0.5%
Max Notional12%
Notional$0
Notional Capfalse
Drawdown Mult0.75
Dist Kelly Risk1%
Confidence99.29%
Quarter Kelly1.03%
Kelly After Cap1%
Transition Baseline0.25%
Transition Max1%
Transition Appliedfalse
Dist Samples30
Eligible Samples35,594
Final Scenarios30
Invalid Samples2
Baseline Samples30
Baseline Confidence100%
Dist Fallbackunweighted_nearest_neighbors
Dist Exp R0.0194
Dist Stopout22.66%
Order IDNone
Raw Executionnot_submitted
FilledNone
Avg FillNone
SlippageNone
Reducedrawdown_reduced_size
LedgerNone
Ledger ClosedNone
{
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"symbol": "ALL",
"timeframe": "D",
"action": "open_long",
"modelVersion": "trade_quality_ablation_child3_live_v2_live_v2_no_prior3_train_through_2022_test_2023_2026",
"rawProbability": 0.80133714,
"calibratedProbability": 0.57533429,
"decision": "rejected",
"approved": false,
"finalShares": 0,
"finalRiskPct": 0,
"allowedRiskDollars": 0,
"intendedShares": 6,
"intendedRiskPct": 0.00375,
"intendedRiskDollars": 189.26200687499997,
"allocationPolicy": "distributional_kelly",
"allocatorVersion": "distributional_kelly_v4_minimum_risk_floor",
"distributionSimilarityMode": "weighted",
"signalExpectedR": 0.06718052206665968,
"legacyKellyFraction": 0,
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"timeframeFixedRiskPct": 0.005,
"maxNotionalPct": 0.12,
"notionalBeforeCaps": 0,
"notionalAfterCaps": 0,
"notionalCapApplied": false,
"drawdownMultiplier": 0.75,
"portfolioCapMode": "hard",
"rawDistributionalKellyPct": 0.041100000000000005,
"shrunkDistributionalKellyPct": 0.04080825159155521,
"confidenceMultiplier": 0.9929014985779856,
"quarterKellyRiskPct": 0.010275000000000001,
"cappedKellyRiskPct": 0.01,
"transitionBaselineRiskPct": 0.0025,
"transitionMaxRiskPct": 0.01,
"transitionCapApplied": false,
"finalKellyRiskPctBeforeSafetyCaps": 0.01,
"distributionSampleSize": 30,
"distributionEligibleSampleSize": 35594,
"distributionFinalScenarioCount": 30,
"distributionInvalidSampleCount": 2,
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"DDV1_BATS_BAC_D_L_1783603800000",
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"DDV1_BATS_AMRX_D_L_1786714200000",
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"DDV1_BATS_RTX_D_L_1786714200000",
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"DDV1_BATS_BAC_D_L_1786368600000",
"DDV1_BATS_DIA_D_L_1785245400000",
"DDV1_BATS_MMM_D_L_1787578200000",
"DDV1_BATS_SNA_D_L_1784727000000",
"DDV1_BATS_TMHC_D_L_1782999000000",
"DDV1_BATS_WDC_D_L_1783603800000",
"DDV1_BATS_EXPE_D_L_1787578200000",
"DDV1_BATS_SNDK_D_L_1783603800000",
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],
"distributionFallbackLevel": "unweighted_nearest_neighbors",
"distributionExpectedR": 0.019402769281876914,
"distributionStopoutRate": 0.2265803742849602,
"rejectionReasons": [
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],
"reductionReasons": [
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"loss_streak_reduced_size",
"portfolio_risk_cap_reduced_size"
],
"executionStatus": "not_submitted",
"submittedAt": null,
"brokerOrderId": null,
"submittedQuantity": null,
"filledQuantity": null,
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"exitPrice": null,
"realizedPnl": null,
"allocationStatus": null,
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"decidedAt": "2026-09-03T13:30:51.577Z"
}
Sep 3, 26 GPC open_long D reduced 1 / 19 $14 / $189 58.59% entry submitted + protective stop active open
Risk %0.03%
Intended Risk %0.38%
Intended Shares19
Intended Risk $$189
Raw P84.35%
Cal P58.59%
Policydistributional_kelly
Allocatordistributional_kelly_v4_minimum_risk_floor
Similarityweighted
Signal Exp R0.1137
Legacy Kelly Risk0.25%
Fixed TF Risk0.5%
Max Notional12%
Notional$138
Notional Capfalse
Drawdown Mult0.75
Dist Kelly Risk1%
Confidence99.35%
Quarter Kelly1.7%
Kelly After Cap1%
Transition Baseline0.25%
Transition Max1%
Transition Appliedfalse
Dist Samples30
Eligible Samples35,594
Final Scenarios30
Invalid Samples2
Baseline Samples30
Baseline Confidence100%
Dist Fallbackunweighted_nearest_neighbors
Dist Exp R0.0517
Dist Stopout28.01%
Order ID969894330
Raw Executionentry_submitted_stop_submitted
FilledNone
Avg FillNone
SlippageNone
Reducedrawdown_reduced_size
Ledgeropen
Ledger ClosedNone
{
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"symbol": "GPC",
"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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"notionalBeforeCaps": 137.63,
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"distributionSampleSize": 30,
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"distributionExpectedR": 0.05166371614749229,
"distributionStopoutRate": 0.280098051564946,
"rejectionReasons": [],
"reductionReasons": [
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"loss_streak_reduced_size",
"portfolio_risk_cap_reduced_size"
],
"executionStatus": "entry_submitted_stop_submitted",
"submittedAt": "2026-09-03T13:30:58.214Z",
"brokerOrderId": "969894330",
"submittedQuantity": 1,
"filledQuantity": null,
"avgFillPrice": null,
"expectedEntryPrice": 137.63,
"slippagePct": null,
"exitPrice": null,
"realizedPnl": null,
"allocationStatus": "open",
"allocationClosedAt": null,
"decidedAt": "2026-09-03T13:30:51.183Z"
}
Sep 3, 26 AMCR open_long D reduced 5 / 18 $14 / $47 58.16% close_order_failed closed
Risk %0.03%
Intended Risk %0.09%
Intended Shares18
Intended Risk $$47
Raw P82.63%
Cal P58.16%
Policydistributional_kelly
Allocatordistributional_kelly_v4_minimum_risk_floor
Similarityweighted
Signal Exp R0.005
Legacy Kelly Risk0.25%
Fixed TF Risk0.5%
Max Notional12%
Notional$234
Notional Capfalse
Drawdown Mult0.75
Dist Kelly Risk0%
Confidence99.41%
Quarter Kelly0%
Kelly After Cap0%
Transition Baseline0.25%
Transition Max1%
Transition Appliedfalse
Dist Samples30
Eligible Samples35,594
Final Scenarios30
Invalid Samples1
Baseline Samples30
Baseline Confidence100%
Dist Fallbackunweighted_nearest_neighbors
Dist Exp R-0.0589
Dist Stopout23.34%
Order ID970578960
Raw Executionclose_order_failed
FilledNone
Avg FillNone
SlippageNone
Reducedrawdown_reduced_size
Ledgerclosed
Ledger ClosedSep 9, 26
{
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"symbol": "AMCR",
"timeframe": "D",
"action": "open_long",
"modelVersion": "trade_quality_ablation_child3_live_v2_live_v2_no_prior3_train_through_2022_test_2023_2026",
"rawProbability": 0.8263438,
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"approved": true,
"finalShares": 5,
"finalRiskPct": 0.0002812499999999968,
"allowedRiskDollars": 14.187107390624837,
"intendedShares": 18,
"intendedRiskPct": 0.0009375,
"intendedRiskDollars": 47.290357968749994,
"allocationPolicy": "distributional_kelly",
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"timeframeFixedRiskPct": 0.005,
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"notionalBeforeCaps": 233.7,
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"notionalCapApplied": false,
"drawdownMultiplier": 0.75,
"portfolioCapMode": "hard",
"rawDistributionalKellyPct": 0,
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"confidenceMultiplier": 0.9941345600562759,
"quarterKellyRiskPct": 0,
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"transitionBaselineRiskPct": 0.0025,
"transitionMaxRiskPct": 0.01,
"transitionCapApplied": false,
"finalKellyRiskPctBeforeSafetyCaps": 0,
"distributionSampleSize": 30,
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"distributionFinalScenarioCount": 30,
"distributionInvalidSampleCount": 1,
"distributionSelectedSampleIds": [
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"DDV1_BATS_XLF_D_L_1787578200000",
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"DDV1_XETR_DLY_ALV_D_L_1787295600000",
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"distributionBaselineConfidence": 1,
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"DDV1_BATS_RTX_D_L_1786714200000",
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"distributionExpectedR": -0.05891330539415948,
"distributionStopoutRate": 0.23336600567953114,
"rejectionReasons": [],
"reductionReasons": [
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"loss_streak_reduced_size",
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],
"executionStatus": "close_order_failed",
"submittedAt": "2026-09-09T13:30:40.592Z",
"brokerOrderId": "970578960",
"submittedQuantity": null,
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"expectedEntryPrice": 44.01,
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"exitPrice": 44.01,
"realizedPnl": null,
"allocationStatus": "closed",
"allocationClosedAt": "2026-09-09T13:30:00.000Z",
"decidedAt": "2026-09-03T13:30:45.239Z"
}
Sep 2, 26 ACN open_long 60 reduced 1 / 14 $14 / $112 55.3% close submitted closed
Risk %0.03%
Intended Risk %0.23%
Intended Shares14
Intended Risk $$112
Raw P71.2%
Cal P55.3%
Policydistributional_kelly
Allocatordistributional_kelly_v4_minimum_risk_floor
Similarityweighted
Signal Exp R-0.0511
Legacy Kelly Risk1.25%
Fixed TF Risk0.4%
Max Notional8%
Notional$187
Notional Capfalse
Drawdown Mult0.75
Dist Kelly Risk0.4%
Confidence99.09%
Quarter Kelly2.5%
Kelly After Cap0.4%
Transition Baseline0.1%
Transition Max0.4%
Transition Appliedfalse
Dist Samples30
Eligible Samples53,893
Final Scenarios30
Invalid Samples0
Baseline Samples30
Baseline Confidence100%
Dist Fallbackunweighted_nearest_neighbors
Dist Exp R0.0672
Dist Stopout23.61%
Order ID969829456
Raw Executionclose_submitted
FilledNone
Avg FillNone
SlippageNone
Reducedrawdown_reduced_size
Ledgerclosed
Ledger ClosedSep 2, 26
{
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"symbol": "ACN",
"timeframe": "60",
"action": "open_long",
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"notionalBeforeCaps": 187.2,
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"drawdownMultiplier": 0.75,
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"rawDistributionalKellyPct": 0.1,
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"distributionFallbackLevel": "unweighted_nearest_neighbors",
"distributionExpectedR": 0.0672236348780266,
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"rejectionReasons": [],
"reductionReasons": [
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],
"executionStatus": "close_submitted",
"submittedAt": "2026-09-02T18:30:28.870Z",
"brokerOrderId": "969829456",
"submittedQuantity": 1,
"filledQuantity": null,
"avgFillPrice": null,
"expectedEntryPrice": 188,
"slippagePct": null,
"exitPrice": 188,
"realizedPnl": null,
"allocationStatus": "closed",
"allocationClosedAt": "2026-09-02T18:30:00.000Z",
"decidedAt": "2026-09-02T17:30:12.483Z"
}