Equity
$48,616
Buying Power
$175,118
Open Risk
5.55%
Available Risk $
$2,163
Allocated Risk $
$2,791
Daily P&L
0%
$0
Drawdown
13.74%
Trade Lifecycle
TradingView alert to ML, allocation, execution, and outcome
50
Candidates
15
ML Approved
35
ML Rejected
43
Allocation Approved
7
Allocation Rejected
47
Orders Submitted
0
Orders Filled
50
Closed Outcomes
Execution Reconciliation Required
Strategy exits were recorded, but the allocation ledger is still open. Treat these as broker/bridge drift until reconciled.
3 mismatches
Date
Trade
Timeframe
Exit
Strategy P&L
Ledger
Latest Execution
Nov 13, 26 TECH open_long D opposite_div_tp_exit -$5 still open close_order_failed
Outcome DDV1_BATS_TECH_D_L_1793975400000 closed at 2026-11-13T14:30:00.000Z, but allocation ledger remains open.
Do not treat the current broker close as strategy performance; reconcile it as an execution adjustment.
{
"signalId": "DDV1_BATS_TECH_D_L_1793975400000",
"symbol": "TECH",
"timeframe": "D",
"direction": "long",
"action": "open_long",
"allocationStatus": "open",
"latestExecutionStatus": "close_order_failed",
"exitReason": "opposite_div_tp_exit",
"exitPrice": 72.76,
"realizedPnl": -4.549999999999557,
"completedAt": "2026-11-13T14:30:00.000Z"
}
Nov 12, 26 AAPL open_long D opposite_div_tp_exit +$1 still open close_order_failed
Outcome DDV1_BATS_AAPL_D_L_1793802600000 closed at 2026-11-12T14:30:00.000Z, but allocation ledger remains open.
Do not treat the current broker close as strategy performance; reconcile it as an execution adjustment.
{
"signalId": "DDV1_BATS_AAPL_D_L_1793802600000",
"symbol": "AAPL",
"timeframe": "D",
"direction": "long",
"action": "open_long",
"allocationStatus": "open",
"latestExecutionStatus": "close_order_failed",
"exitReason": "opposite_div_tp_exit",
"exitPrice": 355.36,
"realizedPnl": 1.4700000000000273,
"completedAt": "2026-11-12T14:30:00.000Z"
}
Nov 12, 26 LAMR open_long D opposite_div_tp_exit +$38 still open close_submitted
Outcome DDV1_BATS_LAMR_D_L_1794234600000 closed at 2026-11-12T14:30:00.000Z, but allocation ledger remains open.
Do not treat the current broker close as strategy performance; reconcile it as an execution adjustment.
{
"signalId": "DDV1_BATS_LAMR_D_L_1794234600000",
"symbol": "LAMR",
"timeframe": "D",
"direction": "long",
"action": "open_long",
"allocationStatus": "open",
"latestExecutionStatus": "close_submitted",
"exitReason": "opposite_div_tp_exit",
"exitPrice": 162.62,
"realizedPnl": 37.840000000000146,
"completedAt": "2026-11-12T14:30:00.000Z"
}
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
Nov 13, 26 EXPD open_long D reduced 6 / 6 $243 / $243 57.53% entry submitted + protective stop active open
Risk %0.5%
Intended Risk %0.5%
Intended Shares6
Intended Risk $$243
Raw P80.11%
Cal P57.53%
Policydistributional_kelly
Allocatordistributional_kelly_v4_minimum_risk_floor
Similarityweighted
Signal Exp R0.0412
Legacy Kelly Risk0.25%
Fixed TF Risk0.5%
Max Notional12%
Notional$1,179
Notional Capfalse
Drawdown Mult0.5
Dist Kelly Risk1%
Confidence99.26%
Quarter Kelly2.5%
Kelly After Cap1%
Transition Baseline0.25%
Transition Max1%
Transition Appliedfalse
Dist Samples30
Eligible Samples35,576
Final Scenarios30
Invalid Samples3
Baseline Samples30
Baseline Confidence100%
Dist Fallbackunweighted_nearest_neighbors
Dist Exp R0.1343
Dist Stopout16.11%
Order ID979302789
Raw Executionentry_submitted_stop_submitted
FilledNone
Avg FillNone
SlippageNone
Reducedrawdown_reduced_size
Ledgeropen
Ledger ClosedNone
{
"signalId": "DDV1_BATS_EXPD_D_L_1794493800000",
"symbol": "EXPD",
"timeframe": "D",
"action": "open_long",
"modelVersion": "trade_quality_ablation_child3_live_v2_live_v2_no_prior3_train_through_2022_test_2023_2026",
"rawProbability": 0.80110791,
"calibratedProbability": 0.57527698,
"decision": "reduced",
"approved": true,
"finalShares": 6,
"finalRiskPct": 0.005,
"allowedRiskDollars": 243.305089,
"intendedShares": 6,
"intendedRiskPct": 0.005,
"intendedRiskDollars": 243.305089,
"allocationPolicy": "distributional_kelly",
"allocatorVersion": "distributional_kelly_v4_minimum_risk_floor",
"distributionSimilarityMode": "weighted",
"signalExpectedR": 0.0411828930030301,
"legacyKellyFraction": 0,
"legacyKellyRiskPct": 0.0025,
"timeframeFixedRiskPct": 0.005,
"maxNotionalPct": 0.12,
"notionalBeforeCaps": 1179,
"notionalAfterCaps": 1179,
"notionalCapApplied": false,
"drawdownMultiplier": 0.5,
"portfolioCapMode": "hard",
"rawDistributionalKellyPct": 0.1,
"shrunkDistributionalKellyPct": 0.09925882472873515,
"confidenceMultiplier": 0.9925882472873515,
"quarterKellyRiskPct": 0.025,
"cappedKellyRiskPct": 0.01,
"transitionBaselineRiskPct": 0.0025,
"transitionMaxRiskPct": 0.01,
"transitionCapApplied": false,
"finalKellyRiskPctBeforeSafetyCaps": 0.01,
"distributionSampleSize": 30,
"distributionEligibleSampleSize": 35576,
"distributionFinalScenarioCount": 30,
"distributionInvalidSampleCount": 3,
"distributionSelectedSampleIds": [
"DDV1_BATS_AVT_D_L_1793021400000",
"DDV1_BATS_HPE_D_L_1792589400000",
"DDV1_BATS_URI_D_L_1788960600000",
"DDV1_BATS_CRWD_D_L_1794234600000",
"DDV1_BATS_EXPD_D_L_1790602200000",
"DDV1_BATS_ADP_D_L_1789392600000",
"DDV1_BATS_TEAM_D_L_1789392600000",
"DDV1_BATS_AMRX_D_L_1791552600000",
"DDV1_BATS_ELF_D_L_1790083800000",
"DDV1_BATS_PFG_D_L_1792071000000",
"DDV1_BATS_EBAY_D_L_1786627800000",
"DDV1_BATS_ESNT_D_L_1788442200000",
"DDV1_BATS_BEN_D_L_1790947800000",
"DDV1_BATS_QLYS_D_L_1789479000000",
"DDV1_BATS_MU_D_L_1784640600000",
"DDV1_BATS_AMN_D_L_1788960600000",
"DDV1_BATS_AMD_D_L_1784727000000",
"DDV1_BATS_CNO_D_L_1791207000000",
"DDV1_BATS_AMG_D_L_1794234600000",
"DDV1_BATS_AMRX_D_L_1793975400000",
"DDV1_BATS_APA_D_L_1790861400000",
"DDV1_BATS_FTI_D_L_1789133400000",
"DDV1_BATS_ALRM_D_L_1790775000000",
"DDV1_BATS_ACA_D_L_1789392600000",
"DDV1_BATS_CBT_D_L_1784122200000",
"DDV1_BATS_STX_D_L_1790083800000",
"DDV1_BATS_WAT_D_L_1788355800000",
"DDV1_BATS_PCTY_D_L_1789392600000",
"DDV1_BATS_HPQ_D_L_1790861400000",
"DDV1_BATS_CVS_D_L_1786714200000"
],
"distributionSelectedSampleWeights": [
0.896412730112437,
0.787165634016099,
0.7815527589691481,
0.7703613805356301,
0.7266963727222135,
0.7256104994847947,
0.7238352640487772,
0.7235983819472432,
0.7185967178099761,
0.7169306797626868,
0.7167252398009524,
0.7140061493693908,
0.7134788888050726,
0.7129866236230304,
0.7096746242318964,
0.7000686186993118,
0.6982404168891748,
0.697267128409329,
0.6854231413592753,
0.6828600780427319,
0.6752014809976555,
0.6102391162862493,
0.6340442607515241,
0.6339315352664221,
0.6338574090812861,
0.6326228563343368,
0.630323153911377,
0.6285487150888183,
0.6274429780423014,
0.6267938769866865
],
"distributionBaselineSampleSize": 30,
"distributionBaselineConfidence": 1,
"distributionBaselineSampleIds": [
"DDV1_BATS_AVT_D_L_1793021400000",
"DDV1_BATS_HPE_D_L_1792589400000",
"DDV1_BATS_URI_D_L_1788960600000",
"DDV1_BATS_EXPD_D_L_1790602200000",
"DDV1_BATS_ADP_D_L_1789392600000",
"DDV1_BATS_TEAM_D_L_1789392600000",
"DDV1_BATS_AMRX_D_L_1791552600000",
"DDV1_BATS_ELF_D_L_1790083800000",
"DDV1_BATS_PFG_D_L_1792071000000",
"DDV1_BATS_EBAY_D_L_1786627800000",
"DDV1_BATS_ESNT_D_L_1788442200000",
"DDV1_BATS_BEN_D_L_1790947800000",
"DDV1_BATS_QLYS_D_L_1789479000000",
"DDV1_BATS_MU_D_L_1784640600000",
"DDV1_BATS_AMN_D_L_1788960600000",
"DDV1_BATS_AMD_D_L_1784727000000",
"DDV1_BATS_CNO_D_L_1791207000000",
"DDV1_BATS_AMG_D_L_1794234600000",
"DDV1_BATS_AMRX_D_L_1793975400000",
"DDV1_BATS_ALRM_D_L_1790775000000",
"DDV1_BATS_ACA_D_L_1789392600000",
"DDV1_BATS_CBT_D_L_1784122200000",
"DDV1_BATS_STX_D_L_1790083800000",
"DDV1_BATS_WAT_D_L_1788355800000",
"DDV1_BATS_PCTY_D_L_1789392600000",
"DDV1_BATS_HPQ_D_L_1790861400000",
"DDV1_BATS_CVS_D_L_1786714200000",
"DDV1_BATS_LLY_D_L_1788355800000",
"DDV1_BATS_SYY_D_L_1787319000000",
"DDV1_BATS_TECH_D_L_1793021400000"
],
"distributionFallbackLevel": "unweighted_nearest_neighbors",
"distributionExpectedR": 0.13431641518675852,
"distributionStopoutRate": 0.1610768212978208,
"rejectionReasons": [],
"reductionReasons": [
"drawdown_reduced_size"
],
"executionStatus": "entry_submitted_stop_submitted",
"submittedAt": "2026-11-13T14:30:31.580Z",
"brokerOrderId": "979302789",
"submittedQuantity": 6,
"filledQuantity": null,
"avgFillPrice": null,
"expectedEntryPrice": 196.5,
"slippagePct": null,
"exitPrice": null,
"realizedPnl": null,
"allocationStatus": "open",
"allocationClosedAt": null,
"decidedAt": "2026-11-13T14:30:31.074Z"
}
Nov 12, 26 FDS open_long D reduced 1 / 1 $61 / $61 59.02% entry submitted + protective stop active open
Risk %0.13%
Intended Risk %0.13%
Intended Shares1
Intended Risk $$61
Raw P86.09%
Cal P59.02%
Policydistributional_kelly
Allocatordistributional_kelly_v4_minimum_risk_floor
Similarityweighted
Signal Exp R0.0458
Legacy Kelly Risk0.25%
Fixed TF Risk0.5%
Max Notional12%
Notional$338
Notional Capfalse
Drawdown Mult0.5
Dist Kelly Risk0%
Confidence99.14%
Quarter Kelly0%
Kelly After Cap0%
Transition Baseline0%
Transition Max1%
Transition Appliedfalse
Dist Samples30
Eligible Samples35,576
Final Scenarios30
Invalid Samples2
Baseline Samples30
Baseline Confidence100%
Dist Fallbackunweighted_nearest_neighbors
Dist Exp R-0.0412
Dist Stopout33.38%
Order ID979103427
Raw Executionentry_submitted_stop_submitted
FilledNone
Avg FillNone
SlippageNone
Reducedrawdown_reduced_size
Ledgeropen
Ledger ClosedNone
{
"signalId": "DDV1_BATS_FDS_D_L_1794407400000",
"symbol": "FDS",
"timeframe": "D",
"action": "open_long",
"modelVersion": "trade_quality_ablation_child3_live_v2_live_v2_no_prior3_train_through_2022_test_2023_2026",
"rawProbability": 0.8608733,
"calibratedProbability": 0.59021832,
"decision": "reduced",
"approved": true,
"finalShares": 1,
"finalRiskPct": 0.00125,
"allowedRiskDollars": 60.854322125,
"intendedShares": 1,
"intendedRiskPct": 0.00125,
"intendedRiskDollars": 60.854322125,
"allocationPolicy": "distributional_kelly",
"allocatorVersion": "distributional_kelly_v4_minimum_risk_floor",
"distributionSimilarityMode": "weighted",
"signalExpectedR": 0.04579320174385189,
"legacyKellyFraction": 0,
"legacyKellyRiskPct": 0.0025,
"timeframeFixedRiskPct": 0.005,
"maxNotionalPct": 0.12,
"notionalBeforeCaps": 337.77,
"notionalAfterCaps": 337.77,
"notionalCapApplied": false,
"drawdownMultiplier": 0.5,
"portfolioCapMode": "hard",
"rawDistributionalKellyPct": 0,
"shrunkDistributionalKellyPct": 0,
"confidenceMultiplier": 0.9914062958837078,
"quarterKellyRiskPct": 0,
"cappedKellyRiskPct": 0,
"transitionBaselineRiskPct": 0,
"transitionMaxRiskPct": 0.01,
"transitionCapApplied": false,
"finalKellyRiskPctBeforeSafetyCaps": 0,
"distributionSampleSize": 30,
"distributionEligibleSampleSize": 35576,
"distributionFinalScenarioCount": 30,
"distributionInvalidSampleCount": 2,
"distributionSelectedSampleIds": [
"DDV1_BATS_ARMK_D_L_1787751000000",
"DDV1_BATS_AMG_D_L_1787664600000",
"DDV1_BATS_A_D_L_1792503000000",
"DDV1_BATS_FLR_D_L_1789651800000",
"DDV1_BATS_HALO_D_L_1791293400000",
"DDV1_BATS_TWLO_D_L_1789479000000",
"DDV1_BATS_TMO_D_L_1793716200000",
"DDV1_BATS_MANH_D_L_1789392600000",
"DDV1_BATS_RGA_D_L_1791466200000",
"DDV1_BATS_AVTR_D_L_1792071000000",
"DDV1_BATS_ILMN_D_L_1789479000000",
"DDV1_BATS_PSX_D_L_1790775000000",
"DDV1_BATS_FFIV_D_L_1785159000000",
"DDV1_BATS_KBR_D_L_1789392600000",
"DDV1_BATS_PBF_D_L_1790256600000",
"DDV1_BATS_HSIC_D_L_1788442200000",
"DDV1_BATS_JAZZ_D_L_1789133400000",
"DDV1_BATS_LH_D_L_1788355800000",
"DDV1_BATS_ARWR_D_L_1786109400000",
"DDV1_BATS_MTG_D_L_1788442200000",
"DDV1_BATS_CRBG_D_L_1790343000000",
"DDV1_BATS_DELL_D_L_1790343000000",
"DDV1_BATS_BEN_D_L_1790947800000",
"DDV1_BATS_AMRX_D_L_1788355800000",
"DDV1_BATS_TRU_D_L_1789392600000",
"DDV1_BATS_VEEV_D_L_1790170200000",
"DDV1_BATS_AMG_D_L_1794234600000",
"DDV1_BATS_DOCU_D_L_1790861400000",
"DDV1_BATS_UHS_D_L_1790947800000",
"DDV1_BATS_SYY_D_L_1787319000000"
],
"distributionSelectedSampleWeights": [
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0.9085188777960963,
0.894669965896126,
0.8462767920171935,
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0.7931786886988966,
0.7918709569152427,
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],
"distributionBaselineSampleSize": 30,
"distributionBaselineConfidence": 1,
"distributionBaselineSampleIds": [
"DDV1_BATS_ARMK_D_L_1787751000000",
"DDV1_BATS_AMG_D_L_1787664600000",
"DDV1_BATS_A_D_L_1792503000000",
"DDV1_BATS_HALO_D_L_1791293400000",
"DDV1_BATS_MANH_D_L_1789392600000",
"DDV1_BATS_HSIC_D_L_1788442200000",
"DDV1_BATS_JAZZ_D_L_1789133400000",
"DDV1_BATS_LH_D_L_1788355800000",
"DDV1_BATS_ARWR_D_L_1786109400000",
"DDV1_BATS_MTG_D_L_1788442200000",
"DDV1_BATS_CRBG_D_L_1790343000000",
"DDV1_BATS_DELL_D_L_1790343000000",
"DDV1_BATS_BEN_D_L_1790947800000",
"DDV1_BATS_AMRX_D_L_1788355800000",
"DDV1_BATS_TRU_D_L_1789392600000",
"DDV1_BATS_VEEV_D_L_1790170200000",
"DDV1_BATS_AMG_D_L_1794234600000",
"DDV1_BATS_DOCU_D_L_1790861400000",
"DDV1_BATS_UHS_D_L_1790947800000",
"DDV1_BATS_SYY_D_L_1787319000000",
"DDV1_BATS_LLY_D_L_1788355800000",
"DDV1_BATS_RSG_D_L_1789133400000",
"DDV1_BATS_VNOM_D_L_1788874200000",
"DDV1_BATS_EXPD_D_L_1790602200000",
"DDV1_BATS_TXNM_D_L_1793629800000",
"DDV1_BATS_NTRS_D_L_1787578200000",
"DDV1_BATS_PCTY_D_L_1789392600000",
"DDV1_BATS_HRB_D_L_1793280600000",
"DDV1_BATS_DT_D_L_1789047000000",
"DDV1_BATS_SAIC_D_L_1790343000000"
],
"distributionFallbackLevel": "unweighted_nearest_neighbors",
"distributionExpectedR": -0.04119440016963513,
"distributionStopoutRate": 0.33379661499865326,
"rejectionReasons": [],
"reductionReasons": [
"drawdown_reduced_size"
],
"executionStatus": "entry_submitted_stop_submitted",
"submittedAt": "2026-11-12T14:31:01.147Z",
"brokerOrderId": "979103427",
"submittedQuantity": 1,
"filledQuantity": null,
"avgFillPrice": null,
"expectedEntryPrice": 337.77,
"slippagePct": null,
"exitPrice": null,
"realizedPnl": null,
"allocationStatus": "open",
"allocationClosedAt": null,
"decidedAt": "2026-11-12T14:31:00.821Z"
}
Nov 12, 26 PEP open_long 60 reduced 7 / 7 $61 / $61 57.27% close submitted closed
Risk %0.13%
Intended Risk %0.13%
Intended Shares7
Intended Risk $$61
Raw P79.07%
Cal P57.27%
Policydistributional_kelly
Allocatordistributional_kelly_v4_minimum_risk_floor
Similarityweighted
Signal Exp R-0.0065
Legacy Kelly Risk1.25%
Fixed TF Risk0.4%
Max Notional8%
Notional$1,011
Notional Capfalse
Drawdown Mult0.5
Dist Kelly Risk0%
Confidence99.08%
Quarter Kelly0%
Kelly After Cap0%
Transition Baseline0%
Transition Max0.4%
Transition Appliedfalse
Dist Samples30
Eligible Samples53,909
Final Scenarios30
Invalid Samples2
Baseline Samples30
Baseline Confidence100%
Dist Fallbackunweighted_nearest_neighbors
Dist Exp R-0.0393
Dist Stopout19.5%
Order ID979376788
Raw Executionclose_submitted
FilledNone
Avg FillNone
SlippageNone
Reducedrawdown_reduced_size
Ledgerclosed
Ledger ClosedNov 13, 26
{
"signalId": "DDV1_BATS_PEP_60_L_1794429000000",
"symbol": "PEP",
"timeframe": "60",
"action": "open_long",
"modelVersion": "trade_quality_ablation_intraday_60m_child3_plus_prior_path_train_first_80pct_test_holdout_last_20pct",
"rawProbability": 0.79066604,
"calibratedProbability": 0.57266651,
"decision": "reduced",
"approved": true,
"finalShares": 7,
"finalRiskPct": 0.00125,
"allowedRiskDollars": 60.880718625,
"intendedShares": 7,
"intendedRiskPct": 0.00125,
"intendedRiskDollars": 60.880718625,
"allocationPolicy": "distributional_kelly",
"allocatorVersion": "distributional_kelly_v4_minimum_risk_floor",
"distributionSimilarityMode": "weighted",
"signalExpectedR": -0.006540982344581246,
"legacyKellyFraction": 0.14533302,
"legacyKellyRiskPct": 0.0125,
"timeframeFixedRiskPct": 0.004,
"maxNotionalPct": 0.08,
"notionalBeforeCaps": 1010.66,
"notionalAfterCaps": 1010.66,
"notionalCapApplied": false,
"drawdownMultiplier": 0.5,
"portfolioCapMode": "hard",
"rawDistributionalKellyPct": 0,
"shrunkDistributionalKellyPct": 0,
"confidenceMultiplier": 0.990775942661604,
"quarterKellyRiskPct": 0,
"cappedKellyRiskPct": 0,
"transitionBaselineRiskPct": 0,
"transitionMaxRiskPct": 0.004,
"transitionCapApplied": false,
"finalKellyRiskPctBeforeSafetyCaps": 0,
"distributionSampleSize": 30,
"distributionEligibleSampleSize": 53909,
"distributionFinalScenarioCount": 30,
"distributionInvalidSampleCount": 2,
"distributionSelectedSampleIds": [
"DDV1_BATS_CRWD_60_L_1789569000000",
"DDV1_BATS_TFC_60_L_1793802600000",
"DDV1_BATS_SYK_60_L_1793280600000",
"DDV1_BATS_INTC_60_L_1790350200000",
"DDV1_BATS_EW_60_L_1794335400000",
"DDV1_BATS_COP_60_L_1793295000000",
"DDV1_BATS_SPGI_60_L_1793802600000",
"DDV1_BATS_NFLX_60_L_1791898200000",
"DDV1_BATS_CI_60_L_1793021400000",
"DDV1_BATS_UPS_60_L_1793727000000",
"DDV1_BATS_MCK_60_L_1793806200000",
"DDV1_BATS_MAR_60_L_1793802600000",
"DDV1_BATS_HCA_60_L_1789741800000",
"DDV1_BATS_DHR_60_L_1793388600000",
"DDV1_BATS_CB_60_L_1791988200000",
"DDV1_BATS_FTNT_60_L_1789651800000",
"DDV1_BATS_MPC_60_L_1792092600000",
"DDV1_BATS_RTX_60_L_1793629800000",
"DDV1_BATS_HD_60_L_1794234600000",
"DDV1_BATS_AMAT_60_L_1791826200000",
"DDV1_BATS_AMAT_60_L_1791225000000",
"DDV1_BATS_ZS_60_L_1789569000000",
"DDV1_BATS_GOOGL_60_L_1791826200000",
"DDV1_BATS_ABBV_60_L_1789500600000",
"DDV1_BATS_PGR_60_L_1789500600000",
"DDV1_BATS_WM_60_L_1792600200000",
"DDV1_BATS_HON_60_L_1793629800000",
"DDV1_BATS_ABBV_60_L_1790087400000",
"DDV1_BATS_DDOG_60_L_1791905400000",
"DDV1_BATS_PSX_60_L_1789133400000"
],
"distributionSelectedSampleWeights": [
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"distributionBaselineSampleSize": 30,
"distributionBaselineConfidence": 1,
"distributionBaselineSampleIds": [
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"DDV1_BATS_NFLX_60_L_1791898200000",
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"DDV1_BATS_XLV_60_L_1793802600000",
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"DDV1_BATS_JNJ_60_L_1793806200000",
"DDV1_BATS_INTU_60_L_1791898200000",
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"DDV1_BATS_USO_60_L_1793194200000",
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"DDV1_BATS_MRNA_60_L_1788463800000",
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],
"distributionFallbackLevel": "unweighted_nearest_neighbors",
"distributionExpectedR": -0.03925233988356149,
"distributionStopoutRate": 0.19502970039951956,
"rejectionReasons": [],
"reductionReasons": [
"drawdown_reduced_size"
],
"executionStatus": "close_submitted",
"submittedAt": "2026-11-13T16:30:25.454Z",
"brokerOrderId": "979376788",
"submittedQuantity": 7,
"filledQuantity": null,
"avgFillPrice": null,
"expectedEntryPrice": 144.36,
"slippagePct": null,
"exitPrice": 144.36,
"realizedPnl": null,
"allocationStatus": "closed",
"allocationClosedAt": "2026-11-13T16:30:00.000Z",
"decidedAt": "2026-11-12T14:30:27.879Z"
}
Nov 11, 26 HAE open_long D reduced 4 / 4 $61 / $61 57.55% entry submitted + protective stop active open
Risk %0.13%
Intended Risk %0.13%
Intended Shares4
Intended Risk $$61
Raw P80.19%
Cal P57.55%
Policydistributional_kelly
Allocatordistributional_kelly_v4_minimum_risk_floor
Similarityweighted
Signal Exp R0.0045
Legacy Kelly Risk0.25%
Fixed TF Risk0.5%
Max Notional12%
Notional$492
Notional Capfalse
Drawdown Mult0.5
Dist Kelly Risk0%
Confidence99.24%
Quarter Kelly0%
Kelly After Cap0%
Transition Baseline0%
Transition Max1%
Transition Appliedfalse
Dist Samples30
Eligible Samples35,577
Final Scenarios30
Invalid Samples0
Baseline Samples30
Baseline Confidence100%
Dist Fallbackunweighted_nearest_neighbors
Dist Exp R-0.0041
Dist Stopout39.07%
Order ID978885955
Raw Executionentry_submitted_stop_submitted
FilledNone
Avg FillNone
SlippageNone
Reducedrawdown_reduced_size
Ledgeropen
Ledger ClosedNone
{
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"symbol": "HAE",
"timeframe": "D",
"action": "open_long",
"modelVersion": "trade_quality_ablation_child3_live_v2_live_v2_no_prior3_train_through_2022_test_2023_2026",
"rawProbability": 0.80188559,
"calibratedProbability": 0.5754714,
"decision": "reduced",
"approved": true,
"finalShares": 4,
"finalRiskPct": 0.00125,
"allowedRiskDollars": 60.982228750000004,
"intendedShares": 4,
"intendedRiskPct": 0.00125,
"intendedRiskDollars": 60.982228750000004,
"allocationPolicy": "distributional_kelly",
"allocatorVersion": "distributional_kelly_v4_minimum_risk_floor",
"distributionSimilarityMode": "weighted",
"signalExpectedR": 0.004468411421606924,
"legacyKellyFraction": 0,
"legacyKellyRiskPct": 0.0025,
"timeframeFixedRiskPct": 0.005,
"maxNotionalPct": 0.12,
"notionalBeforeCaps": 492.36,
"notionalAfterCaps": 492.36,
"notionalCapApplied": false,
"drawdownMultiplier": 0.5,
"portfolioCapMode": "hard",
"rawDistributionalKellyPct": 0,
"shrunkDistributionalKellyPct": 0,
"confidenceMultiplier": 0.9923684340702865,
"quarterKellyRiskPct": 0,
"cappedKellyRiskPct": 0,
"transitionBaselineRiskPct": 0,
"transitionMaxRiskPct": 0.01,
"transitionCapApplied": false,
"finalKellyRiskPctBeforeSafetyCaps": 0,
"distributionSampleSize": 30,
"distributionEligibleSampleSize": 35577,
"distributionFinalScenarioCount": 30,
"distributionInvalidSampleCount": 0,
"distributionSelectedSampleIds": [
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"DDV1_BATS_IQV_D_L_1791207000000",
"DDV1_BATS_GPC_D_L_1788355800000",
"DDV1_BATS_HAE_D_L_1791207000000",
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"DDV1_BATS_JNJ_D_L_1789392600000",
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"DDV1_BATS_PSX_D_L_1790775000000",
"DDV1_BATS_TSLA_D_L_1792416600000",
"DDV1_BATS_GS_D_L_1782912600000",
"DDV1_BATS_MANH_D_L_1789392600000",
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"distributionBaselineSampleSize": 30,
"distributionBaselineConfidence": 1,
"distributionBaselineSampleIds": [
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"DDV1_BATS_MEDP_D_L_1791811800000",
"DDV1_BATS_IQV_D_L_1791207000000",
"DDV1_BATS_GPC_D_L_1788355800000",
"DDV1_BATS_MCK_D_L_1790861400000",
"DDV1_BATS_AHR_D_L_1786109400000",
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"DDV1_BATS_EMR_D_L_1792589400000",
"DDV1_BATS_EXPO_D_L_1789392600000",
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"DDV1_BATS_MANH_D_L_1789392600000",
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"DDV1_BATS_MSFT_D_L_1788442200000",
"DDV1_BATS_NTRS_D_L_1787578200000",
"DDV1_BATS_KNSL_D_L_1789479000000",
"DDV1_BATS_WAT_D_L_1788355800000",
"DDV1_BATS_MDT_D_L_1789392600000",
"DDV1_BATS_SHC_D_L_1791207000000",
"DDV1_BATS_CVS_D_L_1786714200000",
"DDV1_BATS_PTC_D_L_1793802600000",
"DDV1_BATS_DOCU_D_L_1790861400000",
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],
"distributionFallbackLevel": "unweighted_nearest_neighbors",
"distributionExpectedR": -0.004087785384226037,
"distributionStopoutRate": 0.3906758922479578,
"rejectionReasons": [],
"reductionReasons": [
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],
"executionStatus": "entry_submitted_stop_submitted",
"submittedAt": "2026-11-11T14:31:07.391Z",
"brokerOrderId": "978885955",
"submittedQuantity": 4,
"filledQuantity": null,
"avgFillPrice": null,
"expectedEntryPrice": 123.09,
"slippagePct": null,
"exitPrice": null,
"realizedPnl": null,
"allocationStatus": "open",
"allocationClosedAt": null,
"decidedAt": "2026-11-11T14:31:06.863Z"
}
Nov 10, 26 AON open_long 60 reduced 1 / 1 $61 / $61 57.59% close submitted closed
Risk %0.13%
Intended Risk %0.13%
Intended Shares1
Intended Risk $$61
Raw P80.37%
Cal P57.59%
Policydistributional_kelly
Allocatordistributional_kelly_v4_minimum_risk_floor
Similarityweighted
Signal Exp R-0.13
Legacy Kelly Risk1.25%
Fixed TF Risk0.4%
Max Notional8%
Notional$338
Notional Capfalse
Drawdown Mult0.5
Dist Kelly Risk0%
Confidence98.6%
Quarter Kelly0%
Kelly After Cap0%
Transition Baseline0.1%
Transition Max0.4%
Transition Appliedfalse
Dist Samples30
Eligible Samples53,911
Final Scenarios30
Invalid Samples0
Baseline Samples30
Baseline Confidence100%
Dist Fallbackunweighted_nearest_neighbors
Dist Exp R-0.0404
Dist Stopout21.68%
Order ID979350640
Raw Executionclose_submitted
FilledNone
Avg FillNone
SlippageNone
Reducedrawdown_reduced_size
Ledgerclosed
Ledger ClosedNov 13, 26
{
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"symbol": "AON",
"timeframe": "60",
"action": "open_long",
"modelVersion": "trade_quality_ablation_intraday_60m_child3_plus_prior_path_train_first_80pct_test_holdout_last_20pct",
"rawProbability": 0.80365879,
"calibratedProbability": 0.5759147,
"decision": "reduced",
"approved": true,
"finalShares": 1,
"finalRiskPct": 0.00125,
"allowedRiskDollars": 60.873937500000004,
"intendedShares": 1,
"intendedRiskPct": 0.00125,
"intendedRiskDollars": 60.873937500000004,
"allocationPolicy": "distributional_kelly",
"allocatorVersion": "distributional_kelly_v4_minimum_risk_floor",
"distributionSimilarityMode": "weighted",
"signalExpectedR": -0.1299810303169858,
"legacyKellyFraction": 0.15182939,
"legacyKellyRiskPct": 0.0125,
"timeframeFixedRiskPct": 0.004,
"maxNotionalPct": 0.08,
"notionalBeforeCaps": 337.66,
"notionalAfterCaps": 337.66,
"notionalCapApplied": false,
"drawdownMultiplier": 0.5,
"portfolioCapMode": "hard",
"rawDistributionalKellyPct": 0,
"shrunkDistributionalKellyPct": 0,
"confidenceMultiplier": 0.9860473379716275,
"quarterKellyRiskPct": 0,
"cappedKellyRiskPct": 0,
"transitionBaselineRiskPct": 0.001,
"transitionMaxRiskPct": 0.004,
"transitionCapApplied": false,
"finalKellyRiskPctBeforeSafetyCaps": 0,
"distributionSampleSize": 30,
"distributionEligibleSampleSize": 53911,
"distributionFinalScenarioCount": 30,
"distributionInvalidSampleCount": 0,
"distributionSelectedSampleIds": [
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"DDV1_BATS_HUM_60_L_1792434600000",
"DDV1_BATS_ICE_60_L_1794234600000",
"DDV1_BATS_HD_60_L_1794234600000",
"DDV1_BATS_AMAT_60_L_1791826200000",
"DDV1_BATS_USO_60_L_1793644200000",
"DDV1_BATS_WM_60_L_1792600200000",
"DDV1_BATS_HON_60_L_1793629800000",
"DDV1_BATS_LOW_60_L_1794234600000",
"DDV1_BATS_CI_60_L_1793021400000",
"DDV1_BATS_V_60_L_1793043000000",
"DDV1_BATS_DHR_60_L_1793388600000",
"DDV1_BATS_EL_60_L_1787941800000",
"DDV1_BATS_HD_60_L_1792600200000",
"DDV1_BATS_AON_60_L_1793802600000",
"DDV1_BATS_ALL_60_L_1792006200000",
"DDV1_BATS_AMAT_60_L_1791466200000",
"DDV1_BATS_AMD_60_L_1791394200000",
"DDV1_BATS_WM_60_L_1793280600000",
"DDV1_BATS_RSG_60_L_1793730600000",
"DDV1_BATS_T_60_L_1788888600000",
"DDV1_BATS_V_60_L_1793907000000",
"DDV1_BATS_TMO_60_L_1791383400000",
"DDV1_BATS_PSX_60_L_1789133400000",
"DDV1_BATS_USB_60_L_1793802600000",
"DDV1_BATS_NET_60_L_1790605800000",
"DDV1_BATS_ABBV_60_L_1790087400000",
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"distributionBaselineConfidence": 1,
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"DDV1_BATS_UPS_60_L_1793727000000",
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"DDV1_BATS_PSX_60_L_1789133400000",
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"DDV1_BATS_ABBV_60_L_1790087400000",
"DDV1_BATS_TFC_60_L_1794234600000",
"DDV1_BATS_TFC_60_L_1793802600000",
"DDV1_BATS_XLV_60_L_1793802600000",
"DDV1_BATS_SNPS_60_L_1791912600000",
"DDV1_BATS_JNJ_60_L_1793806200000",
"DDV1_BATS_DDOG_60_L_1791905400000",
"DDV1_BATS_SPGI_60_L_1793802600000",
"DDV1_BATS_V_60_L_1792679400000",
"DDV1_BATS_NET_60_L_1790353800000",
"DDV1_BATS_MRNA_60_L_1791383400000",
"DDV1_BATS_NFLX_60_L_1791898200000",
"DDV1_BATS_HD_60_L_1793280600000",
"DDV1_BATS_WM_60_L_1793021400000",
"DDV1_BATS_VZ_60_L_1788359400000",
"DDV1_BATS_XLU_60_L_1792503000000",
"DDV1_BATS_ELV_60_L_1792675800000",
"DDV1_BATS_TEAM_60_L_1788442200000",
"DDV1_BATS_MRNA_60_L_1788463800000",
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"DDV1_BATS_USO_60_L_1793194200000"
],
"distributionFallbackLevel": "unweighted_nearest_neighbors",
"distributionExpectedR": -0.04036513781808839,
"distributionStopoutRate": 0.21684306344833532,
"rejectionReasons": [],
"reductionReasons": [
"drawdown_reduced_size"
],
"executionStatus": "close_submitted",
"submittedAt": "2026-11-13T15:30:28.049Z",
"brokerOrderId": "979350640",
"submittedQuantity": 1,
"filledQuantity": null,
"avgFillPrice": null,
"expectedEntryPrice": 338.79,
"slippagePct": null,
"exitPrice": 338.79,
"realizedPnl": null,
"allocationStatus": "closed",
"allocationClosedAt": "2026-11-13T15:30:00.000Z",
"decidedAt": "2026-11-10T18:30:58.040Z"
}
Nov 10, 26 AVTR open_long D reduced 19 / 19 $61 / $61 59.4% entry submitted + protective stop active open
Risk %0.13%
Intended Risk %0.13%
Intended Shares19
Intended Risk $$61
Raw P87.61%
Cal P59.4%
Policydistributional_kelly
Allocatordistributional_kelly_v4_minimum_risk_floor
Similarityweighted
Signal Exp R0.0586
Legacy Kelly Risk0.25%
Fixed TF Risk0.5%
Max Notional12%
Notional$300
Notional Capfalse
Drawdown Mult0.5
Dist Kelly Risk0%
Confidence98.77%
Quarter Kelly0%
Kelly After Cap0%
Transition Baseline0%
Transition Max1%
Transition Appliedfalse
Dist Samples30
Eligible Samples35,578
Final Scenarios30
Invalid Samples0
Baseline Samples30
Baseline Confidence100%
Dist Fallbackunweighted_nearest_neighbors
Dist Exp R-0.0923
Dist Stopout36.58%
Order ID978724456
Raw Executionentry_submitted_stop_submitted
FilledNone
Avg FillNone
SlippageNone
Reducedrawdown_reduced_size
Ledgeropen
Ledger ClosedNone
{
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"symbol": "AVTR",
"timeframe": "D",
"action": "open_long",
"modelVersion": "trade_quality_ablation_child3_live_v2_live_v2_no_prior3_train_through_2022_test_2023_2026",
"rawProbability": 0.87609249,
"calibratedProbability": 0.59402312,
"decision": "reduced",
"approved": true,
"finalShares": 19,
"finalRiskPct": 0.00125,
"allowedRiskDollars": 60.835614256250004,
"intendedShares": 19,
"intendedRiskPct": 0.00125,
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"allocationPolicy": "distributional_kelly",
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"notionalBeforeCaps": 300.39,
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"distributionSampleSize": 30,
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"distributionSelectedSampleIds": [
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}
Nov 10, 26 AZO open_long D rejected 0 / 1 $0 / $61 57.78% not submitted shares_below_minimum
Risk %0%
Intended Risk %0.13%
Intended Shares1
Intended Risk $$61
Raw P81.14%
Cal P57.78%
Policydistributional_kelly
Allocatordistributional_kelly_v4_minimum_risk_floor
Similarityweighted
Signal Exp R0.1557
Legacy Kelly Risk0.25%
Fixed TF Risk0.5%
Max Notional12%
Notional$0
Notional Capfalse
Drawdown Mult0.5
Dist Kelly Risk0%
Confidence99.65%
Quarter Kelly0%
Kelly After Cap0%
Transition Baseline0%
Transition Max1%
Transition Appliedfalse
Dist Samples30
Eligible Samples35,578
Final Scenarios30
Invalid Samples0
Baseline Samples30
Baseline Confidence100%
Dist Fallbackunweighted_nearest_neighbors
Dist Exp R-0.0575
Dist Stopout43.52%
Order IDNone
Raw Executionnot_submitted
FilledNone
Avg FillNone
SlippageNone
Reducedrawdown_reduced_size
LedgerNone
Ledger ClosedNone
{
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"symbol": "AZO",
"timeframe": "D",
"action": "open_long",
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"finalRiskPct": 0,
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"intendedRiskPct": 0.00125,
"intendedRiskDollars": 60.83492800625,
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"distributionStopoutRate": 0.43518048909285156,
"rejectionReasons": [
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],
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"exitPrice": null,
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"decidedAt": "2026-11-10T15:05:15.554Z"
}
Nov 10, 26 AMG open_long D rejected 0 / 1 $0 / $61 59.83% TradingView exit received shares_below_minimum
Risk %0%
Intended Risk %0.13%
Intended Shares1
Intended Risk $$61
Raw P89.32%
Cal P59.83%
Policydistributional_kelly
Allocatordistributional_kelly_v4_minimum_risk_floor
Similarityweighted
Signal Exp R0.0769
Legacy Kelly Risk0.25%
Fixed TF Risk0.5%
Max Notional12%
Notional$0
Notional Capfalse
Drawdown Mult0.5
Dist Kelly Risk0%
Confidence99.25%
Quarter Kelly0%
Kelly After Cap0%
Transition Baseline0%
Transition Max1%
Transition Appliedfalse
Dist Samples30
Eligible Samples35,576
Final Scenarios30
Invalid Samples2
Baseline Samples30
Baseline Confidence100%
Dist Fallbackunweighted_nearest_neighbors
Dist Exp R-0.0337
Dist Stopout31.92%
Order IDNone
Raw Executiontv_exit_signal_received
FilledNone
Avg FillNone
SlippageNone
Reducedrawdown_reduced_size
LedgerNone
Ledger ClosedNone
{
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"symbol": "AMG",
"timeframe": "D",
"action": "open_long",
"modelVersion": "trade_quality_ablation_child3_live_v2_live_v2_no_prior3_train_through_2022_test_2023_2026",
"rawProbability": 0.893177,
"calibratedProbability": 0.59829425,
"decision": "rejected",
"approved": false,
"finalShares": 0,
"finalRiskPct": 0,
"allowedRiskDollars": 0,
"intendedShares": 1,
"intendedRiskPct": 0.00125,
"intendedRiskDollars": 60.8379523925,
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"drawdownMultiplier": 0.5,
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"rawDistributionalKellyPct": 0,
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"confidenceMultiplier": 0.9924912388524673,
"quarterKellyRiskPct": 0,
"cappedKellyRiskPct": 0,
"transitionBaselineRiskPct": 0,
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"transitionCapApplied": false,
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"distributionSampleSize": 30,
"distributionEligibleSampleSize": 35576,
"distributionFinalScenarioCount": 30,
"distributionInvalidSampleCount": 2,
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"exitPrice": 402.15,
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"decidedAt": "2026-11-10T15:05:03.006Z"
}
Nov 10, 26 AVY open_long D reduced 4 / 4 $61 / $61 57.87% entry submitted + protective stop active open
Risk %0.13%
Intended Risk %0.13%
Intended Shares4
Intended Risk $$61
Raw P81.49%
Cal P57.87%
Policydistributional_kelly
Allocatordistributional_kelly_v4_minimum_risk_floor
Similarityweighted
Signal Exp R0.1655
Legacy Kelly Risk0.25%
Fixed TF Risk0.5%
Max Notional12%
Notional$750
Notional Capfalse
Drawdown Mult0.5
Dist Kelly Risk0%
Confidence99.23%
Quarter Kelly0%
Kelly After Cap0%
Transition Baseline0%
Transition Max1%
Transition Appliedfalse
Dist Samples30
Eligible Samples35,576
Final Scenarios30
Invalid Samples2
Baseline Samples30
Baseline Confidence100%
Dist Fallbackunweighted_nearest_neighbors
Dist Exp R-0.0505
Dist Stopout39.74%
Order ID978723978
Raw Executionentry_submitted_stop_submitted
FilledNone
Avg FillNone
SlippageNone
Reducedrawdown_reduced_size
Ledgeropen
Ledger ClosedNone
{
"signalId": "DDV1_BATS_AVY_D_L_1794234600000",
"symbol": "AVY",
"timeframe": "D",
"action": "open_long",
"modelVersion": "trade_quality_ablation_child3_live_v2_live_v2_no_prior3_train_through_2022_test_2023_2026",
"rawProbability": 0.8148587,
"calibratedProbability": 0.57871468,
"decision": "reduced",
"approved": true,
"finalShares": 4,
"finalRiskPct": 0.00125,
"allowedRiskDollars": 60.83467025625,
"intendedShares": 4,
"intendedRiskPct": 0.00125,
"intendedRiskDollars": 60.83467025625,
"allocationPolicy": "distributional_kelly",
"allocatorVersion": "distributional_kelly_v4_minimum_risk_floor",
"distributionSimilarityMode": "weighted",
"signalExpectedR": 0.16546596292329666,
"legacyKellyFraction": 0,
"legacyKellyRiskPct": 0.0025,
"timeframeFixedRiskPct": 0.005,
"maxNotionalPct": 0.12,
"notionalBeforeCaps": 749.96,
"notionalAfterCaps": 749.96,
"notionalCapApplied": false,
"drawdownMultiplier": 0.5,
"portfolioCapMode": "hard",
"rawDistributionalKellyPct": 0,
"shrunkDistributionalKellyPct": 0,
"confidenceMultiplier": 0.9923224187874584,
"quarterKellyRiskPct": 0,
"cappedKellyRiskPct": 0,
"transitionBaselineRiskPct": 0,
"transitionMaxRiskPct": 0.01,
"transitionCapApplied": false,
"finalKellyRiskPctBeforeSafetyCaps": 0,
"distributionSampleSize": 30,
"distributionEligibleSampleSize": 35576,
"distributionFinalScenarioCount": 30,
"distributionInvalidSampleCount": 2,
"distributionSelectedSampleIds": [
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"DDV1_EURONEXT_DLY_AIR_D_L_1788850800000",
"DDV1_BATS_TRMB_D_L_1789392600000",
"DDV1_BATS_GS_D_L_1782912600000",
"DDV1_BATS_CRL_D_L_1788355800000",
"DDV1_BATS_GPC_D_L_1788355800000",
"DDV1_BATS_AGYS_D_L_1789392600000",
"DDV1_BATS_GME_D_L_1791466200000",
"DDV1_BATS_HAE_D_L_1791207000000",
"DDV1_BATS_CVNA_D_L_1789997400000",
"DDV1_BATS_EXLS_D_L_1788442200000",
"DDV1_BATS_ONTO_D_L_1792503000000",
"DDV1_BATS_WAT_D_L_1788355800000",
"DDV1_BATS_KNSL_D_L_1789479000000",
"DDV1_BATS_MSFT_D_L_1788442200000",
"DDV1_BATS_WTW_D_L_1788355800000",
"DDV1_BATS_DBX_D_L_1788355800000",
"DDV1_BATS_AHR_D_L_1786109400000",
"DDV1_BATS_HAS_D_L_1787578200000",
"DDV1_BATS_SLM_D_L_1788528600000",
"DDV1_BATS_RYAN_D_L_1787232600000",
"DDV1_BATS_ADMA_D_L_1793716200000",
"DDV1_BATS_NTNX_D_L_1788355800000",
"DDV1_BATS_LH_D_L_1788355800000",
"DDV1_BATS_WSM_D_L_1788960600000",
"DDV1_BATS_SAIC_D_L_1790343000000",
"DDV1_BATS_EXPO_D_L_1789392600000",
"DDV1_BATS_MSM_D_L_1785763800000",
"DDV1_BATS_SHC_D_L_1789479000000",
"DDV1_BATS_CNC_D_L_1790602200000"
],
"distributionSelectedSampleWeights": [
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0.7738380986302509,
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"distributionBaselineSampleSize": 30,
"distributionBaselineConfidence": 1,
"distributionBaselineSampleIds": [
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"DDV1_BATS_GPC_D_L_1788355800000",
"DDV1_BATS_AGYS_D_L_1789392600000",
"DDV1_BATS_GME_D_L_1791466200000",
"DDV1_BATS_WAT_D_L_1788355800000",
"DDV1_BATS_KNSL_D_L_1789479000000",
"DDV1_BATS_MSFT_D_L_1788442200000",
"DDV1_BATS_WTW_D_L_1788355800000",
"DDV1_BATS_DBX_D_L_1788355800000",
"DDV1_BATS_AHR_D_L_1786109400000",
"DDV1_BATS_HAS_D_L_1787578200000",
"DDV1_BATS_SLM_D_L_1788528600000",
"DDV1_BATS_RYAN_D_L_1787232600000",
"DDV1_BATS_ADMA_D_L_1793716200000",
"DDV1_BATS_NTNX_D_L_1788355800000",
"DDV1_BATS_LH_D_L_1788355800000",
"DDV1_BATS_WSM_D_L_1788960600000",
"DDV1_BATS_SAIC_D_L_1790343000000",
"DDV1_BATS_EXPO_D_L_1789392600000",
"DDV1_BATS_MSM_D_L_1785763800000",
"DDV1_BATS_SHC_D_L_1789479000000",
"DDV1_BATS_CNC_D_L_1790602200000",
"DDV1_BATS_BILL_D_L_1788442200000",
"DDV1_BATS_CART_D_L_1788355800000",
"DDV1_BATS_THC_D_L_1787751000000",
"DDV1_BATS_MEDP_D_L_1791811800000",
"DDV1_BATS_MDT_D_L_1789392600000",
"DDV1_BATS_HPQ_D_L_1790861400000",
"DDV1_BATS_TEAM_D_L_1789392600000",
"DDV1_BATS_UNH_D_L_1787578200000"
],
"distributionFallbackLevel": "unweighted_nearest_neighbors",
"distributionExpectedR": -0.05048651584622264,
"distributionStopoutRate": 0.3973625037429117,
"rejectionReasons": [],
"reductionReasons": [
"drawdown_reduced_size"
],
"executionStatus": "entry_submitted_stop_submitted",
"submittedAt": "2026-11-10T15:05:03.007Z",
"brokerOrderId": "978723978",
"submittedQuantity": 4,
"filledQuantity": null,
"avgFillPrice": null,
"expectedEntryPrice": 187.49,
"slippagePct": null,
"exitPrice": null,
"realizedPnl": null,
"allocationStatus": "open",
"allocationClosedAt": null,
"decidedAt": "2026-11-10T15:04:55.211Z"
}
Nov 10, 26 LAMR open_long D reduced 8 / 8 $61 / $61 59.12% close submitted open
Risk %0.13%
Intended Risk %0.13%
Intended Shares8
Intended Risk $$61
Raw P86.47%
Cal P59.12%
Policydistributional_kelly
Allocatordistributional_kelly_v4_minimum_risk_floor
Similarityweighted
Signal Exp R0.1945
Legacy Kelly Risk0.25%
Fixed TF Risk0.5%
Max Notional12%
Notional$1,263
Notional Capfalse
Drawdown Mult0.5
Dist Kelly Risk0%
Confidence98.69%
Quarter Kelly0%
Kelly After Cap0%
Transition Baseline0%
Transition Max1%
Transition Appliedfalse
Dist Samples30
Eligible Samples35,576
Final Scenarios30
Invalid Samples1
Baseline Samples30
Baseline Confidence100%
Dist Fallbackunweighted_nearest_neighbors
Dist Exp R-0.0496
Dist Stopout36.44%
Order ID979102883
Raw Executionclose_submitted
FilledNone
Avg FillNone
SlippageNone
Reducedrawdown_reduced_size
Ledgeropen
Ledger ClosedNone
{
"signalId": "DDV1_BATS_LAMR_D_L_1794234600000",
"symbol": "LAMR",
"timeframe": "D",
"action": "open_long",
"modelVersion": "trade_quality_ablation_child3_live_v2_live_v2_no_prior3_train_through_2022_test_2023_2026",
"rawProbability": 0.86472981,
"calibratedProbability": 0.59118245,
"decision": "reduced",
"approved": true,
"finalShares": 8,
"finalRiskPct": 0.00125,
"allowedRiskDollars": 60.8483105,
"intendedShares": 8,
"intendedRiskPct": 0.00125,
"intendedRiskDollars": 60.8483105,
"allocationPolicy": "distributional_kelly",
"allocatorVersion": "distributional_kelly_v4_minimum_risk_floor",
"distributionSimilarityMode": "weighted",
"signalExpectedR": 0.19451444061797726,
"legacyKellyFraction": 0,
"legacyKellyRiskPct": 0.0025,
"timeframeFixedRiskPct": 0.005,
"maxNotionalPct": 0.12,
"notionalBeforeCaps": 1263.12,
"notionalAfterCaps": 1263.12,
"notionalCapApplied": false,
"drawdownMultiplier": 0.5,
"portfolioCapMode": "hard",
"rawDistributionalKellyPct": 0,
"shrunkDistributionalKellyPct": 0,
"confidenceMultiplier": 0.9868508543932619,
"quarterKellyRiskPct": 0,
"cappedKellyRiskPct": 0,
"transitionBaselineRiskPct": 0,
"transitionMaxRiskPct": 0.01,
"transitionCapApplied": false,
"finalKellyRiskPctBeforeSafetyCaps": 0,
"distributionSampleSize": 30,
"distributionEligibleSampleSize": 35576,
"distributionFinalScenarioCount": 30,
"distributionInvalidSampleCount": 1,
"distributionSelectedSampleIds": [
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"DDV1_BATS_CRL_D_L_1788355800000",
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"DDV1_BATS_SHC_D_L_1789479000000",
"DDV1_BATS_DBX_D_L_1788355800000",
"DDV1_BATS_UBSI_D_L_1786455000000",
"DDV1_BATS_JNJ_D_L_1789392600000",
"DDV1_BATS_PB_D_L_1787751000000",
"DDV1_BATS_MEDP_D_L_1788442200000",
"DDV1_BATS_GS_D_L_1782912600000",
"DDV1_BATS_RVTY_D_L_1792071000000",
"DDV1_BATS_JNJ_D_L_1792675800000",
"DDV1_BATS_USB_D_L_1788355800000",
"DDV1_BATS_ABNB_D_L_1787923800000",
"DDV1_BATS_SAIC_D_L_1787837400000",
"DDV1_BATS_IQV_D_L_1791207000000",
"DDV1_BATS_MEDP_D_L_1791811800000",
"DDV1_BATS_RNR_D_L_1786714200000",
"DDV1_BATS_EXLS_D_L_1788442200000",
"DDV1_BATS_TRMB_D_L_1789392600000",
"DDV1_BATS_EPAM_D_L_1791466200000",
"DDV1_BATS_MS_D_L_1784640600000",
"DDV1_BATS_SAIC_D_L_1790343000000",
"DDV1_BATS_LH_D_L_1788355800000",
"DDV1_BATS_RGA_D_L_1790343000000",
"DDV1_BATS_CRBG_D_L_1790343000000",
"DDV1_BATS_CART_D_L_1788355800000",
"DDV1_BATS_THC_D_L_1787751000000",
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"distributionSelectedSampleWeights": [
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"distributionBaselineConfidence": 1,
"distributionBaselineSampleIds": [
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"DDV1_BATS_CRL_D_L_1788355800000",
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"DDV1_BATS_DBX_D_L_1788355800000",
"DDV1_BATS_RVTY_D_L_1792071000000",
"DDV1_BATS_JNJ_D_L_1792675800000",
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"DDV1_BATS_ABNB_D_L_1787923800000",
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"DDV1_BATS_MEDP_D_L_1791811800000",
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"DDV1_BATS_CVS_D_L_1786714200000",
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"DDV1_BATS_EMR_D_L_1792589400000",
"DDV1_BATS_WAT_D_L_1788355800000",
"DDV1_BATS_KNSL_D_L_1789479000000",
"DDV1_BATS_CBT_D_L_1784122200000",
"DDV1_BATS_OSK_D_L_1788442200000",
"DDV1_BATS_MSFT_D_L_1788442200000",
"DDV1_BATS_MCK_D_L_1790861400000",
"DDV1_BATS_AHR_D_L_1786109400000"
],
"distributionFallbackLevel": "unweighted_nearest_neighbors",
"distributionExpectedR": -0.04956255490487666,
"distributionStopoutRate": 0.3643942172310741,
"rejectionReasons": [],
"reductionReasons": [
"drawdown_reduced_size"
],
"executionStatus": "close_submitted",
"submittedAt": "2026-11-12T14:30:28.459Z",
"brokerOrderId": "979102883",
"submittedQuantity": 8,
"filledQuantity": null,
"avgFillPrice": null,
"expectedEntryPrice": 162.62,
"slippagePct": null,
"exitPrice": 162.62,
"realizedPnl": null,
"allocationStatus": "open",
"allocationClosedAt": null,
"decidedAt": "2026-11-10T14:30:43.234Z"
}
Nov 10, 26 MEDP open_long D rejected 0 / 1 $0 / $61 60.13% not submitted shares_below_minimum
Risk %0%
Intended Risk %0.13%
Intended Shares1
Intended Risk $$61
Raw P90.54%
Cal P60.13%
Policydistributional_kelly
Allocatordistributional_kelly_v4_minimum_risk_floor
Similarityweighted
Signal Exp R0.1204
Legacy Kelly Risk0.25%
Fixed TF Risk0.5%
Max Notional12%
Notional$0
Notional Capfalse
Drawdown Mult0.5
Dist Kelly Risk0%
Confidence99.62%
Quarter Kelly0%
Kelly After Cap0%
Transition Baseline0.25%
Transition Max1%
Transition Appliedfalse
Dist Samples30
Eligible Samples35,576
Final Scenarios30
Invalid Samples0
Baseline Samples30
Baseline Confidence100%
Dist Fallbackunweighted_nearest_neighbors
Dist Exp R-0.1825
Dist Stopout43.52%
Order IDNone
Raw Executionnot_submitted
FilledNone
Avg FillNone
SlippageNone
Reducedrawdown_reduced_size
LedgerNone
Ledger ClosedNone
{
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"symbol": "MEDP",
"timeframe": "D",
"action": "open_long",
"modelVersion": "trade_quality_ablation_child3_live_v2_live_v2_no_prior3_train_through_2022_test_2023_2026",
"rawProbability": 0.90536465,
"calibratedProbability": 0.60134116,
"decision": "rejected",
"approved": false,
"finalShares": 0,
"finalRiskPct": 0,
"allowedRiskDollars": 0,
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"intendedRiskPct": 0.00125,
"intendedRiskDollars": 60.845391250000006,
"allocationPolicy": "distributional_kelly",
"allocatorVersion": "distributional_kelly_v4_minimum_risk_floor",
"distributionSimilarityMode": "weighted",
"signalExpectedR": 0.12044605027423849,
"legacyKellyFraction": 0,
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"timeframeFixedRiskPct": 0.005,
"maxNotionalPct": 0.12,
"notionalBeforeCaps": 0,
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"notionalCapApplied": false,
"drawdownMultiplier": 0.5,
"portfolioCapMode": "hard",
"rawDistributionalKellyPct": 0,
"shrunkDistributionalKellyPct": 0,
"confidenceMultiplier": 0.9961568715724956,
"quarterKellyRiskPct": 0,
"cappedKellyRiskPct": 0,
"transitionBaselineRiskPct": 0.0025,
"transitionMaxRiskPct": 0.01,
"transitionCapApplied": false,
"finalKellyRiskPctBeforeSafetyCaps": 0,
"distributionSampleSize": 30,
"distributionEligibleSampleSize": 35576,
"distributionFinalScenarioCount": 30,
"distributionInvalidSampleCount": 0,
"distributionSelectedSampleIds": [
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"DDV1_BATS_TTEK_D_L_1788355800000",
"DDV1_BATS_AFG_D_L_1788442200000",
"DDV1_BATS_DT_D_L_1789047000000",
"DDV1_BATS_FLR_D_L_1789651800000",
"DDV1_BATS_OPCH_D_L_1787232600000",
"DDV1_BATS_BALL_D_L_1786109400000",
"DDV1_BATS_CB_D_L_1787578200000",
"DDV1_BATS_ABBV_D_L_1789392600000",
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],
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"distributionBaselineSampleIds": [
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"DDV1_BATS_PII_D_L_1785850200000",
"DDV1_BATS_EQH_D_L_1792071000000",
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Nov 10, 26 CRWD open_long D rejected 0 / 1 $0 / $61 60.16% TradingView exit received shares_below_minimum
Risk %0%
Intended Risk %0.13%
Intended Shares1
Intended Risk $$61
Raw P90.63%
Cal P60.16%
Policydistributional_kelly
Allocatordistributional_kelly_v4_minimum_risk_floor
Similarityweighted
Signal Exp R0.0711
Legacy Kelly Risk0.25%
Fixed TF Risk0.5%
Max Notional12%
Notional$0
Notional Capfalse
Drawdown Mult0.5
Dist Kelly Risk0%
Confidence99.04%
Quarter Kelly0%
Kelly After Cap0%
Transition Baseline0.25%
Transition Max1%
Transition Appliedfalse
Dist Samples30
Eligible Samples35,576
Final Scenarios30
Invalid Samples0
Baseline Samples30
Baseline Confidence100%
Dist Fallbackunweighted_nearest_neighbors
Dist Exp R-0.1217
Dist Stopout32.48%
Order IDNone
Raw Executiontv_exit_signal_received
FilledNone
Avg FillNone
SlippageNone
Reducedrawdown_reduced_size
LedgerNone
Ledger ClosedNone
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"symbol": "CRWD",
"timeframe": "D",
"action": "open_long",
"modelVersion": "trade_quality_ablation_child3_live_v2_live_v2_no_prior3_train_through_2022_test_2023_2026",
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"decision": "rejected",
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"intendedRiskPct": 0.00125,
"intendedRiskDollars": 60.85156,
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"brokerOrderId": null,
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"exitPrice": 235.36,
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}
Nov 9, 26 USB open_long 60 reduced 22 / 22 $61 / $61 56.87% entry submitted + protective stop active open
Risk %0.13%
Intended Risk %0.13%
Intended Shares22
Intended Risk $$61
Raw P77.46%
Cal P56.87%
Policydistributional_kelly
Allocatordistributional_kelly_v4_minimum_risk_floor
Similarityweighted
Signal Exp R0.0064
Legacy Kelly Risk0.25%
Fixed TF Risk0.4%
Max Notional8%
Notional$1,345
Notional Capfalse
Drawdown Mult0.5
Dist Kelly Risk0%
Confidence99.48%
Quarter Kelly0%
Kelly After Cap0%
Transition Baseline0.1%
Transition Max0.4%
Transition Appliedfalse
Dist Samples30
Eligible Samples53,907
Final Scenarios30
Invalid Samples1
Baseline Samples30
Baseline Confidence100%
Dist Fallbackunweighted_nearest_neighbors
Dist Exp R-0.1826
Dist Stopout32.16%
Order ID978586936
Raw Executionentry_submitted_stop_submitted
FilledNone
Avg FillNone
SlippageNone
Reducedrawdown_reduced_size
Ledgeropen
Ledger ClosedNone
{
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"symbol": "USB",
"timeframe": "60",
"action": "open_long",
"modelVersion": "trade_quality_ablation_intraday_60m_child3_plus_prior_path_train_first_80pct_test_holdout_last_20pct",
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"rawDistributionalKellyPct": 0,
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"confidenceMultiplier": 0.9948397643601331,
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"transitionBaselineRiskPct": 0.001,
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"distributionSampleSize": 30,
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}
Nov 9, 26 TFC open_long 60 reduced 13 / 13 $61 / $61 59.44% close submitted closed
Risk %0.13%
Intended Risk %0.13%
Intended Shares13
Intended Risk $$61
Raw P87.75%
Cal P59.44%
Policydistributional_kelly
Allocatordistributional_kelly_v4_minimum_risk_floor
Similarityweighted
Signal Exp R0.0146
Legacy Kelly Risk0.25%
Fixed TF Risk0.4%
Max Notional8%
Notional$655
Notional Capfalse
Drawdown Mult0.5
Dist Kelly Risk0%
Confidence98.84%
Quarter Kelly0%
Kelly After Cap0%
Transition Baseline0%
Transition Max0.4%
Transition Appliedfalse
Dist Samples30
Eligible Samples53,908
Final Scenarios30
Invalid Samples0
Baseline Samples30
Baseline Confidence100%
Dist Fallbackunweighted_nearest_neighbors
Dist Exp R-0.0179
Dist Stopout19.61%
Order ID978571683
Raw Executionclose_submitted
FilledNone
Avg FillNone
SlippageNone
Reducedrawdown_reduced_size
Ledgerclosed
Ledger ClosedNov 9, 26
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"distributionBaselineSampleSize": 30,
"distributionBaselineConfidence": 1,
"distributionBaselineSampleIds": [
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"DDV1_BATS_V_60_L_1792679400000",
"DDV1_BATS_HD_60_L_1793280600000",
"DDV1_BATS_XLV_60_L_1793802600000",
"DDV1_BATS_COP_60_L_1793295000000",
"DDV1_BATS_JNJ_60_L_1793806200000",
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"DDV1_BATS_SPGI_60_L_1793802600000",
"DDV1_BATS_HON_60_L_1793629800000",
"DDV1_BATS_TFC_60_L_1793802600000",
"DDV1_BATS_TEAM_60_L_1788442200000",
"DDV1_BATS_UPS_60_L_1793727000000",
"DDV1_BATS_DDOG_60_L_1791905400000",
"DDV1_BATS_VZ_60_L_1788359400000",
"DDV1_BATS_WM_60_L_1793021400000",
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"DDV1_BATS_XLU_60_L_1792503000000",
"DDV1_BATS_ABBV_60_L_1790087400000",
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"distributionExpectedR": -0.01787556536239761,
"distributionStopoutRate": 0.19614048254625524,
"rejectionReasons": [],
"reductionReasons": [
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],
"executionStatus": "close_submitted",
"submittedAt": "2026-11-09T16:30:38.603Z",
"brokerOrderId": "978571683",
"submittedQuantity": 13,
"filledQuantity": null,
"avgFillPrice": null,
"expectedEntryPrice": 50.65,
"slippagePct": null,
"exitPrice": 50.65,
"realizedPnl": null,
"allocationStatus": "closed",
"allocationClosedAt": "2026-11-09T16:30:00.000Z",
"decidedAt": "2026-11-09T15:30:43.928Z"
}
Nov 9, 26 LOW open_long 60 reduced 5 / 5 $97 / $97 56.25% close submitted closed
Risk %0.2%
Intended Risk %0.2%
Intended Shares5
Intended Risk $$97
Raw P74.98%
Cal P56.25%
Policydistributional_kelly
Allocatordistributional_kelly_v4_minimum_risk_floor
Similarityweighted
Signal Exp R-0.0633
Legacy Kelly Risk1.25%
Fixed TF Risk0.4%
Max Notional8%
Notional$1,140
Notional Capfalse
Drawdown Mult0.5
Dist Kelly Risk0.4%
Confidence98.16%
Quarter Kelly0.66%
Kelly After Cap0.4%
Transition Baseline0%
Transition Max0.4%
Transition Appliedfalse
Dist Samples30
Eligible Samples53,907
Final Scenarios30
Invalid Samples0
Baseline Samples30
Baseline Confidence100%
Dist Fallbackunweighted_nearest_neighbors
Dist Exp R0.0074
Dist Stopout17.06%
Order ID978586870
Raw Executionclose_submitted
FilledNone
Avg FillNone
SlippageNone
Reducedrawdown_reduced_size
Ledgerclosed
Ledger ClosedNov 9, 26
{
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"symbol": "LOW",
"timeframe": "60",
"action": "open_long",
"modelVersion": "trade_quality_ablation_intraday_60m_child3_plus_prior_path_train_first_80pct_test_holdout_last_20pct",
"rawProbability": 0.74981996,
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"decision": "reduced",
"approved": true,
"finalShares": 5,
"finalRiskPct": 0.002,
"allowedRiskDollars": 97.268295,
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"intendedRiskDollars": 97.268295,
"allocationPolicy": "distributional_kelly",
"allocatorVersion": "distributional_kelly_v4_minimum_risk_floor",
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"legacyKellyFraction": 0.12490998,
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"timeframeFixedRiskPct": 0.004,
"maxNotionalPct": 0.08,
"notionalBeforeCaps": 1139.95,
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"notionalCapApplied": false,
"drawdownMultiplier": 0.5,
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"rawDistributionalKellyPct": 0.0265,
"shrunkDistributionalKellyPct": 0.026013494723940597,
"confidenceMultiplier": 0.981641310337381,
"quarterKellyRiskPct": 0.006625,
"cappedKellyRiskPct": 0.004,
"transitionBaselineRiskPct": 0,
"transitionMaxRiskPct": 0.004,
"transitionCapApplied": false,
"finalKellyRiskPctBeforeSafetyCaps": 0.004,
"distributionSampleSize": 30,
"distributionEligibleSampleSize": 53907,
"distributionFinalScenarioCount": 30,
"distributionInvalidSampleCount": 0,
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"DDV1_BATS_EL_60_L_1787941800000",
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"DDV1_BATS_XLE_60_L_1792513800000",
"DDV1_BATS_USO_60_L_1793644200000",
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"DDV1_BATS_PSX_60_L_1792157400000",
"DDV1_BATS_GE_60_L_1793907000000",
"DDV1_BATS_ABBV_60_L_1789500600000",
"DDV1_BATS_AMD_60_L_1790184600000",
"DDV1_BATS_PFE_60_L_1790699400000",
"DDV1_BATS_ICE_60_L_1792517400000",
"DDV1_BATS_CRWD_60_L_1789997400000",
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"distributionSelectedSampleWeights": [
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"distributionBaselineSampleSize": 30,
"distributionBaselineConfidence": 1,
"distributionBaselineSampleIds": [
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"DDV1_BATS_AON_60_L_1793802600000",
"DDV1_BATS_CI_60_L_1793021400000",
"DDV1_BATS_MAR_60_L_1793899800000",
"DDV1_BATS_DHR_60_L_1793388600000",
"DDV1_BATS_NSC_60_L_1793809800000",
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"DDV1_BATS_DDOG_60_L_1789651800000",
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"DDV1_BATS_KMB_60_L_1793129400000",
"DDV1_BATS_HD_60_L_1793122200000",
"DDV1_BATS_ZS_60_L_1789651800000",
"DDV1_BATS_MAR_60_L_1793802600000",
"DDV1_BATS_HCA_60_L_1789741800000",
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"DDV1_BATS_COP_60_L_1793125800000",
"DDV1_BATS_CDNS_60_L_1791390600000",
"DDV1_BATS_CME_60_L_1792524600000",
"DDV1_BATS_CVX_60_L_1792690200000",
"DDV1_BATS_PANW_60_L_1789651800000",
"DDV1_BATS_CME_60_L_1793021400000",
"DDV1_BATS_DIS_60_L_1792503000000",
"DDV1_BATS_MO_60_L_1792506600000"
],
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"distributionExpectedR": 0.007432183734684031,
"distributionStopoutRate": 0.17058600972084045,
"rejectionReasons": [],
"reductionReasons": [
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],
"executionStatus": "close_submitted",
"submittedAt": "2026-11-09T17:30:16.838Z",
"brokerOrderId": "978586870",
"submittedQuantity": 5,
"filledQuantity": null,
"avgFillPrice": null,
"expectedEntryPrice": 231.73,
"slippagePct": null,
"exitPrice": 231.73,
"realizedPnl": null,
"allocationStatus": "closed",
"allocationClosedAt": "2026-11-09T17:30:00.000Z",
"decidedAt": "2026-11-09T15:30:32.043Z"
}
Nov 9, 26 AXP open_long 60 reduced 5 / 5 $61 / $61 55.63% entry submitted + protective stop active open
Risk %0.13%
Intended Risk %0.13%
Intended Shares5
Intended Risk $$61
Raw P72.52%
Cal P55.63%
Policydistributional_kelly
Allocatordistributional_kelly_v4_minimum_risk_floor
Similarityweighted
Signal Exp R-0.0242
Legacy Kelly Risk1.25%
Fixed TF Risk0.4%
Max Notional8%
Notional$1,622
Notional Capfalse
Drawdown Mult0.5
Dist Kelly Risk0%
Confidence99.38%
Quarter Kelly0%
Kelly After Cap0%
Transition Baseline0%
Transition Max0.4%
Transition Appliedfalse
Dist Samples30
Eligible Samples53,907
Final Scenarios30
Invalid Samples0
Baseline Samples30
Baseline Confidence100%
Dist Fallbackunweighted_nearest_neighbors
Dist Exp R-0.1061
Dist Stopout24.02%
Order ID978551549
Raw Executionentry_submitted_stop_submitted
FilledNone
Avg FillNone
SlippageNone
Reducedrawdown_reduced_size
Ledgeropen
Ledger ClosedNone
{
"signalId": "DDV1_BATS_AXP_60_L_1794234600000",
"symbol": "AXP",
"timeframe": "60",
"action": "open_long",
"modelVersion": "trade_quality_ablation_intraday_60m_child3_plus_prior_path_train_first_80pct_test_holdout_last_20pct",
"rawProbability": 0.72521462,
"calibratedProbability": 0.55630366,
"decision": "reduced",
"approved": true,
"finalShares": 5,
"finalRiskPct": 0.00125,
"allowedRiskDollars": 60.79571,
"intendedShares": 5,
"intendedRiskPct": 0.00125,
"intendedRiskDollars": 60.79571,
"allocationPolicy": "distributional_kelly",
"allocatorVersion": "distributional_kelly_v4_minimum_risk_floor",
"distributionSimilarityMode": "weighted",
"signalExpectedR": -0.024202750780171714,
"legacyKellyFraction": 0.11260731,
"legacyKellyRiskPct": 0.0125,
"timeframeFixedRiskPct": 0.004,
"maxNotionalPct": 0.08,
"notionalBeforeCaps": 1622.3,
"notionalAfterCaps": 1622.3,
"notionalCapApplied": false,
"drawdownMultiplier": 0.5,
"portfolioCapMode": "hard",
"rawDistributionalKellyPct": 0,
"shrunkDistributionalKellyPct": 0,
"confidenceMultiplier": 0.9937680893004713,
"quarterKellyRiskPct": 0,
"cappedKellyRiskPct": 0,
"transitionBaselineRiskPct": 0,
"transitionMaxRiskPct": 0.004,
"transitionCapApplied": false,
"finalKellyRiskPctBeforeSafetyCaps": 0,
"distributionSampleSize": 30,
"distributionEligibleSampleSize": 53907,
"distributionFinalScenarioCount": 30,
"distributionInvalidSampleCount": 0,
"distributionSelectedSampleIds": [
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"DDV1_BATS_CVX_60_L_1789482600000",
"DDV1_BATS_USB_60_L_1793802600000",
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"DDV1_BATS_PSX_60_L_1790091000000",
"DDV1_BATS_ICE_60_L_1792517400000",
"DDV1_BATS_MCK_60_L_1793806200000",
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"DDV1_BATS_CSX_60_L_1793295000000",
"DDV1_BATS_SNPS_60_L_1791912600000",
"DDV1_BATS_MRSH_60_L_1793043000000",
"DDV1_BATS_VLO_60_L_1788550200000",
"DDV1_BATS_FTNT_60_L_1790605800000",
"DDV1_BATS_UNH_60_L_1793111400000",
"DDV1_BATS_ITW_60_L_1793205000000",
"DDV1_BATS_OXY_60_L_1792092600000",
"DDV1_BATS_USB_60_L_1793629800000",
"DDV1_BATS_FDX_60_L_1793125800000",
"DDV1_BATS_TEAM_60_L_1793194200000",
"DDV1_BATS_TRV_60_L_1792503000000",
"DDV1_BATS_HD_60_L_1793122200000",
"DDV1_BATS_V_60_L_1793043000000",
"DDV1_BATS_CB_60_L_1791988200000",
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"distributionBaselineConfidence": 1,
"distributionBaselineSampleIds": [
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"DDV1_BATS_PSX_60_L_1790091000000",
"DDV1_BATS_ICE_60_L_1792517400000",
"DDV1_BATS_MCK_60_L_1793806200000",
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"DDV1_BATS_TRV_60_L_1792503000000",
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"DDV1_BATS_XLP_60_L_1791466200000",
"DDV1_BATS_NSC_60_L_1793809800000",
"DDV1_BATS_ISRG_60_L_1791833400000",
"DDV1_BATS_FDX_60_L_1793802600000",
"DDV1_BATS_FTNT_60_L_1789651800000",
"DDV1_BATS_SNPS_60_L_1790256600000",
"DDV1_BATS_DIS_60_L_1792503000000",
"DDV1_BATS_UNP_60_L_1793806200000"
],
"distributionFallbackLevel": "unweighted_nearest_neighbors",
"distributionExpectedR": -0.10609544580669324,
"distributionStopoutRate": 0.240247589395478,
"rejectionReasons": [],
"reductionReasons": [
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],
"executionStatus": "entry_submitted_stop_submitted",
"submittedAt": "2026-11-09T15:30:23.728Z",
"brokerOrderId": "978551549",
"submittedQuantity": 5,
"filledQuantity": null,
"avgFillPrice": null,
"expectedEntryPrice": 324.46,
"slippagePct": null,
"exitPrice": null,
"realizedPnl": null,
"allocationStatus": "open",
"allocationClosedAt": null,
"decidedAt": "2026-11-09T15:30:23.347Z"
}
Nov 9, 26 TECH open_long D reduced 65 / 65 $61 / $61 59.46% close_order_failed open
Risk %0.13%
Intended Risk %0.13%
Intended Shares65
Intended Risk $$61
Raw P87.85%
Cal P59.46%
Policydistributional_kelly
Allocatordistributional_kelly_v4_minimum_risk_floor
Similarityweighted
Signal Exp R0.0699
Legacy Kelly Risk0.25%
Fixed TF Risk0.5%
Max Notional12%
Notional$4,734
Notional Capfalse
Drawdown Mult0.5
Dist Kelly Risk0%
Confidence98.61%
Quarter Kelly0%
Kelly After Cap0%
Transition Baseline0%
Transition Max1%
Transition Appliedfalse
Dist Samples30
Eligible Samples35,580
Final Scenarios30
Invalid Samples0
Baseline Samples30
Baseline Confidence100%
Dist Fallbackunweighted_nearest_neighbors
Dist Exp R-0.2025
Dist Stopout37.78%
Order ID979281858
Raw Executionclose_order_failed
FilledNone
Avg FillNone
SlippageNone
Reducedrawdown_reduced_size
Ledgeropen
Ledger ClosedNone
{
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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",
"rawProbability": 0.87852227,
"calibratedProbability": 0.59463057,
"decision": "reduced",
"approved": true,
"finalShares": 65,
"finalRiskPct": 0.00125,
"allowedRiskDollars": 60.6707475,
"intendedShares": 65,
"intendedRiskPct": 0.00125,
"intendedRiskDollars": 60.6707475,
"allocationPolicy": "distributional_kelly",
"allocatorVersion": "distributional_kelly_v4_minimum_risk_floor",
"distributionSimilarityMode": "weighted",
"signalExpectedR": 0.06989221855684905,
"legacyKellyFraction": 0,
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"timeframeFixedRiskPct": 0.005,
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"notionalBeforeCaps": 4733.95,
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"notionalCapApplied": false,
"drawdownMultiplier": 0.5,
"portfolioCapMode": "hard",
"rawDistributionalKellyPct": 0,
"shrunkDistributionalKellyPct": 0,
"confidenceMultiplier": 0.9860631302875331,
"quarterKellyRiskPct": 0,
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"transitionBaselineRiskPct": 0,
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"transitionCapApplied": false,
"finalKellyRiskPctBeforeSafetyCaps": 0,
"distributionSampleSize": 30,
"distributionEligibleSampleSize": 35580,
"distributionFinalScenarioCount": 30,
"distributionInvalidSampleCount": 0,
"distributionSelectedSampleIds": [
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"DDV1_BATS_ACA_D_L_1789392600000",
"DDV1_BATS_HALO_D_L_1789133400000",
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"DDV1_BATS_ESNT_D_L_1788442200000",
"DDV1_BATS_ADP_D_L_1789392600000",
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"DDV1_BATS_ESS_D_L_1788528600000",
"DDV1_BATS_CART_D_L_1788355800000",
"DDV1_BATS_HPE_D_L_1792589400000",
"DDV1_BATS_CCK_D_L_1787319000000",
"DDV1_BATS_IBKR_D_L_1788528600000",
"DDV1_BATS_BLKB_D_L_1791207000000",
"DDV1_BATS_DIA_D_L_1788442200000",
"DDV1_BATS_AMCR_D_L_1788355800000",
"DDV1_BATS_EMR_D_L_1792589400000",
"DDV1_BATS_RSG_D_L_1789133400000",
"DDV1_BATS_TEAM_D_L_1789392600000",
"DDV1_BATS_EXPD_D_L_1790602200000",
"DDV1_BATS_AMRX_D_L_1791552600000",
"DDV1_BATS_ELF_D_L_1790083800000",
"DDV1_BATS_WAL_D_L_1788442200000",
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"distributionBaselineConfidence": 1,
"distributionBaselineSampleIds": [
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"distributionFallbackLevel": "unweighted_nearest_neighbors",
"distributionExpectedR": -0.20245064308683902,
"distributionStopoutRate": 0.3778024885626092,
"rejectionReasons": [],
"reductionReasons": [
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],
"executionStatus": "close_order_failed",
"submittedAt": "2026-11-13T09:02:30.689Z",
"brokerOrderId": "979281858",
"submittedQuantity": null,
"filledQuantity": null,
"avgFillPrice": null,
"expectedEntryPrice": 72.76,
"slippagePct": null,
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"allocationStatus": "open",
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"decidedAt": "2026-11-09T14:30:48.788Z"
}
Nov 9, 26 IQV open_long D reduced 2 / 2 $61 / $61 59.51% entry submitted + protective stop active open
Risk %0.13%
Intended Risk %0.13%
Intended Shares2
Intended Risk $$61
Raw P88.03%
Cal P59.51%
Policydistributional_kelly
Allocatordistributional_kelly_v4_minimum_risk_floor
Similarityweighted
Signal Exp R0.0482
Legacy Kelly Risk0.25%
Fixed TF Risk0.5%
Max Notional12%
Notional$548
Notional Capfalse
Drawdown Mult0.5
Dist Kelly Risk0%
Confidence99.39%
Quarter Kelly0%
Kelly After Cap0%
Transition Baseline0%
Transition Max1%
Transition Appliedfalse
Dist Samples30
Eligible Samples35,580
Final Scenarios30
Invalid Samples0
Baseline Samples30
Baseline Confidence100%
Dist Fallbackunweighted_nearest_neighbors
Dist Exp R-0.4047
Dist Stopout52.85%
Order ID978517005
Raw Executionentry_submitted_stop_submitted
FilledNone
Avg FillNone
SlippageNone
Reducedrawdown_reduced_size
Ledgeropen
Ledger ClosedNone
{
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"symbol": "IQV",
"timeframe": "D",
"action": "open_long",
"modelVersion": "trade_quality_ablation_child3_live_v2_live_v2_no_prior3_train_through_2022_test_2023_2026",
"rawProbability": 0.88032315,
"calibratedProbability": 0.59508079,
"decision": "reduced",
"approved": true,
"finalShares": 2,
"finalRiskPct": 0.00125,
"allowedRiskDollars": 60.68260175,
"intendedShares": 2,
"intendedRiskPct": 0.00125,
"intendedRiskDollars": 60.68260175,
"allocationPolicy": "distributional_kelly",
"allocatorVersion": "distributional_kelly_v4_minimum_risk_floor",
"distributionSimilarityMode": "weighted",
"signalExpectedR": 0.048203692328821525,
"legacyKellyFraction": 0,
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"timeframeFixedRiskPct": 0.005,
"maxNotionalPct": 0.12,
"notionalBeforeCaps": 548,
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"notionalCapApplied": false,
"drawdownMultiplier": 0.5,
"portfolioCapMode": "hard",
"rawDistributionalKellyPct": 0,
"shrunkDistributionalKellyPct": 0,
"confidenceMultiplier": 0.9938583426952114,
"quarterKellyRiskPct": 0,
"cappedKellyRiskPct": 0,
"transitionBaselineRiskPct": 0,
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"transitionCapApplied": false,
"finalKellyRiskPctBeforeSafetyCaps": 0,
"distributionSampleSize": 30,
"distributionEligibleSampleSize": 35580,
"distributionFinalScenarioCount": 30,
"distributionInvalidSampleCount": 0,
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"distributionBaselineConfidence": 1,
"distributionBaselineSampleIds": [
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"DDV1_BATS_HUM_D_L_1783949400000",
"DDV1_BATS_ABNB_D_L_1787923800000",
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"DDV1_BATS_OSK_D_L_1788442200000",
"DDV1_BATS_CCL_D_L_1793021400000",
"DDV1_BATS_AHR_D_L_1786109400000",
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],
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"distributionExpectedR": -0.40469650525741707,
"distributionStopoutRate": 0.5284560242995894,
"rejectionReasons": [],
"reductionReasons": [
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],
"executionStatus": "entry_submitted_stop_submitted",
"submittedAt": "2026-11-09T14:30:43.154Z",
"brokerOrderId": "978517005",
"submittedQuantity": 2,
"filledQuantity": null,
"avgFillPrice": null,
"expectedEntryPrice": 274,
"slippagePct": null,
"exitPrice": null,
"realizedPnl": null,
"allocationStatus": "open",
"allocationClosedAt": null,
"decidedAt": "2026-11-09T14:30:37.060Z"
}
Nov 9, 26 AMRX open_long D reduced 23 / 23 $61 / $61 59.97% close submitted closed
Risk %0.13%
Intended Risk %0.13%
Intended Shares23
Intended Risk $$61
Raw P89.88%
Cal P59.97%
Policydistributional_kelly
Allocatordistributional_kelly_v4_minimum_risk_floor
Similarityweighted
Signal Exp R0.2702
Legacy Kelly Risk0.25%
Fixed TF Risk0.5%
Max Notional12%
Notional$470
Notional Capfalse
Drawdown Mult0.5
Dist Kelly Risk0%
Confidence99.37%
Quarter Kelly0%
Kelly After Cap0%
Transition Baseline0%
Transition Max1%
Transition Appliedfalse
Dist Samples30
Eligible Samples35,580
Final Scenarios30
Invalid Samples0
Baseline Samples30
Baseline Confidence100%
Dist Fallbackunweighted_nearest_neighbors
Dist Exp R-0.1335
Dist Stopout34.57%
Order ID979102847
Raw Executionclose_submitted
FilledNone
Avg FillNone
SlippageNone
Reducedrawdown_reduced_size
Ledgerclosed
Ledger ClosedNov 12, 26
{
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"symbol": "AMRX",
"timeframe": "D",
"action": "open_long",
"modelVersion": "trade_quality_ablation_child3_live_v2_live_v2_no_prior3_train_through_2022_test_2023_2026",
"rawProbability": 0.89881574,
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"decision": "reduced",
"approved": true,
"finalShares": 23,
"finalRiskPct": 0.00125,
"allowedRiskDollars": 60.68975375,
"intendedShares": 23,
"intendedRiskPct": 0.00125,
"intendedRiskDollars": 60.68975375,
"allocationPolicy": "distributional_kelly",
"allocatorVersion": "distributional_kelly_v4_minimum_risk_floor",
"distributionSimilarityMode": "weighted",
"signalExpectedR": 0.27019532683088543,
"legacyKellyFraction": 0,
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"timeframeFixedRiskPct": 0.005,
"maxNotionalPct": 0.12,
"notionalBeforeCaps": 470.35,
"notionalAfterCaps": 470.35,
"notionalCapApplied": false,
"drawdownMultiplier": 0.5,
"portfolioCapMode": "hard",
"rawDistributionalKellyPct": 0,
"shrunkDistributionalKellyPct": 0,
"confidenceMultiplier": 0.9937359933558086,
"quarterKellyRiskPct": 0,
"cappedKellyRiskPct": 0,
"transitionBaselineRiskPct": 0,
"transitionMaxRiskPct": 0.01,
"transitionCapApplied": false,
"finalKellyRiskPctBeforeSafetyCaps": 0,
"distributionSampleSize": 30,
"distributionEligibleSampleSize": 35580,
"distributionFinalScenarioCount": 30,
"distributionInvalidSampleCount": 0,
"distributionSelectedSampleIds": [
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"DDV1_BATS_ALL_D_L_1788355800000",
"DDV1_BATS_MU_D_L_1784640600000",
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"DDV1_BATS_COLM_D_L_1783344600000",
"DDV1_BATS_VRTX_D_L_1790083800000",
"DDV1_BATS_APA_D_L_1790861400000",
"DDV1_BATS_CCK_D_L_1787319000000",
"DDV1_BATS_AMRX_D_L_1788355800000",
"DDV1_BATS_TECH_D_L_1793629800000",
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"DDV1_BATS_CNC_D_L_1790602200000",
"DDV1_BATS_MSM_D_L_1785763800000",
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"distributionBaselineConfidence": 1,
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"DDV1_BATS_AMRX_D_L_1788355800000",
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"DDV1_BATS_JNJ_D_L_1792675800000",
"DDV1_BATS_TECH_D_L_1789133400000",
"DDV1_BATS_QLYS_D_L_1789479000000",
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],
"distributionFallbackLevel": "unweighted_nearest_neighbors",
"distributionExpectedR": -0.1335182217344184,
"distributionStopoutRate": 0.3457142446139682,
"rejectionReasons": [],
"reductionReasons": [
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],
"executionStatus": "close_submitted",
"submittedAt": "2026-11-12T14:30:27.905Z",
"brokerOrderId": "979102847",
"submittedQuantity": 23,
"filledQuantity": null,
"avgFillPrice": null,
"expectedEntryPrice": 21.71,
"slippagePct": null,
"exitPrice": 21.71,
"realizedPnl": null,
"allocationStatus": "closed",
"allocationClosedAt": "2026-11-12T14:30:00.000Z",
"decidedAt": "2026-11-09T14:30:36.175Z"
}
Nov 5, 26 ABBV open_long D reduced 1 / 1 $61 / $61 60.99% entry submitted + protective stop active open
Risk %0.13%
Intended Risk %0.13%
Intended Shares1
Intended Risk $$61
Raw P93.97%
Cal P60.99%
Policydistributional_kelly
Allocatordistributional_kelly_v4_minimum_risk_floor
Similarityweighted
Signal Exp R0.1085
Legacy Kelly Risk0.25%
Fixed TF Risk0.5%
Max Notional12%
Notional$299
Notional Capfalse
Drawdown Mult0.5
Dist Kelly Risk0%
Confidence99.48%
Quarter Kelly0%
Kelly After Cap0%
Transition Baseline0.25%
Transition Max1%
Transition Appliedfalse
Dist Samples30
Eligible Samples35,584
Final Scenarios30
Invalid Samples0
Baseline Samples30
Baseline Confidence100%
Dist Fallbackunweighted_nearest_neighbors
Dist Exp R-0.389
Dist Stopout46.54%
Order ID978014715
Raw Executionentry_submitted_stop_submitted
FilledNone
Avg FillNone
SlippageNone
Reducedrawdown_reduced_size
Ledgeropen
Ledger ClosedNone
{
"signalId": "DDV1_BATS_ABBV_D_L_1793802600000",
"symbol": "ABBV",
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Nov 5, 26 AAPL open_long D reduced 1 / 1 $61 / $61 59.67% close_order_failed open
Risk %0.13%
Intended Risk %0.13%
Intended Shares1
Intended Risk $$61
Raw P88.66%
Cal P59.67%
Policydistributional_kelly
Allocatordistributional_kelly_v4_minimum_risk_floor
Similarityweighted
Signal Exp R0.0412
Legacy Kelly Risk0.25%
Fixed TF Risk0.5%
Max Notional12%
Notional$354
Notional Capfalse
Drawdown Mult0.5
Dist Kelly Risk0%
Confidence99.4%
Quarter Kelly0%
Kelly After Cap0%
Transition Baseline0%
Transition Max1%
Transition Appliedfalse
Dist Samples30
Eligible Samples35,584
Final Scenarios30
Invalid Samples0
Baseline Samples30
Baseline Confidence100%
Dist Fallbackunweighted_nearest_neighbors
Dist Exp R-0.4684
Dist Stopout59.78%
Order ID979076055
Raw Executionclose_order_failed
FilledNone
Avg FillNone
SlippageNone
Reducedrawdown_reduced_size
Ledgeropen
Ledger ClosedNone
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"submittedAt": "2026-11-12T09:00:09.797Z",
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"decidedAt": "2026-11-05T14:31:31.216Z"
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Nov 5, 26 PTC open_long D reduced 13 / 13 $61 / $61 58.08% close submitted closed
Risk %0.13%
Intended Risk %0.13%
Intended Shares13
Intended Risk $$61
Raw P82.32%
Cal P58.08%
Policydistributional_kelly
Allocatordistributional_kelly_v4_minimum_risk_floor
Similarityweighted
Signal Exp R0.1419
Legacy Kelly Risk0.25%
Fixed TF Risk0.5%
Max Notional12%
Notional$2,537
Notional Capfalse
Drawdown Mult0.5
Dist Kelly Risk0%
Confidence99.48%
Quarter Kelly0%
Kelly After Cap0%
Transition Baseline0%
Transition Max1%
Transition Appliedfalse
Dist Samples30
Eligible Samples35,584
Final Scenarios30
Invalid Samples0
Baseline Samples30
Baseline Confidence100%
Dist Fallbackunweighted_nearest_neighbors
Dist Exp R-0.0253
Dist Stopout41.31%
Order ID978694489
Raw Executionclose_submitted
FilledNone
Avg FillNone
SlippageNone
Reducedrawdown_reduced_size
Ledgerclosed
Ledger ClosedNov 10, 26
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"rejectionReasons": [],
"reductionReasons": [
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],
"executionStatus": "close_submitted",
"submittedAt": "2026-11-10T14:30:34.834Z",
"brokerOrderId": "978694489",
"submittedQuantity": 13,
"filledQuantity": null,
"avgFillPrice": null,
"expectedEntryPrice": 196,
"slippagePct": null,
"exitPrice": 196,
"realizedPnl": null,
"allocationStatus": "closed",
"allocationClosedAt": "2026-11-10T14:30:00.000Z",
"decidedAt": "2026-11-05T14:31:30.203Z"
}
Nov 5, 26 VEEV open_long D rejected 0 / 1 $0 / $61 58.56% not submitted shares_below_minimum
Risk %0%
Intended Risk %0.13%
Intended Shares1
Intended Risk $$61
Raw P84.25%
Cal P58.56%
Policydistributional_kelly
Allocatordistributional_kelly_v4_minimum_risk_floor
Similarityweighted
Signal Exp R-0.1677
Legacy Kelly Risk1.25%
Fixed TF Risk0.5%
Max Notional12%
Notional$0
Notional Capfalse
Drawdown Mult0.5
Dist Kelly Risk0%
Confidence99.49%
Quarter Kelly0%
Kelly After Cap0%
Transition Baseline0%
Transition Max1%
Transition Appliedfalse
Dist Samples30
Eligible Samples35,584
Final Scenarios30
Invalid Samples0
Baseline Samples30
Baseline Confidence100%
Dist Fallbackunweighted_nearest_neighbors
Dist Exp R-0.2778
Dist Stopout39.7%
Order IDNone
Raw Executionnot_submitted
FilledNone
Avg FillNone
SlippageNone
Reducedrawdown_reduced_size
LedgerNone
Ledger ClosedNone
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"symbol": "VEEV",
"timeframe": "D",
"action": "open_long",
"modelVersion": "trade_quality_ablation_child3_live_v2_live_v2_no_prior3_train_through_2022_test_2023_2026",
"rawProbability": 0.84251574,
"calibratedProbability": 0.58562894,
"decision": "rejected",
"approved": false,
"finalShares": 0,
"finalRiskPct": 0,
"allowedRiskDollars": 0,
"intendedShares": 1,
"intendedRiskPct": 0.00125,
"intendedRiskDollars": 60.9141975,
"allocationPolicy": "distributional_kelly",
"allocatorVersion": "distributional_kelly_v4_minimum_risk_floor",
"distributionSimilarityMode": "weighted",
"signalExpectedR": -0.16767752452655393,
"legacyKellyFraction": 0.17125787,
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"maxNotionalPct": 0.12,
"notionalBeforeCaps": 0,
"notionalAfterCaps": 0,
"notionalCapApplied": false,
"drawdownMultiplier": 0.5,
"portfolioCapMode": "hard",
"rawDistributionalKellyPct": 0,
"shrunkDistributionalKellyPct": 0,
"confidenceMultiplier": 0.9948624971694552,
"quarterKellyRiskPct": 0,
"cappedKellyRiskPct": 0,
"transitionBaselineRiskPct": 0,
"transitionMaxRiskPct": 0.01,
"transitionCapApplied": false,
"finalKellyRiskPctBeforeSafetyCaps": 0,
"distributionSampleSize": 30,
"distributionEligibleSampleSize": 35584,
"distributionFinalScenarioCount": 30,
"distributionInvalidSampleCount": 0,
"distributionSelectedSampleIds": [
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"DDV1_BATS_MANH_D_L_1789392600000",
"DDV1_BATS_IWM_D_L_1788528600000",
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],
"distributionFallbackLevel": "unweighted_nearest_neighbors",
"distributionExpectedR": -0.2778406355760613,
"distributionStopoutRate": 0.3969708994382071,
"rejectionReasons": [
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],
"reductionReasons": [
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],
"executionStatus": "not_submitted",
"submittedAt": null,
"brokerOrderId": null,
"submittedQuantity": null,
"filledQuantity": null,
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"slippagePct": null,
"exitPrice": null,
"realizedPnl": null,
"allocationStatus": null,
"allocationClosedAt": null,
"decidedAt": "2026-11-05T14:31:17.247Z"
}
Nov 5, 26 ANF open_long D reduced 2 / 2 $61 / $61 61.07% close_order_failed closed
Risk %0.13%
Intended Risk %0.13%
Intended Shares2
Intended Risk $$61
Raw P94.29%
Cal P61.07%
Policydistributional_kelly
Allocatordistributional_kelly_v4_minimum_risk_floor
Similarityweighted
Signal Exp R0.1305
Legacy Kelly Risk0.25%
Fixed TF Risk0.5%
Max Notional12%
Notional$340
Notional Capfalse
Drawdown Mult0.5
Dist Kelly Risk0%
Confidence99.58%
Quarter Kelly0%
Kelly After Cap0%
Transition Baseline0.25%
Transition Max1%
Transition Appliedfalse
Dist Samples30
Eligible Samples35,584
Final Scenarios30
Invalid Samples0
Baseline Samples30
Baseline Confidence100%
Dist Fallbackunweighted_nearest_neighbors
Dist Exp R-0.1909
Dist Stopout36.57%
Order ID979325031
Raw Executionclose_order_failed
FilledNone
Avg FillNone
SlippageNone
Reducedrawdown_reduced_size
Ledgerclosed
Ledger ClosedNov 13, 26
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"symbol": "ANF",
"timeframe": "D",
"action": "open_long",
"modelVersion": "trade_quality_ablation_child3_live_v2_live_v2_no_prior3_train_through_2022_test_2023_2026",
"rawProbability": 0.94286217,
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"decision": "reduced",
"approved": true,
"finalShares": 2,
"finalRiskPct": 0.00125,
"allowedRiskDollars": 60.92784875,
"intendedShares": 2,
"intendedRiskPct": 0.00125,
"intendedRiskDollars": 60.92784875,
"allocationPolicy": "distributional_kelly",
"allocatorVersion": "distributional_kelly_v4_minimum_risk_floor",
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"legacyKellyFraction": 0,
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"timeframeFixedRiskPct": 0.005,
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"notionalBeforeCaps": 340.08,
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"notionalCapApplied": false,
"drawdownMultiplier": 0.5,
"portfolioCapMode": "hard",
"rawDistributionalKellyPct": 0,
"shrunkDistributionalKellyPct": 0,
"confidenceMultiplier": 0.9957712559973956,
"quarterKellyRiskPct": 0,
"cappedKellyRiskPct": 0,
"transitionBaselineRiskPct": 0.0025,
"transitionMaxRiskPct": 0.01,
"transitionCapApplied": false,
"finalKellyRiskPctBeforeSafetyCaps": 0,
"distributionSampleSize": 30,
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"distributionFinalScenarioCount": 30,
"distributionInvalidSampleCount": 0,
"distributionSelectedSampleIds": [
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"DDV1_BATS_SHC_D_L_1791207000000",
"DDV1_BATS_MANH_D_L_1789392600000",
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"DDV1_BATS_DIA_D_L_1788442200000",
"DDV1_BATS_ESNT_D_L_1788442200000",
"DDV1_BATS_DBX_D_L_1788355800000",
"DDV1_BATS_VEEV_D_L_1790170200000",
"DDV1_BATS_WTW_D_L_1788355800000",
"DDV1_BATS_DOCU_D_L_1790861400000",
"DDV1_BATS_LLY_D_L_1788355800000",
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"DDV1_BATS_WAT_D_L_1788355800000",
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"historical:daily_weekly_frozen_live_v2:6636",
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"distributionExpectedR": -0.1909496835642394,
"distributionStopoutRate": 0.36571678629320886,
"rejectionReasons": [],
"reductionReasons": [
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],
"executionStatus": "close_order_failed",
"submittedAt": "2026-11-13T14:53:16.498Z",
"brokerOrderId": "979325031",
"submittedQuantity": null,
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"allocationStatus": "closed",
"allocationClosedAt": "2026-11-13T14:30:00.000Z",
"decidedAt": "2026-11-05T14:30:47.187Z"
}
Nov 5, 26 HPQ open_long D reduced 11 / 11 $61 / $61 59.42% entry submitted + protective stop active open
Risk %0.13%
Intended Risk %0.13%
Intended Shares11
Intended Risk $$61
Raw P87.68%
Cal P59.42%
Policydistributional_kelly
Allocatordistributional_kelly_v4_minimum_risk_floor
Similarityweighted
Signal Exp R0.0541
Legacy Kelly Risk0.25%
Fixed TF Risk0.5%
Max Notional12%
Notional$330
Notional Capfalse
Drawdown Mult0.5
Dist Kelly Risk0%
Confidence99.14%
Quarter Kelly0%
Kelly After Cap0%
Transition Baseline0%
Transition Max1%
Transition Appliedfalse
Dist Samples30
Eligible Samples35,582
Final Scenarios30
Invalid Samples1
Baseline Samples30
Baseline Confidence100%
Dist Fallbackunweighted_nearest_neighbors
Dist Exp R-0.0074
Dist Stopout26.1%
Order ID978013407
Raw Executionentry_submitted_stop_submitted
FilledNone
Avg FillNone
SlippageNone
Reducedrawdown_reduced_size
Ledgeropen
Ledger ClosedNone
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"symbol": "HPQ",
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"rawDistributionalKellyPct": 0,
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"distributionExpectedR": -0.007412469881350442,
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"executionStatus": "entry_submitted_stop_submitted",
"submittedAt": "2026-11-05T14:30:46.513Z",
"brokerOrderId": "978013407",
"submittedQuantity": 11,
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}
Nov 5, 26 EQH open_long D reduced 5 / 5 $61 / $61 60.67% entry submitted + protective stop active open
Risk %0.13%
Intended Risk %0.13%
Intended Shares5
Intended Risk $$61
Raw P92.69%
Cal P60.67%
Policydistributional_kelly
Allocatordistributional_kelly_v4_minimum_risk_floor
Similarityweighted
Signal Exp R0.1022
Legacy Kelly Risk0.25%
Fixed TF Risk0.5%
Max Notional12%
Notional$283
Notional Capfalse
Drawdown Mult0.5
Dist Kelly Risk0%
Confidence99.65%
Quarter Kelly0%
Kelly After Cap0%
Transition Baseline0%
Transition Max1%
Transition Appliedfalse
Dist Samples30
Eligible Samples35,582
Final Scenarios30
Invalid Samples1
Baseline Samples30
Baseline Confidence100%
Dist Fallbackunweighted_nearest_neighbors
Dist Exp R-0.1973
Dist Stopout39.62%
Order ID978013225
Raw Executionentry_submitted_stop_submitted
FilledNone
Avg FillNone
SlippageNone
Reducedrawdown_reduced_size
Ledgeropen
Ledger ClosedNone
{
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"symbol": "EQH",
"timeframe": "D",
"action": "open_long",
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"rawDistributionalKellyPct": 0,
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"distributionExpectedR": -0.1972823442728713,
"distributionStopoutRate": 0.3962233588829634,
"rejectionReasons": [],
"reductionReasons": [
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],
"executionStatus": "entry_submitted_stop_submitted",
"submittedAt": "2026-11-05T14:30:32.796Z",
"brokerOrderId": "978013225",
"submittedQuantity": 5,
"filledQuantity": null,
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"exitPrice": null,
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"allocationStatus": "open",
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"decidedAt": "2026-11-05T14:30:26.413Z"
}
Nov 5, 26 MRNA open_long D rejected 0 / 1 $0 / $61 61.43% TradingView exit received shares_below_minimum
Risk %0%
Intended Risk %0.13%
Intended Shares1
Intended Risk $$61
Raw P95.72%
Cal P61.43%
Policydistributional_kelly
Allocatordistributional_kelly_v4_minimum_risk_floor
Similarityweighted
Signal Exp R0.1216
Legacy Kelly Risk0.25%
Fixed TF Risk0.5%
Max Notional12%
Notional$0
Notional Capfalse
Drawdown Mult0.5
Dist Kelly Risk0%
Confidence99.58%
Quarter Kelly0%
Kelly After Cap0%
Transition Baseline0.25%
Transition Max1%
Transition Appliedfalse
Dist Samples30
Eligible Samples35,582
Final Scenarios30
Invalid Samples0
Baseline Samples30
Baseline Confidence100%
Dist Fallbackunweighted_nearest_neighbors
Dist Exp R-0.0346
Dist Stopout30.32%
Order IDNone
Raw Executiontv_exit_signal_received
FilledNone
Avg FillNone
SlippageNone
Reducedrawdown_reduced_size
LedgerNone
Ledger ClosedNone
{
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"symbol": "MRNA",
"timeframe": "D",
"action": "open_long",
"modelVersion": "trade_quality_ablation_child3_live_v2_live_v2_no_prior3_train_through_2022_test_2023_2026",
"rawProbability": 0.95715599,
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"decision": "rejected",
"approved": false,
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"intendedRiskPct": 0.00125,
"intendedRiskDollars": 60.93700375,
"allocationPolicy": "distributional_kelly",
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"drawdownMultiplier": 0.5,
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"rawDistributionalKellyPct": 0,
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"confidenceMultiplier": 0.9957601953414238,
"quarterKellyRiskPct": 0,
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"transitionBaselineRiskPct": 0.0025,
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"distributionSampleSize": 30,
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"distributionFinalScenarioCount": 30,
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"submittedAt": "2026-11-10T14:30:12.297Z",
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}
Nov 4, 26 MCK open_long 60 reduced 1 / 1 $61 / $61 55.19% close submitted closed
Risk %0.13%
Intended Risk %0.13%
Intended Shares1
Intended Risk $$61
Raw P70.75%
Cal P55.19%
Policydistributional_kelly
Allocatordistributional_kelly_v4_minimum_risk_floor
Similarityweighted
Signal Exp R-0.1567
Legacy Kelly Risk1.25%
Fixed TF Risk0.4%
Max Notional8%
Notional$1,026
Notional Capfalse
Drawdown Mult0.5
Dist Kelly Risk0%
Confidence99.36%
Quarter Kelly0%
Kelly After Cap0%
Transition Baseline0.1%
Transition Max0.4%
Transition Appliedfalse
Dist Samples30
Eligible Samples53,897
Final Scenarios30
Invalid Samples0
Baseline Samples30
Baseline Confidence100%
Dist Fallbackunweighted_nearest_neighbors
Dist Exp R-0.0928
Dist Stopout25.16%
Order ID977922987
Raw Executionclose_submitted
FilledNone
Avg FillNone
SlippageNone
Reducedrawdown_reduced_size
Ledgerclosed
Ledger ClosedNov 4, 26
{
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"symbol": "MCK",
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"DDV1_BATS_USO_60_L_1788442200000",
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"distributionExpectedR": -0.09276581603467937,
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"rejectionReasons": [],
"reductionReasons": [
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],
"executionStatus": "close_submitted",
"submittedAt": "2026-11-04T18:30:34.821Z",
"brokerOrderId": "977922987",
"submittedQuantity": 1,
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"allocationClosedAt": "2026-11-04T18:30:00.000Z",
"decidedAt": "2026-11-04T16:30:34.885Z"
}
Nov 4, 26 JNJ open_long 60 reduced 3 / 3 $49 / $49 57.17% close submitted closed
Risk %0.1%
Intended Risk %0.1%
Intended Shares3
Intended Risk $$49
Raw P78.67%
Cal P57.17%
Policydistributional_kelly
Allocatordistributional_kelly_v4_minimum_risk_floor
Similarityweighted
Signal Exp R-0.0149
Legacy Kelly Risk1.25%
Fixed TF Risk0.4%
Max Notional8%
Notional$818
Notional Capfalse
Drawdown Mult0.5
Dist Kelly Risk0.4%
Confidence99.01%
Quarter Kelly2.5%
Kelly After Cap0.4%
Transition Baseline0%
Transition Max0.4%
Transition Appliedfalse
Dist Samples30
Eligible Samples53,893
Final Scenarios30
Invalid Samples2
Baseline Samples30
Baseline Confidence100%
Dist Fallbackunweighted_nearest_neighbors
Dist Exp R0.147
Dist Stopout16.27%
Order ID977910649
Raw Executionclose_submitted
FilledNone
Avg FillNone
SlippageNone
Reducedrawdown_reduced_size
Ledgerclosed
Ledger ClosedNov 4, 26
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"symbol": "JNJ",
"timeframe": "60",
"action": "open_long",
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"allocationPolicy": "distributional_kelly",
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"notionalBeforeCaps": 817.56,
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"rawDistributionalKellyPct": 0.1,
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"transitionBaselineRiskPct": 0,
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"finalKellyRiskPctBeforeSafetyCaps": 0.004,
"distributionSampleSize": 30,
"distributionEligibleSampleSize": 53893,
"distributionFinalScenarioCount": 30,
"distributionInvalidSampleCount": 2,
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"distributionExpectedR": 0.14695031668847303,
"distributionStopoutRate": 0.16274260347129482,
"rejectionReasons": [],
"reductionReasons": [
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"loss_streak_reduced_size"
],
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"submittedAt": "2026-11-04T17:30:14.695Z",
"brokerOrderId": "977910649",
"submittedQuantity": 3,
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"allocationStatus": "closed",
"allocationClosedAt": "2026-11-04T17:30:00.000Z",
"decidedAt": "2026-11-04T16:30:16.941Z"
}
Nov 4, 26 SPGI open_long 60 reduced 1 / 1 $73 / $73 56.85% close submitted closed
Risk %0.15%
Intended Risk %0.15%
Intended Shares1
Intended Risk $$73
Raw P77.38%
Cal P56.85%
Policydistributional_kelly
Allocatordistributional_kelly_v4_minimum_risk_floor
Similarityweighted
Signal Exp R-0.073
Legacy Kelly Risk1.25%
Fixed TF Risk0.4%
Max Notional8%
Notional$480
Notional Capfalse
Drawdown Mult0.5
Dist Kelly Risk0.4%
Confidence99.3%
Quarter Kelly2.5%
Kelly After Cap0.4%
Transition Baseline0%
Transition Max0.4%
Transition Appliedfalse
Dist Samples30
Eligible Samples53,893
Final Scenarios30
Invalid Samples0
Baseline Samples30
Baseline Confidence100%
Dist Fallbackunweighted_nearest_neighbors
Dist Exp R0.1065
Dist Stopout22.75%
Order ID977889997
Raw Executionclose_submitted
FilledNone
Avg FillNone
SlippageNone
Reducedrawdown_reduced_size
Ledgerclosed
Ledger ClosedNov 4, 26
{
"signalId": "DDV1_BATS_SPGI_60_L_1793802600000",
"symbol": "SPGI",
"timeframe": "60",
"action": "open_long",
"modelVersion": "trade_quality_ablation_intraday_60m_child3_plus_prior_path_train_first_80pct_test_holdout_last_20pct",
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"approved": true,
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"allocationPolicy": "distributional_kelly",
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"timeframeFixedRiskPct": 0.004,
"maxNotionalPct": 0.08,
"notionalBeforeCaps": 479.64,
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"notionalCapApplied": false,
"drawdownMultiplier": 0.5,
"portfolioCapMode": "hard",
"rawDistributionalKellyPct": 0.1,
"shrunkDistributionalKellyPct": 0.09929919756863376,
"confidenceMultiplier": 0.9929919756863375,
"quarterKellyRiskPct": 0.025,
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"transitionBaselineRiskPct": 0,
"transitionMaxRiskPct": 0.004,
"transitionCapApplied": false,
"finalKellyRiskPctBeforeSafetyCaps": 0.004,
"distributionSampleSize": 30,
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"distributionFinalScenarioCount": 30,
"distributionInvalidSampleCount": 0,
"distributionSelectedSampleIds": [
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"distributionFallbackLevel": "unweighted_nearest_neighbors",
"distributionExpectedR": 0.10647197687716142,
"distributionStopoutRate": 0.22749923412188072,
"rejectionReasons": [],
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"submittedAt": "2026-11-04T16:30:20.127Z",
"brokerOrderId": "977889997",
"submittedQuantity": 1,
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"allocationStatus": "closed",
"allocationClosedAt": "2026-11-04T16:30:00.000Z",
"decidedAt": "2026-11-04T15:31:01.687Z"
}
Nov 4, 26 USB open_long 60 reduced 28 / 28 $49 / $49 58.54% close submitted closed
Risk %0.1%
Intended Risk %0.1%
Intended Shares28
Intended Risk $$49
Raw P84.17%
Cal P58.54%
Policydistributional_kelly
Allocatordistributional_kelly_v4_minimum_risk_floor
Similarityweighted
Signal Exp R0.0359
Legacy Kelly Risk0.25%
Fixed TF Risk0.4%
Max Notional8%
Notional$1,686
Notional Capfalse
Drawdown Mult0.5
Dist Kelly Risk0.4%
Confidence99.02%
Quarter Kelly2.5%
Kelly After Cap0.4%
Transition Baseline0%
Transition Max0.4%
Transition Appliedfalse
Dist Samples30
Eligible Samples53,893
Final Scenarios30
Invalid Samples0
Baseline Samples30
Baseline Confidence100%
Dist Fallbackunweighted_nearest_neighbors
Dist Exp R0.1654
Dist Stopout17.02%
Order ID977889979
Raw Executionclose_submitted
FilledNone
Avg FillNone
SlippageNone
Reducedrawdown_reduced_size
Ledgerclosed
Ledger ClosedNov 4, 26
{
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"symbol": "USB",
"timeframe": "60",
"action": "open_long",
"modelVersion": "trade_quality_ablation_intraday_60m_child3_plus_prior_path_train_first_80pct_test_holdout_last_20pct",
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"notionalBeforeCaps": 1686.44,
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"notionalCapApplied": false,
"drawdownMultiplier": 0.5,
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"distributionSampleSize": 30,
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"distributionSelectedSampleIds": [
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"decidedAt": "2026-11-04T15:30:55.581Z"
}
Nov 4, 26 XLV open_long 60 reduced 4 / 4 $49 / $49 57.9% close submitted closed
Risk %0.1%
Intended Risk %0.1%
Intended Shares4
Intended Risk $$49
Raw P81.58%
Cal P57.9%
Policydistributional_kelly
Allocatordistributional_kelly_v4_minimum_risk_floor
Similarityweighted
Signal Exp R-0.0384
Legacy Kelly Risk1.25%
Fixed TF Risk0.4%
Max Notional8%
Notional$742
Notional Capfalse
Drawdown Mult0.5
Dist Kelly Risk0.4%
Confidence99.17%
Quarter Kelly2.5%
Kelly After Cap0.4%
Transition Baseline0%
Transition Max0.4%
Transition Appliedfalse
Dist Samples30
Eligible Samples53,893
Final Scenarios30
Invalid Samples0
Baseline Samples30
Baseline Confidence100%
Dist Fallbackunweighted_nearest_neighbors
Dist Exp R0.0447
Dist Stopout6.26%
Order ID977889980
Raw Executionclose_submitted
FilledNone
Avg FillNone
SlippageNone
Reducedrawdown_reduced_size
Ledgerclosed
Ledger ClosedNov 4, 26
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"symbol": "XLV",
"timeframe": "60",
"action": "open_long",
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"brokerOrderId": "977889980",
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"allocationClosedAt": "2026-11-04T16:30:00.000Z",
"decidedAt": "2026-11-04T15:30:54.952Z"
}
Nov 4, 26 TFC open_long 60 reduced 19 / 19 $49 / $49 59.62% close submitted closed
Risk %0.1%
Intended Risk %0.1%
Intended Shares19
Intended Risk $$49
Raw P88.49%
Cal P59.62%
Policydistributional_kelly
Allocatordistributional_kelly_v4_minimum_risk_floor
Similarityweighted
Signal Exp R0.3592
Legacy Kelly Risk0.25%
Fixed TF Risk0.4%
Max Notional8%
Notional$949
Notional Capfalse
Drawdown Mult0.5
Dist Kelly Risk0.4%
Confidence99.48%
Quarter Kelly2.07%
Kelly After Cap0.4%
Transition Baseline0%
Transition Max0.4%
Transition Appliedfalse
Dist Samples30
Eligible Samples53,893
Final Scenarios30
Invalid Samples0
Baseline Samples30
Baseline Confidence100%
Dist Fallbackunweighted_nearest_neighbors
Dist Exp R0.137
Dist Stopout27.73%
Order ID977889988
Raw Executionclose_submitted
FilledNone
Avg FillNone
SlippageNone
Reducedrawdown_reduced_size
Ledgerclosed
Ledger ClosedNov 4, 26
{
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"symbol": "TFC",
"timeframe": "60",
"action": "open_long",
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"notionalBeforeCaps": 948.86,
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"drawdownMultiplier": 0.5,
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"rawDistributionalKellyPct": 0.08280000000000001,
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"allocationStatus": "closed",
"allocationClosedAt": "2026-11-04T16:30:00.000Z",
"decidedAt": "2026-11-04T15:30:26.802Z"
}
Nov 4, 26 RVTY open_long D reduced 2 / 2 $61 / $61 59.92% entry submitted + protective stop active open
Risk %0.13%
Intended Risk %0.13%
Intended Shares2
Intended Risk $$61
Raw P89.69%
Cal P59.92%
Policydistributional_kelly
Allocatordistributional_kelly_v4_minimum_risk_floor
Similarityweighted
Signal Exp R0.1764
Legacy Kelly Risk0.25%
Fixed TF Risk0.5%
Max Notional12%
Notional$335
Notional Capfalse
Drawdown Mult0.5
Dist Kelly Risk0%
Confidence99.47%
Quarter Kelly0%
Kelly After Cap0%
Transition Baseline0%
Transition Max1%
Transition Appliedfalse
Dist Samples30
Eligible Samples35,594
Final Scenarios30
Invalid Samples0
Baseline Samples30
Baseline Confidence100%
Dist Fallbackunweighted_nearest_neighbors
Dist Exp R-0.0239
Dist Stopout29.96%
Order ID977812384
Raw Executionentry_submitted_stop_submitted
FilledNone
Avg FillNone
SlippageNone
Reducedrawdown_reduced_size
Ledgeropen
Ledger ClosedNone
{
"signalId": "DDV1_BATS_RVTY_D_L_1793716200000",
"symbol": "RVTY",
"timeframe": "D",
"action": "open_long",
"modelVersion": "trade_quality_ablation_child3_live_v2_live_v2_no_prior3_train_through_2022_test_2023_2026",
"rawProbability": 0.8968863,
"calibratedProbability": 0.59922158,
"decision": "reduced",
"approved": true,
"finalShares": 2,
"finalRiskPct": 0.00125,
"allowedRiskDollars": 60.97474375,
"intendedShares": 2,
"intendedRiskPct": 0.00125,
"intendedRiskDollars": 60.97474375,
"allocationPolicy": "distributional_kelly",
"allocatorVersion": "distributional_kelly_v4_minimum_risk_floor",
"distributionSimilarityMode": "weighted",
"signalExpectedR": 0.17638263509058663,
"legacyKellyFraction": 0,
"legacyKellyRiskPct": 0.0025,
"timeframeFixedRiskPct": 0.005,
"maxNotionalPct": 0.12,
"notionalBeforeCaps": 335.38,
"notionalAfterCaps": 335.38,
"notionalCapApplied": false,
"drawdownMultiplier": 0.5,
"portfolioCapMode": "hard",
"rawDistributionalKellyPct": 0,
"shrunkDistributionalKellyPct": 0,
"confidenceMultiplier": 0.9946587312340759,
"quarterKellyRiskPct": 0,
"cappedKellyRiskPct": 0,
"transitionBaselineRiskPct": 0,
"transitionMaxRiskPct": 0.01,
"transitionCapApplied": false,
"finalKellyRiskPctBeforeSafetyCaps": 0,
"distributionSampleSize": 30,
"distributionEligibleSampleSize": 35594,
"distributionFinalScenarioCount": 30,
"distributionInvalidSampleCount": 0,
"distributionSelectedSampleIds": [
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"DDV1_BATS_SHC_D_L_1789479000000",
"DDV1_BATS_EQH_D_L_1788355800000",
"DDV1_BATS_JNJ_D_L_1792675800000",
"DDV1_BATS_SAIC_D_L_1790343000000",
"DDV1_MYX_DLY_EG_D_L_1785459600000",
"DDV1_BATS_WFC_D_L_1788269400000",
"DDV1_BATS_RGA_D_L_1791466200000",
"DDV1_BATS_LLY_D_L_1788355800000",
"DDV1_BATS_CVS_D_L_1786714200000",
"DDV1_BATS_SHC_D_L_1791207000000",
"DDV1_BATS_WAT_D_L_1788355800000",
"DDV1_BATS_MANH_D_L_1789392600000",
"DDV1_BATS_EXPD_D_L_1790602200000",
"DDV1_BATS_JNJ_D_L_1789392600000",
"DDV1_BATS_PSX_D_L_1790775000000",
"DDV1_XETR_DLY_ALV_D_L_1789455600000",
"DDV1_BATS_MEDP_D_L_1788442200000",
"DDV1_BATS_PBF_D_L_1790256600000",
"DDV1_BATS_ARMK_D_L_1787751000000",
"DDV1_BATS_PII_D_L_1785850200000",
"DDV1_BATS_URI_D_L_1788960600000",
"DDV1_BATS_MTG_D_L_1788442200000",
"DDV1_BATS_USB_D_L_1788355800000",
"DDV1_BATS_EQH_D_L_1792071000000",
"DDV1_BATS_AMD_D_L_1784727000000",
"DDV1_BATS_ADUS_D_L_1788355800000",
"DDV1_BATS_AMN_D_L_1788960600000",
"DDV1_BATS_UHS_D_L_1791552600000",
"DDV1_BATS_JAZZ_D_L_1789133400000"
],
"distributionSelectedSampleWeights": [
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0.714006557331406,
0.7126870181369729,
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"distributionBaselineSampleSize": 30,
"distributionBaselineConfidence": 1,
"distributionBaselineSampleIds": [
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"DDV1_BATS_SHC_D_L_1789479000000",
"DDV1_BATS_EQH_D_L_1788355800000",
"DDV1_BATS_JNJ_D_L_1792675800000",
"DDV1_BATS_SAIC_D_L_1790343000000",
"DDV1_MYX_DLY_EG_D_L_1785459600000",
"DDV1_BATS_WFC_D_L_1788269400000",
"DDV1_BATS_LLY_D_L_1788355800000",
"DDV1_BATS_CVS_D_L_1786714200000",
"DDV1_BATS_SHC_D_L_1791207000000",
"DDV1_BATS_WAT_D_L_1788355800000",
"DDV1_BATS_MANH_D_L_1789392600000",
"DDV1_BATS_EXPD_D_L_1790602200000",
"DDV1_BATS_ARMK_D_L_1787751000000",
"DDV1_BATS_URI_D_L_1788960600000",
"DDV1_BATS_MTG_D_L_1788442200000",
"DDV1_BATS_USB_D_L_1788355800000",
"DDV1_BATS_AMD_D_L_1784727000000",
"DDV1_BATS_ADUS_D_L_1788355800000",
"DDV1_BATS_AMN_D_L_1788960600000",
"DDV1_BATS_UHS_D_L_1791552600000",
"DDV1_BATS_JAZZ_D_L_1789133400000",
"DDV1_BATS_GPC_D_L_1788355800000",
"DDV1_BATS_DIA_D_L_1788442200000",
"DDV1_BATS_DELL_D_L_1790343000000",
"DDV1_BATS_ESNT_D_L_1788442200000",
"DDV1_BATS_DBX_D_L_1788355800000",
"DDV1_BATS_VEEV_D_L_1790170200000",
"DDV1_BATS_WTW_D_L_1788355800000",
"DDV1_BATS_DOCU_D_L_1790861400000"
],
"distributionFallbackLevel": "unweighted_nearest_neighbors",
"distributionExpectedR": -0.023912308357939022,
"distributionStopoutRate": 0.2996155844128849,
"rejectionReasons": [],
"reductionReasons": [
"drawdown_reduced_size"
],
"executionStatus": "entry_submitted_stop_submitted",
"submittedAt": "2026-11-04T14:31:11.886Z",
"brokerOrderId": "977812384",
"submittedQuantity": 2,
"filledQuantity": null,
"avgFillPrice": null,
"expectedEntryPrice": 167.69,
"slippagePct": null,
"exitPrice": null,
"realizedPnl": null,
"allocationStatus": "open",
"allocationClosedAt": null,
"decidedAt": "2026-11-04T14:31:11.422Z"
}
Nov 4, 26 PBF open_long D reduced 4 / 4 $85 / $85 59.2% entry submitted + protective stop active open
Risk %0.18%
Intended Risk %0.18%
Intended Shares4
Intended Risk $$85
Raw P86.81%
Cal P59.2%
Policydistributional_kelly
Allocatordistributional_kelly_v4_minimum_risk_floor
Similarityweighted
Signal Exp R0.1165
Legacy Kelly Risk0.25%
Fixed TF Risk0.5%
Max Notional12%
Notional$305
Notional Capfalse
Drawdown Mult0.5
Dist Kelly Risk0.47%
Confidence99.36%
Quarter Kelly0.47%
Kelly After Cap0.47%
Transition Baseline0%
Transition Max1%
Transition Appliedfalse
Dist Samples30
Eligible Samples35,594
Final Scenarios30
Invalid Samples0
Baseline Samples30
Baseline Confidence100%
Dist Fallbackunweighted_nearest_neighbors
Dist Exp R0.0096
Dist Stopout26.21%
Order ID977812268
Raw Executionentry_submitted_stop_submitted
FilledNone
Avg FillNone
SlippageNone
Reducedrawdown_reduced_size
Ledgeropen
Ledger ClosedNone
{
"signalId": "DDV1_BATS_PBF_D_L_1793716200000",
"symbol": "PBF",
"timeframe": "D",
"action": "open_long",
"modelVersion": "trade_quality_ablation_child3_live_v2_live_v2_no_prior3_train_through_2022_test_2023_2026",
"rawProbability": 0.868132,
"calibratedProbability": 0.592033,
"decision": "reduced",
"approved": true,
"finalShares": 4,
"finalRiskPct": 0.0017511576369708163,
"allowedRiskDollars": 85.43754515854381,
"intendedShares": 4,
"intendedRiskPct": 0.0017511576369708163,
"intendedRiskDollars": 85.43754515854381,
"allocationPolicy": "distributional_kelly",
"allocatorVersion": "distributional_kelly_v4_minimum_risk_floor",
"distributionSimilarityMode": "weighted",
"signalExpectedR": 0.11654211297385683,
"legacyKellyFraction": 0,
"legacyKellyRiskPct": 0.0025,
"timeframeFixedRiskPct": 0.005,
"maxNotionalPct": 0.12,
"notionalBeforeCaps": 305.16,
"notionalAfterCaps": 305.16,
"notionalCapApplied": false,
"drawdownMultiplier": 0.5,
"portfolioCapMode": "hard",
"rawDistributionalKellyPct": 0.0188,
"shrunkDistributionalKellyPct": 0.018679014794355374,
"confidenceMultiplier": 0.9935646167210305,
"quarterKellyRiskPct": 0.0047,
"cappedKellyRiskPct": 0.0046697536985888435,
"transitionBaselineRiskPct": 0,
"transitionMaxRiskPct": 0.01,
"transitionCapApplied": false,
"finalKellyRiskPctBeforeSafetyCaps": 0.0046697536985888435,
"distributionSampleSize": 30,
"distributionEligibleSampleSize": 35594,
"distributionFinalScenarioCount": 30,
"distributionInvalidSampleCount": 0,
"distributionSelectedSampleIds": [
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"DDV1_BATS_AVT_D_L_1793021400000",
"DDV1_BATS_D_D_L_1786714200000",
"DDV1_BATS_HALO_D_L_1791293400000",
"DDV1_BATS_AMG_D_L_1787664600000",
"DDV1_BATS_DUOL_D_L_1791293400000",
"DDV1_BATS_PFG_D_L_1792071000000",
"DDV1_BATS_ILMN_D_L_1789479000000",
"DDV1_BATS_MU_D_L_1784640600000",
"DDV1_BATS_HRB_D_L_1793280600000",
"DDV1_BATS_HLT_D_L_1782999000000",
"DDV1_BATS_DAR_D_L_1790947800000",
"DDV1_BATS_PSX_D_L_1790775000000",
"DDV1_BATS_FFIV_D_L_1785159000000",
"DDV1_BATS_CNC_D_L_1790602200000",
"DDV1_BATS_MSM_D_L_1785763800000",
"DDV1_BATS_AMD_D_L_1784727000000",
"DDV1_BATS_EQH_D_L_1788355800000",
"DDV1_BATS_URI_D_L_1788960600000",
"DDV1_BATS_THC_D_L_1787751000000",
"DDV1_BATS_CRWD_D_L_1792589400000",
"DDV1_BATS_ATR_D_L_1787319000000",
"DDV1_BATS_CCK_D_L_1787319000000",
"DDV1_BATS_ARMK_D_L_1787751000000",
"DDV1_BATS_QLYS_D_L_1789479000000",
"DDV1_BATS_A_D_L_1792503000000",
"DDV1_BATS_DOCU_D_L_1790861400000",
"DDV1_BATS_EBAY_D_L_1786627800000",
"DDV1_BATS_SYY_D_L_1787319000000",
"DDV1_BATS_LLY_D_L_1788355800000"
],
"distributionSelectedSampleWeights": [
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"distributionBaselineSampleSize": 30,
"distributionBaselineConfidence": 1,
"distributionBaselineSampleIds": [
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"DDV1_BATS_AVT_D_L_1793021400000",
"DDV1_BATS_HALO_D_L_1791293400000",
"DDV1_BATS_AMG_D_L_1787664600000",
"DDV1_BATS_DUOL_D_L_1791293400000",
"DDV1_BATS_PFG_D_L_1792071000000",
"DDV1_BATS_MU_D_L_1784640600000",
"DDV1_BATS_HRB_D_L_1793280600000",
"DDV1_BATS_HLT_D_L_1782999000000",
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"DDV1_BATS_MSM_D_L_1785763800000",
"DDV1_BATS_AMD_D_L_1784727000000",
"DDV1_BATS_EQH_D_L_1788355800000",
"DDV1_BATS_URI_D_L_1788960600000",
"DDV1_BATS_THC_D_L_1787751000000",
"DDV1_BATS_CRWD_D_L_1792589400000",
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"DDV1_BATS_CCK_D_L_1787319000000",
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"DDV1_BATS_QLYS_D_L_1789479000000",
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"DDV1_BATS_EBAY_D_L_1786627800000",
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"DDV1_BATS_LLY_D_L_1788355800000",
"DDV1_BATS_HPQ_D_L_1790861400000",
"DDV1_BATS_STX_D_L_1790083800000",
"DDV1_BATS_CBT_D_L_1784122200000",
"DDV1_BATS_MANH_D_L_1789392600000",
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],
"distributionFallbackLevel": "unweighted_nearest_neighbors",
"distributionExpectedR": 0.00957798829159049,
"distributionStopoutRate": 0.2620859911802749,
"rejectionReasons": [],
"reductionReasons": [
"drawdown_reduced_size",
"loss_streak_reduced_size"
],
"executionStatus": "entry_submitted_stop_submitted",
"submittedAt": "2026-11-04T14:31:10.804Z",
"brokerOrderId": "977812268",
"submittedQuantity": 4,
"filledQuantity": null,
"avgFillPrice": null,
"expectedEntryPrice": 76.29,
"slippagePct": null,
"exitPrice": null,
"realizedPnl": null,
"allocationStatus": "open",
"allocationClosedAt": null,
"decidedAt": "2026-11-04T14:31:04.504Z"
}
Nov 4, 26 TMO open_long D rejected 0 / 1 $0 / $46 60.4% TradingView exit received shares_below_minimum
Risk %0%
Intended Risk %0.09%
Intended Shares1
Intended Risk $$46
Raw P91.59%
Cal P60.4%
Policydistributional_kelly
Allocatordistributional_kelly_v4_minimum_risk_floor
Similarityweighted
Signal Exp R0.0962
Legacy Kelly Risk0.25%
Fixed TF Risk0.5%
Max Notional12%
Notional$0
Notional Capfalse
Drawdown Mult0.5
Dist Kelly Risk0%
Confidence99.51%
Quarter Kelly0%
Kelly After Cap0%
Transition Baseline0.25%
Transition Max1%
Transition Appliedfalse
Dist Samples30
Eligible Samples35,594
Final Scenarios30
Invalid Samples0
Baseline Samples30
Baseline Confidence100%
Dist Fallbackunweighted_nearest_neighbors
Dist Exp R-0.32
Dist Stopout40.54%
Order IDNone
Raw Executiontv_exit_signal_received
FilledNone
Avg FillNone
SlippageNone
Reducedrawdown_reduced_size
LedgerNone
Ledger ClosedNone
{
"signalId": "DDV1_BATS_TMO_D_L_1793716200000",
"symbol": "TMO",
"timeframe": "D",
"action": "open_long",
"modelVersion": "trade_quality_ablation_child3_live_v2_live_v2_no_prior3_train_through_2022_test_2023_2026",
"rawProbability": 0.91588018,
"calibratedProbability": 0.60397005,
"decision": "rejected",
"approved": false,
"finalShares": 0,
"finalRiskPct": 0,
"allowedRiskDollars": 0,
"intendedShares": 1,
"intendedRiskPct": 0.0009375,
"intendedRiskDollars": 45.74144999999999,
"allocationPolicy": "distributional_kelly",
"allocatorVersion": "distributional_kelly_v4_minimum_risk_floor",
"distributionSimilarityMode": "weighted",
"signalExpectedR": 0.09616320340902176,
"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": 0.9950823294688365,
"quarterKellyRiskPct": 0,
"cappedKellyRiskPct": 0,
"transitionBaselineRiskPct": 0.0025,
"transitionMaxRiskPct": 0.01,
"transitionCapApplied": false,
"finalKellyRiskPctBeforeSafetyCaps": 0,
"distributionSampleSize": 30,
"distributionEligibleSampleSize": 35594,
"distributionFinalScenarioCount": 30,
"distributionInvalidSampleCount": 0,
"distributionSelectedSampleIds": [
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"DDV1_BATS_A_D_L_1792503000000",
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"DDV1_BATS_ARMK_D_L_1787751000000",
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"DDV1_BATS_ARWR_D_L_1786109400000",
"DDV1_BATS_HAS_D_L_1787578200000",
"DDV1_BATS_HRB_D_L_1793280600000",
"DDV1_BATS_BALL_D_L_1786109400000",
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"DDV1_BATS_PII_D_L_1785850200000",
"DDV1_BATS_ABBV_D_L_1789392600000",
"DDV1_BATS_AVT_D_L_1786973400000",
"DDV1_BATS_CCK_D_L_1787319000000",
"DDV1_BATS_THC_D_L_1787751000000",
"DDV1_BATS_RGA_D_L_1790343000000",
"DDV1_BATS_RVTY_D_L_1792071000000",
"DDV1_BATS_MSM_D_L_1785763800000",
"DDV1_BATS_EQH_D_L_1788355800000",
"DDV1_BATS_AMG_D_L_1787664600000",
"DDV1_BATS_MS_D_L_1784640600000",
"DDV1_BATS_GME_D_L_1791466200000"
],
"distributionSelectedSampleWeights": [
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"distributionBaselineSampleSize": 30,
"distributionBaselineConfidence": 1,
"distributionBaselineSampleIds": [
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"DDV1_BATS_AVT_D_L_1789738200000",
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"DDV1_BATS_SAIC_D_L_1787837400000",
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"DDV1_BATS_IBKR_D_L_1788528600000",
"DDV1_BATS_HALO_D_L_1788355800000",
"historical:daily_weekly_frozen_live_v2:3662",
"historical:daily_weekly_frozen_live_v2:56",
"historical:daily_weekly_frozen_live_v2:2373",
"historical:daily_weekly_frozen_live_v2:336",
"historical:daily_weekly_frozen_live_v2:43935",
"historical:daily_weekly_frozen_live_v2:32187",
"historical:daily_weekly_frozen_live_v2:237",
"historical:daily_weekly_frozen_live_v2:43106",
"historical:daily_weekly_frozen_live_v2:21725",
"historical:daily_weekly_frozen_live_v2:38899",
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"historical:daily_weekly_frozen_live_v2:38695",
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],
"distributionFallbackLevel": "unweighted_nearest_neighbors",
"distributionExpectedR": -0.32003543829933473,
"distributionStopoutRate": 0.4053920310334199,
"rejectionReasons": [
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],
"reductionReasons": [
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"loss_streak_reduced_size"
],
"executionStatus": "tv_exit_signal_received",
"submittedAt": "2026-11-10T15:04:42.029Z",
"brokerOrderId": null,
"submittedQuantity": 1,
"filledQuantity": null,
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"expectedEntryPrice": 708,
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"exitPrice": 721.47,
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"allocationClosedAt": null,
"decidedAt": "2026-11-04T14:31:04.113Z"
}
Nov 4, 26 DHR open_long D reduced 2 / 2 $46 / $46 57.71% entry submitted + protective stop active open
Risk %0.09%
Intended Risk %0.09%
Intended Shares2
Intended Risk $$46
Raw P80.85%
Cal P57.71%
Policydistributional_kelly
Allocatordistributional_kelly_v4_minimum_risk_floor
Similarityweighted
Signal Exp R-0.0238
Legacy Kelly Risk1.25%
Fixed TF Risk0.5%
Max Notional12%
Notional$471
Notional Capfalse
Drawdown Mult0.5
Dist Kelly Risk0%
Confidence99.36%
Quarter Kelly0%
Kelly After Cap0%
Transition Baseline0%
Transition Max1%
Transition Appliedfalse
Dist Samples30
Eligible Samples35,594
Final Scenarios30
Invalid Samples0
Baseline Samples30
Baseline Confidence100%
Dist Fallbackunweighted_nearest_neighbors
Dist Exp R-0.0597
Dist Stopout46.09%
Order ID977812265
Raw Executionentry_submitted_stop_submitted
FilledNone
Avg FillNone
SlippageNone
Reducedrawdown_reduced_size
Ledgeropen
Ledger ClosedNone
{
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"symbol": "DHR",
"timeframe": "D",
"action": "open_long",
"modelVersion": "trade_quality_ablation_child3_live_v2_live_v2_no_prior3_train_through_2022_test_2023_2026",
"rawProbability": 0.80851315,
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"decision": "reduced",
"approved": true,
"finalShares": 2,
"finalRiskPct": 0.0009375,
"allowedRiskDollars": 45.739856249999995,
"intendedShares": 2,
"intendedRiskPct": 0.0009375,
"intendedRiskDollars": 45.739856249999995,
"allocationPolicy": "distributional_kelly",
"allocatorVersion": "distributional_kelly_v4_minimum_risk_floor",
"distributionSimilarityMode": "weighted",
"signalExpectedR": -0.023846805288547282,
"legacyKellyFraction": 0.15425658,
"legacyKellyRiskPct": 0.0125,
"timeframeFixedRiskPct": 0.005,
"maxNotionalPct": 0.12,
"notionalBeforeCaps": 470.66,
"notionalAfterCaps": 470.66,
"notionalCapApplied": false,
"drawdownMultiplier": 0.5,
"portfolioCapMode": "hard",
"rawDistributionalKellyPct": 0,
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"confidenceMultiplier": 0.9935910515350869,
"quarterKellyRiskPct": 0,
"cappedKellyRiskPct": 0,
"transitionBaselineRiskPct": 0,
"transitionMaxRiskPct": 0.01,
"transitionCapApplied": false,
"finalKellyRiskPctBeforeSafetyCaps": 0,
"distributionSampleSize": 30,
"distributionEligibleSampleSize": 35594,
"distributionFinalScenarioCount": 30,
"distributionInvalidSampleCount": 0,
"distributionSelectedSampleIds": [
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"distributionBaselineConfidence": 1,
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"DDV1_BATS_RYAN_D_L_1787232600000",
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"DDV1_BATS_COTY_D_L_1788355800000",
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"DDV1_BATS_USB_D_L_1788355800000",
"DDV1_BATS_OSK_D_L_1788442200000",
"DDV1_BATS_WAT_D_L_1788355800000",
"DDV1_BATS_EMR_D_L_1792589400000",
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"distributionFallbackLevel": "unweighted_nearest_neighbors",
"distributionExpectedR": -0.05968835594501756,
"distributionStopoutRate": 0.46087177674511487,
"rejectionReasons": [],
"reductionReasons": [
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"loss_streak_reduced_size"
],
"executionStatus": "entry_submitted_stop_submitted",
"submittedAt": "2026-11-04T14:31:10.612Z",
"brokerOrderId": "977812265",
"submittedQuantity": 2,
"filledQuantity": null,
"avgFillPrice": null,
"expectedEntryPrice": 235.33,
"slippagePct": null,
"exitPrice": null,
"realizedPnl": null,
"allocationStatus": "open",
"allocationClosedAt": null,
"decidedAt": "2026-11-04T14:31:03.274Z"
}
Nov 4, 26 A open_long D reduced 2 / 2 $46 / $46 60.62% entry submitted + protective stop active open
Risk %0.09%
Intended Risk %0.09%
Intended Shares2
Intended Risk $$46
Raw P92.49%
Cal P60.62%
Policydistributional_kelly
Allocatordistributional_kelly_v4_minimum_risk_floor
Similarityweighted
Signal Exp R0.297
Legacy Kelly Risk0.25%
Fixed TF Risk0.5%
Max Notional12%
Notional$358
Notional Capfalse
Drawdown Mult0.5
Dist Kelly Risk0%
Confidence99.49%
Quarter Kelly0%
Kelly After Cap0%
Transition Baseline0.25%
Transition Max1%
Transition Appliedfalse
Dist Samples30
Eligible Samples35,594
Final Scenarios30
Invalid Samples0
Baseline Samples30
Baseline Confidence100%
Dist Fallbackunweighted_nearest_neighbors
Dist Exp R-0.3195
Dist Stopout40.47%
Order ID977812190
Raw Executionentry_submitted_stop_submitted
FilledNone
Avg FillNone
SlippageNone
Reducedrawdown_reduced_size
Ledgeropen
Ledger ClosedNone
{
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"symbol": "A",
"timeframe": "D",
"action": "open_long",
"modelVersion": "trade_quality_ablation_child3_live_v2_live_v2_no_prior3_train_through_2022_test_2023_2026",
"rawProbability": 0.9249299,
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"decision": "reduced",
"approved": true,
"finalShares": 2,
"finalRiskPct": 0.0009375,
"allowedRiskDollars": 45.739856249999995,
"intendedShares": 2,
"intendedRiskPct": 0.0009375,
"intendedRiskDollars": 45.739856249999995,
"allocationPolicy": "distributional_kelly",
"allocatorVersion": "distributional_kelly_v4_minimum_risk_floor",
"distributionSimilarityMode": "weighted",
"signalExpectedR": 0.29703270461308867,
"legacyKellyFraction": 0,
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"timeframeFixedRiskPct": 0.005,
"maxNotionalPct": 0.12,
"notionalBeforeCaps": 357.88,
"notionalAfterCaps": 357.88,
"notionalCapApplied": false,
"drawdownMultiplier": 0.5,
"portfolioCapMode": "hard",
"rawDistributionalKellyPct": 0,
"shrunkDistributionalKellyPct": 0,
"confidenceMultiplier": 0.9948925985027773,
"quarterKellyRiskPct": 0,
"cappedKellyRiskPct": 0,
"transitionBaselineRiskPct": 0.0025,
"transitionMaxRiskPct": 0.01,
"transitionCapApplied": false,
"finalKellyRiskPctBeforeSafetyCaps": 0,
"distributionSampleSize": 30,
"distributionEligibleSampleSize": 35594,
"distributionFinalScenarioCount": 30,
"distributionInvalidSampleCount": 0,
"distributionSelectedSampleIds": [
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"DDV1_BATS_ARMK_D_L_1787751000000",
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"DDV1_BATS_AVT_D_L_1789738200000",
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"DDV1_BATS_HAS_D_L_1787578200000",
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"DDV1_BATS_AVT_D_L_1786973400000",
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"DDV1_BATS_PII_D_L_1785850200000",
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"DDV1_BATS_RVTY_D_L_1792071000000",
"DDV1_BATS_MSM_D_L_1785763800000",
"DDV1_BATS_EQH_D_L_1788355800000",
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"distributionExpectedR": -0.31952040548154204,
"distributionStopoutRate": 0.4046837677820412,
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"reductionReasons": [
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"executionStatus": "entry_submitted_stop_submitted",
"submittedAt": "2026-11-04T14:31:04.711Z",
"brokerOrderId": "977812190",
"submittedQuantity": 2,
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"allocationStatus": "open",
"allocationClosedAt": null,
"decidedAt": "2026-11-04T14:31:02.267Z"
}
Nov 4, 26 AVT open_long D reduced 4 / 4 $61 / $61 59.83% entry submitted + protective stop active open
Risk %0.13%
Intended Risk %0.13%
Intended Shares4
Intended Risk $$61
Raw P89.32%
Cal P59.83%
Policydistributional_kelly
Allocatordistributional_kelly_v4_minimum_risk_floor
Similarityweighted
Signal Exp R0.0965
Legacy Kelly Risk0.25%
Fixed TF Risk0.5%
Max Notional12%
Notional$355
Notional Capfalse
Drawdown Mult0.5
Dist Kelly Risk0%
Confidence98.76%
Quarter Kelly0%
Kelly After Cap0%
Transition Baseline0%
Transition Max1%
Transition Appliedfalse
Dist Samples30
Eligible Samples35,594
Final Scenarios30
Invalid Samples0
Baseline Samples30
Baseline Confidence100%
Dist Fallbackunweighted_nearest_neighbors
Dist Exp R-0.1225
Dist Stopout29.31%
Order ID977811762
Raw Executionentry_submitted_stop_submitted
FilledNone
Avg FillNone
SlippageNone
Reducedrawdown_reduced_size
Ledgeropen
Ledger ClosedNone
{
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"symbol": "AVT",
"timeframe": "D",
"action": "open_long",
"modelVersion": "trade_quality_ablation_child3_live_v2_live_v2_no_prior3_train_through_2022_test_2023_2026",
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"notionalBeforeCaps": 354.92,
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"rawDistributionalKellyPct": 0,
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"distributionBaselineSampleSize": 30,
"distributionBaselineConfidence": 1,
"distributionBaselineSampleIds": [
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"DDV1_BATS_AMRX_D_L_1788355800000",
"DDV1_BATS_AVT_D_L_1793021400000",
"DDV1_BATS_CVS_D_L_1786714200000",
"DDV1_BATS_IRT_D_L_1787578200000",
"DDV1_BATS_URI_D_L_1788960600000",
"DDV1_BATS_CNO_D_L_1791207000000",
"DDV1_BATS_JNJ_D_L_1792675800000",
"DDV1_BATS_BLKB_D_L_1791207000000",
"DDV1_BATS_BBY_D_L_1788355800000",
"DDV1_BATS_LLY_D_L_1788355800000",
"DDV1_BATS_ADP_D_L_1789392600000",
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"DDV1_BATS_DXCM_D_L_1789738200000",
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"distributionFallbackLevel": "unweighted_nearest_neighbors",
"distributionExpectedR": -0.12246886337913243,
"distributionStopoutRate": 0.29307002299984203,
"rejectionReasons": [],
"reductionReasons": [
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],
"executionStatus": "entry_submitted_stop_submitted",
"submittedAt": "2026-11-04T14:30:39.621Z",
"brokerOrderId": "977811762",
"submittedQuantity": 4,
"filledQuantity": null,
"avgFillPrice": null,
"expectedEntryPrice": 88.73,
"slippagePct": null,
"exitPrice": null,
"realizedPnl": null,
"allocationStatus": "open",
"allocationClosedAt": null,
"decidedAt": "2026-11-04T14:30:39.222Z"
}
Nov 3, 26 UPS open_long 60 reduced 4 / 4 $61 / $61 58.84% close submitted closed
Risk %0.13%
Intended Risk %0.13%
Intended Shares4
Intended Risk $$61
Raw P85.34%
Cal P58.84%
Policydistributional_kelly
Allocatordistributional_kelly_v4_minimum_risk_floor
Similarityweighted
Signal Exp R-0.144
Legacy Kelly Risk1.25%
Fixed TF Risk0.4%
Max Notional8%
Notional$436
Notional Capfalse
Drawdown Mult0.5
Dist Kelly Risk0%
Confidence98.91%
Quarter Kelly0%
Kelly After Cap0%
Transition Baseline0%
Transition Max0.4%
Transition Appliedfalse
Dist Samples30
Eligible Samples53,892
Final Scenarios30
Invalid Samples0
Baseline Samples30
Baseline Confidence100%
Dist Fallbackunweighted_nearest_neighbors
Dist Exp R-0.0828
Dist Stopout30.37%
Order ID977811508
Raw Executionclose_submitted
FilledNone
Avg FillNone
SlippageNone
Reducedrawdown_reduced_size
Ledgerclosed
Ledger ClosedNov 4, 26
{
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"symbol": "UPS",
"timeframe": "60",
"action": "open_long",
"modelVersion": "trade_quality_ablation_intraday_60m_child3_plus_prior_path_train_first_80pct_test_holdout_last_20pct",
"rawProbability": 0.85341095,
"calibratedProbability": 0.58835274,
"decision": "reduced",
"approved": true,
"finalShares": 4,
"finalRiskPct": 0.00125,
"allowedRiskDollars": 60.92001625,
"intendedShares": 4,
"intendedRiskPct": 0.00125,
"intendedRiskDollars": 60.92001625,
"allocationPolicy": "distributional_kelly",
"allocatorVersion": "distributional_kelly_v4_minimum_risk_floor",
"distributionSimilarityMode": "weighted",
"signalExpectedR": -0.1439936538511537,
"legacyKellyFraction": 0.17670548,
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"timeframeFixedRiskPct": 0.004,
"maxNotionalPct": 0.08,
"notionalBeforeCaps": 436.44,
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"notionalCapApplied": false,
"drawdownMultiplier": 0.5,
"portfolioCapMode": "hard",
"rawDistributionalKellyPct": 0,
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"confidenceMultiplier": 0.989099747439108,
"quarterKellyRiskPct": 0,
"cappedKellyRiskPct": 0,
"transitionBaselineRiskPct": 0,
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"transitionCapApplied": false,
"finalKellyRiskPctBeforeSafetyCaps": 0,
"distributionSampleSize": 30,
"distributionEligibleSampleSize": 53892,
"distributionFinalScenarioCount": 30,
"distributionInvalidSampleCount": 0,
"distributionSelectedSampleIds": [
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"DDV1_BATS_FTNT_60_L_1789651800000",
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"DDV1_BATS_META_60_L_1789752600000",
"DDV1_BATS_TEAM_60_L_1791984600000",
"DDV1_BATS_CI_60_L_1792171800000",
"DDV1_BATS_MRSH_60_L_1792607400000",
"DDV1_BATS_AMAT_60_L_1791826200000",
"DDV1_BATS_NFLX_60_L_1788453000000",
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"distributionBaselineSampleSize": 30,
"distributionBaselineConfidence": 1,
"distributionBaselineSampleIds": [
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"DDV1_BATS_ABBV_60_L_1790087400000",
"DDV1_BATS_V_60_L_1792431000000",
"DDV1_BATS_WM_60_L_1792600200000",
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"DDV1_BATS_FDX_60_L_1793287800000",
"DDV1_BATS_USO_60_L_1793194200000",
"DDV1_BATS_XLU_60_L_1792503000000",
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"DDV1_BATS_WM_60_L_1793021400000",
"DDV1_BATS_SNPS_60_L_1791912600000",
"DDV1_BATS_MRNA_60_L_1791383400000",
"DDV1_BATS_TFC_60_L_1793280600000",
"DDV1_BATS_INTU_60_L_1791898200000",
"historical:intraday_60m_frozen_child3:29634"
],
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"distributionExpectedR": -0.0828431667585208,
"distributionStopoutRate": 0.3037077202345672,
"rejectionReasons": [],
"reductionReasons": [
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],
"executionStatus": "close_submitted",
"submittedAt": "2026-11-04T14:30:22.820Z",
"brokerOrderId": "977811508",
"submittedQuantity": 4,
"filledQuantity": null,
"avgFillPrice": null,
"expectedEntryPrice": 110.68,
"slippagePct": null,
"exitPrice": 110.68,
"realizedPnl": null,
"allocationStatus": "closed",
"allocationClosedAt": "2026-11-04T14:30:00.000Z",
"decidedAt": "2026-11-03T18:30:37.838Z"
}
Nov 3, 26 TECH open_long D reduced 75 / 75 $61 / $61 59.58% close submitted closed
Risk %0.13%
Intended Risk %0.13%
Intended Shares75
Intended Risk $$61
Raw P88.33%
Cal P59.58%
Policydistributional_kelly
Allocatordistributional_kelly_v4_minimum_risk_floor
Similarityweighted
Signal Exp R0.0702
Legacy Kelly Risk0.25%
Fixed TF Risk0.5%
Max Notional12%
Notional$5,454
Notional Capfalse
Drawdown Mult0.5
Dist Kelly Risk0%
Confidence98.94%
Quarter Kelly0%
Kelly After Cap0%
Transition Baseline0%
Transition Max1%
Transition Appliedfalse
Dist Samples30
Eligible Samples35,593
Final Scenarios30
Invalid Samples0
Baseline Samples30
Baseline Confidence100%
Dist Fallbackunweighted_nearest_neighbors
Dist Exp R-0.1608
Dist Stopout31.32%
Order ID978013211
Raw Executionclose_submitted
FilledNone
Avg FillNone
SlippageNone
Reducedrawdown_reduced_size
Ledgerclosed
Ledger ClosedNov 5, 26
{
"signalId": "DDV1_BATS_TECH_D_L_1793629800000",
"symbol": "TECH",
"timeframe": "D",
"action": "open_long",
"modelVersion": "trade_quality_ablation_child3_live_v2_live_v2_no_prior3_train_through_2022_test_2023_2026",
"rawProbability": 0.88326932,
"calibratedProbability": 0.59581733,
"decision": "reduced",
"approved": true,
"finalShares": 75,
"finalRiskPct": 0.00125,
"allowedRiskDollars": 60.908835,
"intendedShares": 75,
"intendedRiskPct": 0.00125,
"intendedRiskDollars": 60.908835,
"allocationPolicy": "distributional_kelly",
"allocatorVersion": "distributional_kelly_v4_minimum_risk_floor",
"distributionSimilarityMode": "weighted",
"signalExpectedR": 0.07017317932648341,
"legacyKellyFraction": 0,
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"timeframeFixedRiskPct": 0.005,
"maxNotionalPct": 0.12,
"notionalBeforeCaps": 5454,
"notionalAfterCaps": 5454,
"notionalCapApplied": false,
"drawdownMultiplier": 0.5,
"portfolioCapMode": "hard",
"rawDistributionalKellyPct": 0,
"shrunkDistributionalKellyPct": 0,
"confidenceMultiplier": 0.9893878814706631,
"quarterKellyRiskPct": 0,
"cappedKellyRiskPct": 0,
"transitionBaselineRiskPct": 0,
"transitionMaxRiskPct": 0.01,
"transitionCapApplied": false,
"finalKellyRiskPctBeforeSafetyCaps": 0,
"distributionSampleSize": 30,
"distributionEligibleSampleSize": 35593,
"distributionFinalScenarioCount": 30,
"distributionInvalidSampleCount": 0,
"distributionSelectedSampleIds": [
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"DDV1_BATS_ACA_D_L_1789392600000",
"DDV1_BATS_HALO_D_L_1789133400000",
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"DDV1_BATS_RGA_D_L_1787232600000",
"DDV1_BATS_ATR_D_L_1787319000000",
"DDV1_BATS_BLKB_D_L_1791207000000",
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"DDV1_BATS_BLKB_D_L_1791207000000",
"DDV1_BATS_DIA_D_L_1788442200000",
"DDV1_BATS_AMCR_D_L_1788355800000",
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"DDV1_BATS_AMRX_D_L_1791552600000",
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],
"distributionFallbackLevel": "unweighted_nearest_neighbors",
"distributionExpectedR": -0.1608316598994234,
"distributionStopoutRate": 0.3132198249281676,
"rejectionReasons": [],
"reductionReasons": [
"drawdown_reduced_size"
],
"executionStatus": "close_submitted",
"submittedAt": "2026-11-05T14:30:26.461Z",
"brokerOrderId": "978013211",
"submittedQuantity": 75,
"filledQuantity": null,
"avgFillPrice": null,
"expectedEntryPrice": 72.8,
"slippagePct": null,
"exitPrice": 72.8,
"realizedPnl": null,
"allocationStatus": "closed",
"allocationClosedAt": "2026-11-05T14:30:00.000Z",
"decidedAt": "2026-11-03T14:30:41.261Z"
}
Nov 2, 26 USB open_long 60 reduced 55 / 55 $98 / $98 55.71% close submitted closed
Risk %0.2%
Intended Risk %0.2%
Intended Shares55
Intended Risk $$98
Raw P72.85%
Cal P55.71%
Policydistributional_kelly
Allocatordistributional_kelly_v4_minimum_risk_floor
Similarityweighted
Signal Exp R-0.0886
Legacy Kelly Risk1.25%
Fixed TF Risk0.4%
Max Notional8%
Notional$3,319
Notional Capfalse
Drawdown Mult0.5
Dist Kelly Risk0.4%
Confidence98.77%
Quarter Kelly2.5%
Kelly After Cap0.4%
Transition Baseline0%
Transition Max0.4%
Transition Appliedfalse
Dist Samples30
Eligible Samples53,891
Final Scenarios30
Invalid Samples0
Baseline Samples30
Baseline Confidence100%
Dist Fallbackunweighted_nearest_neighbors
Dist Exp R0.174
Dist Stopout26.72%
Order ID977458976
Raw Executionclose_submitted
FilledNone
Avg FillNone
SlippageNone
Reducedrawdown_reduced_size
Ledgerclosed
Ledger ClosedNov 2, 26
{
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"symbol": "USB",
"timeframe": "60",
"action": "open_long",
"modelVersion": "trade_quality_ablation_intraday_60m_child3_plus_prior_path_train_first_80pct_test_holdout_last_20pct",
"rawProbability": 0.72845998,
"calibratedProbability": 0.55711499,
"decision": "reduced",
"approved": true,
"finalShares": 55,
"finalRiskPct": 0.002,
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"allocationPolicy": "distributional_kelly",
"allocatorVersion": "distributional_kelly_v4_minimum_risk_floor",
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"notionalBeforeCaps": 3318.7,
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"notionalCapApplied": false,
"drawdownMultiplier": 0.5,
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"rawDistributionalKellyPct": 0.1,
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"confidenceMultiplier": 0.9877359155599627,
"quarterKellyRiskPct": 0.025,
"cappedKellyRiskPct": 0.004,
"transitionBaselineRiskPct": 0,
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"transitionCapApplied": false,
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"distributionSampleSize": 30,
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"distributionFinalScenarioCount": 30,
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"distributionSelectedSampleIds": [
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"DDV1_BATS_CAT_60_L_1790703000000",
"DDV1_BATS_V_60_L_1792431000000",
"DDV1_BATS_CI_60_L_1791905400000",
"DDV1_BATS_TFC_60_L_1793280600000",
"DDV1_BATS_XLU_60_L_1792503000000",
"DDV1_BATS_TSM_60_L_1790609400000",
"DDV1_BATS_MRSH_60_L_1793043000000",
"DDV1_BATS_SNPS_60_L_1790256600000",
"DDV1_BATS_TMO_60_L_1791383400000",
"DDV1_BATS_AAPL_60_L_1788543000000",
"DDV1_BATS_META_60_L_1789752600000",
"DDV1_BATS_XLE_60_L_1792513800000",
"DDV1_BATS_SBUX_60_L_1792607400000",
"DDV1_BATS_ZS_60_L_1789569000000",
"DDV1_BATS_AAPL_60_L_1788460200000",
"DDV1_BATS_TFC_60_L_1793388600000",
"DDV1_BATS_XOM_60_L_1792521000000",
"DDV1_BATS_USO_60_L_1792510200000",
"DDV1_BATS_OXY_60_L_1792092600000",
"DDV1_BATS_MAR_60_L_1790872200000",
"DDV1_BATS_MAR_60_L_1793021400000",
"DDV1_BATS_EMR_60_L_1791484200000",
"DDV1_BATS_ARKK_60_L_1788190200000",
"DDV1_BATS_MDB_60_L_1789500600000"
],
"distributionSelectedSampleWeights": [
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"distributionBaselineSampleSize": 30,
"distributionBaselineConfidence": 1,
"distributionBaselineSampleIds": [
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"DDV1_BATS_PANW_60_L_1789651800000",
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"DDV1_BATS_HON_60_L_1793125800000",
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],
"distributionFallbackLevel": "unweighted_nearest_neighbors",
"distributionExpectedR": 0.17401201447629824,
"distributionStopoutRate": 0.267150151953404,
"rejectionReasons": [],
"reductionReasons": [
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],
"executionStatus": "close_submitted",
"submittedAt": "2026-11-02T16:30:25.212Z",
"brokerOrderId": "977458976",
"submittedQuantity": 55,
"filledQuantity": null,
"avgFillPrice": null,
"expectedEntryPrice": 60.38,
"slippagePct": null,
"exitPrice": 60.38,
"realizedPnl": null,
"allocationStatus": "closed",
"allocationClosedAt": "2026-11-02T16:30:00.000Z",
"decidedAt": "2026-11-02T15:30:43.634Z"
}
Nov 2, 26 HON open_long 60 reduced 3 / 3 $61 / $61 56.8% close submitted closed
Risk %0.13%
Intended Risk %0.13%
Intended Shares3
Intended Risk $$61
Raw P77.22%
Cal P56.8%
Policydistributional_kelly
Allocatordistributional_kelly_v4_minimum_risk_floor
Similarityweighted
Signal Exp R-0.1131
Legacy Kelly Risk1.25%
Fixed TF Risk0.4%
Max Notional8%
Notional$673
Notional Capfalse
Drawdown Mult0.5
Dist Kelly Risk0%
Confidence98.48%
Quarter Kelly0%
Kelly After Cap0%
Transition Baseline0%
Transition Max0.4%
Transition Appliedfalse
Dist Samples30
Eligible Samples53,891
Final Scenarios30
Invalid Samples0
Baseline Samples30
Baseline Confidence100%
Dist Fallbackunweighted_nearest_neighbors
Dist Exp R-0.0703
Dist Stopout25.69%
Order ID977641933
Raw Executionclose_submitted
FilledNone
Avg FillNone
SlippageNone
Reducedrawdown_reduced_size
Ledgerclosed
Ledger ClosedNov 3, 26
{
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"symbol": "HON",
"timeframe": "60",
"action": "open_long",
"modelVersion": "trade_quality_ablation_intraday_60m_child3_plus_prior_path_train_first_80pct_test_holdout_last_20pct",
"rawProbability": 0.77216371,
"calibratedProbability": 0.56804093,
"decision": "reduced",
"approved": true,
"finalShares": 3,
"finalRiskPct": 0.00125,
"allowedRiskDollars": 60.97658025,
"intendedShares": 3,
"intendedRiskPct": 0.00125,
"intendedRiskDollars": 60.97658025,
"allocationPolicy": "distributional_kelly",
"allocatorVersion": "distributional_kelly_v4_minimum_risk_floor",
"distributionSimilarityMode": "weighted",
"signalExpectedR": -0.11312413975778873,
"legacyKellyFraction": 0.13608185,
"legacyKellyRiskPct": 0.0125,
"timeframeFixedRiskPct": 0.004,
"maxNotionalPct": 0.08,
"notionalBeforeCaps": 672.66,
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"notionalCapApplied": false,
"drawdownMultiplier": 0.5,
"portfolioCapMode": "hard",
"rawDistributionalKellyPct": 0,
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"confidenceMultiplier": 0.9847540441733582,
"quarterKellyRiskPct": 0,
"cappedKellyRiskPct": 0,
"transitionBaselineRiskPct": 0,
"transitionMaxRiskPct": 0.004,
"transitionCapApplied": false,
"finalKellyRiskPctBeforeSafetyCaps": 0,
"distributionSampleSize": 30,
"distributionEligibleSampleSize": 53891,
"distributionFinalScenarioCount": 30,
"distributionInvalidSampleCount": 0,
"distributionSelectedSampleIds": [
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"DDV1_BATS_WM_60_L_1793021400000",
"DDV1_BATS_DDOG_60_L_1789651800000",
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"DDV1_BATS_COP_60_L_1793125800000",
"DDV1_BATS_EL_60_L_1787941800000",
"DDV1_BATS_UNH_60_L_1792765800000",
"DDV1_BATS_HD_60_L_1792600200000",
"DDV1_BATS_MPC_60_L_1792092600000",
"DDV1_BATS_WM_60_L_1792431000000",
"DDV1_BATS_CRWD_60_L_1789569000000",
"DDV1_BATS_PLTR_60_L_1790263800000",
"DDV1_BATS_AMD_60_L_1791394200000",
"DDV1_BATS_TMO_60_L_1790613000000",
"DDV1_BATS_WM_60_L_1793280600000",
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"distributionBaselineConfidence": 1,
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"DDV1_BATS_INTU_60_L_1791898200000",
"DDV1_BATS_FDX_60_L_1793287800000",
"DDV1_BATS_NET_60_L_1790353800000",
"DDV1_BATS_NFLX_60_L_1791898200000",
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"DDV1_BATS_TMO_60_L_1791383400000",
"DDV1_BATS_XLU_60_L_1792503000000",
"DDV1_BATS_SNPS_60_L_1791912600000",
"historical:intraday_60m_frozen_child3:16185"
],
"distributionFallbackLevel": "unweighted_nearest_neighbors",
"distributionExpectedR": -0.07030665027824026,
"distributionStopoutRate": 0.2568509664623182,
"rejectionReasons": [],
"reductionReasons": [
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],
"executionStatus": "close_submitted",
"submittedAt": "2026-11-03T15:31:04.883Z",
"brokerOrderId": "977641933",
"submittedQuantity": 3,
"filledQuantity": null,
"avgFillPrice": null,
"expectedEntryPrice": 224.41,
"slippagePct": null,
"exitPrice": 224.41,
"realizedPnl": null,
"allocationStatus": "closed",
"allocationClosedAt": "2026-11-03T15:30:00.000Z",
"decidedAt": "2026-11-02T15:30:42.948Z"
}
Oct 29, 26 COP open_long 60 reduced 6 / 6 $61 / $61 57.39% close submitted closed
Risk %0.13%
Intended Risk %0.13%
Intended Shares6
Intended Risk $$61
Raw P79.57%
Cal P57.39%
Policydistributional_kelly
Allocatordistributional_kelly_v4_minimum_risk_floor
Similarityweighted
Signal Exp R-0.0043
Legacy Kelly Risk1.25%
Fixed TF Risk0.4%
Max Notional8%
Notional$898
Notional Capfalse
Drawdown Mult0.5
Dist Kelly Risk0%
Confidence99.02%
Quarter Kelly0%
Kelly After Cap0%
Transition Baseline0%
Transition Max0.4%
Transition Appliedfalse
Dist Samples30
Eligible Samples53,886
Final Scenarios30
Invalid Samples0
Baseline Samples30
Baseline Confidence100%
Dist Fallbackunweighted_nearest_neighbors
Dist Exp R-0.1205
Dist Stopout31.8%
Order ID977061999
Raw Executionclose_submitted
FilledNone
Avg FillNone
SlippageNone
Reducedrawdown_reduced_size
Ledgerclosed
Ledger ClosedOct 29, 26
{
"signalId": "DDV1_BATS_COP_60_L_1793295000000",
"symbol": "COP",
"timeframe": "60",
"action": "open_long",
"modelVersion": "trade_quality_ablation_intraday_60m_child3_plus_prior_path_train_first_80pct_test_holdout_last_20pct",
"rawProbability": 0.79568416,
"calibratedProbability": 0.57392104,
"decision": "reduced",
"approved": true,
"finalShares": 6,
"finalRiskPct": 0.00125,
"allowedRiskDollars": 60.78946425,
"intendedShares": 6,
"intendedRiskPct": 0.00125,
"intendedRiskDollars": 60.78946425,
"allocationPolicy": "distributional_kelly",
"allocatorVersion": "distributional_kelly_v4_minimum_risk_floor",
"distributionSimilarityMode": "weighted",
"signalExpectedR": -0.004324941859919159,
"legacyKellyFraction": 0.14784208,
"legacyKellyRiskPct": 0.0125,
"timeframeFixedRiskPct": 0.004,
"maxNotionalPct": 0.08,
"notionalBeforeCaps": 897.66,
"notionalAfterCaps": 897.66,
"notionalCapApplied": false,
"drawdownMultiplier": 0.5,
"portfolioCapMode": "hard",
"rawDistributionalKellyPct": 0,
"shrunkDistributionalKellyPct": 0,
"confidenceMultiplier": 0.9902477777615232,
"quarterKellyRiskPct": 0,
"cappedKellyRiskPct": 0,
"transitionBaselineRiskPct": 0,
"transitionMaxRiskPct": 0.004,
"transitionCapApplied": false,
"finalKellyRiskPctBeforeSafetyCaps": 0,
"distributionSampleSize": 30,
"distributionEligibleSampleSize": 53886,
"distributionFinalScenarioCount": 30,
"distributionInvalidSampleCount": 0,
"distributionSelectedSampleIds": [
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"DDV1_BATS_CRWD_60_L_1790703000000",
"DDV1_BATS_ABBV_60_L_1790087400000",
"DDV1_BATS_PSX_60_L_1789133400000",
"DDV1_BATS_V_60_L_1792679400000",
"DDV1_BATS_TSLA_60_L_1788287400000",
"DDV1_BATS_TEAM_60_L_1793194200000",
"DDV1_BATS_KMB_60_L_1793129400000",
"DDV1_BATS_MPC_60_L_1792092600000",
"DDV1_BATS_INTC_60_L_1790350200000",
"DDV1_BATS_LLY_60_L_1792783800000",
"DDV1_BATS_ZS_60_L_1790602200000",
"DDV1_BATS_CSX_60_L_1787751000000",
"DDV1_BATS_MRNA_60_L_1791383400000",
"DDV1_BATS_TMO_60_L_1791383400000",
"DDV1_BATS_NET_60_L_1790605800000",
"DDV1_BATS_DDOG_60_L_1791905400000",
"DDV1_BATS_USO_60_L_1793287800000",
"DDV1_BATS_CRWD_60_L_1790605800000",
"DDV1_BATS_OKTA_60_L_1791466200000",
"DDV1_BATS_PSX_60_L_1790091000000",
"DDV1_BATS_DDOG_60_L_1791469800000",
"DDV1_BATS_AAL_60_L_1792675800000",
"DDV1_BATS_EOG_60_L_1792686600000",
"DDV1_BATS_EL_60_L_1787941800000",
"DDV1_BATS_UNH_60_L_1792765800000",
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"distributionBaselineConfidence": 1,
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"DDV1_BATS_NFLX_60_L_1791898200000",
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"DDV1_BATS_SNPS_60_L_1791912600000",
"DDV1_BATS_USO_60_L_1793194200000",
"DDV1_BATS_WM_60_L_1793021400000",
"DDV1_BATS_XLU_60_L_1792503000000",
"DDV1_BATS_ICE_60_L_1788442200000",
"DDV1_BATS_TEAM_60_L_1788442200000",
"DDV1_BATS_CME_60_L_1788276600000",
"DDV1_BATS_VZ_60_L_1788359400000",
"DDV1_BATS_TFC_60_L_1793280600000",
"DDV1_BATS_MRNA_60_L_1788463800000",
"DDV1_BATS_INTU_60_L_1791898200000",
"historical:intraday_60m_frozen_child3:35626",
"historical:intraday_60m_frozen_child3:19605"
],
"distributionFallbackLevel": "unweighted_nearest_neighbors",
"distributionExpectedR": -0.12046703639585488,
"distributionStopoutRate": 0.3180380995264082,
"rejectionReasons": [],
"reductionReasons": [
"drawdown_reduced_size"
],
"executionStatus": "close_submitted",
"submittedAt": "2026-10-29T19:30:25.122Z",
"brokerOrderId": "977061999",
"submittedQuantity": 6,
"filledQuantity": null,
"avgFillPrice": null,
"expectedEntryPrice": 149.66,
"slippagePct": null,
"exitPrice": 149.66,
"realizedPnl": null,
"allocationStatus": "closed",
"allocationClosedAt": "2026-10-29T19:30:00.000Z",
"decidedAt": "2026-10-29T18:30:14.077Z"
}
Oct 29, 26 UPS open_long 60 reduced 9 / 9 $97 / $97 55.62% close submitted closed
Risk %0.2%
Intended Risk %0.2%
Intended Shares9
Intended Risk $$97
Raw P72.48%
Cal P55.62%
Policydistributional_kelly
Allocatordistributional_kelly_v4_minimum_risk_floor
Similarityweighted
Signal Exp R-0.0435
Legacy Kelly Risk1.25%
Fixed TF Risk0.4%
Max Notional8%
Notional$960
Notional Capfalse
Drawdown Mult0.5
Dist Kelly Risk0.4%
Confidence99.46%
Quarter Kelly2.5%
Kelly After Cap0.4%
Transition Baseline0.1%
Transition Max0.4%
Transition Appliedfalse
Dist Samples30
Eligible Samples53,885
Final Scenarios30
Invalid Samples0
Baseline Samples30
Baseline Confidence100%
Dist Fallbackunweighted_nearest_neighbors
Dist Exp R0.0563
Dist Stopout16.94%
Order ID977642275
Raw Executionclose_submitted
FilledNone
Avg FillNone
SlippageNone
Reducedrawdown_reduced_size
Ledgerclosed
Ledger ClosedNov 3, 26
{
"signalId": "DDV1_BATS_UPS_60_L_1793287800000",
"symbol": "UPS",
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"decidedAt": "2026-10-29T16:30:50.160Z"
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Oct 29, 26 USO open_long 60 reduced 5 / 5 $61 / $61 56.22% close submitted closed
Risk %0.13%
Intended Risk %0.13%
Intended Shares5
Intended Risk $$61
Raw P74.87%
Cal P56.22%
Policydistributional_kelly
Allocatordistributional_kelly_v4_minimum_risk_floor
Similarityweighted
Signal Exp R-0.0948
Legacy Kelly Risk1.25%
Fixed TF Risk0.4%
Max Notional8%
Notional$828
Notional Capfalse
Drawdown Mult0.5
Dist Kelly Risk0%
Confidence99.34%
Quarter Kelly0%
Kelly After Cap0%
Transition Baseline0.1%
Transition Max0.4%
Transition Appliedfalse
Dist Samples30
Eligible Samples53,885
Final Scenarios30
Invalid Samples0
Baseline Samples30
Baseline Confidence100%
Dist Fallbackunweighted_nearest_neighbors
Dist Exp R-0.0731
Dist Stopout16.12%
Order ID977033136
Raw Executionclose_submitted
FilledNone
Avg FillNone
SlippageNone
Reducedrawdown_reduced_size
Ledgerclosed
Ledger ClosedOct 29, 26
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"symbol": "USO",
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"action": "open_long",
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"allocationClosedAt": "2026-10-29T17:30:00.000Z",
"decidedAt": "2026-10-29T16:30:43.285Z"
}
Oct 29, 26 FDX open_long 60 reduced 2 / 2 $61 / $61 57.83% close submitted closed
Risk %0.13%
Intended Risk %0.13%
Intended Shares2
Intended Risk $$61
Raw P81.32%
Cal P57.83%
Policydistributional_kelly
Allocatordistributional_kelly_v4_minimum_risk_floor
Similarityweighted
Signal Exp R-0.0099
Legacy Kelly Risk1.25%
Fixed TF Risk0.4%
Max Notional8%
Notional$620
Notional Capfalse
Drawdown Mult0.5
Dist Kelly Risk0%
Confidence98.38%
Quarter Kelly0%
Kelly After Cap0%
Transition Baseline0%
Transition Max0.4%
Transition Appliedfalse
Dist Samples30
Eligible Samples53,885
Final Scenarios30
Invalid Samples0
Baseline Samples30
Baseline Confidence100%
Dist Fallbackunweighted_nearest_neighbors
Dist Exp R-0.1909
Dist Stopout23.51%
Order ID977202686
Raw Executionclose_submitted
FilledNone
Avg FillNone
SlippageNone
Reducedrawdown_reduced_size
Ledgerclosed
Ledger ClosedOct 30, 26
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"symbol": "FDX",
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"distributionExpectedR": -0.19091516008728018,
"distributionStopoutRate": 0.23510655996731694,
"rejectionReasons": [],
"reductionReasons": [
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],
"executionStatus": "close_submitted",
"submittedAt": "2026-10-30T14:30:21.136Z",
"brokerOrderId": "977202686",
"submittedQuantity": 2,
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"expectedEntryPrice": 315.79,
"slippagePct": null,
"exitPrice": 315.79,
"realizedPnl": null,
"allocationStatus": "closed",
"allocationClosedAt": "2026-10-30T14:30:00.000Z",
"decidedAt": "2026-10-29T16:30:42.633Z"
}
Oct 29, 26 TFC open_long 60 reduced 17 / 17 $30 / $30 56.42% close submitted closed
Risk %0.06%
Intended Risk %0.06%
Intended Shares17
Intended Risk $$30
Raw P75.69%
Cal P56.42%
Policydistributional_kelly
Allocatordistributional_kelly_v4_minimum_risk_floor
Similarityweighted
Signal Exp R0.0275
Legacy Kelly Risk0.25%
Fixed TF Risk0.4%
Max Notional8%
Notional$837
Notional Capfalse
Drawdown Mult0.5
Dist Kelly Risk0%
Confidence99.37%
Quarter Kelly0%
Kelly After Cap0%
Transition Baseline0%
Transition Max0.4%
Transition Appliedfalse
Dist Samples30
Eligible Samples53,883
Final Scenarios30
Invalid Samples0
Baseline Samples30
Baseline Confidence100%
Dist Fallbackunweighted_nearest_neighbors
Dist Exp R-0.1088
Dist Stopout35.84%
Order ID976995973
Raw Executionclose_submitted
FilledNone
Avg FillNone
SlippageNone
Reducedrawdown_reduced_size
Ledgerclosed
Ledger ClosedOct 29, 26
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"symbol": "TFC",
"timeframe": "60",
"action": "open_long",
"modelVersion": "trade_quality_ablation_intraday_60m_child3_plus_prior_path_train_first_80pct_test_holdout_last_20pct",
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"decision": "reduced",
"approved": true,
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"notionalBeforeCaps": 837.25,
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"rawDistributionalKellyPct": 0,
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"transitionCapApplied": false,
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"distributionSampleSize": 30,
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"distributionBaselineSampleSize": 30,
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"DDV1_BATS_CRWD_60_L_1790703000000",
"historical:intraday_60m_frozen_child3:18898",
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"distributionExpectedR": -0.10878802347069517,
"distributionStopoutRate": 0.35835098706537427,
"rejectionReasons": [],
"reductionReasons": [
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"loss_streak_reduced_size"
],
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"submittedAt": "2026-10-29T15:30:28.785Z",
"brokerOrderId": "976995973",
"submittedQuantity": 17,
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"expectedEntryPrice": 49.38,
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"exitPrice": 49.38,
"realizedPnl": null,
"allocationStatus": "closed",
"allocationClosedAt": "2026-10-29T15:30:00.000Z",
"decidedAt": "2026-10-29T14:30:38.352Z"
}
Oct 29, 26 HD open_long 60 reduced 1 / 1 $30 / $30 59.7% close submitted closed
Risk %0.06%
Intended Risk %0.06%
Intended Shares1
Intended Risk $$30
Raw P88.81%
Cal P59.7%
Policydistributional_kelly
Allocatordistributional_kelly_v4_minimum_risk_floor
Similarityweighted
Signal Exp R0.0467
Legacy Kelly Risk0.25%
Fixed TF Risk0.4%
Max Notional8%
Notional$324
Notional Capfalse
Drawdown Mult0.5
Dist Kelly Risk0%
Confidence98.51%
Quarter Kelly0%
Kelly After Cap0%
Transition Baseline0%
Transition Max0.4%
Transition Appliedfalse
Dist Samples30
Eligible Samples53,883
Final Scenarios30
Invalid Samples0
Baseline Samples30
Baseline Confidence100%
Dist Fallbackunweighted_nearest_neighbors
Dist Exp R-0.0393
Dist Stopout25.17%
Order ID976995950
Raw Executionclose_submitted
FilledNone
Avg FillNone
SlippageNone
Reducedrawdown_reduced_size
Ledgerclosed
Ledger ClosedOct 29, 26
{
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"symbol": "HD",
"timeframe": "60",
"action": "open_long",
"modelVersion": "trade_quality_ablation_intraday_60m_child3_plus_prior_path_train_first_80pct_test_holdout_last_20pct",
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"decision": "reduced",
"approved": true,
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"allowedRiskDollars": 30.408330000000003,
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"allocationPolicy": "distributional_kelly",
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"signalExpectedR": 0.04674353380797761,
"legacyKellyFraction": 0,
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"maxNotionalPct": 0.08,
"notionalBeforeCaps": 323.61,
"notionalAfterCaps": 323.61,
"notionalCapApplied": false,
"drawdownMultiplier": 0.5,
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"rawDistributionalKellyPct": 0,
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"confidenceMultiplier": 0.985141488313541,
"quarterKellyRiskPct": 0,
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"transitionBaselineRiskPct": 0,
"transitionMaxRiskPct": 0.004,
"transitionCapApplied": false,
"finalKellyRiskPctBeforeSafetyCaps": 0,
"distributionSampleSize": 30,
"distributionEligibleSampleSize": 53883,
"distributionFinalScenarioCount": 30,
"distributionInvalidSampleCount": 0,
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"DDV1_BATS_AMD_60_L_1790263800000",
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"historical:intraday_60m_frozen_child3:38422",
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"submittedAt": "2026-10-29T15:30:26.624Z",
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"allocationClosedAt": "2026-10-29T15:30:00.000Z",
"decidedAt": "2026-10-29T14:30:29.369Z"
}
Oct 29, 26 ELF open_long D reduced 1 / 1 $46 / $46 59.06% close submitted closed
Risk %0.09%
Intended Risk %0.09%
Intended Shares1
Intended Risk $$46
Raw P86.26%
Cal P59.06%
Policydistributional_kelly
Allocatordistributional_kelly_v4_minimum_risk_floor
Similarityweighted
Signal Exp R0.1361
Legacy Kelly Risk0.25%
Fixed TF Risk0.5%
Max Notional12%
Notional$116
Notional Capfalse
Drawdown Mult0.5
Dist Kelly Risk0%
Confidence99.54%
Quarter Kelly0%
Kelly After Cap0%
Transition Baseline0%
Transition Max1%
Transition Appliedfalse
Dist Samples30
Eligible Samples35,603
Final Scenarios30
Invalid Samples0
Baseline Samples30
Baseline Confidence100%
Dist Fallbackunweighted_nearest_neighbors
Dist Exp R-0.2658
Dist Stopout37.64%
Order ID978723804
Raw Executionclose_submitted
FilledNone
Avg FillNone
SlippageNone
Reducedrawdown_reduced_size
Ledgerclosed
Ledger ClosedNov 10, 26
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"symbol": "ELF",
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"distributionFallbackLevel": "unweighted_nearest_neighbors",
"distributionExpectedR": -0.2657819175268835,
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"rejectionReasons": [],
"reductionReasons": [
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],
"executionStatus": "close_submitted",
"submittedAt": "2026-11-10T15:04:43.001Z",
"brokerOrderId": "978723804",
"submittedQuantity": 1,
"filledQuantity": null,
"avgFillPrice": null,
"expectedEntryPrice": 118.8,
"slippagePct": null,
"exitPrice": 118.8,
"realizedPnl": null,
"allocationStatus": "closed",
"allocationClosedAt": "2026-11-10T14:30:00.000Z",
"decidedAt": "2026-10-29T13:30:39.623Z"
}